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(210907 + ,112285 + ,30 + ,120982 + ,84786 + ,28 + ,176508 + ,83123 + ,38 + ,179321 + ,101193 + ,30 + ,123185 + ,38361 + ,22 + ,52746 + ,68504 + ,26 + ,385534 + ,119182 + ,25 + ,33170 + ,22807 + ,18 + ,101645 + ,17140 + ,11 + ,149061 + ,116174 + ,26 + ,165446 + ,57635 + ,25 + ,237213 + ,66198 + ,38 + ,173326 + ,71701 + ,44 + ,133131 + ,57793 + ,30 + ,258873 + ,80444 + ,40 + ,180083 + ,53855 + ,34 + ,324799 + ,97668 + ,47 + ,230964 + ,133824 + ,30 + ,236785 + ,101481 + ,31 + ,135473 + ,99645 + ,23 + ,202925 + ,114789 + ,36 + ,215147 + ,99052 + ,36 + ,344297 + ,67654 + ,30 + ,153935 + ,65553 + ,25 + ,132943 + ,97500 + ,39 + ,174724 + ,69112 + ,34 + ,174415 + ,82753 + ,31 + ,225548 + ,85323 + ,31 + ,223632 + ,72654 + ,33 + ,124817 + ,30727 + ,25 + ,221698 + ,77873 + ,33 + ,210767 + ,117478 + ,35 + ,170266 + ,74007 + ,42 + ,260561 + ,90183 + ,43 + ,84853 + ,61542 + ,30 + ,294424 + ,101494 + ,33 + ,101011 + ,27570 + ,13 + ,215641 + ,55813 + ,32 + ,325107 + ,79215 + ,36 + ,7176 + ,1423 + ,0 + ,167542 + ,55461 + ,28 + ,106408 + ,31081 + ,14 + ,96560 + ,22996 + ,17 + ,265769 + ,83122 + ,32 + ,269651 + ,70106 + ,30 + ,149112 + ,60578 + ,35 + ,175824 + ,39992 + ,20 + ,152871 + ,79892 + ,28 + ,111665 + ,49810 + ,28 + ,116408 + ,71570 + ,39 + ,362301 + ,100708 + ,34 + ,78800 + ,33032 + ,26 + ,183167 + ,82875 + ,39 + ,277965 + ,139077 + ,39 + ,150629 + ,71595 + ,33 + ,168809 + ,72260 + ,28 + ,24188 + ,5950 + ,4 + ,329267 + ,115762 + ,39 + ,65029 + ,32551 + ,18 + ,101097 + ,31701 + ,14 + ,218946 + ,80670 + ,29 + ,244052 + ,143558 + ,44 + ,341570 + ,117105 + ,21 + ,103597 + ,23789 + ,16 + ,233328 + ,120733 + ,28 + ,256462 + ,105195 + ,35 + ,206161 + ,73107 + ,28 + ,311473 + ,132068 + ,38 + ,235800 + ,149193 + ,23 + ,177939 + ,46821 + ,36 + ,207176 + ,87011 + ,32 + ,196553 + ,95260 + ,29 + ,174184 + ,55183 + ,25 + ,143246 + ,106671 + ,27 + ,187559 + ,73511 + ,36 + ,187681 + ,92945 + ,28 + ,119016 + ,78664 + ,23 + ,182192 + ,70054 + ,40 + ,73566 + ,22618 + ,23 + ,194979 + ,74011 + ,40 + ,167488 + ,83737 + ,28 + ,143756 + ,69094 + ,34 + ,275541 + ,93133 + ,33 + ,243199 + ,95536 + ,28 + ,182999 + ,225920 + ,34 + ,135649 + ,62133 + ,30 + ,152299 + ,61370 + ,33 + ,120221 + ,43836 + ,22 + ,346485 + ,106117 + ,38 + ,145790 + ,38692 + ,26 + ,193339 + ,84651 + ,35 + ,80953 + ,56622 + ,8 + ,122774 + ,15986 + ,24 + ,130585 + ,95364 + ,29 + ,112611 + ,26706 + ,20 + ,286468 + ,89691 + ,29 + ,241066 + ,67267 + ,45 + ,148446 + ,126846 + ,37 + ,204713 + ,41140 + ,33 + ,182079 + ,102860 + ,33 + ,140344 + ,51715 + ,25 + ,220516 + ,55801 + ,32 + ,243060 + ,111813 + ,29 + ,162765 + ,120293 + ,28 + ,182613 + ,138599 + ,28 + ,232138 + ,161647 + ,31 + ,265318 + ,115929 + ,52 + ,85574 + ,24266 + ,21 + ,310839 + ,162901 + ,24 + ,225060 + ,109825 + ,41 + ,232317 + ,129838 + ,33 + ,144966 + ,37510 + ,32 + ,43287 + ,43750 + ,19 + ,155754 + ,40652 + ,20 + ,164709 + ,87771 + ,31 + ,201940 + ,85872 + ,31 + ,235454 + ,89275 + ,32 + ,220801 + ,44418 + ,18 + ,99466 + ,192565 + ,23 + ,92661 + ,35232 + ,17 + ,133328 + ,40909 + ,20 + ,61361 + ,13294 + ,12 + ,125930 + ,32387 + ,17 + ,100750 + ,140867 + ,30 + ,224549 + ,120662 + ,31 + ,82316 + ,21233 + ,10 + ,102010 + ,44332 + ,13 + ,101523 + ,61056 + ,22 + ,243511 + ,101338 + ,42 + ,22938 + ,1168 + ,1 + ,41566 + ,13497 + ,9 + ,152474 + ,65567 + ,32 + ,61857 + ,25162 + ,11 + ,99923 + ,32334 + ,25 + ,132487 + ,40735 + ,36 + ,317394 + ,91413 + ,31 + ,21054 + ,855 + ,0 + ,209641 + ,97068 + ,24 + ,22648 + ,44339 + ,13 + ,31414 + ,14116 + ,8 + ,46698 + ,10288 + ,13 + ,131698 + ,65622 + ,19 + ,91735 + ,16563 + ,18 + ,244749 + ,76643 + ,33 + ,184510 + ,110681 + ,40 + ,79863 + ,29011 + ,22 + ,128423 + ,92696 + ,38 + ,97839 + ,94785 + ,24 + ,38214 + ,8773 + ,8 + ,151101 + ,83209 + ,35 + ,272458 + ,93815 + ,43 + ,172494 + ,86687 + ,43 + ,108043 + ,34553 + ,14 + ,328107 + ,105547 + ,41 + ,250579 + ,103487 + ,38 + ,351067 + ,213688 + ,45 + ,158015 + ,71220 + ,31 + ,98866 + ,23517 + ,13 + ,85439 + ,56926 + ,28 + ,229242 + ,91721 + ,31 + ,351619 + ,115168 + ,40 + ,84207 + ,111194 + ,30 + ,120445 + ,51009 + ,16 + ,324598 + ,135777 + ,37 + ,131069 + ,51513 + ,30 + ,204271 + ,74163 + ,35 + ,165543 + ,51633 + ,32 + ,141722 + ,75345 + ,27 + ,116048 + ,33416 + ,20 + ,250047 + ,83305 + ,18 + ,299775 + ,98952 + ,31 + ,195838 + ,102372 + ,31 + ,173260 + ,37238 + ,21 + ,254488 + ,103772 + ,39 + ,104389 + ,123969 + ,41 + ,136084 + ,27142 + ,13 + ,199476 + ,135400 + ,32 + ,92499 + ,21399 + ,18 + ,224330 + ,130115 + ,39 + ,135781 + ,24874 + ,14 + ,74408 + ,34988 + ,7 + ,81240 + ,45549 + ,17 + ,14688 + ,6023 + ,0 + ,181633 + ,64466 + ,30 + ,271856 + ,54990 + ,37 + ,7199 + ,1644 + ,0 + ,46660 + ,6179 + ,5 + ,17547 + ,3926 + ,1 + ,133368 + ,32755 + ,16 + ,95227 + ,34777 + ,32 + ,152601 + ,73224 + ,24 + ,98146 + ,27114 + ,17 + ,79619 + ,20760 + ,11 + ,59194 + ,37636 + ,24 + ,139942 + ,65461 + ,22 + ,118612 + ,30080 + ,12 + ,72880 + ,24094 + ,19 + ,65475 + ,69008 + ,13 + ,99643 + ,54968 + ,17 + ,71965 + ,46090 + ,15 + ,77272 + ,27507 + ,16 + ,49289 + ,10672 + ,24 + ,135131 + ,34029 + ,15 + ,108446 + ,46300 + ,17 + ,89746 + ,24760 + ,18 + ,44296 + ,18779 + ,20 + ,77648 + ,21280 + ,16 + ,181528 + ,40662 + ,16 + ,134019 + ,28987 + ,18 + ,124064 + ,22827 + ,22 + ,92630 + ,18513 + ,8 + ,121848 + ,30594 + ,17 + ,52915 + ,24006 + ,18 + ,81872 + ,27913 + ,16 + ,58981 + ,42744 + ,23 + ,53515 + ,12934 + ,22 + ,60812 + ,22574 + ,13 + ,56375 + ,41385 + ,13 + ,65490 + ,18653 + ,16 + ,80949 + ,18472 + ,16 + ,76302 + ,30976 + ,20 + ,104011 + ,63339 + ,22 + ,98104 + ,25568 + ,17 + ,67989 + ,33747 + ,18 + ,30989 + ,4154 + ,17 + ,135458 + ,19474 + ,12 + ,73504 + ,35130 + ,7 + ,63123 + ,39067 + ,17 + ,61254 + ,13310 + ,14 + ,74914 + ,65892 + ,23 + ,31774 + ,4143 + ,17 + ,81437 + ,28579 + ,14 + ,87186 + ,51776 + ,15 + ,50090 + ,21152 + ,17 + ,65745 + ,38084 + ,21 + ,56653 + ,27717 + ,18 + ,158399 + ,32928 + ,18 + ,46455 + ,11342 + ,17 + ,73624 + ,19499 + ,17 + ,38395 + ,16380 + ,16 + ,91899 + ,36874 + ,15 + ,139526 + ,48259 + ,21 + ,52164 + ,16734 + ,16 + ,51567 + ,28207 + ,14 + ,70551 + ,30143 + ,15 + ,84856 + ,41369 + ,17 + ,102538 + ,45833 + ,15 + ,86678 + ,29156 + ,15 + ,85709 + ,35944 + ,10 + ,34662 + ,36278 + ,6 + ,150580 + ,45588 + ,22 + ,99611 + ,45097 + ,21 + ,19349 + ,3895 + ,1 + ,99373 + ,28394 + ,18 + ,86230 + ,18632 + ,17 + ,30837 + ,2325 + ,4 + ,31706 + ,25139 + ,10 + ,89806 + ,27975 + ,16 + ,62088 + ,14483 + ,16 + ,40151 + ,13127 + ,9 + ,27634 + ,5839 + ,16 + ,76990 + ,24069 + ,17 + ,37460 + ,3738 + ,7 + ,54157 + ,18625 + ,15 + ,49862 + ,36341 + ,14 + ,84337 + ,24548 + ,14 + ,64175 + ,21792 + ,18 + ,59382 + ,26263 + ,12 + ,119308 + ,23686 + ,16 + ,76702 + ,49303 + ,21 + ,103425 + ,25659 + ,19 + ,70344 + ,28904 + ,16 + ,43410 + ,2781 + ,1 + ,104838 + ,29236 + ,16 + ,62215 + ,19546 + ,10 + ,69304 + ,22818 + ,19 + ,53117 + ,32689 + ,12 + ,19764 + ,5752 + ,2 + ,86680 + ,22197 + ,14 + ,84105 + ,20055 + ,17 + ,77945 + ,25272 + ,19 + ,89113 + ,82206 + ,14 + ,91005 + ,32073 + ,11 + ,40248 + ,5444 + ,4 + ,64187 + ,20154 + ,16 + ,50857 + ,36944 + ,20 + ,56613 + ,8019 + ,12 + ,62792 + ,30884 + ,15 + ,72535 + ,19540 + ,16) + ,dim=c(3 + ,289) + ,dimnames=list(c('time_in_rfc_' + ,'total_size_compendium' + ,'compendiums_reviewed') + ,1:289)) > y <- array(NA,dim=c(3,289),dimnames=list(c('time_in_rfc_','total_size_compendium','compendiums_reviewed'),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 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > par3 <- 'Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x time_in_rfc_ total_size_compendium compendiums_reviewed t 1 210907 112285 30 1 2 120982 84786 28 2 3 176508 83123 38 3 4 179321 101193 30 4 5 123185 38361 22 5 6 52746 68504 26 6 7 385534 119182 25 7 8 33170 22807 18 8 9 101645 17140 11 9 10 149061 116174 26 10 11 165446 57635 25 11 12 237213 66198 38 12 13 173326 71701 44 13 14 133131 57793 30 14 15 258873 80444 40 15 16 180083 53855 34 16 17 324799 97668 47 17 18 230964 133824 30 18 19 236785 101481 31 19 20 135473 99645 23 20 21 202925 114789 36 21 22 215147 99052 36 22 23 344297 67654 30 23 24 153935 65553 25 24 25 132943 97500 39 25 26 174724 69112 34 26 27 174415 82753 31 27 28 225548 85323 31 28 29 223632 72654 33 29 30 124817 30727 25 30 31 221698 77873 33 31 32 210767 117478 35 32 33 170266 74007 42 33 34 260561 90183 43 34 35 84853 61542 30 35 36 294424 101494 33 36 37 101011 27570 13 37 38 215641 55813 32 38 39 325107 79215 36 39 40 7176 1423 0 40 41 167542 55461 28 41 42 106408 31081 14 42 43 96560 22996 17 43 44 265769 83122 32 44 45 269651 70106 30 45 46 149112 60578 35 46 47 175824 39992 20 47 48 152871 79892 28 48 49 111665 49810 28 49 50 116408 71570 39 50 51 362301 100708 34 51 52 78800 33032 26 52 53 183167 82875 39 53 54 277965 139077 39 54 55 150629 71595 33 55 56 168809 72260 28 56 57 24188 5950 4 57 58 329267 115762 39 58 59 65029 32551 18 59 60 101097 31701 14 60 61 218946 80670 29 61 62 244052 143558 44 62 63 341570 117105 21 63 64 103597 23789 16 64 65 233328 120733 28 65 66 256462 105195 35 66 67 206161 73107 28 67 68 311473 132068 38 68 69 235800 149193 23 69 70 177939 46821 36 70 71 207176 87011 32 71 72 196553 95260 29 72 73 174184 55183 25 73 74 143246 106671 27 74 75 187559 73511 36 75 76 187681 92945 28 76 77 119016 78664 23 77 78 182192 70054 40 78 79 73566 22618 23 79 80 194979 74011 40 80 81 167488 83737 28 81 82 143756 69094 34 82 83 275541 93133 33 83 84 243199 95536 28 84 85 182999 225920 34 85 86 135649 62133 30 86 87 152299 61370 33 87 88 120221 43836 22 88 89 346485 106117 38 89 90 145790 38692 26 90 91 193339 84651 35 91 92 80953 56622 8 92 93 122774 15986 24 93 94 130585 95364 29 94 95 112611 26706 20 95 96 286468 89691 29 96 97 241066 67267 45 97 98 148446 126846 37 98 99 204713 41140 33 99 100 182079 102860 33 100 101 140344 51715 25 101 102 220516 55801 32 102 103 243060 111813 29 103 104 162765 120293 28 104 105 182613 138599 28 105 106 232138 161647 31 106 107 265318 115929 52 107 108 85574 24266 21 108 109 310839 162901 24 109 110 225060 109825 41 110 111 232317 129838 33 111 112 144966 37510 32 112 113 43287 43750 19 113 114 155754 40652 20 114 115 164709 87771 31 115 116 201940 85872 31 116 117 235454 89275 32 117 118 220801 44418 18 118 119 99466 192565 23 119 120 92661 35232 17 120 121 133328 40909 20 121 122 61361 13294 12 122 123 125930 32387 17 123 124 100750 140867 30 124 125 224549 120662 31 125 126 82316 21233 10 126 127 102010 44332 13 127 128 101523 61056 22 128 129 243511 101338 42 129 130 22938 1168 1 130 131 41566 13497 9 131 132 152474 65567 32 132 133 61857 25162 11 133 134 99923 32334 25 134 135 132487 40735 36 135 136 317394 91413 31 136 137 21054 855 0 137 138 209641 97068 24 138 139 22648 44339 13 139 140 31414 14116 8 140 141 46698 10288 13 141 142 131698 65622 19 142 143 91735 16563 18 143 144 244749 76643 33 144 145 184510 110681 40 145 146 79863 29011 22 146 147 128423 92696 38 147 148 97839 94785 24 148 149 38214 8773 8 149 150 151101 83209 35 150 151 272458 93815 43 151 152 172494 86687 43 152 153 108043 34553 14 153 154 328107 105547 41 154 155 250579 103487 38 155 156 351067 213688 45 156 157 158015 71220 31 157 158 98866 23517 13 158 159 85439 56926 28 159 160 229242 91721 31 160 161 351619 115168 40 161 162 84207 111194 30 162 163 120445 51009 16 163 164 324598 135777 37 164 165 131069 51513 30 165 166 204271 74163 35 166 167 165543 51633 32 167 168 141722 75345 27 168 169 116048 33416 20 169 170 250047 83305 18 170 171 299775 98952 31 171 172 195838 102372 31 172 173 173260 37238 21 173 174 254488 103772 39 174 175 104389 123969 41 175 176 136084 27142 13 176 177 199476 135400 32 177 178 92499 21399 18 178 179 224330 130115 39 179 180 135781 24874 14 180 181 74408 34988 7 181 182 81240 45549 17 182 183 14688 6023 0 183 184 181633 64466 30 184 185 271856 54990 37 185 186 7199 1644 0 186 187 46660 6179 5 187 188 17547 3926 1 188 189 133368 32755 16 189 190 95227 34777 32 190 191 152601 73224 24 191 192 98146 27114 17 192 193 79619 20760 11 193 194 59194 37636 24 194 195 139942 65461 22 195 196 118612 30080 12 196 197 72880 24094 19 197 198 65475 69008 13 198 199 99643 54968 17 199 200 71965 46090 15 200 201 77272 27507 16 201 202 49289 10672 24 202 203 135131 34029 15 203 204 108446 46300 17 204 205 89746 24760 18 205 206 44296 18779 20 206 207 77648 21280 16 207 208 181528 40662 16 208 209 134019 28987 18 209 210 124064 22827 22 210 211 92630 18513 8 211 212 121848 30594 17 212 213 52915 24006 18 213 214 81872 27913 16 214 215 58981 42744 23 215 216 53515 12934 22 216 217 60812 22574 13 217 218 56375 41385 13 218 219 65490 18653 16 219 220 80949 18472 16 220 221 76302 30976 20 221 222 104011 63339 22 222 223 98104 25568 17 223 224 67989 33747 18 224 225 30989 4154 17 225 226 135458 19474 12 226 227 73504 35130 7 227 228 63123 39067 17 228 229 61254 13310 14 229 230 74914 65892 23 230 231 31774 4143 17 231 232 81437 28579 14 232 233 87186 51776 15 233 234 50090 21152 17 234 235 65745 38084 21 235 236 56653 27717 18 236 237 158399 32928 18 237 238 46455 11342 17 238 239 73624 19499 17 239 240 38395 16380 16 240 241 91899 36874 15 241 242 139526 48259 21 242 243 52164 16734 16 243 244 51567 28207 14 244 245 70551 30143 15 245 246 84856 41369 17 246 247 102538 45833 15 247 248 86678 29156 15 248 249 85709 35944 10 249 250 34662 36278 6 250 251 150580 45588 22 251 252 99611 45097 21 252 253 19349 3895 1 253 254 99373 28394 18 254 255 86230 18632 17 255 256 30837 2325 4 256 257 31706 25139 10 257 258 89806 27975 16 258 259 62088 14483 16 259 260 40151 13127 9 260 261 27634 5839 16 261 262 76990 24069 17 262 263 37460 3738 7 263 264 54157 18625 15 264 265 49862 36341 14 265 266 84337 24548 14 266 267 64175 21792 18 267 268 59382 26263 12 268 269 119308 23686 16 269 270 76702 49303 21 270 271 103425 25659 19 271 272 70344 28904 16 272 273 43410 2781 1 273 274 104838 29236 16 274 275 62215 19546 10 275 276 69304 22818 19 276 277 53117 32689 12 277 278 19764 5752 2 278 279 86680 22197 14 279 280 84105 20055 17 280 281 77945 25272 19 281 282 89113 82206 14 282 283 91005 32073 11 283 284 40248 5444 4 284 285 64187 20154 16 285 286 50857 36944 20 286 287 56613 8019 12 287 288 62792 30884 15 288 289 72535 19540 16 289 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) total_size_compendium compendiums_reviewed 35099.7496 0.7924 3172.2478 t -114.6837 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -147542 -25563 -3446 21187 177487 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 35099.7496 12150.2043 2.889 0.00416 ** total_size_compendium 0.7924 0.1047 7.569 5.24e-13 *** compendiums_reviewed 3172.2478 416.2869 7.620 3.77e-13 *** t -114.6837 41.1529 -2.787 0.00568 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 48140 on 285 degrees of freedom Multiple R-squared: 0.6617, Adjusted R-squared: 0.6581 F-statistic: 185.8 on 3 and 285 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,] 0.9818882 3.622354e-02 1.811177e-02 [2,] 0.9647231 7.055374e-02 3.527687e-02 [3,] 0.9447978 1.104043e-01 5.520217e-02 [4,] 0.9940311 1.193780e-02 5.968901e-03 [5,] 0.9933692 1.326161e-02 6.630805e-03 [6,] 0.9950220 9.955941e-03 4.977970e-03 [7,] 0.9924375 1.512493e-02 7.562467e-03 [8,] 0.9892372 2.152564e-02 1.076282e-02 [9,] 0.9859376 2.812481e-02 1.406241e-02 [10,] 0.9773845 4.523093e-02 2.261547e-02 [11,] 0.9736816 5.263671e-02 2.631835e-02 [12,] 0.9840230 3.195398e-02 1.597699e-02 [13,] 0.9761045 4.779106e-02 2.389553e-02 [14,] 0.9831440 3.371209e-02 1.685605e-02 [15,] 0.9822166 3.556673e-02 1.778337e-02 [16,] 0.9746147 5.077063e-02 2.538531e-02 [17,] 0.9985535 2.892902e-03 1.446451e-03 [18,] 0.9980101 3.979844e-03 1.989922e-03 [19,] 0.9996034 7.931397e-04 3.965698e-04 [20,] 0.9994013 1.197485e-03 5.987423e-04 [21,] 0.9991330 1.733948e-03 8.669738e-04 [22,] 0.9987133 2.573493e-03 1.286747e-03 [23,] 0.9981445 3.711014e-03 1.855507e-03 [24,] 0.9972417 5.516653e-03 2.758327e-03 [25,] 0.9959857 8.028599e-03 4.014300e-03 [26,] 0.9952840 9.432005e-03 4.716002e-03 [27,] 0.9952927 9.414542e-03 4.707271e-03 [28,] 0.9935244 1.295122e-02 6.475611e-03 [29,] 0.9966312 6.737634e-03 3.368817e-03 [30,] 0.9974527 5.094613e-03 2.547307e-03 [31,] 0.9963220 7.356029e-03 3.678015e-03 [32,] 0.9955467 8.906630e-03 4.453315e-03 [33,] 0.9984234 3.153144e-03 1.576572e-03 [34,] 0.9979739 4.052230e-03 2.026115e-03 [35,] 0.9971124 5.775127e-03 2.887563e-03 [36,] 0.9959064 8.187168e-03 4.093584e-03 [37,] 0.9943661 1.126774e-02 5.633869e-03 [38,] 0.9940420 1.191606e-02 5.958030e-03 [39,] 0.9951912 9.617682e-03 4.808841e-03 [40,] 0.9956732 8.653522e-03 4.326761e-03 [41,] 0.9948582 1.028363e-02 5.141815e-03 [42,] 0.9951521 9.695762e-03 4.847881e-03 [43,] 0.9956748 8.650451e-03 4.325226e-03 [44,] 0.9984463 3.107432e-03 1.553716e-03 [45,] 0.9996950 6.100065e-04 3.050032e-04 [46,] 0.9997499 5.002760e-04 2.501380e-04 [47,] 0.9997445 5.110305e-04 2.555153e-04 [48,] 0.9996683 6.633142e-04 3.316571e-04 [49,] 0.9996584 6.831932e-04 3.415966e-04 [50,] 0.9995296 9.408373e-04 4.704187e-04 [51,] 0.9993781 1.243759e-03 6.218797e-04 [52,] 0.9994912 1.017551e-03 5.087756e-04 [53,] 0.9994793 1.041383e-03 5.206914e-04 [54,] 0.9992611 1.477739e-03 7.388694e-04 [55,] 0.9990181 1.963806e-03 9.819031e-04 [56,] 0.9992496 1.500827e-03 7.504135e-04 [57,] 0.9998722 2.556568e-04 1.278284e-04 [58,] 0.9998139 3.721892e-04 1.860946e-04 [59,] 0.9997651 4.697133e-04 2.348567e-04 [60,] 0.9996856 6.288769e-04 3.144385e-04 [61,] 0.9995791 8.417476e-04 4.208738e-04 [62,] 0.9995235 9.530200e-04 4.765100e-04 [63,] 0.9995194 9.611732e-04 4.805866e-04 [64,] 0.9993288 1.342458e-03 6.712291e-04 [65,] 0.9990962 1.807642e-03 9.038209e-04 [66,] 0.9988486 2.302846e-03 1.151423e-03 [67,] 0.9984860 3.028046e-03 1.514023e-03 [68,] 0.9990202 1.959649e-03 9.798243e-04 [69,] 0.9987186 2.562757e-03 1.281378e-03 [70,] 0.9983568 3.286375e-03 1.643188e-03 [71,] 0.9984609 3.078147e-03 1.539073e-03 [72,] 0.9981151 3.769792e-03 1.884896e-03 [73,] 0.9979160 4.167978e-03 2.083989e-03 [74,] 0.9973255 5.348957e-03 2.674478e-03 [75,] 0.9966657 6.668575e-03 3.334287e-03 [76,] 0.9965349 6.930106e-03 3.465053e-03 [77,] 0.9971236 5.752791e-03 2.876395e-03 [78,] 0.9969465 6.107069e-03 3.053535e-03 [79,] 0.9998163 3.673145e-04 1.836573e-04 [80,] 0.9997823 4.353101e-04 2.176551e-04 [81,] 0.9997240 5.519973e-04 2.759987e-04 [82,] 0.9996221 7.558196e-04 3.779098e-04 [83,] 0.9999074 1.852595e-04 9.262977e-05 [84,] 0.9998694 2.611326e-04 1.305663e-04 [85,] 0.9998208 3.583948e-04 1.791974e-04 [86,] 0.9997588 4.823238e-04 2.411619e-04 [87,] 0.9996707 6.585568e-04 3.292784e-04 [88,] 0.9997392 5.215424e-04 2.607712e-04 [89,] 0.9996411 7.178924e-04 3.589462e-04 [90,] 0.9998548 2.904461e-04 1.452231e-04 [91,] 0.9998053 3.894969e-04 1.947485e-04 [92,] 0.9999290 1.420252e-04 7.101259e-05 [93,] 0.9999215 1.569602e-04 7.848009e-05 [94,] 0.9999033 1.934528e-04 9.672642e-05 [95,] 0.9998645 2.710230e-04 1.355115e-04 [96,] 0.9998644 2.712252e-04 1.356126e-04 [97,] 0.9998427 3.145823e-04 1.572912e-04 [98,] 0.9998404 3.192963e-04 1.596482e-04 [99,] 0.9998248 3.504560e-04 1.752280e-04 [100,] 0.9997693 4.613926e-04 2.306963e-04 [101,] 0.9996943 6.113380e-04 3.056690e-04 [102,] 0.9996113 7.773288e-04 3.886644e-04 [103,] 0.9997880 4.239284e-04 2.119642e-04 [104,] 0.9997184 5.632746e-04 2.816373e-04 [105,] 0.9996178 7.643971e-04 3.821985e-04 [106,] 0.9994885 1.023033e-03 5.115163e-04 [107,] 0.9996600 6.799237e-04 3.399618e-04 [108,] 0.9996144 7.711215e-04 3.855607e-04 [109,] 0.9995189 9.621439e-04 4.810720e-04 [110,] 0.9993643 1.271360e-03 6.356798e-04 [111,] 0.9993079 1.384150e-03 6.920748e-04 [112,] 0.9997850 4.299696e-04 2.149848e-04 [113,] 0.9999883 2.335617e-05 1.167808e-05 [114,] 0.9999833 3.331098e-05 1.665549e-05 [115,] 0.9999769 4.623028e-05 2.311514e-05 [116,] 0.9999672 6.561445e-05 3.280722e-05 [117,] 0.9999575 8.498772e-05 4.249386e-05 [118,] 0.9999965 6.942152e-06 3.471076e-06 [119,] 0.9999949 1.018156e-05 5.090779e-06 [120,] 0.9999927 1.464845e-05 7.324224e-06 [121,] 0.9999893 2.142519e-05 1.071260e-05 [122,] 0.9999879 2.420852e-05 1.210426e-05 [123,] 0.9999827 3.465539e-05 1.732770e-05 [124,] 0.9999751 4.985670e-05 2.492835e-05 [125,] 0.9999663 6.749348e-05 3.374674e-05 [126,] 0.9999550 9.001899e-05 4.500950e-05 [127,] 0.9999385 1.230572e-04 6.152861e-05 [128,] 0.9999202 1.596006e-04 7.980031e-05 [129,] 0.9999024 1.952611e-04 9.763053e-05 [130,] 0.9999886 2.275592e-05 1.137796e-05 [131,] 0.9999835 3.296575e-05 1.648288e-05 [132,] 0.9999802 3.965717e-05 1.982859e-05 [133,] 0.9999895 2.105476e-05 1.052738e-05 [134,] 0.9999867 2.654816e-05 1.327408e-05 [135,] 0.9999826 3.470486e-05 1.735243e-05 [136,] 0.9999752 4.953494e-05 2.476747e-05 [137,] 0.9999645 7.102777e-05 3.551388e-05 [138,] 0.9999720 5.599019e-05 2.799510e-05 [139,] 0.9999732 5.365351e-05 2.682675e-05 [140,] 0.9999677 6.459442e-05 3.229721e-05 [141,] 0.9999864 2.725838e-05 1.362919e-05 [142,] 0.9999938 1.243434e-05 6.217169e-06 [143,] 0.9999916 1.674989e-05 8.374945e-06 [144,] 0.9999918 1.636033e-05 8.180165e-06 [145,] 0.9999916 1.686906e-05 8.434531e-06 [146,] 0.9999922 1.565523e-05 7.827613e-06 [147,] 0.9999889 2.212390e-05 1.106195e-05 [148,] 0.9999971 5.837821e-06 2.918910e-06 [149,] 0.9999963 7.437240e-06 3.718620e-06 [150,] 0.9999947 1.063673e-05 5.318366e-06 [151,] 0.9999925 1.503495e-05 7.517477e-06 [152,] 0.9999894 2.113011e-05 1.056506e-05 [153,] 0.9999937 1.267314e-05 6.336570e-06 [154,] 0.9999928 1.449406e-05 7.247029e-06 [155,] 0.9999994 1.202713e-06 6.013563e-07 [156,] 1.0000000 5.647549e-08 2.823774e-08 [157,] 1.0000000 9.016430e-08 4.508215e-08 [158,] 1.0000000 2.617716e-08 1.308858e-08 [159,] 1.0000000 3.875928e-08 1.937964e-08 [160,] 1.0000000 5.619886e-08 2.809943e-08 [161,] 1.0000000 8.956049e-08 4.478025e-08 [162,] 0.9999999 1.293779e-07 6.468896e-08 [163,] 0.9999999 2.078844e-07 1.039422e-07 [164,] 1.0000000 1.832707e-08 9.163534e-09 [165,] 1.0000000 5.323042e-10 2.661521e-10 [166,] 1.0000000 8.798792e-10 4.399396e-10 [167,] 1.0000000 4.388900e-10 2.194450e-10 [168,] 1.0000000 2.494271e-10 1.247136e-10 [169,] 1.0000000 2.256400e-12 1.128200e-12 [170,] 1.0000000 1.313529e-12 6.567644e-13 [171,] 1.0000000 2.265937e-12 1.132969e-12 [172,] 1.0000000 4.405004e-12 2.202502e-12 [173,] 1.0000000 8.233342e-12 4.116671e-12 [174,] 1.0000000 4.527575e-12 2.263787e-12 [175,] 1.0000000 8.752264e-12 4.376132e-12 [176,] 1.0000000 1.327348e-11 6.636742e-12 [177,] 1.0000000 2.308277e-11 1.154139e-11 [178,] 1.0000000 3.101310e-11 1.550655e-11 [179,] 1.0000000 6.961331e-14 3.480665e-14 [180,] 1.0000000 8.817841e-14 4.408920e-14 [181,] 1.0000000 1.807922e-13 9.039608e-14 [182,] 1.0000000 2.401161e-13 1.200580e-13 [183,] 1.0000000 1.882679e-13 9.413395e-14 [184,] 1.0000000 2.989420e-13 1.494710e-13 [185,] 1.0000000 4.901392e-13 2.450696e-13 [186,] 1.0000000 9.290696e-13 4.645348e-13 [187,] 1.0000000 1.848967e-12 9.244833e-13 [188,] 1.0000000 1.321588e-12 6.607941e-13 [189,] 1.0000000 2.284076e-12 1.142038e-12 [190,] 1.0000000 2.032808e-12 1.016404e-12 [191,] 1.0000000 3.865718e-12 1.932859e-12 [192,] 1.0000000 2.677979e-12 1.338989e-12 [193,] 1.0000000 5.317937e-12 2.658969e-12 [194,] 1.0000000 7.438518e-12 3.719259e-12 [195,] 1.0000000 1.479564e-11 7.397822e-12 [196,] 1.0000000 1.690192e-11 8.450960e-12 [197,] 1.0000000 1.102646e-11 5.513228e-12 [198,] 1.0000000 2.188030e-11 1.094015e-11 [199,] 1.0000000 4.380014e-11 2.190007e-11 [200,] 1.0000000 4.067262e-11 2.033631e-11 [201,] 1.0000000 8.288088e-11 4.144044e-11 [202,] 1.0000000 1.704851e-12 8.524254e-13 [203,] 1.0000000 7.047910e-13 3.523955e-13 [204,] 1.0000000 5.010700e-13 2.505350e-13 [205,] 1.0000000 4.067481e-13 2.033741e-13 [206,] 1.0000000 2.063354e-13 1.031677e-13 [207,] 1.0000000 3.530670e-13 1.765335e-13 [208,] 1.0000000 7.455549e-13 3.727774e-13 [209,] 1.0000000 6.019845e-13 3.009922e-13 [210,] 1.0000000 9.743079e-13 4.871539e-13 [211,] 1.0000000 2.212021e-12 1.106010e-12 [212,] 1.0000000 3.554420e-12 1.777210e-12 [213,] 1.0000000 7.976890e-12 3.988445e-12 [214,] 1.0000000 1.605195e-11 8.025975e-12 [215,] 1.0000000 3.365660e-11 1.682830e-11 [216,] 1.0000000 6.936649e-11 3.468324e-11 [217,] 1.0000000 1.074474e-10 5.372371e-11 [218,] 1.0000000 2.018443e-10 1.009222e-10 [219,] 1.0000000 2.454033e-10 1.227016e-10 [220,] 1.0000000 9.126038e-12 4.563019e-12 [221,] 1.0000000 1.718160e-11 8.590802e-12 [222,] 1.0000000 3.018725e-11 1.509363e-11 [223,] 1.0000000 6.951244e-11 3.475622e-11 [224,] 1.0000000 3.453672e-11 1.726836e-11 [225,] 1.0000000 4.394408e-11 2.197204e-11 [226,] 1.0000000 9.708423e-11 4.854211e-11 [227,] 1.0000000 2.243435e-10 1.121717e-10 [228,] 1.0000000 3.261187e-10 1.630594e-10 [229,] 1.0000000 3.060975e-10 1.530488e-10 [230,] 1.0000000 3.494149e-10 1.747075e-10 [231,] 1.0000000 9.397629e-12 4.698814e-12 [232,] 1.0000000 1.451282e-11 7.256410e-12 [233,] 1.0000000 3.785650e-11 1.892825e-11 [234,] 1.0000000 2.804714e-11 1.402357e-11 [235,] 1.0000000 6.930031e-11 3.465016e-11 [236,] 1.0000000 5.005958e-11 2.502979e-11 [237,] 1.0000000 8.309646e-11 4.154823e-11 [238,] 1.0000000 1.192091e-10 5.960453e-11 [239,] 1.0000000 2.880054e-10 1.440027e-10 [240,] 1.0000000 7.210483e-10 3.605241e-10 [241,] 1.0000000 1.509048e-09 7.545239e-10 [242,] 1.0000000 3.654096e-09 1.827048e-09 [243,] 1.0000000 6.133036e-09 3.066518e-09 [244,] 1.0000000 1.063107e-08 5.315537e-09 [245,] 1.0000000 1.643043e-09 8.215213e-10 [246,] 1.0000000 4.228342e-09 2.114171e-09 [247,] 1.0000000 1.076927e-08 5.384634e-09 [248,] 1.0000000 1.562686e-08 7.813431e-09 [249,] 1.0000000 2.838522e-08 1.419261e-08 [250,] 1.0000000 7.633812e-08 3.816906e-08 [251,] 0.9999999 1.009041e-07 5.045203e-08 [252,] 0.9999999 1.738836e-07 8.694182e-08 [253,] 0.9999998 4.648255e-07 2.324127e-07 [254,] 0.9999995 1.082006e-06 5.410031e-07 [255,] 0.9999997 5.230082e-07 2.615041e-07 [256,] 0.9999993 1.437527e-06 7.187636e-07 [257,] 0.9999985 3.074124e-06 1.537062e-06 [258,] 0.9999975 5.014099e-06 2.507050e-06 [259,] 0.9999978 4.423050e-06 2.211525e-06 [260,] 0.9999941 1.178025e-05 5.890127e-06 [261,] 0.9999918 1.636396e-05 8.181982e-06 [262,] 0.9999859 2.829552e-05 1.414776e-05 [263,] 0.9999930 1.400309e-05 7.001544e-06 [264,] 0.9999909 1.811506e-05 9.057530e-06 [265,] 0.9999803 3.933305e-05 1.966653e-05 [266,] 0.9999513 9.749307e-05 4.874654e-05 [267,] 0.9998544 2.912044e-04 1.456022e-04 [268,] 0.9998535 2.929446e-04 1.464723e-04 [269,] 0.9995544 8.912802e-04 4.456401e-04 [270,] 0.9987924 2.415174e-03 1.207587e-03 [271,] 0.9977311 4.537853e-03 2.268927e-03 [272,] 0.9990409 1.918109e-03 9.590543e-04 [273,] 0.9967780 6.444026e-03 3.222013e-03 [274,] 0.9900599 1.988016e-02 9.940080e-03 [275,] 0.9698166 6.036677e-02 3.018338e-02 [276,] 0.9151325 1.697351e-01 8.486754e-02 > postscript(file="/var/wessaorg/rcomp/tmp/1nvs31356094778.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2ymi21356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3rne91356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/42ph41356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5qdf21356094778.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 6 -8223.5753 -69898.3457 -44662.3280 -30675.8835 -11529.2151 -118428.7596 7 8 9 10 11 12 177487.3717 -76185.7065 19100.4163 -59430.1937 6629.8353 30486.7138 13 14 15 16 17 18 -56679.8353 -41327.5567 34857.3022 -3714.5888 65158.1095 -3285.1163 19 20 21 22 23 24 25107.9039 -49256.5272 -34929.6348 -10122.4701 163056.4378 -9664.7426 25 26 27 28 29 30 -100269.3102 -20016.8663 -21503.9855 27707.1514 29600.6433 -10497.4509 31 32 33 34 35 36 23760.3151 -24784.7125 -52929.0110 21490.0668 -90168.0218 78341.7293 37 38 39 40 41 42 7068.0123 39159.3687 117506.5992 -24464.0310 4372.3466 7083.9589 43 44 45 46 47 48 -5759.2991 68334.9824 88990.4390 -39744.8373 50978.5409 -28855.7406 49 50 51 52 53 54 -46109.1583 -93389.4914 145389.5872 -58990.2103 -35244.8688 15131.6278 55 56 57 58 59 60 -39581.3969 -5952.4405 -21778.7332 85367.8830 -46199.2828 3345.9582 61 62 63 64 65 66 34921.3884 -37276.0235 154280.5278 6229.9086 21187.2221 34542.9584 67 68 69 70 71 72 31989.8913 58971.5936 17426.6198 -436.2083 9756.6791 2228.3458 73 74 75 76 77 78 24421.2637 -53547.2172 -11392.7637 -1178.1947 -42550.5699 -26365.2712 79 80 81 82 83 84 -43358.6346 -16484.5519 -13501.0749 -44548.3162 71474.3751 53204.0870 85 86 87 88 89 90 -129234.9933 -33991.4804 -26138.9156 -9313.0270 116956.3186 7872.6123 91 92 93 94 95 96 -9433.2543 -13842.8411 9538.0892 -61299.0259 3798.5913 99308.8005 97 98 99 100 101 102 21034.9839 -93304.5752 43682.1605 -27745.9752 -3459.4436 51383.6337 103 104 105 106 107 108 39173.4356 -44554.4447 -39097.9964 -17238.9977 -14333.1740 -22986.2378 109 110 111 112 113 114 83018.0801 -14515.4003 2375.3515 -8525.1805 -73795.0424 38069.3436 115 116 117 118 119 120 -25094.2383 13756.2712 41516.0656 106935.2801 -147542.4979 -10523.8368 121 122 123 124 125 126 16242.4747 -8348.8868 25343.6795 -126923.7348 9828.7623 13118.2366 127 128 129 130 131 132 5105.8214 -37069.3353 9667.7008 -1350.6774 -17755.8537 -20956.7334 133 134 135 136 137 138 -12823.6854 -24737.7837 -33611.0359 127113.0867 988.3870 37313.9935 139 140 141 142 143 144 -72885.5214 -24193.9672 -21623.0981 609.7414 2809.5279 60745.2612 145 146 147 148 149 150 -48557.5441 -31271.5890 -83818.8160 -71532.0505 -12127.8571 -43762.2320 151 152 153 154 155 156 43926.9498 -50273.9209 18697.5287 96967.7001 30703.5344 21773.8339 157 158 159 160 161 162 -13856.0039 22011.4595 -65358.8895 41469.4265 116830.7585 -115594.9602 163 164 165 166 167 168 12861.6312 83339.3499 -21095.8559 18411.0346 7167.9242 -19467.2685 169 170 171 172 173 174 10404.9744 111329.5813 107533.8811 1001.4519 61874.7914 33393.4339 175 176 177 178 179 180 -138940.0998 58421.2047 -24131.7768 3755.2622 -17066.1482 57201.9244 181 182 183 184 185 186 10134.6992 -23009.9553 -4197.4451 21382.7800 97023.8017 -7872.3402 187 188 189 190 191 192 12248.4314 -2275.5474 43231.4360 -47153.1402 5246.9451 9651.3405 193 194 195 196 197 198 15307.6154 -59614.9821 5542.8145 44086.9650 -18992.5962 -42840.6555 199 200 201 202 203 204 -10121.2369 -24304.8583 -7329.6838 -47235.4127 48762.6988 6123.9704 205 206 207 208 209 210 1435.3623 -45504.9220 -1331.1160 87304.6769 42817.4927 25169.5579 211 212 213 214 215 216 41680.2568 32889.3555 -33880.6755 -1560.5227 -58295.1126 -36851.8236 217 218 219 220 221 222 -8528.9410 -27757.6702 -10031.1965 5685.9171 -21443.9432 -25610.1881 223 224 225 226 227 228 14389.6325 -25264.2219 -35526.8903 72777.9950 14393.6236 -30714.9703 229 230 231 232 233 234 -2541.9071 -58985.0419 -34045.0715 5885.5204 -9805.0573 -28863.4732 235 236 237 238 239 240 -39200.2165 -30445.6609 67285.6667 -24265.9939 -3446.1670 -32916.6443 241 242 243 244 245 246 7634.2136 27320.5875 -19084.1137 -22313.4911 -7921.2010 -8741.8394 247 248 249 250 251 252 11861.9296 9331.9791 18959.8827 -19548.1142 38351.0751 -8941.9100 253 254 255 256 257 258 7005.4575 13802.1699 11681.8094 10564.8812 -25563.4348 11370.4287 259 260 261 262 263 264 -5541.4133 -4083.4590 -32916.2755 -1063.8503 7354.2190 -13008.9948 265 266 267 268 269 270 -28055.7646 15879.0536 -14673.3151 -3861.1019 45532.6843 -33119.5669 271 272 273 274 275 276 18798.8425 -7222.1678 34242.8989 27238.1126 11441.9362 -12497.4436 277 278 279 280 281 282 -14186.1081 5643.7581 21575.9460 11296.2727 -5227.6500 -23199.9735 283 284 285 286 287 288 28050.3791 20715.4332 -4954.5117 -44163.7298 10005.9928 -11335.9937 289 4338.7754 > postscript(file="/var/wessaorg/rcomp/tmp/6iaav1356094778.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 -8223.5753 NA 1 -69898.3457 -8223.5753 2 -44662.3280 -69898.3457 3 -30675.8835 -44662.3280 4 -11529.2151 -30675.8835 5 -118428.7596 -11529.2151 6 177487.3717 -118428.7596 7 -76185.7065 177487.3717 8 19100.4163 -76185.7065 9 -59430.1937 19100.4163 10 6629.8353 -59430.1937 11 30486.7138 6629.8353 12 -56679.8353 30486.7138 13 -41327.5567 -56679.8353 14 34857.3022 -41327.5567 15 -3714.5888 34857.3022 16 65158.1095 -3714.5888 17 -3285.1163 65158.1095 18 25107.9039 -3285.1163 19 -49256.5272 25107.9039 20 -34929.6348 -49256.5272 21 -10122.4701 -34929.6348 22 163056.4378 -10122.4701 23 -9664.7426 163056.4378 24 -100269.3102 -9664.7426 25 -20016.8663 -100269.3102 26 -21503.9855 -20016.8663 27 27707.1514 -21503.9855 28 29600.6433 27707.1514 29 -10497.4509 29600.6433 30 23760.3151 -10497.4509 31 -24784.7125 23760.3151 32 -52929.0110 -24784.7125 33 21490.0668 -52929.0110 34 -90168.0218 21490.0668 35 78341.7293 -90168.0218 36 7068.0123 78341.7293 37 39159.3687 7068.0123 38 117506.5992 39159.3687 39 -24464.0310 117506.5992 40 4372.3466 -24464.0310 41 7083.9589 4372.3466 42 -5759.2991 7083.9589 43 68334.9824 -5759.2991 44 88990.4390 68334.9824 45 -39744.8373 88990.4390 46 50978.5409 -39744.8373 47 -28855.7406 50978.5409 48 -46109.1583 -28855.7406 49 -93389.4914 -46109.1583 50 145389.5872 -93389.4914 51 -58990.2103 145389.5872 52 -35244.8688 -58990.2103 53 15131.6278 -35244.8688 54 -39581.3969 15131.6278 55 -5952.4405 -39581.3969 56 -21778.7332 -5952.4405 57 85367.8830 -21778.7332 58 -46199.2828 85367.8830 59 3345.9582 -46199.2828 60 34921.3884 3345.9582 61 -37276.0235 34921.3884 62 154280.5278 -37276.0235 63 6229.9086 154280.5278 64 21187.2221 6229.9086 65 34542.9584 21187.2221 66 31989.8913 34542.9584 67 58971.5936 31989.8913 68 17426.6198 58971.5936 69 -436.2083 17426.6198 70 9756.6791 -436.2083 71 2228.3458 9756.6791 72 24421.2637 2228.3458 73 -53547.2172 24421.2637 74 -11392.7637 -53547.2172 75 -1178.1947 -11392.7637 76 -42550.5699 -1178.1947 77 -26365.2712 -42550.5699 78 -43358.6346 -26365.2712 79 -16484.5519 -43358.6346 80 -13501.0749 -16484.5519 81 -44548.3162 -13501.0749 82 71474.3751 -44548.3162 83 53204.0870 71474.3751 84 -129234.9933 53204.0870 85 -33991.4804 -129234.9933 86 -26138.9156 -33991.4804 87 -9313.0270 -26138.9156 88 116956.3186 -9313.0270 89 7872.6123 116956.3186 90 -9433.2543 7872.6123 91 -13842.8411 -9433.2543 92 9538.0892 -13842.8411 93 -61299.0259 9538.0892 94 3798.5913 -61299.0259 95 99308.8005 3798.5913 96 21034.9839 99308.8005 97 -93304.5752 21034.9839 98 43682.1605 -93304.5752 99 -27745.9752 43682.1605 100 -3459.4436 -27745.9752 101 51383.6337 -3459.4436 102 39173.4356 51383.6337 103 -44554.4447 39173.4356 104 -39097.9964 -44554.4447 105 -17238.9977 -39097.9964 106 -14333.1740 -17238.9977 107 -22986.2378 -14333.1740 108 83018.0801 -22986.2378 109 -14515.4003 83018.0801 110 2375.3515 -14515.4003 111 -8525.1805 2375.3515 112 -73795.0424 -8525.1805 113 38069.3436 -73795.0424 114 -25094.2383 38069.3436 115 13756.2712 -25094.2383 116 41516.0656 13756.2712 117 106935.2801 41516.0656 118 -147542.4979 106935.2801 119 -10523.8368 -147542.4979 120 16242.4747 -10523.8368 121 -8348.8868 16242.4747 122 25343.6795 -8348.8868 123 -126923.7348 25343.6795 124 9828.7623 -126923.7348 125 13118.2366 9828.7623 126 5105.8214 13118.2366 127 -37069.3353 5105.8214 128 9667.7008 -37069.3353 129 -1350.6774 9667.7008 130 -17755.8537 -1350.6774 131 -20956.7334 -17755.8537 132 -12823.6854 -20956.7334 133 -24737.7837 -12823.6854 134 -33611.0359 -24737.7837 135 127113.0867 -33611.0359 136 988.3870 127113.0867 137 37313.9935 988.3870 138 -72885.5214 37313.9935 139 -24193.9672 -72885.5214 140 -21623.0981 -24193.9672 141 609.7414 -21623.0981 142 2809.5279 609.7414 143 60745.2612 2809.5279 144 -48557.5441 60745.2612 145 -31271.5890 -48557.5441 146 -83818.8160 -31271.5890 147 -71532.0505 -83818.8160 148 -12127.8571 -71532.0505 149 -43762.2320 -12127.8571 150 43926.9498 -43762.2320 151 -50273.9209 43926.9498 152 18697.5287 -50273.9209 153 96967.7001 18697.5287 154 30703.5344 96967.7001 155 21773.8339 30703.5344 156 -13856.0039 21773.8339 157 22011.4595 -13856.0039 158 -65358.8895 22011.4595 159 41469.4265 -65358.8895 160 116830.7585 41469.4265 161 -115594.9602 116830.7585 162 12861.6312 -115594.9602 163 83339.3499 12861.6312 164 -21095.8559 83339.3499 165 18411.0346 -21095.8559 166 7167.9242 18411.0346 167 -19467.2685 7167.9242 168 10404.9744 -19467.2685 169 111329.5813 10404.9744 170 107533.8811 111329.5813 171 1001.4519 107533.8811 172 61874.7914 1001.4519 173 33393.4339 61874.7914 174 -138940.0998 33393.4339 175 58421.2047 -138940.0998 176 -24131.7768 58421.2047 177 3755.2622 -24131.7768 178 -17066.1482 3755.2622 179 57201.9244 -17066.1482 180 10134.6992 57201.9244 181 -23009.9553 10134.6992 182 -4197.4451 -23009.9553 183 21382.7800 -4197.4451 184 97023.8017 21382.7800 185 -7872.3402 97023.8017 186 12248.4314 -7872.3402 187 -2275.5474 12248.4314 188 43231.4360 -2275.5474 189 -47153.1402 43231.4360 190 5246.9451 -47153.1402 191 9651.3405 5246.9451 192 15307.6154 9651.3405 193 -59614.9821 15307.6154 194 5542.8145 -59614.9821 195 44086.9650 5542.8145 196 -18992.5962 44086.9650 197 -42840.6555 -18992.5962 198 -10121.2369 -42840.6555 199 -24304.8583 -10121.2369 200 -7329.6838 -24304.8583 201 -47235.4127 -7329.6838 202 48762.6988 -47235.4127 203 6123.9704 48762.6988 204 1435.3623 6123.9704 205 -45504.9220 1435.3623 206 -1331.1160 -45504.9220 207 87304.6769 -1331.1160 208 42817.4927 87304.6769 209 25169.5579 42817.4927 210 41680.2568 25169.5579 211 32889.3555 41680.2568 212 -33880.6755 32889.3555 213 -1560.5227 -33880.6755 214 -58295.1126 -1560.5227 215 -36851.8236 -58295.1126 216 -8528.9410 -36851.8236 217 -27757.6702 -8528.9410 218 -10031.1965 -27757.6702 219 5685.9171 -10031.1965 220 -21443.9432 5685.9171 221 -25610.1881 -21443.9432 222 14389.6325 -25610.1881 223 -25264.2219 14389.6325 224 -35526.8903 -25264.2219 225 72777.9950 -35526.8903 226 14393.6236 72777.9950 227 -30714.9703 14393.6236 228 -2541.9071 -30714.9703 229 -58985.0419 -2541.9071 230 -34045.0715 -58985.0419 231 5885.5204 -34045.0715 232 -9805.0573 5885.5204 233 -28863.4732 -9805.0573 234 -39200.2165 -28863.4732 235 -30445.6609 -39200.2165 236 67285.6667 -30445.6609 237 -24265.9939 67285.6667 238 -3446.1670 -24265.9939 239 -32916.6443 -3446.1670 240 7634.2136 -32916.6443 241 27320.5875 7634.2136 242 -19084.1137 27320.5875 243 -22313.4911 -19084.1137 244 -7921.2010 -22313.4911 245 -8741.8394 -7921.2010 246 11861.9296 -8741.8394 247 9331.9791 11861.9296 248 18959.8827 9331.9791 249 -19548.1142 18959.8827 250 38351.0751 -19548.1142 251 -8941.9100 38351.0751 252 7005.4575 -8941.9100 253 13802.1699 7005.4575 254 11681.8094 13802.1699 255 10564.8812 11681.8094 256 -25563.4348 10564.8812 257 11370.4287 -25563.4348 258 -5541.4133 11370.4287 259 -4083.4590 -5541.4133 260 -32916.2755 -4083.4590 261 -1063.8503 -32916.2755 262 7354.2190 -1063.8503 263 -13008.9948 7354.2190 264 -28055.7646 -13008.9948 265 15879.0536 -28055.7646 266 -14673.3151 15879.0536 267 -3861.1019 -14673.3151 268 45532.6843 -3861.1019 269 -33119.5669 45532.6843 270 18798.8425 -33119.5669 271 -7222.1678 18798.8425 272 34242.8989 -7222.1678 273 27238.1126 34242.8989 274 11441.9362 27238.1126 275 -12497.4436 11441.9362 276 -14186.1081 -12497.4436 277 5643.7581 -14186.1081 278 21575.9460 5643.7581 279 11296.2727 21575.9460 280 -5227.6500 11296.2727 281 -23199.9735 -5227.6500 282 28050.3791 -23199.9735 283 20715.4332 28050.3791 284 -4954.5117 20715.4332 285 -44163.7298 -4954.5117 286 10005.9928 -44163.7298 287 -11335.9937 10005.9928 288 4338.7754 -11335.9937 289 NA 4338.7754 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -69898.3457 -8223.5753 [2,] -44662.3280 -69898.3457 [3,] -30675.8835 -44662.3280 [4,] -11529.2151 -30675.8835 [5,] -118428.7596 -11529.2151 [6,] 177487.3717 -118428.7596 [7,] -76185.7065 177487.3717 [8,] 19100.4163 -76185.7065 [9,] -59430.1937 19100.4163 [10,] 6629.8353 -59430.1937 [11,] 30486.7138 6629.8353 [12,] -56679.8353 30486.7138 [13,] -41327.5567 -56679.8353 [14,] 34857.3022 -41327.5567 [15,] -3714.5888 34857.3022 [16,] 65158.1095 -3714.5888 [17,] -3285.1163 65158.1095 [18,] 25107.9039 -3285.1163 [19,] -49256.5272 25107.9039 [20,] -34929.6348 -49256.5272 [21,] -10122.4701 -34929.6348 [22,] 163056.4378 -10122.4701 [23,] -9664.7426 163056.4378 [24,] -100269.3102 -9664.7426 [25,] -20016.8663 -100269.3102 [26,] -21503.9855 -20016.8663 [27,] 27707.1514 -21503.9855 [28,] 29600.6433 27707.1514 [29,] -10497.4509 29600.6433 [30,] 23760.3151 -10497.4509 [31,] -24784.7125 23760.3151 [32,] -52929.0110 -24784.7125 [33,] 21490.0668 -52929.0110 [34,] -90168.0218 21490.0668 [35,] 78341.7293 -90168.0218 [36,] 7068.0123 78341.7293 [37,] 39159.3687 7068.0123 [38,] 117506.5992 39159.3687 [39,] -24464.0310 117506.5992 [40,] 4372.3466 -24464.0310 [41,] 7083.9589 4372.3466 [42,] -5759.2991 7083.9589 [43,] 68334.9824 -5759.2991 [44,] 88990.4390 68334.9824 [45,] -39744.8373 88990.4390 [46,] 50978.5409 -39744.8373 [47,] -28855.7406 50978.5409 [48,] -46109.1583 -28855.7406 [49,] -93389.4914 -46109.1583 [50,] 145389.5872 -93389.4914 [51,] -58990.2103 145389.5872 [52,] -35244.8688 -58990.2103 [53,] 15131.6278 -35244.8688 [54,] -39581.3969 15131.6278 [55,] -5952.4405 -39581.3969 [56,] -21778.7332 -5952.4405 [57,] 85367.8830 -21778.7332 [58,] -46199.2828 85367.8830 [59,] 3345.9582 -46199.2828 [60,] 34921.3884 3345.9582 [61,] -37276.0235 34921.3884 [62,] 154280.5278 -37276.0235 [63,] 6229.9086 154280.5278 [64,] 21187.2221 6229.9086 [65,] 34542.9584 21187.2221 [66,] 31989.8913 34542.9584 [67,] 58971.5936 31989.8913 [68,] 17426.6198 58971.5936 [69,] -436.2083 17426.6198 [70,] 9756.6791 -436.2083 [71,] 2228.3458 9756.6791 [72,] 24421.2637 2228.3458 [73,] -53547.2172 24421.2637 [74,] -11392.7637 -53547.2172 [75,] -1178.1947 -11392.7637 [76,] -42550.5699 -1178.1947 [77,] -26365.2712 -42550.5699 [78,] -43358.6346 -26365.2712 [79,] -16484.5519 -43358.6346 [80,] -13501.0749 -16484.5519 [81,] -44548.3162 -13501.0749 [82,] 71474.3751 -44548.3162 [83,] 53204.0870 71474.3751 [84,] -129234.9933 53204.0870 [85,] -33991.4804 -129234.9933 [86,] -26138.9156 -33991.4804 [87,] -9313.0270 -26138.9156 [88,] 116956.3186 -9313.0270 [89,] 7872.6123 116956.3186 [90,] -9433.2543 7872.6123 [91,] -13842.8411 -9433.2543 [92,] 9538.0892 -13842.8411 [93,] -61299.0259 9538.0892 [94,] 3798.5913 -61299.0259 [95,] 99308.8005 3798.5913 [96,] 21034.9839 99308.8005 [97,] -93304.5752 21034.9839 [98,] 43682.1605 -93304.5752 [99,] -27745.9752 43682.1605 [100,] -3459.4436 -27745.9752 [101,] 51383.6337 -3459.4436 [102,] 39173.4356 51383.6337 [103,] -44554.4447 39173.4356 [104,] -39097.9964 -44554.4447 [105,] -17238.9977 -39097.9964 [106,] -14333.1740 -17238.9977 [107,] -22986.2378 -14333.1740 [108,] 83018.0801 -22986.2378 [109,] -14515.4003 83018.0801 [110,] 2375.3515 -14515.4003 [111,] -8525.1805 2375.3515 [112,] -73795.0424 -8525.1805 [113,] 38069.3436 -73795.0424 [114,] -25094.2383 38069.3436 [115,] 13756.2712 -25094.2383 [116,] 41516.0656 13756.2712 [117,] 106935.2801 41516.0656 [118,] -147542.4979 106935.2801 [119,] -10523.8368 -147542.4979 [120,] 16242.4747 -10523.8368 [121,] -8348.8868 16242.4747 [122,] 25343.6795 -8348.8868 [123,] -126923.7348 25343.6795 [124,] 9828.7623 -126923.7348 [125,] 13118.2366 9828.7623 [126,] 5105.8214 13118.2366 [127,] -37069.3353 5105.8214 [128,] 9667.7008 -37069.3353 [129,] -1350.6774 9667.7008 [130,] -17755.8537 -1350.6774 [131,] -20956.7334 -17755.8537 [132,] -12823.6854 -20956.7334 [133,] -24737.7837 -12823.6854 [134,] -33611.0359 -24737.7837 [135,] 127113.0867 -33611.0359 [136,] 988.3870 127113.0867 [137,] 37313.9935 988.3870 [138,] -72885.5214 37313.9935 [139,] -24193.9672 -72885.5214 [140,] -21623.0981 -24193.9672 [141,] 609.7414 -21623.0981 [142,] 2809.5279 609.7414 [143,] 60745.2612 2809.5279 [144,] -48557.5441 60745.2612 [145,] -31271.5890 -48557.5441 [146,] -83818.8160 -31271.5890 [147,] -71532.0505 -83818.8160 [148,] -12127.8571 -71532.0505 [149,] -43762.2320 -12127.8571 [150,] 43926.9498 -43762.2320 [151,] -50273.9209 43926.9498 [152,] 18697.5287 -50273.9209 [153,] 96967.7001 18697.5287 [154,] 30703.5344 96967.7001 [155,] 21773.8339 30703.5344 [156,] -13856.0039 21773.8339 [157,] 22011.4595 -13856.0039 [158,] -65358.8895 22011.4595 [159,] 41469.4265 -65358.8895 [160,] 116830.7585 41469.4265 [161,] -115594.9602 116830.7585 [162,] 12861.6312 -115594.9602 [163,] 83339.3499 12861.6312 [164,] -21095.8559 83339.3499 [165,] 18411.0346 -21095.8559 [166,] 7167.9242 18411.0346 [167,] -19467.2685 7167.9242 [168,] 10404.9744 -19467.2685 [169,] 111329.5813 10404.9744 [170,] 107533.8811 111329.5813 [171,] 1001.4519 107533.8811 [172,] 61874.7914 1001.4519 [173,] 33393.4339 61874.7914 [174,] -138940.0998 33393.4339 [175,] 58421.2047 -138940.0998 [176,] -24131.7768 58421.2047 [177,] 3755.2622 -24131.7768 [178,] -17066.1482 3755.2622 [179,] 57201.9244 -17066.1482 [180,] 10134.6992 57201.9244 [181,] -23009.9553 10134.6992 [182,] -4197.4451 -23009.9553 [183,] 21382.7800 -4197.4451 [184,] 97023.8017 21382.7800 [185,] -7872.3402 97023.8017 [186,] 12248.4314 -7872.3402 [187,] -2275.5474 12248.4314 [188,] 43231.4360 -2275.5474 [189,] -47153.1402 43231.4360 [190,] 5246.9451 -47153.1402 [191,] 9651.3405 5246.9451 [192,] 15307.6154 9651.3405 [193,] -59614.9821 15307.6154 [194,] 5542.8145 -59614.9821 [195,] 44086.9650 5542.8145 [196,] -18992.5962 44086.9650 [197,] -42840.6555 -18992.5962 [198,] -10121.2369 -42840.6555 [199,] -24304.8583 -10121.2369 [200,] -7329.6838 -24304.8583 [201,] -47235.4127 -7329.6838 [202,] 48762.6988 -47235.4127 [203,] 6123.9704 48762.6988 [204,] 1435.3623 6123.9704 [205,] -45504.9220 1435.3623 [206,] -1331.1160 -45504.9220 [207,] 87304.6769 -1331.1160 [208,] 42817.4927 87304.6769 [209,] 25169.5579 42817.4927 [210,] 41680.2568 25169.5579 [211,] 32889.3555 41680.2568 [212,] -33880.6755 32889.3555 [213,] -1560.5227 -33880.6755 [214,] -58295.1126 -1560.5227 [215,] -36851.8236 -58295.1126 [216,] -8528.9410 -36851.8236 [217,] -27757.6702 -8528.9410 [218,] -10031.1965 -27757.6702 [219,] 5685.9171 -10031.1965 [220,] -21443.9432 5685.9171 [221,] -25610.1881 -21443.9432 [222,] 14389.6325 -25610.1881 [223,] -25264.2219 14389.6325 [224,] -35526.8903 -25264.2219 [225,] 72777.9950 -35526.8903 [226,] 14393.6236 72777.9950 [227,] -30714.9703 14393.6236 [228,] -2541.9071 -30714.9703 [229,] -58985.0419 -2541.9071 [230,] -34045.0715 -58985.0419 [231,] 5885.5204 -34045.0715 [232,] -9805.0573 5885.5204 [233,] -28863.4732 -9805.0573 [234,] -39200.2165 -28863.4732 [235,] -30445.6609 -39200.2165 [236,] 67285.6667 -30445.6609 [237,] -24265.9939 67285.6667 [238,] -3446.1670 -24265.9939 [239,] -32916.6443 -3446.1670 [240,] 7634.2136 -32916.6443 [241,] 27320.5875 7634.2136 [242,] -19084.1137 27320.5875 [243,] -22313.4911 -19084.1137 [244,] -7921.2010 -22313.4911 [245,] -8741.8394 -7921.2010 [246,] 11861.9296 -8741.8394 [247,] 9331.9791 11861.9296 [248,] 18959.8827 9331.9791 [249,] -19548.1142 18959.8827 [250,] 38351.0751 -19548.1142 [251,] -8941.9100 38351.0751 [252,] 7005.4575 -8941.9100 [253,] 13802.1699 7005.4575 [254,] 11681.8094 13802.1699 [255,] 10564.8812 11681.8094 [256,] -25563.4348 10564.8812 [257,] 11370.4287 -25563.4348 [258,] -5541.4133 11370.4287 [259,] -4083.4590 -5541.4133 [260,] -32916.2755 -4083.4590 [261,] -1063.8503 -32916.2755 [262,] 7354.2190 -1063.8503 [263,] -13008.9948 7354.2190 [264,] -28055.7646 -13008.9948 [265,] 15879.0536 -28055.7646 [266,] -14673.3151 15879.0536 [267,] -3861.1019 -14673.3151 [268,] 45532.6843 -3861.1019 [269,] -33119.5669 45532.6843 [270,] 18798.8425 -33119.5669 [271,] -7222.1678 18798.8425 [272,] 34242.8989 -7222.1678 [273,] 27238.1126 34242.8989 [274,] 11441.9362 27238.1126 [275,] -12497.4436 11441.9362 [276,] -14186.1081 -12497.4436 [277,] 5643.7581 -14186.1081 [278,] 21575.9460 5643.7581 [279,] 11296.2727 21575.9460 [280,] -5227.6500 11296.2727 [281,] -23199.9735 -5227.6500 [282,] 28050.3791 -23199.9735 [283,] 20715.4332 28050.3791 [284,] -4954.5117 20715.4332 [285,] -44163.7298 -4954.5117 [286,] 10005.9928 -44163.7298 [287,] -11335.9937 10005.9928 [288,] 4338.7754 -11335.9937 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -69898.3457 -8223.5753 2 -44662.3280 -69898.3457 3 -30675.8835 -44662.3280 4 -11529.2151 -30675.8835 5 -118428.7596 -11529.2151 6 177487.3717 -118428.7596 7 -76185.7065 177487.3717 8 19100.4163 -76185.7065 9 -59430.1937 19100.4163 10 6629.8353 -59430.1937 11 30486.7138 6629.8353 12 -56679.8353 30486.7138 13 -41327.5567 -56679.8353 14 34857.3022 -41327.5567 15 -3714.5888 34857.3022 16 65158.1095 -3714.5888 17 -3285.1163 65158.1095 18 25107.9039 -3285.1163 19 -49256.5272 25107.9039 20 -34929.6348 -49256.5272 21 -10122.4701 -34929.6348 22 163056.4378 -10122.4701 23 -9664.7426 163056.4378 24 -100269.3102 -9664.7426 25 -20016.8663 -100269.3102 26 -21503.9855 -20016.8663 27 27707.1514 -21503.9855 28 29600.6433 27707.1514 29 -10497.4509 29600.6433 30 23760.3151 -10497.4509 31 -24784.7125 23760.3151 32 -52929.0110 -24784.7125 33 21490.0668 -52929.0110 34 -90168.0218 21490.0668 35 78341.7293 -90168.0218 36 7068.0123 78341.7293 37 39159.3687 7068.0123 38 117506.5992 39159.3687 39 -24464.0310 117506.5992 40 4372.3466 -24464.0310 41 7083.9589 4372.3466 42 -5759.2991 7083.9589 43 68334.9824 -5759.2991 44 88990.4390 68334.9824 45 -39744.8373 88990.4390 46 50978.5409 -39744.8373 47 -28855.7406 50978.5409 48 -46109.1583 -28855.7406 49 -93389.4914 -46109.1583 50 145389.5872 -93389.4914 51 -58990.2103 145389.5872 52 -35244.8688 -58990.2103 53 15131.6278 -35244.8688 54 -39581.3969 15131.6278 55 -5952.4405 -39581.3969 56 -21778.7332 -5952.4405 57 85367.8830 -21778.7332 58 -46199.2828 85367.8830 59 3345.9582 -46199.2828 60 34921.3884 3345.9582 61 -37276.0235 34921.3884 62 154280.5278 -37276.0235 63 6229.9086 154280.5278 64 21187.2221 6229.9086 65 34542.9584 21187.2221 66 31989.8913 34542.9584 67 58971.5936 31989.8913 68 17426.6198 58971.5936 69 -436.2083 17426.6198 70 9756.6791 -436.2083 71 2228.3458 9756.6791 72 24421.2637 2228.3458 73 -53547.2172 24421.2637 74 -11392.7637 -53547.2172 75 -1178.1947 -11392.7637 76 -42550.5699 -1178.1947 77 -26365.2712 -42550.5699 78 -43358.6346 -26365.2712 79 -16484.5519 -43358.6346 80 -13501.0749 -16484.5519 81 -44548.3162 -13501.0749 82 71474.3751 -44548.3162 83 53204.0870 71474.3751 84 -129234.9933 53204.0870 85 -33991.4804 -129234.9933 86 -26138.9156 -33991.4804 87 -9313.0270 -26138.9156 88 116956.3186 -9313.0270 89 7872.6123 116956.3186 90 -9433.2543 7872.6123 91 -13842.8411 -9433.2543 92 9538.0892 -13842.8411 93 -61299.0259 9538.0892 94 3798.5913 -61299.0259 95 99308.8005 3798.5913 96 21034.9839 99308.8005 97 -93304.5752 21034.9839 98 43682.1605 -93304.5752 99 -27745.9752 43682.1605 100 -3459.4436 -27745.9752 101 51383.6337 -3459.4436 102 39173.4356 51383.6337 103 -44554.4447 39173.4356 104 -39097.9964 -44554.4447 105 -17238.9977 -39097.9964 106 -14333.1740 -17238.9977 107 -22986.2378 -14333.1740 108 83018.0801 -22986.2378 109 -14515.4003 83018.0801 110 2375.3515 -14515.4003 111 -8525.1805 2375.3515 112 -73795.0424 -8525.1805 113 38069.3436 -73795.0424 114 -25094.2383 38069.3436 115 13756.2712 -25094.2383 116 41516.0656 13756.2712 117 106935.2801 41516.0656 118 -147542.4979 106935.2801 119 -10523.8368 -147542.4979 120 16242.4747 -10523.8368 121 -8348.8868 16242.4747 122 25343.6795 -8348.8868 123 -126923.7348 25343.6795 124 9828.7623 -126923.7348 125 13118.2366 9828.7623 126 5105.8214 13118.2366 127 -37069.3353 5105.8214 128 9667.7008 -37069.3353 129 -1350.6774 9667.7008 130 -17755.8537 -1350.6774 131 -20956.7334 -17755.8537 132 -12823.6854 -20956.7334 133 -24737.7837 -12823.6854 134 -33611.0359 -24737.7837 135 127113.0867 -33611.0359 136 988.3870 127113.0867 137 37313.9935 988.3870 138 -72885.5214 37313.9935 139 -24193.9672 -72885.5214 140 -21623.0981 -24193.9672 141 609.7414 -21623.0981 142 2809.5279 609.7414 143 60745.2612 2809.5279 144 -48557.5441 60745.2612 145 -31271.5890 -48557.5441 146 -83818.8160 -31271.5890 147 -71532.0505 -83818.8160 148 -12127.8571 -71532.0505 149 -43762.2320 -12127.8571 150 43926.9498 -43762.2320 151 -50273.9209 43926.9498 152 18697.5287 -50273.9209 153 96967.7001 18697.5287 154 30703.5344 96967.7001 155 21773.8339 30703.5344 156 -13856.0039 21773.8339 157 22011.4595 -13856.0039 158 -65358.8895 22011.4595 159 41469.4265 -65358.8895 160 116830.7585 41469.4265 161 -115594.9602 116830.7585 162 12861.6312 -115594.9602 163 83339.3499 12861.6312 164 -21095.8559 83339.3499 165 18411.0346 -21095.8559 166 7167.9242 18411.0346 167 -19467.2685 7167.9242 168 10404.9744 -19467.2685 169 111329.5813 10404.9744 170 107533.8811 111329.5813 171 1001.4519 107533.8811 172 61874.7914 1001.4519 173 33393.4339 61874.7914 174 -138940.0998 33393.4339 175 58421.2047 -138940.0998 176 -24131.7768 58421.2047 177 3755.2622 -24131.7768 178 -17066.1482 3755.2622 179 57201.9244 -17066.1482 180 10134.6992 57201.9244 181 -23009.9553 10134.6992 182 -4197.4451 -23009.9553 183 21382.7800 -4197.4451 184 97023.8017 21382.7800 185 -7872.3402 97023.8017 186 12248.4314 -7872.3402 187 -2275.5474 12248.4314 188 43231.4360 -2275.5474 189 -47153.1402 43231.4360 190 5246.9451 -47153.1402 191 9651.3405 5246.9451 192 15307.6154 9651.3405 193 -59614.9821 15307.6154 194 5542.8145 -59614.9821 195 44086.9650 5542.8145 196 -18992.5962 44086.9650 197 -42840.6555 -18992.5962 198 -10121.2369 -42840.6555 199 -24304.8583 -10121.2369 200 -7329.6838 -24304.8583 201 -47235.4127 -7329.6838 202 48762.6988 -47235.4127 203 6123.9704 48762.6988 204 1435.3623 6123.9704 205 -45504.9220 1435.3623 206 -1331.1160 -45504.9220 207 87304.6769 -1331.1160 208 42817.4927 87304.6769 209 25169.5579 42817.4927 210 41680.2568 25169.5579 211 32889.3555 41680.2568 212 -33880.6755 32889.3555 213 -1560.5227 -33880.6755 214 -58295.1126 -1560.5227 215 -36851.8236 -58295.1126 216 -8528.9410 -36851.8236 217 -27757.6702 -8528.9410 218 -10031.1965 -27757.6702 219 5685.9171 -10031.1965 220 -21443.9432 5685.9171 221 -25610.1881 -21443.9432 222 14389.6325 -25610.1881 223 -25264.2219 14389.6325 224 -35526.8903 -25264.2219 225 72777.9950 -35526.8903 226 14393.6236 72777.9950 227 -30714.9703 14393.6236 228 -2541.9071 -30714.9703 229 -58985.0419 -2541.9071 230 -34045.0715 -58985.0419 231 5885.5204 -34045.0715 232 -9805.0573 5885.5204 233 -28863.4732 -9805.0573 234 -39200.2165 -28863.4732 235 -30445.6609 -39200.2165 236 67285.6667 -30445.6609 237 -24265.9939 67285.6667 238 -3446.1670 -24265.9939 239 -32916.6443 -3446.1670 240 7634.2136 -32916.6443 241 27320.5875 7634.2136 242 -19084.1137 27320.5875 243 -22313.4911 -19084.1137 244 -7921.2010 -22313.4911 245 -8741.8394 -7921.2010 246 11861.9296 -8741.8394 247 9331.9791 11861.9296 248 18959.8827 9331.9791 249 -19548.1142 18959.8827 250 38351.0751 -19548.1142 251 -8941.9100 38351.0751 252 7005.4575 -8941.9100 253 13802.1699 7005.4575 254 11681.8094 13802.1699 255 10564.8812 11681.8094 256 -25563.4348 10564.8812 257 11370.4287 -25563.4348 258 -5541.4133 11370.4287 259 -4083.4590 -5541.4133 260 -32916.2755 -4083.4590 261 -1063.8503 -32916.2755 262 7354.2190 -1063.8503 263 -13008.9948 7354.2190 264 -28055.7646 -13008.9948 265 15879.0536 -28055.7646 266 -14673.3151 15879.0536 267 -3861.1019 -14673.3151 268 45532.6843 -3861.1019 269 -33119.5669 45532.6843 270 18798.8425 -33119.5669 271 -7222.1678 18798.8425 272 34242.8989 -7222.1678 273 27238.1126 34242.8989 274 11441.9362 27238.1126 275 -12497.4436 11441.9362 276 -14186.1081 -12497.4436 277 5643.7581 -14186.1081 278 21575.9460 5643.7581 279 11296.2727 21575.9460 280 -5227.6500 11296.2727 281 -23199.9735 -5227.6500 282 28050.3791 -23199.9735 283 20715.4332 28050.3791 284 -4954.5117 20715.4332 285 -44163.7298 -4954.5117 286 10005.9928 -44163.7298 287 -11335.9937 10005.9928 288 4338.7754 -11335.9937 > 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/732o81356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8nv1o1356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9u5jm1356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/109nv41356094778.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11wl661356094778.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/12xd4t1356094778.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/13jctc1356094778.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/1434h21356094778.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/1573ju1356094778.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/160kns1356094778.tab") + } > > try(system("convert tmp/1nvs31356094778.ps tmp/1nvs31356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/2ymi21356094778.ps tmp/2ymi21356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/3rne91356094778.ps tmp/3rne91356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/42ph41356094778.ps tmp/42ph41356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/5qdf21356094778.ps tmp/5qdf21356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/6iaav1356094778.ps tmp/6iaav1356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/732o81356094778.ps tmp/732o81356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/8nv1o1356094778.ps tmp/8nv1o1356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/9u5jm1356094778.ps tmp/9u5jm1356094778.png",intern=TRUE)) character(0) > try(system("convert tmp/109nv41356094778.ps tmp/109nv41356094778.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 10.720 1.248 12.041