R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,285
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+ ,1145
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+ ,733
+ ,20
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+ ,0
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+ ,888
+ ,20
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+ ,0
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+ ,849
+ ,39
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+ ,1182
+ ,29
+ ,11
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+ ,528
+ ,16
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+ ,27
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+ ,947
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+ ,72
+ ,0
+ ,62792
+ ,894
+ ,14
+ ,16
+ ,21
+ ,0
+ ,72535)
+ ,dim=c(6
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'logins'
+ ,'compendiums_reviewed'
+ ,'totblogs'
+ ,'shared_compendiums'
+ ,'time_in_rfc')
+ ,1:289))
> y <- array(NA,dim=c(6,289),dimnames=list(c('pageviews','logins','compendiums_reviewed','totblogs','shared_compendiums','time_in_rfc'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '6'
> 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
time_in_rfc pageviews logins compendiums_reviewed totblogs
1 210907 1418 56 30 145
2 120982 869 56 28 101
3 176508 1530 54 38 98
4 179321 2172 89 30 132
5 123185 901 40 22 60
6 52746 463 25 26 38
7 385534 3201 92 25 144
8 33170 371 18 18 5
9 101645 1192 63 11 28
10 149061 1583 44 26 84
11 165446 1439 33 25 79
12 237213 1764 84 38 127
13 173326 1495 88 44 78
14 133131 1373 55 30 60
15 258873 2187 60 40 131
16 180083 1491 66 34 84
17 324799 4041 154 47 133
18 230964 1706 53 30 150
19 236785 2152 119 31 91
20 135473 1036 41 23 132
21 202925 1882 61 36 136
22 215147 1929 58 36 124
23 344297 2242 75 30 118
24 153935 1220 33 25 70
25 132943 1289 40 39 107
26 174724 2515 92 34 119
27 174415 2147 100 31 89
28 225548 2352 112 31 112
29 223632 1638 73 33 108
30 124817 1222 40 25 52
31 221698 1812 45 33 112
32 210767 1677 60 35 116
33 170266 1579 62 42 123
34 260561 1731 75 43 125
35 84853 807 31 30 27
36 294424 2452 77 33 162
37 101011 829 34 13 32
38 215641 1940 46 32 64
39 325107 2662 99 36 92
40 7176 186 17 0 0
41 167542 1499 66 28 83
42 106408 865 30 14 41
43 96560 1793 76 17 47
44 265769 2527 146 32 120
45 269651 2747 67 30 105
46 149112 1324 56 35 79
47 175824 2702 107 20 65
48 152871 1383 58 28 70
49 111665 1179 34 28 55
50 116408 2099 61 39 39
51 362301 4308 119 34 67
52 78800 918 42 26 21
53 183167 1831 66 39 127
54 277965 3373 89 39 152
55 150629 1713 44 33 113
56 168809 1438 66 28 99
57 24188 496 24 4 7
58 329267 2253 259 39 141
59 65029 744 17 18 21
60 101097 1161 64 14 35
61 218946 2352 41 29 109
62 244052 2144 68 44 133
63 341570 4691 168 21 123
64 103597 1112 43 16 26
65 233328 2694 132 28 230
66 256462 1973 105 35 166
67 206161 1769 71 28 68
68 311473 3148 112 38 147
69 235800 2474 94 23 179
70 177939 2084 82 36 61
71 207176 1954 70 32 101
72 196553 1226 57 29 108
73 174184 1389 53 25 90
74 143246 1496 103 27 114
75 187559 2269 121 36 103
76 187681 1833 62 28 142
77 119016 1268 52 23 79
78 182192 1943 52 40 88
79 73566 893 32 23 25
80 194979 1762 62 40 83
81 167488 1403 45 28 113
82 143756 1425 46 34 118
83 275541 1857 63 33 110
84 243199 1840 75 28 129
85 182999 1502 88 34 51
86 135649 1441 46 30 93
87 152299 1420 53 33 76
88 120221 1416 37 22 49
89 346485 2970 90 38 118
90 145790 1317 63 26 38
91 193339 1644 78 35 141
92 80953 870 25 8 58
93 122774 1654 45 24 27
94 130585 1054 46 29 91
95 112611 937 41 20 48
96 286468 3004 144 29 63
97 241066 2008 82 45 56
98 148446 2547 91 37 144
99 204713 1885 71 33 73
100 182079 1626 63 33 168
101 140344 1468 53 25 64
102 220516 2445 62 32 97
103 243060 1964 63 29 117
104 162765 1381 32 28 100
105 182613 1369 39 28 149
106 232138 1659 62 31 187
107 265318 2888 117 52 127
108 85574 1290 34 21 37
109 310839 2845 92 24 245
110 225060 1982 93 41 87
111 232317 1904 54 33 177
112 144966 1391 144 32 49
113 43287 602 14 19 49
114 155754 1743 61 20 73
115 164709 1559 109 31 177
116 201940 2014 38 31 94
117 235454 2143 73 32 117
118 220801 2146 75 18 60
119 99466 874 50 23 55
120 92661 1590 61 17 39
121 133328 1590 55 20 64
122 61361 1210 77 12 26
123 125930 2072 75 17 64
124 100750 1281 72 30 58
125 224549 1401 50 31 95
126 82316 834 32 10 25
127 102010 1105 53 13 26
128 101523 1272 42 22 76
129 243511 1944 71 42 129
130 22938 391 10 1 11
131 41566 761 35 9 2
132 152474 1605 65 32 101
133 61857 530 25 11 28
134 99923 1988 66 25 36
135 132487 1386 41 36 89
136 317394 2395 86 31 193
137 21054 387 16 0 4
138 209641 1742 42 24 84
139 22648 620 19 13 23
140 31414 449 19 8 39
141 46698 800 45 13 14
142 131698 1684 65 19 78
143 91735 1050 35 18 14
144 244749 2699 95 33 101
145 184510 1606 49 40 82
146 79863 1502 37 22 24
147 128423 1204 64 38 36
148 97839 1138 38 24 75
149 38214 568 34 8 16
150 151101 1459 32 35 55
151 272458 2158 65 43 131
152 172494 1111 52 43 131
153 108043 1421 62 14 39
154 328107 2833 65 41 144
155 250579 1955 83 38 139
156 351067 2922 95 45 211
157 158015 1002 29 31 78
158 98866 1060 18 13 50
159 85439 956 33 28 39
160 229242 2186 247 31 90
161 351619 3604 139 40 166
162 84207 1035 29 30 12
163 120445 1417 118 16 57
164 324598 3261 110 37 133
165 131069 1587 67 30 69
166 204271 1424 42 35 119
167 165543 1701 65 32 119
168 141722 1249 94 27 65
169 116048 946 64 20 61
170 250047 1926 81 18 49
171 299775 3352 95 31 101
172 195838 1641 67 31 196
173 173260 2035 63 21 15
174 254488 2312 83 39 136
175 104389 1369 45 41 89
176 136084 1577 30 13 40
177 199476 2201 70 32 123
178 92499 961 32 18 21
179 224330 1900 83 39 163
180 135781 1254 31 14 29
181 74408 1335 67 7 35
182 81240 1597 66 17 13
183 14688 207 10 0 5
184 181633 1645 70 30 96
185 271856 2429 103 37 151
186 7199 151 5 0 6
187 46660 474 20 5 13
188 17547 141 5 1 3
189 133368 1639 36 16 56
190 95227 872 34 32 23
191 152601 1318 48 24 57
192 98146 1018 40 17 14
193 79619 1383 43 11 43
194 59194 1314 31 24 20
195 139942 1335 42 22 72
196 118612 1403 46 12 87
197 72880 910 33 19 21
198 65475 616 18 13 56
199 99643 1407 55 17 59
200 71965 771 35 15 82
201 77272 766 59 16 43
202 49289 473 19 24 25
203 135131 1376 66 15 38
204 108446 1232 60 17 25
205 89746 1521 36 18 38
206 44296 572 25 20 12
207 77648 1059 47 16 29
208 181528 1544 54 16 47
209 134019 1230 53 18 45
210 124064 1206 40 22 40
211 92630 1205 40 8 30
212 121848 1255 39 17 41
213 52915 613 14 18 25
214 81872 721 45 16 23
215 58981 1109 36 23 14
216 53515 740 28 22 16
217 60812 1126 44 13 26
218 56375 728 30 13 21
219 65490 689 22 16 27
220 80949 592 17 16 9
221 76302 995 31 20 33
222 104011 1613 55 22 42
223 98104 2048 54 17 68
224 67989 705 21 18 32
225 30989 301 14 17 6
226 135458 1803 81 12 67
227 73504 799 35 7 33
228 63123 861 43 17 77
229 61254 1186 46 14 46
230 74914 1451 30 23 30
231 31774 628 23 17 0
232 81437 1161 38 14 36
233 87186 1463 54 15 46
234 50090 742 20 17 18
235 65745 979 53 21 48
236 56653 675 45 18 29
237 158399 1241 39 18 28
238 46455 676 20 17 34
239 73624 1049 24 17 33
240 38395 620 31 16 34
241 91899 1081 35 15 33
242 139526 1688 151 21 80
243 52164 736 52 16 32
244 51567 617 30 14 30
245 70551 812 31 15 41
246 84856 1051 29 17 41
247 102538 1656 57 15 51
248 86678 705 40 15 18
249 85709 945 44 10 34
250 34662 554 25 6 31
251 150580 1597 77 22 39
252 99611 982 35 21 54
253 19349 222 11 1 14
254 99373 1212 63 18 24
255 86230 1143 44 17 24
256 30837 435 19 4 8
257 31706 532 13 10 26
258 89806 882 42 16 19
259 62088 608 38 16 11
260 40151 459 29 9 14
261 27634 578 20 16 1
262 76990 826 27 17 39
263 37460 509 20 7 5
264 54157 717 19 15 37
265 49862 637 37 14 32
266 84337 857 26 14 38
267 64175 830 42 18 47
268 59382 652 49 12 47
269 119308 707 30 16 37
270 76702 954 49 21 51
271 103425 1461 67 19 45
272 70344 672 28 16 21
273 43410 778 19 1 1
274 104838 1141 49 16 42
275 62215 680 27 10 26
276 69304 1090 30 19 21
277 53117 616 22 12 4
278 19764 285 12 2 10
279 86680 1145 31 14 43
280 84105 733 20 17 34
281 77945 888 20 19 31
282 89113 849 39 14 19
283 91005 1182 29 11 34
284 40248 528 16 4 6
285 64187 642 27 16 11
286 50857 947 21 20 24
287 56613 819 19 12 16
288 62792 757 35 15 72
289 72535 894 14 16 21
shared_compendiums
1 3
2 4
3 12
4 2
5 1
6 3
7 0
8 0
9 0
10 5
11 0
12 0
13 7
14 7
15 3
16 9
17 0
18 4
19 3
20 0
21 7
22 0
23 1
24 5
25 7
26 0
27 0
28 5
29 0
30 0
31 0
32 3
33 4
34 1
35 4
36 2
37 0
38 0
39 0
40 0
41 2
42 1
43 0
44 2
45 10
46 6
47 0
48 5
49 4
50 1
51 2
52 2
53 0
54 8
55 3
56 0
57 0
58 8
59 5
60 3
61 1
62 5
63 1
64 1
65 5
66 0
67 12
68 8
69 8
70 8
71 8
72 2
73 0
74 5
75 8
76 2
77 5
78 12
79 6
80 7
81 2
82 0
83 4
84 3
85 6
86 2
87 0
88 1
89 0
90 5
91 2
92 0
93 0
94 5
95 0
96 1
97 0
98 1
99 1
100 2
101 6
102 1
103 4
104 2
105 3
106 0
107 10
108 0
109 9
110 7
111 0
112 0
113 4
114 4
115 0
116 0
117 0
118 1
119 0
120 1
121 0
122 0
123 4
124 0
125 4
126 4
127 3
128 0
129 0
130 0
131 5
132 0
133 4
134 0
135 0
136 1
137 0
138 5
139 0
140 0
141 0
142 0
143 0
144 2
145 7
146 1
147 8
148 2
149 0
150 2
151 0
152 0
153 1
154 3
155 0
156 3
157 0
158 0
159 0
160 4
161 4
162 11
163 0
164 0
165 4
166 0
167 1
168 0
169 0
170 0
171 9
172 1
173 3
174 10
175 5
176 0
177 2
178 0
179 1
180 2
181 4
182 0
183 0
184 2
185 1
186 0
187 0
188 0
189 1
190 0
191 2
192 0
193 3
194 6
195 0
196 2
197 0
198 2
199 1
200 1
201 2
202 1
203 0
204 1
205 3
206 0
207 0
208 0
209 0
210 1
211 4
212 0
213 0
214 0
215 7
216 2
217 0
218 7
219 3
220 0
221 0
222 6
223 2
224 0
225 0
226 3
227 0
228 1
229 1
230 0
231 1
232 0
233 0
234 0
235 0
236 0
237 0
238 0
239 0
240 0
241 0
242 0
243 0
244 2
245 0
246 1
247 1
248 0
249 0
250 0
251 0
252 0
253 0
254 1
255 0
256 0
257 0
258 0
259 1
260 0
261 0
262 0
263 0
264 0
265 0
266 0
267 0
268 0
269 0
270 0
271 1
272 0
273 0
274 1
275 0
276 6
277 3
278 1
279 2
280 0
281 0
282 0
283 3
284 1
285 0
286 0
287 1
288 0
289 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews logins
-17249.9 62.1 103.1
compendiums_reviewed totblogs shared_compendiums
1328.0 477.2 -702.1
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-119000 -14795 211 15388 119144
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -17249.927 4399.799 -3.921 0.000111 ***
pageviews 62.096 4.206 14.765 < 2e-16 ***
logins 103.132 77.686 1.328 0.185400
compendiums_reviewed 1327.966 253.552 5.237 3.18e-07 ***
totblogs 477.220 55.913 8.535 8.68e-16 ***
shared_compendiums -702.124 678.641 -1.035 0.301737
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 28890 on 283 degrees of freedom
Multiple R-squared: 0.879, Adjusted R-squared: 0.8769
F-statistic: 411.3 on 5 and 283 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,] 0.3371685 6.743371e-01 6.628315e-01
[2,] 0.8433983 3.132034e-01 1.566017e-01
[3,] 0.7744697 4.510606e-01 2.255303e-01
[4,] 0.8313807 3.372386e-01 1.686193e-01
[5,] 0.7740548 4.518905e-01 2.259452e-01
[6,] 0.6894319 6.211362e-01 3.105681e-01
[7,] 0.6136851 7.726297e-01 3.863149e-01
[8,] 0.5741295 8.517409e-01 4.258705e-01
[9,] 0.7475109 5.049783e-01 2.524891e-01
[10,] 0.6827895 6.344210e-01 3.172105e-01
[11,] 0.7123366 5.753267e-01 2.876634e-01
[12,] 0.7313211 5.373578e-01 2.686789e-01
[13,] 0.7081936 5.836128e-01 2.918064e-01
[14,] 0.6429787 7.140425e-01 3.570213e-01
[15,] 0.9795036 4.099280e-02 2.049640e-02
[16,] 0.9718985 5.620304e-02 2.810152e-02
[17,] 0.9702343 5.953150e-02 2.976575e-02
[18,] 0.9968388 6.322409e-03 3.161205e-03
[19,] 0.9966528 6.694480e-03 3.347240e-03
[20,] 0.9951098 9.780429e-03 4.890214e-03
[21,] 0.9961549 7.690230e-03 3.845115e-03
[22,] 0.9942319 1.153622e-02 5.768112e-03
[23,] 0.9922500 1.550003e-02 7.750015e-03
[24,] 0.9896185 2.076293e-02 1.038146e-02
[25,] 0.9871726 2.565482e-02 1.282741e-02
[26,] 0.9941295 1.174094e-02 5.870468e-03
[27,] 0.9916371 1.672576e-02 8.362881e-03
[28,] 0.9892340 2.153209e-02 1.076604e-02
[29,] 0.9863121 2.737589e-02 1.368795e-02
[30,] 0.9848096 3.038072e-02 1.519036e-02
[31,] 0.9961452 7.709669e-03 3.854834e-03
[32,] 0.9948463 1.030740e-02 5.153700e-03
[33,] 0.9928262 1.434758e-02 7.173789e-03
[34,] 0.9908403 1.831943e-02 9.159715e-03
[35,] 0.9964773 7.045450e-03 3.522725e-03
[36,] 0.9958211 8.357746e-03 4.178873e-03
[37,] 0.9945543 1.089148e-02 5.445738e-03
[38,] 0.9924813 1.503733e-02 7.518664e-03
[39,] 0.9955171 8.965838e-03 4.482919e-03
[40,] 0.9939939 1.201223e-02 6.006117e-03
[41,] 0.9923709 1.525818e-02 7.629090e-03
[42,] 0.9974773 5.045328e-03 2.522664e-03
[43,] 0.9971886 5.622884e-03 2.811442e-03
[44,] 0.9961398 7.720453e-03 3.860226e-03
[45,] 0.9967021 6.595743e-03 3.297872e-03
[46,] 0.9984223 3.155346e-03 1.577673e-03
[47,] 0.9989915 2.017038e-03 1.008519e-03
[48,] 0.9985843 2.831328e-03 1.415664e-03
[49,] 0.9981519 3.696131e-03 1.848066e-03
[50,] 0.9993062 1.387579e-03 6.937896e-04
[51,] 0.9990217 1.956698e-03 9.783492e-04
[52,] 0.9986509 2.698288e-03 1.349144e-03
[53,] 0.9981567 3.686667e-03 1.843333e-03
[54,] 0.9974813 5.037358e-03 2.518679e-03
[55,] 0.9982754 3.449105e-03 1.724553e-03
[56,] 0.9977555 4.489070e-03 2.244535e-03
[57,] 0.9998138 3.723964e-04 1.861982e-04
[58,] 0.9997453 5.093077e-04 2.546539e-04
[59,] 0.9998302 3.395282e-04 1.697641e-04
[60,] 0.9997596 4.808977e-04 2.404489e-04
[61,] 0.9997201 5.598979e-04 2.799490e-04
[62,] 0.9996307 7.386836e-04 3.693418e-04
[63,] 0.9994999 1.000247e-03 5.001237e-04
[64,] 0.9996098 7.803868e-04 3.901934e-04
[65,] 0.9995273 9.453294e-04 4.726647e-04
[66,] 0.9995693 8.613334e-04 4.306667e-04
[67,] 0.9996584 6.831591e-04 3.415795e-04
[68,] 0.9995928 8.143120e-04 4.071560e-04
[69,] 0.9994755 1.049044e-03 5.245219e-04
[70,] 0.9992993 1.401358e-03 7.006792e-04
[71,] 0.9990586 1.882779e-03 9.413893e-04
[72,] 0.9987543 2.491482e-03 1.245741e-03
[73,] 0.9983231 3.353761e-03 1.676881e-03
[74,] 0.9985177 2.964631e-03 1.482316e-03
[75,] 0.9997451 5.098871e-04 2.549435e-04
[76,] 0.9998068 3.863461e-04 1.931730e-04
[77,] 0.9998176 3.648301e-04 1.824151e-04
[78,] 0.9998004 3.992832e-04 1.996416e-04
[79,] 0.9997249 5.501731e-04 2.750866e-04
[80,] 0.9996273 7.453502e-04 3.726751e-04
[81,] 0.9998814 2.371139e-04 1.185569e-04
[82,] 0.9998677 2.645341e-04 1.322670e-04
[83,] 0.9998266 3.467897e-04 1.733948e-04
[84,] 0.9997582 4.835665e-04 2.417833e-04
[85,] 0.9996902 6.195793e-04 3.097896e-04
[86,] 0.9995765 8.469042e-04 4.234521e-04
[87,] 0.9994680 1.063967e-03 5.319836e-04
[88,] 0.9994995 1.000992e-03 5.004959e-04
[89,] 0.9995907 8.186685e-04 4.093342e-04
[90,] 0.9999985 2.968577e-06 1.484288e-06
[91,] 0.9999981 3.783949e-06 1.891975e-06
[92,] 0.9999981 3.789915e-06 1.894958e-06
[93,] 0.9999971 5.709232e-06 2.854616e-06
[94,] 0.9999959 8.287023e-06 4.143512e-06
[95,] 0.9999972 5.569148e-06 2.784574e-06
[96,] 0.9999959 8.160713e-06 4.080356e-06
[97,] 0.9999940 1.199689e-05 5.998445e-06
[98,] 0.9999916 1.688184e-05 8.440921e-06
[99,] 0.9999910 1.803712e-05 9.018560e-06
[100,] 0.9999910 1.794015e-05 8.970076e-06
[101,] 0.9999870 2.600414e-05 1.300207e-05
[102,] 0.9999847 3.068827e-05 1.534413e-05
[103,] 0.9999777 4.454017e-05 2.227008e-05
[104,] 0.9999705 5.893566e-05 2.946783e-05
[105,] 0.9999679 6.410015e-05 3.205007e-05
[106,] 0.9999542 9.165317e-05 4.582659e-05
[107,] 0.9999790 4.191309e-05 2.095654e-05
[108,] 0.9999699 6.023351e-05 3.011675e-05
[109,] 0.9999600 7.997933e-05 3.998967e-05
[110,] 0.9999749 5.011146e-05 2.505573e-05
[111,] 0.9999643 7.135691e-05 3.567846e-05
[112,] 0.9999722 5.567511e-05 2.783755e-05
[113,] 0.9999627 7.458579e-05 3.729290e-05
[114,] 0.9999682 6.368712e-05 3.184356e-05
[115,] 0.9999808 3.846515e-05 1.923257e-05
[116,] 0.9999843 3.130438e-05 1.565219e-05
[117,] 0.9999973 5.378367e-06 2.689184e-06
[118,] 0.9999968 6.356634e-06 3.178317e-06
[119,] 0.9999959 8.143637e-06 4.071819e-06
[120,] 0.9999962 7.562251e-06 3.781126e-06
[121,] 0.9999951 9.782925e-06 4.891462e-06
[122,] 0.9999929 1.426312e-05 7.131560e-06
[123,] 0.9999896 2.075283e-05 1.037641e-05
[124,] 0.9999892 2.152287e-05 1.076143e-05
[125,] 0.9999869 2.614518e-05 1.307259e-05
[126,] 0.9999977 4.599463e-06 2.299731e-06
[127,] 0.9999979 4.243476e-06 2.121738e-06
[128,] 0.9999989 2.173604e-06 1.086802e-06
[129,] 0.9999984 3.128527e-06 1.564264e-06
[130,] 0.9999994 1.264880e-06 6.324399e-07
[131,] 0.9999994 1.197497e-06 5.987483e-07
[132,] 0.9999991 1.745683e-06 8.728413e-07
[133,] 0.9999988 2.343189e-06 1.171595e-06
[134,] 0.9999988 2.472757e-06 1.236379e-06
[135,] 0.9999982 3.647683e-06 1.823842e-06
[136,] 0.9999973 5.337597e-06 2.668798e-06
[137,] 0.9999967 6.688681e-06 3.344341e-06
[138,] 0.9999981 3.746469e-06 1.873234e-06
[139,] 0.9999975 4.954297e-06 2.477149e-06
[140,] 0.9999972 5.654732e-06 2.827366e-06
[141,] 0.9999958 8.482382e-06 4.241191e-06
[142,] 0.9999937 1.255156e-05 6.275782e-06
[143,] 0.9999940 1.199263e-05 5.996315e-06
[144,] 0.9999912 1.752415e-05 8.762073e-06
[145,] 0.9999875 2.509241e-05 1.254621e-05
[146,] 0.9999934 1.328223e-05 6.641115e-06
[147,] 0.9999930 1.394620e-05 6.973102e-06
[148,] 0.9999940 1.193239e-05 5.966195e-06
[149,] 0.9999961 7.765100e-06 3.882550e-06
[150,] 0.9999944 1.127424e-05 5.637119e-06
[151,] 0.9999923 1.533029e-05 7.665147e-06
[152,] 0.9999891 2.188389e-05 1.094195e-05
[153,] 0.9999850 3.004038e-05 1.502019e-05
[154,] 0.9999814 3.729234e-05 1.864617e-05
[155,] 0.9999748 5.048912e-05 2.524456e-05
[156,] 0.9999685 6.292491e-05 3.146245e-05
[157,] 0.9999621 7.573427e-05 3.786713e-05
[158,] 0.9999748 5.042207e-05 2.521104e-05
[159,] 0.9999691 6.170987e-05 3.085494e-05
[160,] 0.9999568 8.641584e-05 4.320792e-05
[161,] 0.9999452 1.095013e-04 5.475065e-05
[162,] 0.9999993 1.401860e-06 7.009301e-07
[163,] 0.9999996 8.844720e-07 4.422360e-07
[164,] 0.9999994 1.198967e-06 5.994834e-07
[165,] 0.9999995 9.276968e-07 4.638484e-07
[166,] 0.9999999 2.208129e-07 1.104064e-07
[167,] 0.9999999 1.134228e-07 5.671138e-08
[168,] 0.9999999 1.420211e-07 7.101053e-08
[169,] 0.9999999 2.066209e-07 1.033105e-07
[170,] 0.9999999 2.992452e-07 1.496226e-07
[171,] 0.9999998 4.237884e-07 2.118942e-07
[172,] 0.9999999 1.263051e-07 6.315253e-08
[173,] 0.9999999 1.765135e-07 8.825675e-08
[174,] 0.9999999 1.042503e-07 5.212517e-08
[175,] 0.9999999 1.677174e-07 8.385871e-08
[176,] 0.9999999 1.607467e-07 8.037336e-08
[177,] 1.0000000 3.651074e-08 1.825537e-08
[178,] 1.0000000 5.984994e-08 2.992497e-08
[179,] 1.0000000 9.456547e-08 4.728273e-08
[180,] 0.9999999 1.497190e-07 7.485950e-08
[181,] 0.9999999 2.175603e-07 1.087802e-07
[182,] 0.9999998 3.430531e-07 1.715265e-07
[183,] 1.0000000 9.989940e-08 4.994970e-08
[184,] 0.9999999 1.380408e-07 6.902042e-08
[185,] 0.9999999 1.752895e-07 8.764475e-08
[186,] 0.9999999 1.414344e-07 7.071719e-08
[187,] 0.9999999 1.171739e-07 5.858697e-08
[188,] 0.9999999 1.595922e-07 7.979610e-08
[189,] 0.9999999 2.661695e-07 1.330848e-07
[190,] 0.9999998 3.585554e-07 1.792777e-07
[191,] 0.9999997 5.183966e-07 2.591983e-07
[192,] 0.9999996 7.890894e-07 3.945447e-07
[193,] 0.9999994 1.250543e-06 6.252713e-07
[194,] 0.9999990 2.051446e-06 1.025723e-06
[195,] 0.9999989 2.136675e-06 1.068337e-06
[196,] 0.9999984 3.274064e-06 1.637032e-06
[197,] 0.9999980 4.080363e-06 2.040181e-06
[198,] 0.9999971 5.858954e-06 2.929477e-06
[199,] 0.9999957 8.639276e-06 4.319638e-06
[200,] 0.9999998 3.535543e-07 1.767772e-07
[201,] 0.9999999 1.770805e-07 8.854025e-08
[202,] 0.9999999 1.209438e-07 6.047189e-08
[203,] 0.9999999 1.629051e-07 8.145256e-08
[204,] 0.9999999 1.213828e-07 6.069138e-08
[205,] 0.9999999 2.161801e-07 1.080900e-07
[206,] 0.9999998 3.121266e-07 1.560633e-07
[207,] 0.9999998 3.817618e-07 1.908809e-07
[208,] 0.9999997 5.620272e-07 2.810136e-07
[209,] 0.9999997 5.267632e-07 2.633816e-07
[210,] 0.9999996 8.938098e-07 4.469049e-07
[211,] 0.9999993 1.366235e-06 6.831175e-07
[212,] 0.9999995 1.076911e-06 5.384557e-07
[213,] 0.9999991 1.838082e-06 9.190410e-07
[214,] 0.9999985 2.945201e-06 1.472600e-06
[215,] 0.9999996 7.428317e-07 3.714158e-07
[216,] 0.9999994 1.271257e-06 6.356283e-07
[217,] 0.9999989 2.248327e-06 1.124164e-06
[218,] 0.9999982 3.635557e-06 1.817778e-06
[219,] 0.9999972 5.533003e-06 2.766502e-06
[220,] 0.9999960 8.024020e-06 4.012010e-06
[221,] 0.9999972 5.574118e-06 2.787059e-06
[222,] 0.9999991 1.810154e-06 9.050769e-07
[223,] 0.9999992 1.650590e-06 8.252952e-07
[224,] 0.9999986 2.702627e-06 1.351313e-06
[225,] 0.9999991 1.810939e-06 9.054696e-07
[226,] 0.9999988 2.423836e-06 1.211918e-06
[227,] 0.9999989 2.214010e-06 1.107005e-06
[228,] 0.9999981 3.721277e-06 1.860638e-06
[229,] 1.0000000 5.703575e-08 2.851788e-08
[230,] 1.0000000 7.731218e-08 3.865609e-08
[231,] 0.9999999 1.289001e-07 6.445006e-08
[232,] 0.9999999 1.094969e-07 5.474845e-08
[233,] 0.9999999 2.238883e-07 1.119441e-07
[234,] 0.9999998 3.557322e-07 1.778661e-07
[235,] 0.9999999 2.960345e-07 1.480172e-07
[236,] 0.9999997 6.113645e-07 3.056822e-07
[237,] 0.9999994 1.290158e-06 6.450788e-07
[238,] 0.9999987 2.667085e-06 1.333542e-06
[239,] 0.9999987 2.569491e-06 1.284746e-06
[240,] 0.9999987 2.641692e-06 1.320846e-06
[241,] 0.9999975 5.075808e-06 2.537904e-06
[242,] 0.9999959 8.248391e-06 4.124196e-06
[243,] 0.9999948 1.037032e-05 5.185162e-06
[244,] 0.9999910 1.798455e-05 8.992274e-06
[245,] 0.9999818 3.648725e-05 1.824363e-05
[246,] 0.9999632 7.368195e-05 3.684097e-05
[247,] 0.9999296 1.407501e-04 7.037507e-05
[248,] 0.9998673 2.653691e-04 1.326845e-04
[249,] 0.9998198 3.604422e-04 1.802211e-04
[250,] 0.9997566 4.867198e-04 2.433599e-04
[251,] 0.9995727 8.545260e-04 4.272630e-04
[252,] 0.9992060 1.588072e-03 7.940360e-04
[253,] 0.9993477 1.304665e-03 6.523323e-04
[254,] 0.9987717 2.456531e-03 1.228265e-03
[255,] 0.9978918 4.216460e-03 2.108230e-03
[256,] 0.9968174 6.365184e-03 3.182592e-03
[257,] 0.9955282 8.943507e-03 4.471754e-03
[258,] 0.9929853 1.402944e-02 7.014722e-03
[259,] 0.9909756 1.804887e-02 9.024437e-03
[260,] 0.9868978 2.620445e-02 1.310223e-02
[261,] 0.9995437 9.126478e-04 4.563239e-04
[262,] 0.9993129 1.374260e-03 6.871302e-04
[263,] 0.9994871 1.025719e-03 5.128593e-04
[264,] 0.9987184 2.563253e-03 1.281626e-03
[265,] 0.9980546 3.890768e-03 1.945384e-03
[266,] 0.9950948 9.810378e-03 4.905189e-03
[267,] 0.9882555 2.348892e-02 1.174446e-02
[268,] 0.9759467 4.810652e-02 2.405326e-02
[269,] 0.9476436 1.047129e-01 5.235644e-02
[270,] 0.8986109 2.027781e-01 1.013891e-01
[271,] 0.8045011 3.909979e-01 1.954989e-01
[272,] 0.8307405 3.385191e-01 1.692595e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1hur11356082735.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/2enzr1356082735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3dxxq1356082735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/47q3j1356082735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5pqin1356082735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 289
Frequency = 1
1 2 3 4 5
27399.78340 -4078.71951 4377.02058 -48908.27699 23214.75436
6 7 8 9 10
-11887.95513 92607.38360 -763.57768 10409.30774 -7627.95756
11 12 13 14 15
19036.77103 25192.71315 -2072.10263 -4106.55614 20602.78134
16 17 18 19 20
19022.76148 -50648.31867 28198.52589 25643.88181 -9373.28634
21 22 23 24 25
-10774.77980 -350.13197 119143.79391 28930.41927 -31912.54767
26 27 28 29 30
-75625.88404 -35608.07232 -5907.78997 36277.27861 4045.64582
31 32 33 34 35
24517.35940 17963.92135 -28592.10104 46534.80334 -1121.11963
36 37 38 39 40
31744.89387 30742.19266 34643.45712 75136.07964 11122.81716
41 42 43 44 45
9515.13669 29395.43705 -50371.13282 12687.82214 26487.29773
46 47 48 49 50
-1595.11398 -43323.42083 11182.57036 -8424.49296 -72672.92925
51 52 53 54 55
24047.95585 -8430.29804 -32485.32417 -42125.03739 -38671.84222
56 57 58 59 60
5530.22847 -489.29742 66441.65725 3911.81040 6465.09052
61 62 63 64 65
-3908.35919 2764.80691 -35682.18620 14408.36102 -73755.35731
66 67 68 69 70
14670.18161 45032.07847 6696.62621 -20618.79225 -13976.32254
71 72 73 74 75
10793.80824 43148.08696 23567.52498 -29769.92393 -39909.47251
76 77 78 79 80
-18829.41857 -12567.74100 -13262.13549 -6197.06567 8608.42133
81 82 83 84 85
3271.52117 -33687.86872 77472.60590 41819.18471 32628.70071
86 87 88 89 90
-24141.79208 -4185.09955 -6169.92040 63253.01142 25611.22951
91 92 93 94 95
-11903.90091 3298.54324 -12080.05792 -785.82309 17982.61154
96 97 98 99 100
34456.56432 38687.39330 -119000.10271 19631.63282 -30728.20915
101 102 103 104 105
1442.40200 -8536.31430 40318.64623 7459.20588 4648.77904
106 107 108 109 110
9569.25240 -31471.91710 -26330.93527 -533.54808 18594.35720
111 112 113 114 115
-2523.97030 -4889.37139 -24095.40179 -108.47725 -51725.11765
116 117 118 119 120
4183.76135 13773.73454 45223.37387 497.04411 -35597.76744
121 122 123 124 125
-10928.50236 -32809.78871 -43527.05610 -36488.38161 65951.36869
126 127 128 129 130
22075.91098 17612.86504 -30028.80649 15387.82167 8299.65100
131 132 133 134 135
-1444.31630 -27337.99176 18456.41903 -63459.86254 -30836.01274
136 137 138 139 140
44486.17263 10713.75277 45940.95762 -28800.76973 -10412.02922
141 142 143 144 145
-14314.50559 -24779.96583 9589.95594 -6013.78431 9644.34213
146 147 148 149 150
-39937.68277 2283.18054 -25753.86614 -1572.37549 3130.85310
151 152 153 154 155
29382.63985 -4226.03666 -5840.76100 41675.21804 21074.84909
156 157 158 159 160
18729.11162 31663.71670 7313.13675 -15872.90820 3968.12678
161 162 163 164 165
1210.64432 -3645.59456 -10913.75826 15403.08166 -27096.05304
166 167 168 169 170
25496.56747 -28118.05412 4845.15739 12284.86108 92059.02273
171 172 173 174 175
16034.26681 -29721.53164 24707.87371 9940.48111 -61420.11205
176 177 178 179 180
15962.07718 -26955.51621 12849.36255 -13837.98888 40938.68906
181 182 183 184 185
-21340.13969 -36263.49998 15666.61923 5267.78777 7159.11819
186 187 188 189 190
11693.43811 19570.05642 22766.09349 -2139.96420 1351.69045
191 192 193 194 195
25389.48276 18800.33937 -26466.34472 -45550.25659 6387.01969
196 197 198 199 200
-12052.43498 -5033.83382 33.73238 -26177.79422 -20620.17643
201 202 203 204 205
507.88975 -7891.58326 22076.16719 9201.84805 -31096.34605
206 207 208 209 210
-8837.28599 -10795.85651 53655.65430 24046.46888 14698.84627
211 212 213 214 215
8797.03809 15003.75363 -5177.70885 17486.20789 -28655.80339
216 217 218 219 220
-13520.38796 -26067.34280 2954.71645 5660.80054 34142.36763
221 222 223 224 225
-13738.34588 -29618.05587 -71010.11742 120.98912 2665.42089
226 227 228 229 230
-13407.95045 12485.51897 -36145.70847 -39727.61464 -45891.27203
231 232 233 234 235
-14217.74155 -13097.08383 -33851.37590 -11963.38803 -34056.96840
236 237 238 239 240
-10395.62377 57299.99421 -19135.56689 -15063.71714 -23524.66613
241 242 243 244 245
2745.69288 -29680.03120 -18170.13480 -4094.18548 -5303.69156
246 247 248 249 250
-7587.20305 -32477.29317 27515.46919 10235.18767 -7829.21616
251 252 253 254 255
12894.50226 -1384.21014 13670.09971 210.62974 -6062.39961
256 257 258 259 260
9986.00195 -11107.28691 17641.01104 11869.75281 7275.23097
261 262 263 264 265
-14794.92086 -1023.00241 9358.52199 -12652.10396 -10121.71698
266 267 268 269 270
8963.26764 -20779.08580 -7273.10601 50657.44466 -22566.70020
271 272 273 274 275
-22961.41203 11708.59236 8584.47860 5594.26390 8767.64965
276 277 278 279 280
-15264.99021 14108.74082 11352.95300 -8074.91745 14974.95556
281 282 283 284 285
-2034.21095 21962.50842 3139.79260 15588.02400 12289.80759
286 287 288 289
-30876.43747 -1822.26228 -24853.75470 1558.09977
> postscript(file="/var/wessaorg/rcomp/tmp/6jaje1356082735.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 = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 27399.78340 NA
1 -4078.71951 27399.78340
2 4377.02058 -4078.71951
3 -48908.27699 4377.02058
4 23214.75436 -48908.27699
5 -11887.95513 23214.75436
6 92607.38360 -11887.95513
7 -763.57768 92607.38360
8 10409.30774 -763.57768
9 -7627.95756 10409.30774
10 19036.77103 -7627.95756
11 25192.71315 19036.77103
12 -2072.10263 25192.71315
13 -4106.55614 -2072.10263
14 20602.78134 -4106.55614
15 19022.76148 20602.78134
16 -50648.31867 19022.76148
17 28198.52589 -50648.31867
18 25643.88181 28198.52589
19 -9373.28634 25643.88181
20 -10774.77980 -9373.28634
21 -350.13197 -10774.77980
22 119143.79391 -350.13197
23 28930.41927 119143.79391
24 -31912.54767 28930.41927
25 -75625.88404 -31912.54767
26 -35608.07232 -75625.88404
27 -5907.78997 -35608.07232
28 36277.27861 -5907.78997
29 4045.64582 36277.27861
30 24517.35940 4045.64582
31 17963.92135 24517.35940
32 -28592.10104 17963.92135
33 46534.80334 -28592.10104
34 -1121.11963 46534.80334
35 31744.89387 -1121.11963
36 30742.19266 31744.89387
37 34643.45712 30742.19266
38 75136.07964 34643.45712
39 11122.81716 75136.07964
40 9515.13669 11122.81716
41 29395.43705 9515.13669
42 -50371.13282 29395.43705
43 12687.82214 -50371.13282
44 26487.29773 12687.82214
45 -1595.11398 26487.29773
46 -43323.42083 -1595.11398
47 11182.57036 -43323.42083
48 -8424.49296 11182.57036
49 -72672.92925 -8424.49296
50 24047.95585 -72672.92925
51 -8430.29804 24047.95585
52 -32485.32417 -8430.29804
53 -42125.03739 -32485.32417
54 -38671.84222 -42125.03739
55 5530.22847 -38671.84222
56 -489.29742 5530.22847
57 66441.65725 -489.29742
58 3911.81040 66441.65725
59 6465.09052 3911.81040
60 -3908.35919 6465.09052
61 2764.80691 -3908.35919
62 -35682.18620 2764.80691
63 14408.36102 -35682.18620
64 -73755.35731 14408.36102
65 14670.18161 -73755.35731
66 45032.07847 14670.18161
67 6696.62621 45032.07847
68 -20618.79225 6696.62621
69 -13976.32254 -20618.79225
70 10793.80824 -13976.32254
71 43148.08696 10793.80824
72 23567.52498 43148.08696
73 -29769.92393 23567.52498
74 -39909.47251 -29769.92393
75 -18829.41857 -39909.47251
76 -12567.74100 -18829.41857
77 -13262.13549 -12567.74100
78 -6197.06567 -13262.13549
79 8608.42133 -6197.06567
80 3271.52117 8608.42133
81 -33687.86872 3271.52117
82 77472.60590 -33687.86872
83 41819.18471 77472.60590
84 32628.70071 41819.18471
85 -24141.79208 32628.70071
86 -4185.09955 -24141.79208
87 -6169.92040 -4185.09955
88 63253.01142 -6169.92040
89 25611.22951 63253.01142
90 -11903.90091 25611.22951
91 3298.54324 -11903.90091
92 -12080.05792 3298.54324
93 -785.82309 -12080.05792
94 17982.61154 -785.82309
95 34456.56432 17982.61154
96 38687.39330 34456.56432
97 -119000.10271 38687.39330
98 19631.63282 -119000.10271
99 -30728.20915 19631.63282
100 1442.40200 -30728.20915
101 -8536.31430 1442.40200
102 40318.64623 -8536.31430
103 7459.20588 40318.64623
104 4648.77904 7459.20588
105 9569.25240 4648.77904
106 -31471.91710 9569.25240
107 -26330.93527 -31471.91710
108 -533.54808 -26330.93527
109 18594.35720 -533.54808
110 -2523.97030 18594.35720
111 -4889.37139 -2523.97030
112 -24095.40179 -4889.37139
113 -108.47725 -24095.40179
114 -51725.11765 -108.47725
115 4183.76135 -51725.11765
116 13773.73454 4183.76135
117 45223.37387 13773.73454
118 497.04411 45223.37387
119 -35597.76744 497.04411
120 -10928.50236 -35597.76744
121 -32809.78871 -10928.50236
122 -43527.05610 -32809.78871
123 -36488.38161 -43527.05610
124 65951.36869 -36488.38161
125 22075.91098 65951.36869
126 17612.86504 22075.91098
127 -30028.80649 17612.86504
128 15387.82167 -30028.80649
129 8299.65100 15387.82167
130 -1444.31630 8299.65100
131 -27337.99176 -1444.31630
132 18456.41903 -27337.99176
133 -63459.86254 18456.41903
134 -30836.01274 -63459.86254
135 44486.17263 -30836.01274
136 10713.75277 44486.17263
137 45940.95762 10713.75277
138 -28800.76973 45940.95762
139 -10412.02922 -28800.76973
140 -14314.50559 -10412.02922
141 -24779.96583 -14314.50559
142 9589.95594 -24779.96583
143 -6013.78431 9589.95594
144 9644.34213 -6013.78431
145 -39937.68277 9644.34213
146 2283.18054 -39937.68277
147 -25753.86614 2283.18054
148 -1572.37549 -25753.86614
149 3130.85310 -1572.37549
150 29382.63985 3130.85310
151 -4226.03666 29382.63985
152 -5840.76100 -4226.03666
153 41675.21804 -5840.76100
154 21074.84909 41675.21804
155 18729.11162 21074.84909
156 31663.71670 18729.11162
157 7313.13675 31663.71670
158 -15872.90820 7313.13675
159 3968.12678 -15872.90820
160 1210.64432 3968.12678
161 -3645.59456 1210.64432
162 -10913.75826 -3645.59456
163 15403.08166 -10913.75826
164 -27096.05304 15403.08166
165 25496.56747 -27096.05304
166 -28118.05412 25496.56747
167 4845.15739 -28118.05412
168 12284.86108 4845.15739
169 92059.02273 12284.86108
170 16034.26681 92059.02273
171 -29721.53164 16034.26681
172 24707.87371 -29721.53164
173 9940.48111 24707.87371
174 -61420.11205 9940.48111
175 15962.07718 -61420.11205
176 -26955.51621 15962.07718
177 12849.36255 -26955.51621
178 -13837.98888 12849.36255
179 40938.68906 -13837.98888
180 -21340.13969 40938.68906
181 -36263.49998 -21340.13969
182 15666.61923 -36263.49998
183 5267.78777 15666.61923
184 7159.11819 5267.78777
185 11693.43811 7159.11819
186 19570.05642 11693.43811
187 22766.09349 19570.05642
188 -2139.96420 22766.09349
189 1351.69045 -2139.96420
190 25389.48276 1351.69045
191 18800.33937 25389.48276
192 -26466.34472 18800.33937
193 -45550.25659 -26466.34472
194 6387.01969 -45550.25659
195 -12052.43498 6387.01969
196 -5033.83382 -12052.43498
197 33.73238 -5033.83382
198 -26177.79422 33.73238
199 -20620.17643 -26177.79422
200 507.88975 -20620.17643
201 -7891.58326 507.88975
202 22076.16719 -7891.58326
203 9201.84805 22076.16719
204 -31096.34605 9201.84805
205 -8837.28599 -31096.34605
206 -10795.85651 -8837.28599
207 53655.65430 -10795.85651
208 24046.46888 53655.65430
209 14698.84627 24046.46888
210 8797.03809 14698.84627
211 15003.75363 8797.03809
212 -5177.70885 15003.75363
213 17486.20789 -5177.70885
214 -28655.80339 17486.20789
215 -13520.38796 -28655.80339
216 -26067.34280 -13520.38796
217 2954.71645 -26067.34280
218 5660.80054 2954.71645
219 34142.36763 5660.80054
220 -13738.34588 34142.36763
221 -29618.05587 -13738.34588
222 -71010.11742 -29618.05587
223 120.98912 -71010.11742
224 2665.42089 120.98912
225 -13407.95045 2665.42089
226 12485.51897 -13407.95045
227 -36145.70847 12485.51897
228 -39727.61464 -36145.70847
229 -45891.27203 -39727.61464
230 -14217.74155 -45891.27203
231 -13097.08383 -14217.74155
232 -33851.37590 -13097.08383
233 -11963.38803 -33851.37590
234 -34056.96840 -11963.38803
235 -10395.62377 -34056.96840
236 57299.99421 -10395.62377
237 -19135.56689 57299.99421
238 -15063.71714 -19135.56689
239 -23524.66613 -15063.71714
240 2745.69288 -23524.66613
241 -29680.03120 2745.69288
242 -18170.13480 -29680.03120
243 -4094.18548 -18170.13480
244 -5303.69156 -4094.18548
245 -7587.20305 -5303.69156
246 -32477.29317 -7587.20305
247 27515.46919 -32477.29317
248 10235.18767 27515.46919
249 -7829.21616 10235.18767
250 12894.50226 -7829.21616
251 -1384.21014 12894.50226
252 13670.09971 -1384.21014
253 210.62974 13670.09971
254 -6062.39961 210.62974
255 9986.00195 -6062.39961
256 -11107.28691 9986.00195
257 17641.01104 -11107.28691
258 11869.75281 17641.01104
259 7275.23097 11869.75281
260 -14794.92086 7275.23097
261 -1023.00241 -14794.92086
262 9358.52199 -1023.00241
263 -12652.10396 9358.52199
264 -10121.71698 -12652.10396
265 8963.26764 -10121.71698
266 -20779.08580 8963.26764
267 -7273.10601 -20779.08580
268 50657.44466 -7273.10601
269 -22566.70020 50657.44466
270 -22961.41203 -22566.70020
271 11708.59236 -22961.41203
272 8584.47860 11708.59236
273 5594.26390 8584.47860
274 8767.64965 5594.26390
275 -15264.99021 8767.64965
276 14108.74082 -15264.99021
277 11352.95300 14108.74082
278 -8074.91745 11352.95300
279 14974.95556 -8074.91745
280 -2034.21095 14974.95556
281 21962.50842 -2034.21095
282 3139.79260 21962.50842
283 15588.02400 3139.79260
284 12289.80759 15588.02400
285 -30876.43747 12289.80759
286 -1822.26228 -30876.43747
287 -24853.75470 -1822.26228
288 1558.09977 -24853.75470
289 NA 1558.09977
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -4078.71951 27399.78340
[2,] 4377.02058 -4078.71951
[3,] -48908.27699 4377.02058
[4,] 23214.75436 -48908.27699
[5,] -11887.95513 23214.75436
[6,] 92607.38360 -11887.95513
[7,] -763.57768 92607.38360
[8,] 10409.30774 -763.57768
[9,] -7627.95756 10409.30774
[10,] 19036.77103 -7627.95756
[11,] 25192.71315 19036.77103
[12,] -2072.10263 25192.71315
[13,] -4106.55614 -2072.10263
[14,] 20602.78134 -4106.55614
[15,] 19022.76148 20602.78134
[16,] -50648.31867 19022.76148
[17,] 28198.52589 -50648.31867
[18,] 25643.88181 28198.52589
[19,] -9373.28634 25643.88181
[20,] -10774.77980 -9373.28634
[21,] -350.13197 -10774.77980
[22,] 119143.79391 -350.13197
[23,] 28930.41927 119143.79391
[24,] -31912.54767 28930.41927
[25,] -75625.88404 -31912.54767
[26,] -35608.07232 -75625.88404
[27,] -5907.78997 -35608.07232
[28,] 36277.27861 -5907.78997
[29,] 4045.64582 36277.27861
[30,] 24517.35940 4045.64582
[31,] 17963.92135 24517.35940
[32,] -28592.10104 17963.92135
[33,] 46534.80334 -28592.10104
[34,] -1121.11963 46534.80334
[35,] 31744.89387 -1121.11963
[36,] 30742.19266 31744.89387
[37,] 34643.45712 30742.19266
[38,] 75136.07964 34643.45712
[39,] 11122.81716 75136.07964
[40,] 9515.13669 11122.81716
[41,] 29395.43705 9515.13669
[42,] -50371.13282 29395.43705
[43,] 12687.82214 -50371.13282
[44,] 26487.29773 12687.82214
[45,] -1595.11398 26487.29773
[46,] -43323.42083 -1595.11398
[47,] 11182.57036 -43323.42083
[48,] -8424.49296 11182.57036
[49,] -72672.92925 -8424.49296
[50,] 24047.95585 -72672.92925
[51,] -8430.29804 24047.95585
[52,] -32485.32417 -8430.29804
[53,] -42125.03739 -32485.32417
[54,] -38671.84222 -42125.03739
[55,] 5530.22847 -38671.84222
[56,] -489.29742 5530.22847
[57,] 66441.65725 -489.29742
[58,] 3911.81040 66441.65725
[59,] 6465.09052 3911.81040
[60,] -3908.35919 6465.09052
[61,] 2764.80691 -3908.35919
[62,] -35682.18620 2764.80691
[63,] 14408.36102 -35682.18620
[64,] -73755.35731 14408.36102
[65,] 14670.18161 -73755.35731
[66,] 45032.07847 14670.18161
[67,] 6696.62621 45032.07847
[68,] -20618.79225 6696.62621
[69,] -13976.32254 -20618.79225
[70,] 10793.80824 -13976.32254
[71,] 43148.08696 10793.80824
[72,] 23567.52498 43148.08696
[73,] -29769.92393 23567.52498
[74,] -39909.47251 -29769.92393
[75,] -18829.41857 -39909.47251
[76,] -12567.74100 -18829.41857
[77,] -13262.13549 -12567.74100
[78,] -6197.06567 -13262.13549
[79,] 8608.42133 -6197.06567
[80,] 3271.52117 8608.42133
[81,] -33687.86872 3271.52117
[82,] 77472.60590 -33687.86872
[83,] 41819.18471 77472.60590
[84,] 32628.70071 41819.18471
[85,] -24141.79208 32628.70071
[86,] -4185.09955 -24141.79208
[87,] -6169.92040 -4185.09955
[88,] 63253.01142 -6169.92040
[89,] 25611.22951 63253.01142
[90,] -11903.90091 25611.22951
[91,] 3298.54324 -11903.90091
[92,] -12080.05792 3298.54324
[93,] -785.82309 -12080.05792
[94,] 17982.61154 -785.82309
[95,] 34456.56432 17982.61154
[96,] 38687.39330 34456.56432
[97,] -119000.10271 38687.39330
[98,] 19631.63282 -119000.10271
[99,] -30728.20915 19631.63282
[100,] 1442.40200 -30728.20915
[101,] -8536.31430 1442.40200
[102,] 40318.64623 -8536.31430
[103,] 7459.20588 40318.64623
[104,] 4648.77904 7459.20588
[105,] 9569.25240 4648.77904
[106,] -31471.91710 9569.25240
[107,] -26330.93527 -31471.91710
[108,] -533.54808 -26330.93527
[109,] 18594.35720 -533.54808
[110,] -2523.97030 18594.35720
[111,] -4889.37139 -2523.97030
[112,] -24095.40179 -4889.37139
[113,] -108.47725 -24095.40179
[114,] -51725.11765 -108.47725
[115,] 4183.76135 -51725.11765
[116,] 13773.73454 4183.76135
[117,] 45223.37387 13773.73454
[118,] 497.04411 45223.37387
[119,] -35597.76744 497.04411
[120,] -10928.50236 -35597.76744
[121,] -32809.78871 -10928.50236
[122,] -43527.05610 -32809.78871
[123,] -36488.38161 -43527.05610
[124,] 65951.36869 -36488.38161
[125,] 22075.91098 65951.36869
[126,] 17612.86504 22075.91098
[127,] -30028.80649 17612.86504
[128,] 15387.82167 -30028.80649
[129,] 8299.65100 15387.82167
[130,] -1444.31630 8299.65100
[131,] -27337.99176 -1444.31630
[132,] 18456.41903 -27337.99176
[133,] -63459.86254 18456.41903
[134,] -30836.01274 -63459.86254
[135,] 44486.17263 -30836.01274
[136,] 10713.75277 44486.17263
[137,] 45940.95762 10713.75277
[138,] -28800.76973 45940.95762
[139,] -10412.02922 -28800.76973
[140,] -14314.50559 -10412.02922
[141,] -24779.96583 -14314.50559
[142,] 9589.95594 -24779.96583
[143,] -6013.78431 9589.95594
[144,] 9644.34213 -6013.78431
[145,] -39937.68277 9644.34213
[146,] 2283.18054 -39937.68277
[147,] -25753.86614 2283.18054
[148,] -1572.37549 -25753.86614
[149,] 3130.85310 -1572.37549
[150,] 29382.63985 3130.85310
[151,] -4226.03666 29382.63985
[152,] -5840.76100 -4226.03666
[153,] 41675.21804 -5840.76100
[154,] 21074.84909 41675.21804
[155,] 18729.11162 21074.84909
[156,] 31663.71670 18729.11162
[157,] 7313.13675 31663.71670
[158,] -15872.90820 7313.13675
[159,] 3968.12678 -15872.90820
[160,] 1210.64432 3968.12678
[161,] -3645.59456 1210.64432
[162,] -10913.75826 -3645.59456
[163,] 15403.08166 -10913.75826
[164,] -27096.05304 15403.08166
[165,] 25496.56747 -27096.05304
[166,] -28118.05412 25496.56747
[167,] 4845.15739 -28118.05412
[168,] 12284.86108 4845.15739
[169,] 92059.02273 12284.86108
[170,] 16034.26681 92059.02273
[171,] -29721.53164 16034.26681
[172,] 24707.87371 -29721.53164
[173,] 9940.48111 24707.87371
[174,] -61420.11205 9940.48111
[175,] 15962.07718 -61420.11205
[176,] -26955.51621 15962.07718
[177,] 12849.36255 -26955.51621
[178,] -13837.98888 12849.36255
[179,] 40938.68906 -13837.98888
[180,] -21340.13969 40938.68906
[181,] -36263.49998 -21340.13969
[182,] 15666.61923 -36263.49998
[183,] 5267.78777 15666.61923
[184,] 7159.11819 5267.78777
[185,] 11693.43811 7159.11819
[186,] 19570.05642 11693.43811
[187,] 22766.09349 19570.05642
[188,] -2139.96420 22766.09349
[189,] 1351.69045 -2139.96420
[190,] 25389.48276 1351.69045
[191,] 18800.33937 25389.48276
[192,] -26466.34472 18800.33937
[193,] -45550.25659 -26466.34472
[194,] 6387.01969 -45550.25659
[195,] -12052.43498 6387.01969
[196,] -5033.83382 -12052.43498
[197,] 33.73238 -5033.83382
[198,] -26177.79422 33.73238
[199,] -20620.17643 -26177.79422
[200,] 507.88975 -20620.17643
[201,] -7891.58326 507.88975
[202,] 22076.16719 -7891.58326
[203,] 9201.84805 22076.16719
[204,] -31096.34605 9201.84805
[205,] -8837.28599 -31096.34605
[206,] -10795.85651 -8837.28599
[207,] 53655.65430 -10795.85651
[208,] 24046.46888 53655.65430
[209,] 14698.84627 24046.46888
[210,] 8797.03809 14698.84627
[211,] 15003.75363 8797.03809
[212,] -5177.70885 15003.75363
[213,] 17486.20789 -5177.70885
[214,] -28655.80339 17486.20789
[215,] -13520.38796 -28655.80339
[216,] -26067.34280 -13520.38796
[217,] 2954.71645 -26067.34280
[218,] 5660.80054 2954.71645
[219,] 34142.36763 5660.80054
[220,] -13738.34588 34142.36763
[221,] -29618.05587 -13738.34588
[222,] -71010.11742 -29618.05587
[223,] 120.98912 -71010.11742
[224,] 2665.42089 120.98912
[225,] -13407.95045 2665.42089
[226,] 12485.51897 -13407.95045
[227,] -36145.70847 12485.51897
[228,] -39727.61464 -36145.70847
[229,] -45891.27203 -39727.61464
[230,] -14217.74155 -45891.27203
[231,] -13097.08383 -14217.74155
[232,] -33851.37590 -13097.08383
[233,] -11963.38803 -33851.37590
[234,] -34056.96840 -11963.38803
[235,] -10395.62377 -34056.96840
[236,] 57299.99421 -10395.62377
[237,] -19135.56689 57299.99421
[238,] -15063.71714 -19135.56689
[239,] -23524.66613 -15063.71714
[240,] 2745.69288 -23524.66613
[241,] -29680.03120 2745.69288
[242,] -18170.13480 -29680.03120
[243,] -4094.18548 -18170.13480
[244,] -5303.69156 -4094.18548
[245,] -7587.20305 -5303.69156
[246,] -32477.29317 -7587.20305
[247,] 27515.46919 -32477.29317
[248,] 10235.18767 27515.46919
[249,] -7829.21616 10235.18767
[250,] 12894.50226 -7829.21616
[251,] -1384.21014 12894.50226
[252,] 13670.09971 -1384.21014
[253,] 210.62974 13670.09971
[254,] -6062.39961 210.62974
[255,] 9986.00195 -6062.39961
[256,] -11107.28691 9986.00195
[257,] 17641.01104 -11107.28691
[258,] 11869.75281 17641.01104
[259,] 7275.23097 11869.75281
[260,] -14794.92086 7275.23097
[261,] -1023.00241 -14794.92086
[262,] 9358.52199 -1023.00241
[263,] -12652.10396 9358.52199
[264,] -10121.71698 -12652.10396
[265,] 8963.26764 -10121.71698
[266,] -20779.08580 8963.26764
[267,] -7273.10601 -20779.08580
[268,] 50657.44466 -7273.10601
[269,] -22566.70020 50657.44466
[270,] -22961.41203 -22566.70020
[271,] 11708.59236 -22961.41203
[272,] 8584.47860 11708.59236
[273,] 5594.26390 8584.47860
[274,] 8767.64965 5594.26390
[275,] -15264.99021 8767.64965
[276,] 14108.74082 -15264.99021
[277,] 11352.95300 14108.74082
[278,] -8074.91745 11352.95300
[279,] 14974.95556 -8074.91745
[280,] -2034.21095 14974.95556
[281,] 21962.50842 -2034.21095
[282,] 3139.79260 21962.50842
[283,] 15588.02400 3139.79260
[284,] 12289.80759 15588.02400
[285,] -30876.43747 12289.80759
[286,] -1822.26228 -30876.43747
[287,] -24853.75470 -1822.26228
[288,] 1558.09977 -24853.75470
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -4078.71951 27399.78340
2 4377.02058 -4078.71951
3 -48908.27699 4377.02058
4 23214.75436 -48908.27699
5 -11887.95513 23214.75436
6 92607.38360 -11887.95513
7 -763.57768 92607.38360
8 10409.30774 -763.57768
9 -7627.95756 10409.30774
10 19036.77103 -7627.95756
11 25192.71315 19036.77103
12 -2072.10263 25192.71315
13 -4106.55614 -2072.10263
14 20602.78134 -4106.55614
15 19022.76148 20602.78134
16 -50648.31867 19022.76148
17 28198.52589 -50648.31867
18 25643.88181 28198.52589
19 -9373.28634 25643.88181
20 -10774.77980 -9373.28634
21 -350.13197 -10774.77980
22 119143.79391 -350.13197
23 28930.41927 119143.79391
24 -31912.54767 28930.41927
25 -75625.88404 -31912.54767
26 -35608.07232 -75625.88404
27 -5907.78997 -35608.07232
28 36277.27861 -5907.78997
29 4045.64582 36277.27861
30 24517.35940 4045.64582
31 17963.92135 24517.35940
32 -28592.10104 17963.92135
33 46534.80334 -28592.10104
34 -1121.11963 46534.80334
35 31744.89387 -1121.11963
36 30742.19266 31744.89387
37 34643.45712 30742.19266
38 75136.07964 34643.45712
39 11122.81716 75136.07964
40 9515.13669 11122.81716
41 29395.43705 9515.13669
42 -50371.13282 29395.43705
43 12687.82214 -50371.13282
44 26487.29773 12687.82214
45 -1595.11398 26487.29773
46 -43323.42083 -1595.11398
47 11182.57036 -43323.42083
48 -8424.49296 11182.57036
49 -72672.92925 -8424.49296
50 24047.95585 -72672.92925
51 -8430.29804 24047.95585
52 -32485.32417 -8430.29804
53 -42125.03739 -32485.32417
54 -38671.84222 -42125.03739
55 5530.22847 -38671.84222
56 -489.29742 5530.22847
57 66441.65725 -489.29742
58 3911.81040 66441.65725
59 6465.09052 3911.81040
60 -3908.35919 6465.09052
61 2764.80691 -3908.35919
62 -35682.18620 2764.80691
63 14408.36102 -35682.18620
64 -73755.35731 14408.36102
65 14670.18161 -73755.35731
66 45032.07847 14670.18161
67 6696.62621 45032.07847
68 -20618.79225 6696.62621
69 -13976.32254 -20618.79225
70 10793.80824 -13976.32254
71 43148.08696 10793.80824
72 23567.52498 43148.08696
73 -29769.92393 23567.52498
74 -39909.47251 -29769.92393
75 -18829.41857 -39909.47251
76 -12567.74100 -18829.41857
77 -13262.13549 -12567.74100
78 -6197.06567 -13262.13549
79 8608.42133 -6197.06567
80 3271.52117 8608.42133
81 -33687.86872 3271.52117
82 77472.60590 -33687.86872
83 41819.18471 77472.60590
84 32628.70071 41819.18471
85 -24141.79208 32628.70071
86 -4185.09955 -24141.79208
87 -6169.92040 -4185.09955
88 63253.01142 -6169.92040
89 25611.22951 63253.01142
90 -11903.90091 25611.22951
91 3298.54324 -11903.90091
92 -12080.05792 3298.54324
93 -785.82309 -12080.05792
94 17982.61154 -785.82309
95 34456.56432 17982.61154
96 38687.39330 34456.56432
97 -119000.10271 38687.39330
98 19631.63282 -119000.10271
99 -30728.20915 19631.63282
100 1442.40200 -30728.20915
101 -8536.31430 1442.40200
102 40318.64623 -8536.31430
103 7459.20588 40318.64623
104 4648.77904 7459.20588
105 9569.25240 4648.77904
106 -31471.91710 9569.25240
107 -26330.93527 -31471.91710
108 -533.54808 -26330.93527
109 18594.35720 -533.54808
110 -2523.97030 18594.35720
111 -4889.37139 -2523.97030
112 -24095.40179 -4889.37139
113 -108.47725 -24095.40179
114 -51725.11765 -108.47725
115 4183.76135 -51725.11765
116 13773.73454 4183.76135
117 45223.37387 13773.73454
118 497.04411 45223.37387
119 -35597.76744 497.04411
120 -10928.50236 -35597.76744
121 -32809.78871 -10928.50236
122 -43527.05610 -32809.78871
123 -36488.38161 -43527.05610
124 65951.36869 -36488.38161
125 22075.91098 65951.36869
126 17612.86504 22075.91098
127 -30028.80649 17612.86504
128 15387.82167 -30028.80649
129 8299.65100 15387.82167
130 -1444.31630 8299.65100
131 -27337.99176 -1444.31630
132 18456.41903 -27337.99176
133 -63459.86254 18456.41903
134 -30836.01274 -63459.86254
135 44486.17263 -30836.01274
136 10713.75277 44486.17263
137 45940.95762 10713.75277
138 -28800.76973 45940.95762
139 -10412.02922 -28800.76973
140 -14314.50559 -10412.02922
141 -24779.96583 -14314.50559
142 9589.95594 -24779.96583
143 -6013.78431 9589.95594
144 9644.34213 -6013.78431
145 -39937.68277 9644.34213
146 2283.18054 -39937.68277
147 -25753.86614 2283.18054
148 -1572.37549 -25753.86614
149 3130.85310 -1572.37549
150 29382.63985 3130.85310
151 -4226.03666 29382.63985
152 -5840.76100 -4226.03666
153 41675.21804 -5840.76100
154 21074.84909 41675.21804
155 18729.11162 21074.84909
156 31663.71670 18729.11162
157 7313.13675 31663.71670
158 -15872.90820 7313.13675
159 3968.12678 -15872.90820
160 1210.64432 3968.12678
161 -3645.59456 1210.64432
162 -10913.75826 -3645.59456
163 15403.08166 -10913.75826
164 -27096.05304 15403.08166
165 25496.56747 -27096.05304
166 -28118.05412 25496.56747
167 4845.15739 -28118.05412
168 12284.86108 4845.15739
169 92059.02273 12284.86108
170 16034.26681 92059.02273
171 -29721.53164 16034.26681
172 24707.87371 -29721.53164
173 9940.48111 24707.87371
174 -61420.11205 9940.48111
175 15962.07718 -61420.11205
176 -26955.51621 15962.07718
177 12849.36255 -26955.51621
178 -13837.98888 12849.36255
179 40938.68906 -13837.98888
180 -21340.13969 40938.68906
181 -36263.49998 -21340.13969
182 15666.61923 -36263.49998
183 5267.78777 15666.61923
184 7159.11819 5267.78777
185 11693.43811 7159.11819
186 19570.05642 11693.43811
187 22766.09349 19570.05642
188 -2139.96420 22766.09349
189 1351.69045 -2139.96420
190 25389.48276 1351.69045
191 18800.33937 25389.48276
192 -26466.34472 18800.33937
193 -45550.25659 -26466.34472
194 6387.01969 -45550.25659
195 -12052.43498 6387.01969
196 -5033.83382 -12052.43498
197 33.73238 -5033.83382
198 -26177.79422 33.73238
199 -20620.17643 -26177.79422
200 507.88975 -20620.17643
201 -7891.58326 507.88975
202 22076.16719 -7891.58326
203 9201.84805 22076.16719
204 -31096.34605 9201.84805
205 -8837.28599 -31096.34605
206 -10795.85651 -8837.28599
207 53655.65430 -10795.85651
208 24046.46888 53655.65430
209 14698.84627 24046.46888
210 8797.03809 14698.84627
211 15003.75363 8797.03809
212 -5177.70885 15003.75363
213 17486.20789 -5177.70885
214 -28655.80339 17486.20789
215 -13520.38796 -28655.80339
216 -26067.34280 -13520.38796
217 2954.71645 -26067.34280
218 5660.80054 2954.71645
219 34142.36763 5660.80054
220 -13738.34588 34142.36763
221 -29618.05587 -13738.34588
222 -71010.11742 -29618.05587
223 120.98912 -71010.11742
224 2665.42089 120.98912
225 -13407.95045 2665.42089
226 12485.51897 -13407.95045
227 -36145.70847 12485.51897
228 -39727.61464 -36145.70847
229 -45891.27203 -39727.61464
230 -14217.74155 -45891.27203
231 -13097.08383 -14217.74155
232 -33851.37590 -13097.08383
233 -11963.38803 -33851.37590
234 -34056.96840 -11963.38803
235 -10395.62377 -34056.96840
236 57299.99421 -10395.62377
237 -19135.56689 57299.99421
238 -15063.71714 -19135.56689
239 -23524.66613 -15063.71714
240 2745.69288 -23524.66613
241 -29680.03120 2745.69288
242 -18170.13480 -29680.03120
243 -4094.18548 -18170.13480
244 -5303.69156 -4094.18548
245 -7587.20305 -5303.69156
246 -32477.29317 -7587.20305
247 27515.46919 -32477.29317
248 10235.18767 27515.46919
249 -7829.21616 10235.18767
250 12894.50226 -7829.21616
251 -1384.21014 12894.50226
252 13670.09971 -1384.21014
253 210.62974 13670.09971
254 -6062.39961 210.62974
255 9986.00195 -6062.39961
256 -11107.28691 9986.00195
257 17641.01104 -11107.28691
258 11869.75281 17641.01104
259 7275.23097 11869.75281
260 -14794.92086 7275.23097
261 -1023.00241 -14794.92086
262 9358.52199 -1023.00241
263 -12652.10396 9358.52199
264 -10121.71698 -12652.10396
265 8963.26764 -10121.71698
266 -20779.08580 8963.26764
267 -7273.10601 -20779.08580
268 50657.44466 -7273.10601
269 -22566.70020 50657.44466
270 -22961.41203 -22566.70020
271 11708.59236 -22961.41203
272 8584.47860 11708.59236
273 5594.26390 8584.47860
274 8767.64965 5594.26390
275 -15264.99021 8767.64965
276 14108.74082 -15264.99021
277 11352.95300 14108.74082
278 -8074.91745 11352.95300
279 14974.95556 -8074.91745
280 -2034.21095 14974.95556
281 21962.50842 -2034.21095
282 3139.79260 21962.50842
283 15588.02400 3139.79260
284 12289.80759 15588.02400
285 -30876.43747 12289.80759
286 -1822.26228 -30876.43747
287 -24853.75470 -1822.26228
288 1558.09977 -24853.75470
> 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/7zhlh1356082735.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/8hlew1356082735.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/9qyh71356082735.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/10r8j71356082735.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11pjvg1356082735.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/1289e21356082735.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/138ouq1356082736.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14ied11356082736.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/1516pq1356082736.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/16anps1356082736.tab")
+ }
>
> try(system("convert tmp/1hur11356082735.ps tmp/1hur11356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/2enzr1356082735.ps tmp/2enzr1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/3dxxq1356082735.ps tmp/3dxxq1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/47q3j1356082735.ps tmp/47q3j1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/5pqin1356082735.ps tmp/5pqin1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/6jaje1356082735.ps tmp/6jaje1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/7zhlh1356082735.ps tmp/7zhlh1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/8hlew1356082735.ps tmp/8hlew1356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/9qyh71356082735.ps tmp/9qyh71356082735.png",intern=TRUE))
character(0)
> try(system("convert tmp/10r8j71356082735.ps tmp/10r8j71356082735.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.135 1.390 13.843