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(235.1
+ ,280.7
+ ,264.6
+ ,240.7
+ ,201.4
+ ,240.8
+ ,241.1
+ ,223.8
+ ,206.1
+ ,174.7
+ ,203.3
+ ,220.5
+ ,299.5
+ ,347.4
+ ,338.3
+ ,327.7
+ ,351.6
+ ,396.6
+ ,438.8
+ ,395.6
+ ,363.5
+ ,378.8
+ ,357
+ ,369
+ ,464.8
+ ,479.1
+ ,431.3
+ ,366.5
+ ,326.3
+ ,355.1
+ ,331.6
+ ,261.3
+ ,249
+ ,205.5
+ ,235.6
+ ,240.9
+ ,264.9
+ ,253.8
+ ,232.3
+ ,193.8
+ ,177
+ ,213.2
+ ,207.2
+ ,180.6
+ ,188.6
+ ,175.4
+ ,199
+ ,179.6
+ ,225.8
+ ,234
+ ,200.2
+ ,183.6
+ ,178.2
+ ,203.2
+ ,208.5
+ ,191.8
+ ,172.8
+ ,148
+ ,159.4
+ ,154.5
+ ,213.2
+ ,196.4
+ ,182.8
+ ,176.4
+ ,153.6
+ ,173.2
+ ,171
+ ,151.2
+ ,161.9
+ ,157.2
+ ,201.7
+ ,236.4
+ ,356.1
+ ,398.3
+ ,403.7
+ ,384.6
+ ,365.8
+ ,368.1
+ ,367.9
+ ,347
+ ,343.3
+ ,292.9
+ ,311.5
+ ,300.9
+ ,366.9
+ ,356.9
+ ,329.7
+ ,316.2
+ ,269
+ ,289.3
+ ,266.2
+ ,253.6
+ ,233.8
+ ,228.4
+ ,253.6
+ ,260.1
+ ,306.6
+ ,309.2
+ ,309.5
+ ,271
+ ,279.9
+ ,317.9
+ ,298.4
+ ,246.7
+ ,227.3
+ ,209.1
+ ,259.9
+ ,266
+ ,320.6
+ ,308.5
+ ,282.2
+ ,262.7
+ ,263.5
+ ,313.1
+ ,284.3
+ ,252.6
+ ,250.3
+ ,246.5
+ ,312.7
+ ,333.2
+ ,446.4
+ ,511.6
+ ,515.5
+ ,506.4
+ ,483.2
+ ,522.3
+ ,509.8
+ ,460.7
+ ,405.8
+ ,375
+ ,378.5
+ ,406.8
+ ,467.8
+ ,469.8
+ ,429.8
+ ,355.8
+ ,332.7
+ ,378
+ ,360.5
+ ,334.7
+ ,319.5
+ ,323.1
+ ,363.6
+ ,352.1
+ ,411.9
+ ,388.6
+ ,416.4
+ ,360.7
+ ,338
+ ,417.2
+ ,388.4
+ ,371.1
+ ,331.5
+ ,353.7
+ ,396.7
+ ,447
+ ,533.5
+ ,565.4
+ ,542.3
+ ,488.7
+ ,467.1
+ ,531.3
+ ,496.1
+ ,444
+ ,403.4
+ ,386.3
+ ,394.1
+ ,404.1
+ ,462.1
+ ,448.1
+ ,432.3
+ ,386.3
+ ,395.2
+ ,421.9
+ ,382.9
+ ,384.2
+ ,345.5
+ ,323.4
+ ,372.6
+ ,376
+ ,462.7
+ ,487
+ ,444.2
+ ,399.3
+ ,394.9
+ ,455.4
+ ,414
+ ,375.5
+ ,347
+ ,339.4
+ ,385.8
+ ,378.8
+ ,451.8
+ ,446.1
+ ,422.5
+ ,383.1
+ ,352.8
+ ,445.3
+ ,367.5
+ ,355.1
+ ,326.2
+ ,319.8
+ ,331.8
+ ,340.9
+ ,394.1
+ ,417.2
+ ,369.9
+ ,349.2
+ ,321.4
+ ,405.7
+ ,342.9
+ ,316.5
+ ,284.2
+ ,270.9
+ ,288.8
+ ,278.8
+ ,324.4
+ ,310.9
+ ,299
+ ,273
+ ,279.3
+ ,359.2
+ ,305
+ ,282.1
+ ,250.3
+ ,246.5
+ ,257.9
+ ,266.5
+ ,315.9
+ ,318.4
+ ,295.4
+ ,266.4
+ ,245.8
+ ,362.8
+ ,324.9
+ ,294.2
+ ,289.5
+ ,295.2
+ ,290.3
+ ,272
+ ,307.4
+ ,328.7
+ ,292.9
+ ,249.1
+ ,230.4
+ ,361.5
+ ,321.7
+ ,277.2
+ ,260.7
+ ,251
+ ,257.6
+ ,241.8
+ ,287.5
+ ,292.3
+ ,274.7
+ ,254.2
+ ,230
+ ,339
+ ,318.2
+ ,287
+ ,295.8
+ ,284
+ ,271
+ ,262.7
+ ,340.6
+ ,379.4
+ ,373.3
+ ,355.2
+ ,338.4
+ ,466.9
+ ,451
+ ,422
+ ,429.2
+ ,425.9
+ ,460.7
+ ,463.6
+ ,541.4
+ ,544.2
+ ,517.5
+ ,469.4
+ ,439.4
+ ,549
+ ,533
+ ,506.1
+ ,484
+ ,457
+ ,481.5
+ ,469.5
+ ,544.7
+ ,541.2
+ ,521.5
+ ,469.7
+ ,434.4
+ ,542.6
+ ,517.3
+ ,485.7
+ ,465.8
+ ,447
+ ,426.6
+ ,411.6
+ ,467.5
+ ,484.5
+ ,451.2
+ ,417.4
+ ,379.9
+ ,484.7
+ ,455
+ ,420.8
+ ,416.5
+ ,376.3
+ ,405.6
+ ,405.8
+ ,500.8
+ ,514
+ ,475.5
+ ,430.1
+ ,414.4
+ ,538
+ ,526
+ ,488.5
+ ,520.2
+ ,504.4
+ ,568.5
+ ,610.6
+ ,818
+ ,830.9
+ ,835.9
+ ,782
+ ,762.3
+ ,856.9
+ ,820.9
+ ,769.6
+ ,752.2
+ ,724.4
+ ,723.1
+ ,719.5
+ ,817.4
+ ,803.3
+ ,752.5
+ ,689
+ ,630.4
+ ,765.5
+ ,757.7
+ ,732.2
+ ,702.6
+ ,683.3
+ ,709.5
+ ,702.2
+ ,784.8
+ ,810.9
+ ,755.6
+ ,656.8
+ ,615.1
+ ,745.3
+ ,694.1
+ ,675.7
+ ,643.7
+ ,622.1
+ ,634.6
+ ,588
+ ,689.7
+ ,673.9
+ ,647.9
+ ,568.8
+ ,545.7
+ ,632.6
+ ,643.8
+ ,593.1
+ ,579.7
+ ,546
+ ,562.9
+ ,572.5)
+ ,dim=c(1
+ ,372)
+ ,dimnames=list(c('Y')
+ ,1:372))
> y <- array(NA,dim=c(1,372),dimnames=list(c('Y'),1:372))
> 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 = 'Do not include Seasonal Dummies'
> par1 = '1'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Y t
1 235.1 1
2 280.7 2
3 264.6 3
4 240.7 4
5 201.4 5
6 240.8 6
7 241.1 7
8 223.8 8
9 206.1 9
10 174.7 10
11 203.3 11
12 220.5 12
13 299.5 13
14 347.4 14
15 338.3 15
16 327.7 16
17 351.6 17
18 396.6 18
19 438.8 19
20 395.6 20
21 363.5 21
22 378.8 22
23 357.0 23
24 369.0 24
25 464.8 25
26 479.1 26
27 431.3 27
28 366.5 28
29 326.3 29
30 355.1 30
31 331.6 31
32 261.3 32
33 249.0 33
34 205.5 34
35 235.6 35
36 240.9 36
37 264.9 37
38 253.8 38
39 232.3 39
40 193.8 40
41 177.0 41
42 213.2 42
43 207.2 43
44 180.6 44
45 188.6 45
46 175.4 46
47 199.0 47
48 179.6 48
49 225.8 49
50 234.0 50
51 200.2 51
52 183.6 52
53 178.2 53
54 203.2 54
55 208.5 55
56 191.8 56
57 172.8 57
58 148.0 58
59 159.4 59
60 154.5 60
61 213.2 61
62 196.4 62
63 182.8 63
64 176.4 64
65 153.6 65
66 173.2 66
67 171.0 67
68 151.2 68
69 161.9 69
70 157.2 70
71 201.7 71
72 236.4 72
73 356.1 73
74 398.3 74
75 403.7 75
76 384.6 76
77 365.8 77
78 368.1 78
79 367.9 79
80 347.0 80
81 343.3 81
82 292.9 82
83 311.5 83
84 300.9 84
85 366.9 85
86 356.9 86
87 329.7 87
88 316.2 88
89 269.0 89
90 289.3 90
91 266.2 91
92 253.6 92
93 233.8 93
94 228.4 94
95 253.6 95
96 260.1 96
97 306.6 97
98 309.2 98
99 309.5 99
100 271.0 100
101 279.9 101
102 317.9 102
103 298.4 103
104 246.7 104
105 227.3 105
106 209.1 106
107 259.9 107
108 266.0 108
109 320.6 109
110 308.5 110
111 282.2 111
112 262.7 112
113 263.5 113
114 313.1 114
115 284.3 115
116 252.6 116
117 250.3 117
118 246.5 118
119 312.7 119
120 333.2 120
121 446.4 121
122 511.6 122
123 515.5 123
124 506.4 124
125 483.2 125
126 522.3 126
127 509.8 127
128 460.7 128
129 405.8 129
130 375.0 130
131 378.5 131
132 406.8 132
133 467.8 133
134 469.8 134
135 429.8 135
136 355.8 136
137 332.7 137
138 378.0 138
139 360.5 139
140 334.7 140
141 319.5 141
142 323.1 142
143 363.6 143
144 352.1 144
145 411.9 145
146 388.6 146
147 416.4 147
148 360.7 148
149 338.0 149
150 417.2 150
151 388.4 151
152 371.1 152
153 331.5 153
154 353.7 154
155 396.7 155
156 447.0 156
157 533.5 157
158 565.4 158
159 542.3 159
160 488.7 160
161 467.1 161
162 531.3 162
163 496.1 163
164 444.0 164
165 403.4 165
166 386.3 166
167 394.1 167
168 404.1 168
169 462.1 169
170 448.1 170
171 432.3 171
172 386.3 172
173 395.2 173
174 421.9 174
175 382.9 175
176 384.2 176
177 345.5 177
178 323.4 178
179 372.6 179
180 376.0 180
181 462.7 181
182 487.0 182
183 444.2 183
184 399.3 184
185 394.9 185
186 455.4 186
187 414.0 187
188 375.5 188
189 347.0 189
190 339.4 190
191 385.8 191
192 378.8 192
193 451.8 193
194 446.1 194
195 422.5 195
196 383.1 196
197 352.8 197
198 445.3 198
199 367.5 199
200 355.1 200
201 326.2 201
202 319.8 202
203 331.8 203
204 340.9 204
205 394.1 205
206 417.2 206
207 369.9 207
208 349.2 208
209 321.4 209
210 405.7 210
211 342.9 211
212 316.5 212
213 284.2 213
214 270.9 214
215 288.8 215
216 278.8 216
217 324.4 217
218 310.9 218
219 299.0 219
220 273.0 220
221 279.3 221
222 359.2 222
223 305.0 223
224 282.1 224
225 250.3 225
226 246.5 226
227 257.9 227
228 266.5 228
229 315.9 229
230 318.4 230
231 295.4 231
232 266.4 232
233 245.8 233
234 362.8 234
235 324.9 235
236 294.2 236
237 289.5 237
238 295.2 238
239 290.3 239
240 272.0 240
241 307.4 241
242 328.7 242
243 292.9 243
244 249.1 244
245 230.4 245
246 361.5 246
247 321.7 247
248 277.2 248
249 260.7 249
250 251.0 250
251 257.6 251
252 241.8 252
253 287.5 253
254 292.3 254
255 274.7 255
256 254.2 256
257 230.0 257
258 339.0 258
259 318.2 259
260 287.0 260
261 295.8 261
262 284.0 262
263 271.0 263
264 262.7 264
265 340.6 265
266 379.4 266
267 373.3 267
268 355.2 268
269 338.4 269
270 466.9 270
271 451.0 271
272 422.0 272
273 429.2 273
274 425.9 274
275 460.7 275
276 463.6 276
277 541.4 277
278 544.2 278
279 517.5 279
280 469.4 280
281 439.4 281
282 549.0 282
283 533.0 283
284 506.1 284
285 484.0 285
286 457.0 286
287 481.5 287
288 469.5 288
289 544.7 289
290 541.2 290
291 521.5 291
292 469.7 292
293 434.4 293
294 542.6 294
295 517.3 295
296 485.7 296
297 465.8 297
298 447.0 298
299 426.6 299
300 411.6 300
301 467.5 301
302 484.5 302
303 451.2 303
304 417.4 304
305 379.9 305
306 484.7 306
307 455.0 307
308 420.8 308
309 416.5 309
310 376.3 310
311 405.6 311
312 405.8 312
313 500.8 313
314 514.0 314
315 475.5 315
316 430.1 316
317 414.4 317
318 538.0 318
319 526.0 319
320 488.5 320
321 520.2 321
322 504.4 322
323 568.5 323
324 610.6 324
325 818.0 325
326 830.9 326
327 835.9 327
328 782.0 328
329 762.3 329
330 856.9 330
331 820.9 331
332 769.6 332
333 752.2 333
334 724.4 334
335 723.1 335
336 719.5 336
337 817.4 337
338 803.3 338
339 752.5 339
340 689.0 340
341 630.4 341
342 765.5 342
343 757.7 343
344 732.2 344
345 702.6 345
346 683.3 346
347 709.5 347
348 702.2 348
349 784.8 349
350 810.9 350
351 755.6 351
352 656.8 352
353 615.1 353
354 745.3 354
355 694.1 355
356 675.7 356
357 643.7 357
358 622.1 358
359 634.6 359
360 588.0 360
361 689.7 361
362 673.9 362
363 647.9 363
364 568.8 364
365 545.7 365
366 632.6 366
367 643.8 367
368 593.1 368
369 579.7 369
370 546.0 370
371 562.9 371
372 572.5 372
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) t
204.473 1.011
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-234.32 -72.71 -10.25 63.84 318.77
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 204.47346 11.50143 17.78 <2e-16 ***
t 1.01109 0.05344 18.92 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 110.7 on 370 degrees of freedom
Multiple R-squared: 0.4917, Adjusted R-squared: 0.4903
F-statistic: 357.9 on 1 and 370 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,] 2.301361e-02 4.602722e-02 9.769864e-01
[2,] 6.371834e-03 1.274367e-02 9.936282e-01
[3,] 1.560634e-03 3.121268e-03 9.984394e-01
[4,] 3.052280e-04 6.104561e-04 9.996948e-01
[5,] 6.334088e-05 1.266818e-04 9.999367e-01
[6,] 2.550767e-05 5.101533e-05 9.999745e-01
[7,] 5.318578e-06 1.063716e-05 9.999947e-01
[8,] 2.147890e-06 4.295780e-06 9.999979e-01
[9,] 7.159484e-05 1.431897e-04 9.999284e-01
[10,] 6.764106e-04 1.352821e-03 9.993236e-01
[11,] 7.601123e-04 1.520225e-03 9.992399e-01
[12,] 4.457470e-04 8.914939e-04 9.995543e-01
[13,] 2.981034e-04 5.962069e-04 9.997019e-01
[14,] 3.384339e-04 6.768677e-04 9.996616e-01
[15,] 5.532744e-04 1.106549e-03 9.994467e-01
[16,] 2.962124e-04 5.924249e-04 9.997038e-01
[17,] 1.443428e-04 2.886855e-04 9.998557e-01
[18,] 6.781820e-05 1.356364e-04 9.999322e-01
[19,] 3.745488e-05 7.490976e-05 9.999625e-01
[20,] 1.906800e-05 3.813601e-05 9.999809e-01
[21,] 1.689204e-05 3.378408e-05 9.999831e-01
[22,] 1.437480e-05 2.874960e-05 9.999856e-01
[23,] 7.187281e-06 1.437456e-05 9.999928e-01
[24,] 8.550717e-06 1.710143e-05 9.999914e-01
[25,] 2.477893e-05 4.955785e-05 9.999752e-01
[26,] 2.770810e-05 5.541621e-05 9.999723e-01
[27,] 4.477535e-05 8.955070e-05 9.999552e-01
[28,] 2.894083e-04 5.788166e-04 9.997106e-01
[29,] 1.113431e-03 2.226862e-03 9.988866e-01
[30,] 5.217283e-03 1.043457e-02 9.947827e-01
[31,] 8.788885e-03 1.757777e-02 9.912111e-01
[32,] 1.147907e-02 2.295814e-02 9.885209e-01
[33,] 1.112683e-02 2.225367e-02 9.888732e-01
[34,] 1.102469e-02 2.204939e-02 9.889753e-01
[35,] 1.198810e-02 2.397620e-02 9.880119e-01
[36,] 1.636106e-02 3.272211e-02 9.836389e-01
[37,] 2.239216e-02 4.478433e-02 9.776078e-01
[38,] 2.138800e-02 4.277600e-02 9.786120e-01
[39,] 2.014097e-02 4.028193e-02 9.798590e-01
[40,] 2.106251e-02 4.212502e-02 9.789375e-01
[41,] 1.983269e-02 3.966537e-02 9.801673e-01
[42,] 1.915242e-02 3.830484e-02 9.808476e-01
[43,] 1.593739e-02 3.187478e-02 9.840626e-01
[44,] 1.397443e-02 2.794887e-02 9.860256e-01
[45,] 1.041560e-02 2.083120e-02 9.895844e-01
[46,] 7.596355e-03 1.519271e-02 9.924036e-01
[47,] 5.808344e-03 1.161669e-02 9.941917e-01
[48,] 4.601741e-03 9.203482e-03 9.953983e-01
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[330,] 9.999995e-01 1.031577e-06 5.157883e-07
[331,] 9.999994e-01 1.123244e-06 5.616222e-07
[332,] 9.999994e-01 1.159410e-06 5.797050e-07
[333,] 9.999994e-01 1.277091e-06 6.385453e-07
[334,] 9.999992e-01 1.582039e-06 7.910193e-07
[335,] 9.999986e-01 2.899212e-06 1.449606e-06
[336,] 9.999985e-01 3.008735e-06 1.504367e-06
[337,] 9.999999e-01 2.930439e-07 1.465220e-07
[338,] 9.999997e-01 6.066132e-07 3.033066e-07
[339,] 9.999994e-01 1.276918e-06 6.384591e-07
[340,] 9.999987e-01 2.651201e-06 1.325600e-06
[341,] 9.999979e-01 4.178543e-06 2.089271e-06
[342,] 9.999978e-01 4.417686e-06 2.208843e-06
[343,] 9.999961e-01 7.737710e-06 3.868855e-06
[344,] 9.999937e-01 1.250635e-05 6.253175e-06
[345,] 9.999914e-01 1.717532e-05 8.587661e-06
[346,] 9.999974e-01 5.281113e-06 2.640557e-06
[347,] 9.999973e-01 5.381006e-06 2.690503e-06
[348,] 9.999941e-01 1.184230e-05 5.921150e-06
[349,] 9.999966e-01 6.824907e-06 3.412453e-06
[350,] 9.999969e-01 6.241719e-06 3.120860e-06
[351,] 9.999921e-01 1.575376e-05 7.876878e-06
[352,] 9.999780e-01 4.401058e-05 2.200529e-05
[353,] 9.999349e-01 1.302552e-04 6.512761e-05
[354,] 9.998474e-01 3.051942e-04 1.525971e-04
[355,] 9.995892e-01 8.216235e-04 4.108118e-04
[356,] 9.996731e-01 6.537747e-04 3.268873e-04
[357,] 9.993458e-01 1.308496e-03 6.542480e-04
[358,] 9.989029e-01 2.194169e-03 1.097085e-03
[359,] 9.979803e-01 4.039484e-03 2.019742e-03
[360,] 9.952908e-01 9.418438e-03 4.709219e-03
[361,] 9.991909e-01 1.618196e-03 8.090982e-04
[362,] 9.956472e-01 8.705556e-03 4.352778e-03
[363,] 9.947397e-01 1.052059e-02 5.260293e-03
> postscript(file="/var/wessaorg/rcomp/tmp/167me1356082548.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/2urw71356082548.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3396t1356082548.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4lj5g1356082548.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5id091356082548.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 372
Frequency = 1
1 2 3 4 5
29.61544870 74.20435478 57.09326086 32.18216695 -8.12892697
6 7 8 9 10
30.25997911 29.54888519 11.23779127 -7.47330264 -39.88439656
11 12 13 14 15
-12.29549048 3.89341560 81.88232168 128.77122777 118.66013385
16 17 18 19 20
107.04903993 129.93794601 173.92685209 215.11575817 170.90466426
21 22 23 24 25
137.79357034 152.08247642 129.27138250 140.26028858 235.04919467
26 27 28 29 30
248.33810075 199.52700683 133.71591291 92.50481899 120.29372507
31 32 33 34 35
95.78263116 24.47153724 11.16044332 -33.35065060 -4.26174452
36 37 38 39 40
0.02716157 23.01606765 10.90497373 -11.60612019 -51.11721411
41 42 43 44 45
-68.92830803 -33.73940194 -40.75049586 -68.36158978 -61.37268370
46 47 48 49 50
-75.58377762 -52.99487153 -73.40596545 -28.21705937 -21.02815329
51 52 53 54 55
-55.83924721 -73.45034113 -79.86143504 -55.87252896 -51.58362288
56 57 58 59 60
-69.29471680 -89.30581072 -115.11690463 -104.72799855 -110.63909247
61 62 63 64 65
-52.95018639 -70.76128031 -85.37237422 -92.78346814 -116.59456206
66 67 68 69 70
-98.00565598 -101.21674990 -122.02784382 -112.33893773 -118.05003165
71 72 73 74 75
-74.56112557 -40.87221949 77.81668659 119.00559268 123.39449876
76 77 78 79 80
103.28340484 83.47231092 84.76121700 83.55012308 61.63902917
81 82 83 84 85
56.92793525 5.51684133 23.10574741 11.49465349 76.48355958
86 87 88 89 90
65.47246566 37.26137174 22.75027782 -25.46081610 -6.17191002
91 92 93 94 95
-30.28300393 -43.89409785 -64.70519177 -71.11628569 -46.92737961
96 97 98 99 100
-41.43847352 4.05043256 5.63933864 4.92824472 -34.58284920
101 102 103 104 105
-26.69394312 10.29496297 -10.21613095 -62.92722487 -83.33831879
106 107 108 109 110
-102.54941271 -52.76050662 -47.67160054 5.91730554 -7.19378838
111 112 113 114 115
-34.50488230 -55.01597621 -55.22707013 -6.63816405 -36.44925797
116 117 118 119 120
-69.16035189 -72.47144581 -77.28253972 -12.09363364 7.39527244
121 122 123 124 125
119.58417852 183.77308460 186.66199069 176.55089677 152.33980285
126 127 128 129 130
190.42870893 176.91761501 126.80652109 70.89542718 39.08433326
131 132 133 134 135
41.57323934 68.86214542 128.85105150 129.83995759 88.82886367
136 137 138 139 140
13.81776975 -10.29332417 33.99558191 15.48448799 -11.32660592
141 142 143 144 145
-27.53769984 -24.94879376 14.54011232 2.02901840 60.81792449
146 147 148 149 150
36.50683057 63.29573665 6.58464273 -17.12645119 61.06245489
151 152 153 154 155
31.25136098 12.94026706 -27.67082686 -6.48192078 35.50698530
156 157 158 159 160
84.79589139 170.28479747 201.17370355 177.06260963 122.45151571
161 162 163 164 165
99.84042179 163.02932788 126.81823396 73.70714004 32.09604612
166 167 168 169 170
13.98495220 20.77385829 29.76276437 86.75167045 71.74057653
171 172 173 174 175
54.92948261 7.91838870 15.80729478 41.49620086 1.48510694
176 177 178 179 180
1.77401302 -37.93708090 -61.04817481 -12.85926873 -10.47036265
181 182 183 184 185
75.21854343 98.50744951 54.69635560 8.78526168 3.37416776
186 187 188 189 190
62.86307384 20.45197992 -19.05911400 -48.57020791 -57.18130183
191 192 193 194 195
-11.79239575 -19.80348967 52.18541641 45.47432250 20.86322858
196 197 198 199 200
-19.54786534 -50.85895926 40.62994682 -38.18114710 -51.59224101
201 202 203 204 205
-81.50333493 -88.91442885 -77.92552277 -69.83661669 -17.64771060
206 207 208 209 210
4.44119548 -43.86989844 -65.58099236 -94.39208628 -11.10318020
211 212 213 214 215
-74.91427411 -102.32536803 -135.63646195 -149.94755587 -133.05864979
216 217 218 219 220
-144.06974370 -99.48083762 -113.99193154 -126.90302546 -153.91411938
221 222 223 224 225
-148.62521329 -69.73630721 -124.94740113 -148.85849505 -181.66958897
226 227 228 229 230
-186.48068289 -176.09177680 -168.50287072 -120.11396464 -118.62505856
231 232 233 234 235
-142.63615248 -172.64724639 -194.25834031 -78.26943423 -117.18052815
236 237 238 239 240
-148.89162207 -154.60271599 -149.91380990 -155.82490382 -175.13599774
241 242 243 244 245
-140.74709166 -120.45818558 -157.26927949 -202.08037341 -221.79146733
246 247 248 249 250
-91.70256125 -132.51365517 -178.02474909 -195.53584300 -206.24693692
251 252 253 254 255
-200.65803084 -217.46912476 -172.78021868 -168.99131259 -187.60240651
256 257 258 259 260
-209.11350043 -234.32459435 -126.33568827 -148.14678219 -180.35787610
261 262 263 264 265
-172.56897002 -185.38006394 -199.39115786 -208.70225178 -131.81334569
266 267 268 269 270
-94.02443961 -101.13553353 -120.24662745 -138.05772137 -10.56881529
271 272 273 274 275
-27.47990920 -57.49100312 -51.30209704 -55.61319096 -21.82428488
276 277 278 279 280
-19.93537879 56.85352729 58.64243337 30.93133945 -18.17975447
281 282 283 284 285
-49.19084838 59.39805770 42.38696378 14.47586986 -8.63522406
286 287 288 289 290
-36.64631798 -13.15741189 -26.16850581 48.02040027 43.50930635
291 292 293 294 295
22.79821243 -30.01288148 -66.32397540 40.86493068 14.55383676
296 297 298 299 300
-18.05725716 -38.96835108 -58.77944499 -80.19053891 -96.20163283
301 302 303 304 305
-41.31272675 -25.32382067 -59.63491458 -94.44600850 -132.95710242
306 307 308 309 310
-29.16819634 -59.87929026 -95.09038418 -100.40147809 -141.61257201
311 312 313 314 315
-113.32366593 -114.13475985 -20.14585377 -7.95694768 -47.46804160
316 317 318 319 320
-93.87913552 -110.59022944 11.99867664 -1.01241728 -39.52351119
321 322 323 324 325
-8.83460511 -25.64569903 37.44320705 78.53211313 284.92101922
326 327 328 329 330
296.80992530 300.79883138 245.88773746 225.17664354 318.76554963
331 332 333 334 335
281.75445571 229.44336179 211.03226787 182.22117395 179.91008003
336 337 338 339 340
175.29898612 272.18789220 257.07679828 205.26570436 140.75461044
341 342 343 344 345
81.14351653 215.23242261 206.42132869 179.91023477 149.29914085
346 347 348 349 350
128.98804693 154.17695302 145.86585910 227.45476518 252.54367126
351 352 353 354 355
196.23257734 96.42148343 53.71038951 182.89929559 130.68820167
356 357 358 359 360
111.27710775 78.26601383 55.65491992 67.14382600 19.53273208
361 362 363 364 365
120.22163816 103.41054424 76.39945033 -3.71164359 -27.82273751
366 367 368 369 370
58.06616857 68.25507465 16.54398073 2.13288682 -32.57820710
371 372
-16.68930102 -8.10039494
> postscript(file="/var/wessaorg/rcomp/tmp/6pkgg1356082548.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 = 372
Frequency = 1
lag(myerror, k = 1) myerror
0 29.61544870 NA
1 74.20435478 29.61544870
2 57.09326086 74.20435478
3 32.18216695 57.09326086
4 -8.12892697 32.18216695
5 30.25997911 -8.12892697
6 29.54888519 30.25997911
7 11.23779127 29.54888519
8 -7.47330264 11.23779127
9 -39.88439656 -7.47330264
10 -12.29549048 -39.88439656
11 3.89341560 -12.29549048
12 81.88232168 3.89341560
13 128.77122777 81.88232168
14 118.66013385 128.77122777
15 107.04903993 118.66013385
16 129.93794601 107.04903993
17 173.92685209 129.93794601
18 215.11575817 173.92685209
19 170.90466426 215.11575817
20 137.79357034 170.90466426
21 152.08247642 137.79357034
22 129.27138250 152.08247642
23 140.26028858 129.27138250
24 235.04919467 140.26028858
25 248.33810075 235.04919467
26 199.52700683 248.33810075
27 133.71591291 199.52700683
28 92.50481899 133.71591291
29 120.29372507 92.50481899
30 95.78263116 120.29372507
31 24.47153724 95.78263116
32 11.16044332 24.47153724
33 -33.35065060 11.16044332
34 -4.26174452 -33.35065060
35 0.02716157 -4.26174452
36 23.01606765 0.02716157
37 10.90497373 23.01606765
38 -11.60612019 10.90497373
39 -51.11721411 -11.60612019
40 -68.92830803 -51.11721411
41 -33.73940194 -68.92830803
42 -40.75049586 -33.73940194
43 -68.36158978 -40.75049586
44 -61.37268370 -68.36158978
45 -75.58377762 -61.37268370
46 -52.99487153 -75.58377762
47 -73.40596545 -52.99487153
48 -28.21705937 -73.40596545
49 -21.02815329 -28.21705937
50 -55.83924721 -21.02815329
51 -73.45034113 -55.83924721
52 -79.86143504 -73.45034113
53 -55.87252896 -79.86143504
54 -51.58362288 -55.87252896
55 -69.29471680 -51.58362288
56 -89.30581072 -69.29471680
57 -115.11690463 -89.30581072
58 -104.72799855 -115.11690463
59 -110.63909247 -104.72799855
60 -52.95018639 -110.63909247
61 -70.76128031 -52.95018639
62 -85.37237422 -70.76128031
63 -92.78346814 -85.37237422
64 -116.59456206 -92.78346814
65 -98.00565598 -116.59456206
66 -101.21674990 -98.00565598
67 -122.02784382 -101.21674990
68 -112.33893773 -122.02784382
69 -118.05003165 -112.33893773
70 -74.56112557 -118.05003165
71 -40.87221949 -74.56112557
72 77.81668659 -40.87221949
73 119.00559268 77.81668659
74 123.39449876 119.00559268
75 103.28340484 123.39449876
76 83.47231092 103.28340484
77 84.76121700 83.47231092
78 83.55012308 84.76121700
79 61.63902917 83.55012308
80 56.92793525 61.63902917
81 5.51684133 56.92793525
82 23.10574741 5.51684133
83 11.49465349 23.10574741
84 76.48355958 11.49465349
85 65.47246566 76.48355958
86 37.26137174 65.47246566
87 22.75027782 37.26137174
88 -25.46081610 22.75027782
89 -6.17191002 -25.46081610
90 -30.28300393 -6.17191002
91 -43.89409785 -30.28300393
92 -64.70519177 -43.89409785
93 -71.11628569 -64.70519177
94 -46.92737961 -71.11628569
95 -41.43847352 -46.92737961
96 4.05043256 -41.43847352
97 5.63933864 4.05043256
98 4.92824472 5.63933864
99 -34.58284920 4.92824472
100 -26.69394312 -34.58284920
101 10.29496297 -26.69394312
102 -10.21613095 10.29496297
103 -62.92722487 -10.21613095
104 -83.33831879 -62.92722487
105 -102.54941271 -83.33831879
106 -52.76050662 -102.54941271
107 -47.67160054 -52.76050662
108 5.91730554 -47.67160054
109 -7.19378838 5.91730554
110 -34.50488230 -7.19378838
111 -55.01597621 -34.50488230
112 -55.22707013 -55.01597621
113 -6.63816405 -55.22707013
114 -36.44925797 -6.63816405
115 -69.16035189 -36.44925797
116 -72.47144581 -69.16035189
117 -77.28253972 -72.47144581
118 -12.09363364 -77.28253972
119 7.39527244 -12.09363364
120 119.58417852 7.39527244
121 183.77308460 119.58417852
122 186.66199069 183.77308460
123 176.55089677 186.66199069
124 152.33980285 176.55089677
125 190.42870893 152.33980285
126 176.91761501 190.42870893
127 126.80652109 176.91761501
128 70.89542718 126.80652109
129 39.08433326 70.89542718
130 41.57323934 39.08433326
131 68.86214542 41.57323934
132 128.85105150 68.86214542
133 129.83995759 128.85105150
134 88.82886367 129.83995759
135 13.81776975 88.82886367
136 -10.29332417 13.81776975
137 33.99558191 -10.29332417
138 15.48448799 33.99558191
139 -11.32660592 15.48448799
140 -27.53769984 -11.32660592
141 -24.94879376 -27.53769984
142 14.54011232 -24.94879376
143 2.02901840 14.54011232
144 60.81792449 2.02901840
145 36.50683057 60.81792449
146 63.29573665 36.50683057
147 6.58464273 63.29573665
148 -17.12645119 6.58464273
149 61.06245489 -17.12645119
150 31.25136098 61.06245489
151 12.94026706 31.25136098
152 -27.67082686 12.94026706
153 -6.48192078 -27.67082686
154 35.50698530 -6.48192078
155 84.79589139 35.50698530
156 170.28479747 84.79589139
157 201.17370355 170.28479747
158 177.06260963 201.17370355
159 122.45151571 177.06260963
160 99.84042179 122.45151571
161 163.02932788 99.84042179
162 126.81823396 163.02932788
163 73.70714004 126.81823396
164 32.09604612 73.70714004
165 13.98495220 32.09604612
166 20.77385829 13.98495220
167 29.76276437 20.77385829
168 86.75167045 29.76276437
169 71.74057653 86.75167045
170 54.92948261 71.74057653
171 7.91838870 54.92948261
172 15.80729478 7.91838870
173 41.49620086 15.80729478
174 1.48510694 41.49620086
175 1.77401302 1.48510694
176 -37.93708090 1.77401302
177 -61.04817481 -37.93708090
178 -12.85926873 -61.04817481
179 -10.47036265 -12.85926873
180 75.21854343 -10.47036265
181 98.50744951 75.21854343
182 54.69635560 98.50744951
183 8.78526168 54.69635560
184 3.37416776 8.78526168
185 62.86307384 3.37416776
186 20.45197992 62.86307384
187 -19.05911400 20.45197992
188 -48.57020791 -19.05911400
189 -57.18130183 -48.57020791
190 -11.79239575 -57.18130183
191 -19.80348967 -11.79239575
192 52.18541641 -19.80348967
193 45.47432250 52.18541641
194 20.86322858 45.47432250
195 -19.54786534 20.86322858
196 -50.85895926 -19.54786534
197 40.62994682 -50.85895926
198 -38.18114710 40.62994682
199 -51.59224101 -38.18114710
200 -81.50333493 -51.59224101
201 -88.91442885 -81.50333493
202 -77.92552277 -88.91442885
203 -69.83661669 -77.92552277
204 -17.64771060 -69.83661669
205 4.44119548 -17.64771060
206 -43.86989844 4.44119548
207 -65.58099236 -43.86989844
208 -94.39208628 -65.58099236
209 -11.10318020 -94.39208628
210 -74.91427411 -11.10318020
211 -102.32536803 -74.91427411
212 -135.63646195 -102.32536803
213 -149.94755587 -135.63646195
214 -133.05864979 -149.94755587
215 -144.06974370 -133.05864979
216 -99.48083762 -144.06974370
217 -113.99193154 -99.48083762
218 -126.90302546 -113.99193154
219 -153.91411938 -126.90302546
220 -148.62521329 -153.91411938
221 -69.73630721 -148.62521329
222 -124.94740113 -69.73630721
223 -148.85849505 -124.94740113
224 -181.66958897 -148.85849505
225 -186.48068289 -181.66958897
226 -176.09177680 -186.48068289
227 -168.50287072 -176.09177680
228 -120.11396464 -168.50287072
229 -118.62505856 -120.11396464
230 -142.63615248 -118.62505856
231 -172.64724639 -142.63615248
232 -194.25834031 -172.64724639
233 -78.26943423 -194.25834031
234 -117.18052815 -78.26943423
235 -148.89162207 -117.18052815
236 -154.60271599 -148.89162207
237 -149.91380990 -154.60271599
238 -155.82490382 -149.91380990
239 -175.13599774 -155.82490382
240 -140.74709166 -175.13599774
241 -120.45818558 -140.74709166
242 -157.26927949 -120.45818558
243 -202.08037341 -157.26927949
244 -221.79146733 -202.08037341
245 -91.70256125 -221.79146733
246 -132.51365517 -91.70256125
247 -178.02474909 -132.51365517
248 -195.53584300 -178.02474909
249 -206.24693692 -195.53584300
250 -200.65803084 -206.24693692
251 -217.46912476 -200.65803084
252 -172.78021868 -217.46912476
253 -168.99131259 -172.78021868
254 -187.60240651 -168.99131259
255 -209.11350043 -187.60240651
256 -234.32459435 -209.11350043
257 -126.33568827 -234.32459435
258 -148.14678219 -126.33568827
259 -180.35787610 -148.14678219
260 -172.56897002 -180.35787610
261 -185.38006394 -172.56897002
262 -199.39115786 -185.38006394
263 -208.70225178 -199.39115786
264 -131.81334569 -208.70225178
265 -94.02443961 -131.81334569
266 -101.13553353 -94.02443961
267 -120.24662745 -101.13553353
268 -138.05772137 -120.24662745
269 -10.56881529 -138.05772137
270 -27.47990920 -10.56881529
271 -57.49100312 -27.47990920
272 -51.30209704 -57.49100312
273 -55.61319096 -51.30209704
274 -21.82428488 -55.61319096
275 -19.93537879 -21.82428488
276 56.85352729 -19.93537879
277 58.64243337 56.85352729
278 30.93133945 58.64243337
279 -18.17975447 30.93133945
280 -49.19084838 -18.17975447
281 59.39805770 -49.19084838
282 42.38696378 59.39805770
283 14.47586986 42.38696378
284 -8.63522406 14.47586986
285 -36.64631798 -8.63522406
286 -13.15741189 -36.64631798
287 -26.16850581 -13.15741189
288 48.02040027 -26.16850581
289 43.50930635 48.02040027
290 22.79821243 43.50930635
291 -30.01288148 22.79821243
292 -66.32397540 -30.01288148
293 40.86493068 -66.32397540
294 14.55383676 40.86493068
295 -18.05725716 14.55383676
296 -38.96835108 -18.05725716
297 -58.77944499 -38.96835108
298 -80.19053891 -58.77944499
299 -96.20163283 -80.19053891
300 -41.31272675 -96.20163283
301 -25.32382067 -41.31272675
302 -59.63491458 -25.32382067
303 -94.44600850 -59.63491458
304 -132.95710242 -94.44600850
305 -29.16819634 -132.95710242
306 -59.87929026 -29.16819634
307 -95.09038418 -59.87929026
308 -100.40147809 -95.09038418
309 -141.61257201 -100.40147809
310 -113.32366593 -141.61257201
311 -114.13475985 -113.32366593
312 -20.14585377 -114.13475985
313 -7.95694768 -20.14585377
314 -47.46804160 -7.95694768
315 -93.87913552 -47.46804160
316 -110.59022944 -93.87913552
317 11.99867664 -110.59022944
318 -1.01241728 11.99867664
319 -39.52351119 -1.01241728
320 -8.83460511 -39.52351119
321 -25.64569903 -8.83460511
322 37.44320705 -25.64569903
323 78.53211313 37.44320705
324 284.92101922 78.53211313
325 296.80992530 284.92101922
326 300.79883138 296.80992530
327 245.88773746 300.79883138
328 225.17664354 245.88773746
329 318.76554963 225.17664354
330 281.75445571 318.76554963
331 229.44336179 281.75445571
332 211.03226787 229.44336179
333 182.22117395 211.03226787
334 179.91008003 182.22117395
335 175.29898612 179.91008003
336 272.18789220 175.29898612
337 257.07679828 272.18789220
338 205.26570436 257.07679828
339 140.75461044 205.26570436
340 81.14351653 140.75461044
341 215.23242261 81.14351653
342 206.42132869 215.23242261
343 179.91023477 206.42132869
344 149.29914085 179.91023477
345 128.98804693 149.29914085
346 154.17695302 128.98804693
347 145.86585910 154.17695302
348 227.45476518 145.86585910
349 252.54367126 227.45476518
350 196.23257734 252.54367126
351 96.42148343 196.23257734
352 53.71038951 96.42148343
353 182.89929559 53.71038951
354 130.68820167 182.89929559
355 111.27710775 130.68820167
356 78.26601383 111.27710775
357 55.65491992 78.26601383
358 67.14382600 55.65491992
359 19.53273208 67.14382600
360 120.22163816 19.53273208
361 103.41054424 120.22163816
362 76.39945033 103.41054424
363 -3.71164359 76.39945033
364 -27.82273751 -3.71164359
365 58.06616857 -27.82273751
366 68.25507465 58.06616857
367 16.54398073 68.25507465
368 2.13288682 16.54398073
369 -32.57820710 2.13288682
370 -16.68930102 -32.57820710
371 -8.10039494 -16.68930102
372 NA -8.10039494
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 74.20435478 29.61544870
[2,] 57.09326086 74.20435478
[3,] 32.18216695 57.09326086
[4,] -8.12892697 32.18216695
[5,] 30.25997911 -8.12892697
[6,] 29.54888519 30.25997911
[7,] 11.23779127 29.54888519
[8,] -7.47330264 11.23779127
[9,] -39.88439656 -7.47330264
[10,] -12.29549048 -39.88439656
[11,] 3.89341560 -12.29549048
[12,] 81.88232168 3.89341560
[13,] 128.77122777 81.88232168
[14,] 118.66013385 128.77122777
[15,] 107.04903993 118.66013385
[16,] 129.93794601 107.04903993
[17,] 173.92685209 129.93794601
[18,] 215.11575817 173.92685209
[19,] 170.90466426 215.11575817
[20,] 137.79357034 170.90466426
[21,] 152.08247642 137.79357034
[22,] 129.27138250 152.08247642
[23,] 140.26028858 129.27138250
[24,] 235.04919467 140.26028858
[25,] 248.33810075 235.04919467
[26,] 199.52700683 248.33810075
[27,] 133.71591291 199.52700683
[28,] 92.50481899 133.71591291
[29,] 120.29372507 92.50481899
[30,] 95.78263116 120.29372507
[31,] 24.47153724 95.78263116
[32,] 11.16044332 24.47153724
[33,] -33.35065060 11.16044332
[34,] -4.26174452 -33.35065060
[35,] 0.02716157 -4.26174452
[36,] 23.01606765 0.02716157
[37,] 10.90497373 23.01606765
[38,] -11.60612019 10.90497373
[39,] -51.11721411 -11.60612019
[40,] -68.92830803 -51.11721411
[41,] -33.73940194 -68.92830803
[42,] -40.75049586 -33.73940194
[43,] -68.36158978 -40.75049586
[44,] -61.37268370 -68.36158978
[45,] -75.58377762 -61.37268370
[46,] -52.99487153 -75.58377762
[47,] -73.40596545 -52.99487153
[48,] -28.21705937 -73.40596545
[49,] -21.02815329 -28.21705937
[50,] -55.83924721 -21.02815329
[51,] -73.45034113 -55.83924721
[52,] -79.86143504 -73.45034113
[53,] -55.87252896 -79.86143504
[54,] -51.58362288 -55.87252896
[55,] -69.29471680 -51.58362288
[56,] -89.30581072 -69.29471680
[57,] -115.11690463 -89.30581072
[58,] -104.72799855 -115.11690463
[59,] -110.63909247 -104.72799855
[60,] -52.95018639 -110.63909247
[61,] -70.76128031 -52.95018639
[62,] -85.37237422 -70.76128031
[63,] -92.78346814 -85.37237422
[64,] -116.59456206 -92.78346814
[65,] -98.00565598 -116.59456206
[66,] -101.21674990 -98.00565598
[67,] -122.02784382 -101.21674990
[68,] -112.33893773 -122.02784382
[69,] -118.05003165 -112.33893773
[70,] -74.56112557 -118.05003165
[71,] -40.87221949 -74.56112557
[72,] 77.81668659 -40.87221949
[73,] 119.00559268 77.81668659
[74,] 123.39449876 119.00559268
[75,] 103.28340484 123.39449876
[76,] 83.47231092 103.28340484
[77,] 84.76121700 83.47231092
[78,] 83.55012308 84.76121700
[79,] 61.63902917 83.55012308
[80,] 56.92793525 61.63902917
[81,] 5.51684133 56.92793525
[82,] 23.10574741 5.51684133
[83,] 11.49465349 23.10574741
[84,] 76.48355958 11.49465349
[85,] 65.47246566 76.48355958
[86,] 37.26137174 65.47246566
[87,] 22.75027782 37.26137174
[88,] -25.46081610 22.75027782
[89,] -6.17191002 -25.46081610
[90,] -30.28300393 -6.17191002
[91,] -43.89409785 -30.28300393
[92,] -64.70519177 -43.89409785
[93,] -71.11628569 -64.70519177
[94,] -46.92737961 -71.11628569
[95,] -41.43847352 -46.92737961
[96,] 4.05043256 -41.43847352
[97,] 5.63933864 4.05043256
[98,] 4.92824472 5.63933864
[99,] -34.58284920 4.92824472
[100,] -26.69394312 -34.58284920
[101,] 10.29496297 -26.69394312
[102,] -10.21613095 10.29496297
[103,] -62.92722487 -10.21613095
[104,] -83.33831879 -62.92722487
[105,] -102.54941271 -83.33831879
[106,] -52.76050662 -102.54941271
[107,] -47.67160054 -52.76050662
[108,] 5.91730554 -47.67160054
[109,] -7.19378838 5.91730554
[110,] -34.50488230 -7.19378838
[111,] -55.01597621 -34.50488230
[112,] -55.22707013 -55.01597621
[113,] -6.63816405 -55.22707013
[114,] -36.44925797 -6.63816405
[115,] -69.16035189 -36.44925797
[116,] -72.47144581 -69.16035189
[117,] -77.28253972 -72.47144581
[118,] -12.09363364 -77.28253972
[119,] 7.39527244 -12.09363364
[120,] 119.58417852 7.39527244
[121,] 183.77308460 119.58417852
[122,] 186.66199069 183.77308460
[123,] 176.55089677 186.66199069
[124,] 152.33980285 176.55089677
[125,] 190.42870893 152.33980285
[126,] 176.91761501 190.42870893
[127,] 126.80652109 176.91761501
[128,] 70.89542718 126.80652109
[129,] 39.08433326 70.89542718
[130,] 41.57323934 39.08433326
[131,] 68.86214542 41.57323934
[132,] 128.85105150 68.86214542
[133,] 129.83995759 128.85105150
[134,] 88.82886367 129.83995759
[135,] 13.81776975 88.82886367
[136,] -10.29332417 13.81776975
[137,] 33.99558191 -10.29332417
[138,] 15.48448799 33.99558191
[139,] -11.32660592 15.48448799
[140,] -27.53769984 -11.32660592
[141,] -24.94879376 -27.53769984
[142,] 14.54011232 -24.94879376
[143,] 2.02901840 14.54011232
[144,] 60.81792449 2.02901840
[145,] 36.50683057 60.81792449
[146,] 63.29573665 36.50683057
[147,] 6.58464273 63.29573665
[148,] -17.12645119 6.58464273
[149,] 61.06245489 -17.12645119
[150,] 31.25136098 61.06245489
[151,] 12.94026706 31.25136098
[152,] -27.67082686 12.94026706
[153,] -6.48192078 -27.67082686
[154,] 35.50698530 -6.48192078
[155,] 84.79589139 35.50698530
[156,] 170.28479747 84.79589139
[157,] 201.17370355 170.28479747
[158,] 177.06260963 201.17370355
[159,] 122.45151571 177.06260963
[160,] 99.84042179 122.45151571
[161,] 163.02932788 99.84042179
[162,] 126.81823396 163.02932788
[163,] 73.70714004 126.81823396
[164,] 32.09604612 73.70714004
[165,] 13.98495220 32.09604612
[166,] 20.77385829 13.98495220
[167,] 29.76276437 20.77385829
[168,] 86.75167045 29.76276437
[169,] 71.74057653 86.75167045
[170,] 54.92948261 71.74057653
[171,] 7.91838870 54.92948261
[172,] 15.80729478 7.91838870
[173,] 41.49620086 15.80729478
[174,] 1.48510694 41.49620086
[175,] 1.77401302 1.48510694
[176,] -37.93708090 1.77401302
[177,] -61.04817481 -37.93708090
[178,] -12.85926873 -61.04817481
[179,] -10.47036265 -12.85926873
[180,] 75.21854343 -10.47036265
[181,] 98.50744951 75.21854343
[182,] 54.69635560 98.50744951
[183,] 8.78526168 54.69635560
[184,] 3.37416776 8.78526168
[185,] 62.86307384 3.37416776
[186,] 20.45197992 62.86307384
[187,] -19.05911400 20.45197992
[188,] -48.57020791 -19.05911400
[189,] -57.18130183 -48.57020791
[190,] -11.79239575 -57.18130183
[191,] -19.80348967 -11.79239575
[192,] 52.18541641 -19.80348967
[193,] 45.47432250 52.18541641
[194,] 20.86322858 45.47432250
[195,] -19.54786534 20.86322858
[196,] -50.85895926 -19.54786534
[197,] 40.62994682 -50.85895926
[198,] -38.18114710 40.62994682
[199,] -51.59224101 -38.18114710
[200,] -81.50333493 -51.59224101
[201,] -88.91442885 -81.50333493
[202,] -77.92552277 -88.91442885
[203,] -69.83661669 -77.92552277
[204,] -17.64771060 -69.83661669
[205,] 4.44119548 -17.64771060
[206,] -43.86989844 4.44119548
[207,] -65.58099236 -43.86989844
[208,] -94.39208628 -65.58099236
[209,] -11.10318020 -94.39208628
[210,] -74.91427411 -11.10318020
[211,] -102.32536803 -74.91427411
[212,] -135.63646195 -102.32536803
[213,] -149.94755587 -135.63646195
[214,] -133.05864979 -149.94755587
[215,] -144.06974370 -133.05864979
[216,] -99.48083762 -144.06974370
[217,] -113.99193154 -99.48083762
[218,] -126.90302546 -113.99193154
[219,] -153.91411938 -126.90302546
[220,] -148.62521329 -153.91411938
[221,] -69.73630721 -148.62521329
[222,] -124.94740113 -69.73630721
[223,] -148.85849505 -124.94740113
[224,] -181.66958897 -148.85849505
[225,] -186.48068289 -181.66958897
[226,] -176.09177680 -186.48068289
[227,] -168.50287072 -176.09177680
[228,] -120.11396464 -168.50287072
[229,] -118.62505856 -120.11396464
[230,] -142.63615248 -118.62505856
[231,] -172.64724639 -142.63615248
[232,] -194.25834031 -172.64724639
[233,] -78.26943423 -194.25834031
[234,] -117.18052815 -78.26943423
[235,] -148.89162207 -117.18052815
[236,] -154.60271599 -148.89162207
[237,] -149.91380990 -154.60271599
[238,] -155.82490382 -149.91380990
[239,] -175.13599774 -155.82490382
[240,] -140.74709166 -175.13599774
[241,] -120.45818558 -140.74709166
[242,] -157.26927949 -120.45818558
[243,] -202.08037341 -157.26927949
[244,] -221.79146733 -202.08037341
[245,] -91.70256125 -221.79146733
[246,] -132.51365517 -91.70256125
[247,] -178.02474909 -132.51365517
[248,] -195.53584300 -178.02474909
[249,] -206.24693692 -195.53584300
[250,] -200.65803084 -206.24693692
[251,] -217.46912476 -200.65803084
[252,] -172.78021868 -217.46912476
[253,] -168.99131259 -172.78021868
[254,] -187.60240651 -168.99131259
[255,] -209.11350043 -187.60240651
[256,] -234.32459435 -209.11350043
[257,] -126.33568827 -234.32459435
[258,] -148.14678219 -126.33568827
[259,] -180.35787610 -148.14678219
[260,] -172.56897002 -180.35787610
[261,] -185.38006394 -172.56897002
[262,] -199.39115786 -185.38006394
[263,] -208.70225178 -199.39115786
[264,] -131.81334569 -208.70225178
[265,] -94.02443961 -131.81334569
[266,] -101.13553353 -94.02443961
[267,] -120.24662745 -101.13553353
[268,] -138.05772137 -120.24662745
[269,] -10.56881529 -138.05772137
[270,] -27.47990920 -10.56881529
[271,] -57.49100312 -27.47990920
[272,] -51.30209704 -57.49100312
[273,] -55.61319096 -51.30209704
[274,] -21.82428488 -55.61319096
[275,] -19.93537879 -21.82428488
[276,] 56.85352729 -19.93537879
[277,] 58.64243337 56.85352729
[278,] 30.93133945 58.64243337
[279,] -18.17975447 30.93133945
[280,] -49.19084838 -18.17975447
[281,] 59.39805770 -49.19084838
[282,] 42.38696378 59.39805770
[283,] 14.47586986 42.38696378
[284,] -8.63522406 14.47586986
[285,] -36.64631798 -8.63522406
[286,] -13.15741189 -36.64631798
[287,] -26.16850581 -13.15741189
[288,] 48.02040027 -26.16850581
[289,] 43.50930635 48.02040027
[290,] 22.79821243 43.50930635
[291,] -30.01288148 22.79821243
[292,] -66.32397540 -30.01288148
[293,] 40.86493068 -66.32397540
[294,] 14.55383676 40.86493068
[295,] -18.05725716 14.55383676
[296,] -38.96835108 -18.05725716
[297,] -58.77944499 -38.96835108
[298,] -80.19053891 -58.77944499
[299,] -96.20163283 -80.19053891
[300,] -41.31272675 -96.20163283
[301,] -25.32382067 -41.31272675
[302,] -59.63491458 -25.32382067
[303,] -94.44600850 -59.63491458
[304,] -132.95710242 -94.44600850
[305,] -29.16819634 -132.95710242
[306,] -59.87929026 -29.16819634
[307,] -95.09038418 -59.87929026
[308,] -100.40147809 -95.09038418
[309,] -141.61257201 -100.40147809
[310,] -113.32366593 -141.61257201
[311,] -114.13475985 -113.32366593
[312,] -20.14585377 -114.13475985
[313,] -7.95694768 -20.14585377
[314,] -47.46804160 -7.95694768
[315,] -93.87913552 -47.46804160
[316,] -110.59022944 -93.87913552
[317,] 11.99867664 -110.59022944
[318,] -1.01241728 11.99867664
[319,] -39.52351119 -1.01241728
[320,] -8.83460511 -39.52351119
[321,] -25.64569903 -8.83460511
[322,] 37.44320705 -25.64569903
[323,] 78.53211313 37.44320705
[324,] 284.92101922 78.53211313
[325,] 296.80992530 284.92101922
[326,] 300.79883138 296.80992530
[327,] 245.88773746 300.79883138
[328,] 225.17664354 245.88773746
[329,] 318.76554963 225.17664354
[330,] 281.75445571 318.76554963
[331,] 229.44336179 281.75445571
[332,] 211.03226787 229.44336179
[333,] 182.22117395 211.03226787
[334,] 179.91008003 182.22117395
[335,] 175.29898612 179.91008003
[336,] 272.18789220 175.29898612
[337,] 257.07679828 272.18789220
[338,] 205.26570436 257.07679828
[339,] 140.75461044 205.26570436
[340,] 81.14351653 140.75461044
[341,] 215.23242261 81.14351653
[342,] 206.42132869 215.23242261
[343,] 179.91023477 206.42132869
[344,] 149.29914085 179.91023477
[345,] 128.98804693 149.29914085
[346,] 154.17695302 128.98804693
[347,] 145.86585910 154.17695302
[348,] 227.45476518 145.86585910
[349,] 252.54367126 227.45476518
[350,] 196.23257734 252.54367126
[351,] 96.42148343 196.23257734
[352,] 53.71038951 96.42148343
[353,] 182.89929559 53.71038951
[354,] 130.68820167 182.89929559
[355,] 111.27710775 130.68820167
[356,] 78.26601383 111.27710775
[357,] 55.65491992 78.26601383
[358,] 67.14382600 55.65491992
[359,] 19.53273208 67.14382600
[360,] 120.22163816 19.53273208
[361,] 103.41054424 120.22163816
[362,] 76.39945033 103.41054424
[363,] -3.71164359 76.39945033
[364,] -27.82273751 -3.71164359
[365,] 58.06616857 -27.82273751
[366,] 68.25507465 58.06616857
[367,] 16.54398073 68.25507465
[368,] 2.13288682 16.54398073
[369,] -32.57820710 2.13288682
[370,] -16.68930102 -32.57820710
[371,] -8.10039494 -16.68930102
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 74.20435478 29.61544870
2 57.09326086 74.20435478
3 32.18216695 57.09326086
4 -8.12892697 32.18216695
5 30.25997911 -8.12892697
6 29.54888519 30.25997911
7 11.23779127 29.54888519
8 -7.47330264 11.23779127
9 -39.88439656 -7.47330264
10 -12.29549048 -39.88439656
11 3.89341560 -12.29549048
12 81.88232168 3.89341560
13 128.77122777 81.88232168
14 118.66013385 128.77122777
15 107.04903993 118.66013385
16 129.93794601 107.04903993
17 173.92685209 129.93794601
18 215.11575817 173.92685209
19 170.90466426 215.11575817
20 137.79357034 170.90466426
21 152.08247642 137.79357034
22 129.27138250 152.08247642
23 140.26028858 129.27138250
24 235.04919467 140.26028858
25 248.33810075 235.04919467
26 199.52700683 248.33810075
27 133.71591291 199.52700683
28 92.50481899 133.71591291
29 120.29372507 92.50481899
30 95.78263116 120.29372507
31 24.47153724 95.78263116
32 11.16044332 24.47153724
33 -33.35065060 11.16044332
34 -4.26174452 -33.35065060
35 0.02716157 -4.26174452
36 23.01606765 0.02716157
37 10.90497373 23.01606765
38 -11.60612019 10.90497373
39 -51.11721411 -11.60612019
40 -68.92830803 -51.11721411
41 -33.73940194 -68.92830803
42 -40.75049586 -33.73940194
43 -68.36158978 -40.75049586
44 -61.37268370 -68.36158978
45 -75.58377762 -61.37268370
46 -52.99487153 -75.58377762
47 -73.40596545 -52.99487153
48 -28.21705937 -73.40596545
49 -21.02815329 -28.21705937
50 -55.83924721 -21.02815329
51 -73.45034113 -55.83924721
52 -79.86143504 -73.45034113
53 -55.87252896 -79.86143504
54 -51.58362288 -55.87252896
55 -69.29471680 -51.58362288
56 -89.30581072 -69.29471680
57 -115.11690463 -89.30581072
58 -104.72799855 -115.11690463
59 -110.63909247 -104.72799855
60 -52.95018639 -110.63909247
61 -70.76128031 -52.95018639
62 -85.37237422 -70.76128031
63 -92.78346814 -85.37237422
64 -116.59456206 -92.78346814
65 -98.00565598 -116.59456206
66 -101.21674990 -98.00565598
67 -122.02784382 -101.21674990
68 -112.33893773 -122.02784382
69 -118.05003165 -112.33893773
70 -74.56112557 -118.05003165
71 -40.87221949 -74.56112557
72 77.81668659 -40.87221949
73 119.00559268 77.81668659
74 123.39449876 119.00559268
75 103.28340484 123.39449876
76 83.47231092 103.28340484
77 84.76121700 83.47231092
78 83.55012308 84.76121700
79 61.63902917 83.55012308
80 56.92793525 61.63902917
81 5.51684133 56.92793525
82 23.10574741 5.51684133
83 11.49465349 23.10574741
84 76.48355958 11.49465349
85 65.47246566 76.48355958
86 37.26137174 65.47246566
87 22.75027782 37.26137174
88 -25.46081610 22.75027782
89 -6.17191002 -25.46081610
90 -30.28300393 -6.17191002
91 -43.89409785 -30.28300393
92 -64.70519177 -43.89409785
93 -71.11628569 -64.70519177
94 -46.92737961 -71.11628569
95 -41.43847352 -46.92737961
96 4.05043256 -41.43847352
97 5.63933864 4.05043256
98 4.92824472 5.63933864
99 -34.58284920 4.92824472
100 -26.69394312 -34.58284920
101 10.29496297 -26.69394312
102 -10.21613095 10.29496297
103 -62.92722487 -10.21613095
104 -83.33831879 -62.92722487
105 -102.54941271 -83.33831879
106 -52.76050662 -102.54941271
107 -47.67160054 -52.76050662
108 5.91730554 -47.67160054
109 -7.19378838 5.91730554
110 -34.50488230 -7.19378838
111 -55.01597621 -34.50488230
112 -55.22707013 -55.01597621
113 -6.63816405 -55.22707013
114 -36.44925797 -6.63816405
115 -69.16035189 -36.44925797
116 -72.47144581 -69.16035189
117 -77.28253972 -72.47144581
118 -12.09363364 -77.28253972
119 7.39527244 -12.09363364
120 119.58417852 7.39527244
121 183.77308460 119.58417852
122 186.66199069 183.77308460
123 176.55089677 186.66199069
124 152.33980285 176.55089677
125 190.42870893 152.33980285
126 176.91761501 190.42870893
127 126.80652109 176.91761501
128 70.89542718 126.80652109
129 39.08433326 70.89542718
130 41.57323934 39.08433326
131 68.86214542 41.57323934
132 128.85105150 68.86214542
133 129.83995759 128.85105150
134 88.82886367 129.83995759
135 13.81776975 88.82886367
136 -10.29332417 13.81776975
137 33.99558191 -10.29332417
138 15.48448799 33.99558191
139 -11.32660592 15.48448799
140 -27.53769984 -11.32660592
141 -24.94879376 -27.53769984
142 14.54011232 -24.94879376
143 2.02901840 14.54011232
144 60.81792449 2.02901840
145 36.50683057 60.81792449
146 63.29573665 36.50683057
147 6.58464273 63.29573665
148 -17.12645119 6.58464273
149 61.06245489 -17.12645119
150 31.25136098 61.06245489
151 12.94026706 31.25136098
152 -27.67082686 12.94026706
153 -6.48192078 -27.67082686
154 35.50698530 -6.48192078
155 84.79589139 35.50698530
156 170.28479747 84.79589139
157 201.17370355 170.28479747
158 177.06260963 201.17370355
159 122.45151571 177.06260963
160 99.84042179 122.45151571
161 163.02932788 99.84042179
162 126.81823396 163.02932788
163 73.70714004 126.81823396
164 32.09604612 73.70714004
165 13.98495220 32.09604612
166 20.77385829 13.98495220
167 29.76276437 20.77385829
168 86.75167045 29.76276437
169 71.74057653 86.75167045
170 54.92948261 71.74057653
171 7.91838870 54.92948261
172 15.80729478 7.91838870
173 41.49620086 15.80729478
174 1.48510694 41.49620086
175 1.77401302 1.48510694
176 -37.93708090 1.77401302
177 -61.04817481 -37.93708090
178 -12.85926873 -61.04817481
179 -10.47036265 -12.85926873
180 75.21854343 -10.47036265
181 98.50744951 75.21854343
182 54.69635560 98.50744951
183 8.78526168 54.69635560
184 3.37416776 8.78526168
185 62.86307384 3.37416776
186 20.45197992 62.86307384
187 -19.05911400 20.45197992
188 -48.57020791 -19.05911400
189 -57.18130183 -48.57020791
190 -11.79239575 -57.18130183
191 -19.80348967 -11.79239575
192 52.18541641 -19.80348967
193 45.47432250 52.18541641
194 20.86322858 45.47432250
195 -19.54786534 20.86322858
196 -50.85895926 -19.54786534
197 40.62994682 -50.85895926
198 -38.18114710 40.62994682
199 -51.59224101 -38.18114710
200 -81.50333493 -51.59224101
201 -88.91442885 -81.50333493
202 -77.92552277 -88.91442885
203 -69.83661669 -77.92552277
204 -17.64771060 -69.83661669
205 4.44119548 -17.64771060
206 -43.86989844 4.44119548
207 -65.58099236 -43.86989844
208 -94.39208628 -65.58099236
209 -11.10318020 -94.39208628
210 -74.91427411 -11.10318020
211 -102.32536803 -74.91427411
212 -135.63646195 -102.32536803
213 -149.94755587 -135.63646195
214 -133.05864979 -149.94755587
215 -144.06974370 -133.05864979
216 -99.48083762 -144.06974370
217 -113.99193154 -99.48083762
218 -126.90302546 -113.99193154
219 -153.91411938 -126.90302546
220 -148.62521329 -153.91411938
221 -69.73630721 -148.62521329
222 -124.94740113 -69.73630721
223 -148.85849505 -124.94740113
224 -181.66958897 -148.85849505
225 -186.48068289 -181.66958897
226 -176.09177680 -186.48068289
227 -168.50287072 -176.09177680
228 -120.11396464 -168.50287072
229 -118.62505856 -120.11396464
230 -142.63615248 -118.62505856
231 -172.64724639 -142.63615248
232 -194.25834031 -172.64724639
233 -78.26943423 -194.25834031
234 -117.18052815 -78.26943423
235 -148.89162207 -117.18052815
236 -154.60271599 -148.89162207
237 -149.91380990 -154.60271599
238 -155.82490382 -149.91380990
239 -175.13599774 -155.82490382
240 -140.74709166 -175.13599774
241 -120.45818558 -140.74709166
242 -157.26927949 -120.45818558
243 -202.08037341 -157.26927949
244 -221.79146733 -202.08037341
245 -91.70256125 -221.79146733
246 -132.51365517 -91.70256125
247 -178.02474909 -132.51365517
248 -195.53584300 -178.02474909
249 -206.24693692 -195.53584300
250 -200.65803084 -206.24693692
251 -217.46912476 -200.65803084
252 -172.78021868 -217.46912476
253 -168.99131259 -172.78021868
254 -187.60240651 -168.99131259
255 -209.11350043 -187.60240651
256 -234.32459435 -209.11350043
257 -126.33568827 -234.32459435
258 -148.14678219 -126.33568827
259 -180.35787610 -148.14678219
260 -172.56897002 -180.35787610
261 -185.38006394 -172.56897002
262 -199.39115786 -185.38006394
263 -208.70225178 -199.39115786
264 -131.81334569 -208.70225178
265 -94.02443961 -131.81334569
266 -101.13553353 -94.02443961
267 -120.24662745 -101.13553353
268 -138.05772137 -120.24662745
269 -10.56881529 -138.05772137
270 -27.47990920 -10.56881529
271 -57.49100312 -27.47990920
272 -51.30209704 -57.49100312
273 -55.61319096 -51.30209704
274 -21.82428488 -55.61319096
275 -19.93537879 -21.82428488
276 56.85352729 -19.93537879
277 58.64243337 56.85352729
278 30.93133945 58.64243337
279 -18.17975447 30.93133945
280 -49.19084838 -18.17975447
281 59.39805770 -49.19084838
282 42.38696378 59.39805770
283 14.47586986 42.38696378
284 -8.63522406 14.47586986
285 -36.64631798 -8.63522406
286 -13.15741189 -36.64631798
287 -26.16850581 -13.15741189
288 48.02040027 -26.16850581
289 43.50930635 48.02040027
290 22.79821243 43.50930635
291 -30.01288148 22.79821243
292 -66.32397540 -30.01288148
293 40.86493068 -66.32397540
294 14.55383676 40.86493068
295 -18.05725716 14.55383676
296 -38.96835108 -18.05725716
297 -58.77944499 -38.96835108
298 -80.19053891 -58.77944499
299 -96.20163283 -80.19053891
300 -41.31272675 -96.20163283
301 -25.32382067 -41.31272675
302 -59.63491458 -25.32382067
303 -94.44600850 -59.63491458
304 -132.95710242 -94.44600850
305 -29.16819634 -132.95710242
306 -59.87929026 -29.16819634
307 -95.09038418 -59.87929026
308 -100.40147809 -95.09038418
309 -141.61257201 -100.40147809
310 -113.32366593 -141.61257201
311 -114.13475985 -113.32366593
312 -20.14585377 -114.13475985
313 -7.95694768 -20.14585377
314 -47.46804160 -7.95694768
315 -93.87913552 -47.46804160
316 -110.59022944 -93.87913552
317 11.99867664 -110.59022944
318 -1.01241728 11.99867664
319 -39.52351119 -1.01241728
320 -8.83460511 -39.52351119
321 -25.64569903 -8.83460511
322 37.44320705 -25.64569903
323 78.53211313 37.44320705
324 284.92101922 78.53211313
325 296.80992530 284.92101922
326 300.79883138 296.80992530
327 245.88773746 300.79883138
328 225.17664354 245.88773746
329 318.76554963 225.17664354
330 281.75445571 318.76554963
331 229.44336179 281.75445571
332 211.03226787 229.44336179
333 182.22117395 211.03226787
334 179.91008003 182.22117395
335 175.29898612 179.91008003
336 272.18789220 175.29898612
337 257.07679828 272.18789220
338 205.26570436 257.07679828
339 140.75461044 205.26570436
340 81.14351653 140.75461044
341 215.23242261 81.14351653
342 206.42132869 215.23242261
343 179.91023477 206.42132869
344 149.29914085 179.91023477
345 128.98804693 149.29914085
346 154.17695302 128.98804693
347 145.86585910 154.17695302
348 227.45476518 145.86585910
349 252.54367126 227.45476518
350 196.23257734 252.54367126
351 96.42148343 196.23257734
352 53.71038951 96.42148343
353 182.89929559 53.71038951
354 130.68820167 182.89929559
355 111.27710775 130.68820167
356 78.26601383 111.27710775
357 55.65491992 78.26601383
358 67.14382600 55.65491992
359 19.53273208 67.14382600
360 120.22163816 19.53273208
361 103.41054424 120.22163816
362 76.39945033 103.41054424
363 -3.71164359 76.39945033
364 -27.82273751 -3.71164359
365 58.06616857 -27.82273751
366 68.25507465 58.06616857
367 16.54398073 68.25507465
368 2.13288682 16.54398073
369 -32.57820710 2.13288682
370 -16.68930102 -32.57820710
371 -8.10039494 -16.68930102
> 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/7r88n1356082548.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/8y0pf1356082548.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/9uxw31356082548.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/10uncn1356082548.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11q1yy1356082548.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12d70o1356082548.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13m02l1356082548.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14itq41356082548.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/15om1w1356082548.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/161xa11356082548.tab")
+ }
>
> try(system("convert tmp/167me1356082548.ps tmp/167me1356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/2urw71356082548.ps tmp/2urw71356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/3396t1356082548.ps tmp/3396t1356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/4lj5g1356082548.ps tmp/4lj5g1356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/5id091356082548.ps tmp/5id091356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/6pkgg1356082548.ps tmp/6pkgg1356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/7r88n1356082548.ps tmp/7r88n1356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/8y0pf1356082548.ps tmp/8y0pf1356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/9uxw31356082548.ps tmp/9uxw31356082548.png",intern=TRUE))
character(0)
> try(system("convert tmp/10uncn1356082548.ps tmp/10uncn1356082548.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
13.357 1.328 14.972