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(210907
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+ ,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
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11 165446 57635 25 11
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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