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
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+ ,17)
+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'logins'
+ ,'compendiums_reviewed'
+ ,'feedback_messages_p1'
+ ,'blogged_computations
')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('time_in_rfc','logins','compendiums_reviewed','feedback_messages_p1','blogged_computations
'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = ''
> par6 = ''
> par5 = ''
> par4 = ''
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
time_in_rfc logins compendiums_reviewed feedback_messages_p1
1 210907 56 30 115
2 120982 56 28 109
3 176508 54 38 146
4 179321 89 30 116
5 123185 40 22 68
6 52746 25 26 101
7 385534 92 25 96
8 33170 18 18 67
9 101645 63 11 44
10 149061 44 26 100
11 165446 33 25 93
12 237213 84 38 140
13 173326 88 44 166
14 133131 55 30 99
15 258873 60 40 139
16 180083 66 34 130
17 324799 154 47 181
18 230964 53 30 116
19 236785 119 31 116
20 135473 41 23 88
21 202925 61 36 139
22 215147 58 36 135
23 344297 75 30 108
24 153935 33 25 89
25 132943 40 39 156
26 174724 92 34 129
27 174415 100 31 118
28 225548 112 31 118
29 223632 73 33 125
30 124817 40 25 95
31 221698 45 33 126
32 210767 60 35 135
33 170266 62 42 154
34 260561 75 43 165
35 84853 31 30 113
36 294424 77 33 127
37 101011 34 13 52
38 215641 46 32 121
39 325107 99 36 136
40 7176 17 0 0
41 167542 66 28 108
42 106408 30 14 46
43 96560 76 17 54
44 265769 146 32 124
45 269651 67 30 115
46 149112 56 35 128
47 175824 107 20 80
48 152871 58 28 97
49 111665 34 28 104
50 116408 61 39 59
51 362301 119 34 125
52 78800 42 26 82
53 183167 66 39 149
54 277965 89 39 149
55 150629 44 33 122
56 168809 66 28 118
57 24188 24 4 12
58 329267 259 39 144
59 65029 17 18 67
60 101097 64 14 52
61 218946 41 29 108
62 244052 68 44 166
63 341570 168 21 80
64 103597 43 16 60
65 233328 132 28 107
66 256462 105 35 127
67 206161 71 28 107
68 311473 112 38 146
69 235800 94 23 84
70 177939 82 36 141
71 207176 70 32 123
72 196553 57 29 111
73 174184 53 25 98
74 143246 103 27 105
75 187559 121 36 135
76 187681 62 28 107
77 119016 52 23 85
78 182192 52 40 155
79 73566 32 23 88
80 194979 62 40 155
81 167488 45 28 104
82 143756 46 34 132
83 275541 63 33 127
84 243199 75 28 108
85 182999 88 34 129
86 135649 46 30 116
87 152299 53 33 122
88 120221 37 22 85
89 346485 90 38 147
90 145790 63 26 99
91 193339 78 35 87
92 80953 25 8 28
93 122774 45 24 90
94 130585 46 29 109
95 112611 41 20 78
96 286468 144 29 111
97 241066 82 45 158
98 148446 91 37 141
99 204713 71 33 122
100 182079 63 33 124
101 140344 53 25 93
102 220516 62 32 124
103 243060 63 29 112
104 162765 32 28 108
105 182613 39 28 99
106 232138 62 31 117
107 265318 117 52 199
108 85574 34 21 78
109 310839 92 24 91
110 225060 93 41 158
111 232317 54 33 126
112 144966 144 32 122
113 43287 14 19 71
114 155754 61 20 75
115 164709 109 31 115
116 201940 38 31 119
117 235454 73 32 124
118 220801 75 18 72
119 99466 50 23 91
120 92661 61 17 45
121 133328 55 20 78
122 61361 77 12 39
123 125930 75 17 68
124 100750 72 30 119
125 224549 50 31 117
126 82316 32 10 39
127 102010 53 13 50
128 101523 42 22 88
129 243511 71 42 155
130 22938 10 1 0
131 41566 35 9 36
132 152474 65 32 123
133 61857 25 11 32
134 99923 66 25 99
135 132487 41 36 136
136 317394 86 31 117
137 21054 16 0 0
138 209641 42 24 88
139 22648 19 13 39
140 31414 19 8 25
141 46698 45 13 52
142 131698 65 19 75
143 91735 35 18 71
144 244749 95 33 124
145 184510 49 40 151
146 79863 37 22 71
147 128423 64 38 145
148 97839 38 24 87
149 38214 34 8 27
150 151101 32 35 131
151 272458 65 43 162
152 172494 52 43 165
153 108043 62 14 54
154 328107 65 41 159
155 250579 83 38 147
156 351067 95 45 170
157 158015 29 31 119
158 98866 18 13 49
159 85439 33 28 104
160 229242 247 31 120
161 351619 139 40 150
162 84207 29 30 112
163 120445 118 16 59
164 324598 110 37 136
165 131069 67 30 107
166 204271 42 35 130
167 165543 65 32 115
168 141722 94 27 107
169 116048 64 20 75
170 250047 81 18 71
171 299775 95 31 120
172 195838 67 31 116
173 173260 63 21 79
174 254488 83 39 150
175 104389 45 41 156
176 136084 30 13 51
177 199476 70 32 118
178 92499 32 18 71
179 224330 83 39 144
180 135781 31 14 47
181 74408 67 7 28
182 81240 66 17 68
183 14688 10 0 0
184 181633 70 30 110
185 271856 103 37 147
186 7199 5 0 0
187 46660 20 5 15
188 17547 5 1 4
189 133368 36 16 64
190 95227 34 32 111
191 152601 48 24 85
192 98146 40 17 68
193 79619 43 11 40
194 59194 31 24 80
195 139942 42 22 88
196 118612 46 12 48
197 72880 33 19 76
198 65475 18 13 51
199 99643 55 17 67
200 71965 35 15 59
201 77272 59 16 61
202 49289 19 24 76
203 135131 66 15 60
204 108446 60 17 68
205 89746 36 18 71
206 44296 25 20 76
207 77648 47 16 62
208 181528 54 16 61
209 134019 53 18 67
210 124064 40 22 88
211 92630 40 8 30
212 121848 39 17 64
213 52915 14 18 68
214 81872 45 16 64
215 58981 36 23 91
216 53515 28 22 88
217 60812 44 13 52
218 56375 30 13 49
219 65490 22 16 62
220 80949 17 16 61
221 76302 31 20 76
222 104011 55 22 88
223 98104 54 17 66
224 67989 21 18 71
225 30989 14 17 68
226 135458 81 12 48
227 73504 35 7 25
228 63123 43 17 68
229 61254 46 14 41
230 74914 30 23 90
231 31774 23 17 66
232 81437 38 14 54
233 87186 54 15 59
234 50090 20 17 60
235 65745 53 21 77
236 56653 45 18 68
237 158399 39 18 72
238 46455 20 17 67
239 73624 24 17 64
240 38395 31 16 63
241 91899 35 15 59
242 139526 151 21 84
243 52164 52 16 64
244 51567 30 14 56
245 70551 31 15 54
246 84856 29 17 67
247 102538 57 15 58
248 86678 40 15 59
249 85709 44 10 40
250 34662 25 6 22
251 150580 77 22 83
252 99611 35 21 81
253 19349 11 1 2
254 99373 63 18 72
255 86230 44 17 61
256 30837 19 4 15
257 31706 13 10 32
258 89806 42 16 62
259 62088 38 16 58
260 40151 29 9 36
261 27634 20 16 59
262 76990 27 17 68
263 37460 20 7 21
264 54157 19 15 55
265 49862 37 14 54
266 84337 26 14 55
267 64175 42 18 72
268 59382 49 12 41
269 119308 30 16 61
270 76702 49 21 67
271 103425 67 19 76
272 70344 28 16 64
273 43410 19 1 3
274 104838 49 16 63
275 62215 27 10 40
276 69304 30 19 69
277 53117 22 12 48
278 19764 12 2 8
279 86680 31 14 52
280 84105 20 17 66
281 77945 20 19 76
282 89113 39 14 43
283 91005 29 11 39
284 40248 16 4 14
285 64187 27 16 61
286 50857 21 20 71
287 56613 19 12 44
288 62792 35 15 60
289 72535 14 16 64
blogged_computations\r
1 79
2 58
3 60
4 108
5 49
6 0
7 121
8 1
9 20
10 43
11 69
12 78
13 86
14 44
15 104
16 63
17 158
18 102
19 77
20 82
21 115
22 101
23 80
24 50
25 83
26 123
27 73
28 81
29 105
30 47
31 105
32 94
33 44
34 114
35 38
36 107
37 30
38 71
39 84
40 0
41 59
42 33
43 42
44 96
45 106
46 56
47 57
48 59
49 39
50 34
51 76
52 20
53 91
54 115
55 85
56 76
57 8
58 79
59 21
60 30
61 76
62 101
63 94
64 27
65 92
66 123
67 75
68 128
69 105
70 55
71 56
72 41
73 72
74 67
75 75
76 114
77 118
78 77
79 22
80 66
81 69
82 105
83 116
84 88
85 73
86 99
87 62
88 53
89 118
90 30
91 100
92 49
93 24
94 67
95 46
96 57
97 75
98 135
99 68
100 124
101 33
102 98
103 58
104 68
105 81
106 131
107 110
108 37
109 130
110 93
111 118
112 39
113 13
114 74
115 81
116 109
117 151
118 51
119 28
120 40
121 56
122 27
123 37
124 83
125 54
126 27
127 28
128 59
129 133
130 12
131 0
132 106
133 23
134 44
135 71
136 116
137 4
138 62
139 12
140 18
141 14
142 60
143 7
144 98
145 64
146 29
147 32
148 25
149 16
150 48
151 100
152 46
153 45
154 129
155 130
156 136
157 59
158 25
159 32
160 63
161 95
162 14
163 36
164 113
165 47
166 92
167 70
168 19
169 50
170 41
171 91
172 111
173 41
174 120
175 135
176 27
177 87
178 25
179 131
180 45
181 29
182 58
183 4
184 47
185 109
186 7
187 12
188 0
189 37
190 37
191 46
192 15
193 42
194 7
195 54
196 54
197 14
198 16
199 33
200 32
201 21
202 15
203 38
204 22
205 28
206 10
207 31
208 32
209 32
210 43
211 27
212 37
213 20
214 32
215 0
216 5
217 26
218 10
219 27
220 11
221 29
222 25
223 55
224 23
225 5
226 43
227 23
228 34
229 36
230 35
231 0
232 37
233 28
234 16
235 26
236 38
237 23
238 22
239 30
240 16
241 18
242 28
243 32
244 21
245 23
246 29
247 50
248 12
249 21
250 18
251 27
252 41
253 13
254 12
255 21
256 8
257 26
258 27
259 13
260 16
261 2
262 42
263 5
264 37
265 17
266 38
267 37
268 29
269 32
270 35
271 17
272 20
273 7
274 46
275 24
276 40
277 3
278 10
279 37
280 17
281 28
282 19
283 29
284 8
285 10
286 15
287 15
288 28
289 17
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins
-76.29 788.30
compendiums_reviewed feedback_messages_p1
414.55 329.86
`blogged_computations\\r`
1077.78
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-144963 -19128 -2472 16497 150967
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -76.29 5569.11 -0.014 0.989
logins 788.30 80.92 9.742 <2e-16 ***
compendiums_reviewed 414.55 1169.52 0.354 0.723
feedback_messages_p1 329.86 311.47 1.059 0.290
`blogged_computations\\r` 1077.78 96.71 11.144 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 37370 on 284 degrees of freedom
Multiple R-squared: 0.7969, Adjusted R-squared: 0.794
F-statistic: 278.6 on 4 and 284 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,] 0.9918450 1.631010e-02 8.155050e-03
[2,] 0.9852531 2.949389e-02 1.474695e-02
[3,] 0.9719998 5.600041e-02 2.800020e-02
[4,] 0.9613736 7.725277e-02 3.862639e-02
[5,] 0.9523658 9.526840e-02 4.763420e-02
[6,] 0.9520307 9.593866e-02 4.796933e-02
[7,] 0.9257415 1.485171e-01 7.425853e-02
[8,] 0.8969664 2.060673e-01 1.030336e-01
[9,] 0.8582158 2.835684e-01 1.417842e-01
[10,] 0.8435392 3.129217e-01 1.564608e-01
[11,] 0.8032990 3.934021e-01 1.967010e-01
[12,] 0.7782352 4.435296e-01 2.217648e-01
[13,] 0.8463602 3.072797e-01 1.536398e-01
[14,] 0.8418587 3.162826e-01 1.581413e-01
[15,] 0.7960427 4.079147e-01 2.039573e-01
[16,] 0.9917607 1.647854e-02 8.239270e-03
[17,] 0.9882354 2.352921e-02 1.176461e-02
[18,] 0.9849486 3.010271e-02 1.505135e-02
[19,] 0.9977038 4.592326e-03 2.296163e-03
[20,] 0.9972125 5.574960e-03 2.787480e-03
[21,] 0.9957317 8.536607e-03 4.268304e-03
[22,] 0.9936604 1.267915e-02 6.339575e-03
[23,] 0.9907458 1.850842e-02 9.254210e-03
[24,] 0.9873339 2.533211e-02 1.266606e-02
[25,] 0.9827066 3.458678e-02 1.729339e-02
[26,] 0.9793928 4.121448e-02 2.060724e-02
[27,] 0.9746734 5.065314e-02 2.532657e-02
[28,] 0.9698435 6.031303e-02 3.015651e-02
[29,] 0.9791859 4.162814e-02 2.081407e-02
[30,] 0.9723110 5.537798e-02 2.768899e-02
[31,] 0.9756936 4.861284e-02 2.430642e-02
[32,] 0.9951122 9.775527e-03 4.887763e-03
[33,] 0.9947677 1.046457e-02 5.232283e-03
[34,] 0.9927095 1.458101e-02 7.290504e-03
[35,] 0.9903972 1.920564e-02 9.602822e-03
[36,] 0.9938128 1.237440e-02 6.187201e-03
[37,] 0.9915016 1.699675e-02 8.498374e-03
[38,] 0.9917200 1.656005e-02 8.280024e-03
[39,] 0.9891368 2.172638e-02 1.086319e-02
[40,] 0.9854670 2.906608e-02 1.453304e-02
[41,] 0.9816896 3.662087e-02 1.831044e-02
[42,] 0.9761051 4.778989e-02 2.389494e-02
[43,] 0.9765895 4.682100e-02 2.341050e-02
[44,] 0.9987408 2.518406e-03 1.259203e-03
[45,] 0.9982920 3.415969e-03 1.707985e-03
[46,] 0.9980715 3.857014e-03 1.928507e-03
[47,] 0.9974232 5.153518e-03 2.576759e-03
[48,] 0.9971311 5.737720e-03 2.868860e-03
[49,] 0.9963663 7.267467e-03 3.633733e-03
[50,] 0.9955230 8.953933e-03 4.476967e-03
[51,] 0.9947677 1.046461e-02 5.232307e-03
[52,] 0.9930108 1.397836e-02 6.989178e-03
[53,] 0.9909969 1.800630e-02 9.003150e-03
[54,] 0.9925948 1.481049e-02 7.405243e-03
[55,] 0.9903923 1.921549e-02 9.607746e-03
[56,] 0.9932799 1.344025e-02 6.720123e-03
[57,] 0.9913039 1.739229e-02 8.696143e-03
[58,] 0.9901814 1.963717e-02 9.818583e-03
[59,] 0.9890260 2.194809e-02 1.097405e-02
[60,] 0.9865946 2.681082e-02 1.340541e-02
[61,] 0.9836546 3.269090e-02 1.634545e-02
[62,] 0.9803046 3.939087e-02 1.969543e-02
[63,] 0.9752298 4.954043e-02 2.477021e-02
[64,] 0.9754015 4.919709e-02 2.459854e-02
[65,] 0.9820654 3.586914e-02 1.793457e-02
[66,] 0.9776419 4.471613e-02 2.235807e-02
[67,] 0.9838276 3.234470e-02 1.617235e-02
[68,] 0.9853829 2.923415e-02 1.461707e-02
[69,] 0.9861470 2.770604e-02 1.385302e-02
[70,] 0.9963221 7.355714e-03 3.677857e-03
[71,] 0.9952190 9.562056e-03 4.781028e-03
[72,] 0.9940198 1.196049e-02 5.980245e-03
[73,] 0.9923480 1.530405e-02 7.652024e-03
[74,] 0.9903229 1.935421e-02 9.677106e-03
[75,] 0.9937877 1.242454e-02 6.212269e-03
[76,] 0.9942132 1.157351e-02 5.786754e-03
[77,] 0.9942932 1.141363e-02 5.706816e-03
[78,] 0.9932057 1.358863e-02 6.794316e-03
[79,] 0.9952546 9.490839e-03 4.745420e-03
[80,] 0.9939484 1.210322e-02 6.051610e-03
[81,] 0.9922548 1.549047e-02 7.745233e-03
[82,] 0.9970820 5.836093e-03 2.918046e-03
[83,] 0.9964307 7.138614e-03 3.569307e-03
[84,] 0.9957219 8.556230e-03 4.278115e-03
[85,] 0.9945664 1.086726e-02 5.433629e-03
[86,] 0.9934766 1.304673e-02 6.523365e-03
[87,] 0.9925759 1.484810e-02 7.424051e-03
[88,] 0.9906010 1.879795e-02 9.398977e-03
[89,] 0.9936551 1.268978e-02 6.344889e-03
[90,] 0.9929117 1.417660e-02 7.088299e-03
[91,] 0.9996162 7.675376e-04 3.837688e-04
[92,] 0.9995278 9.444724e-04 4.722362e-04
[93,] 0.9996528 6.943540e-04 3.471770e-04
[94,] 0.9995663 8.673661e-04 4.336831e-04
[95,] 0.9994274 1.145250e-03 5.726251e-04
[96,] 0.9998123 3.753525e-04 1.876762e-04
[97,] 0.9997543 4.913939e-04 2.456970e-04
[98,] 0.9996947 6.105449e-04 3.052724e-04
[99,] 0.9995871 8.258404e-04 4.129202e-04
[100,] 0.9995300 9.400084e-04 4.700042e-04
[101,] 0.9994081 1.183757e-03 5.918785e-04
[102,] 0.9996227 7.546732e-04 3.773366e-04
[103,] 0.9995123 9.754926e-04 4.877463e-04
[104,] 0.9993512 1.297687e-03 6.488433e-04
[105,] 0.9996439 7.122157e-04 3.561078e-04
[106,] 0.9995431 9.137629e-04 4.568815e-04
[107,] 0.9993912 1.217630e-03 6.088151e-04
[108,] 0.9995988 8.024458e-04 4.012229e-04
[109,] 0.9994560 1.088081e-03 5.440407e-04
[110,] 0.9994577 1.084676e-03 5.423378e-04
[111,] 0.9997733 4.533334e-04 2.266667e-04
[112,] 0.9997002 5.995647e-04 2.997823e-04
[113,] 0.9996330 7.339170e-04 3.669585e-04
[114,] 0.9995078 9.843763e-04 4.921881e-04
[115,] 0.9996002 7.995582e-04 3.997791e-04
[116,] 0.9994639 1.072183e-03 5.360913e-04
[117,] 0.9999176 1.648997e-04 8.244984e-05
[118,] 0.9999721 5.577041e-05 2.788520e-05
[119,] 0.9999610 7.797254e-05 3.898627e-05
[120,] 0.9999456 1.088785e-04 5.443926e-05
[121,] 0.9999440 1.120195e-04 5.600976e-05
[122,] 0.9999313 1.374127e-04 6.870636e-05
[123,] 0.9999042 1.915088e-04 9.575441e-05
[124,] 0.9998678 2.643833e-04 1.321917e-04
[125,] 0.9999434 1.131467e-04 5.657337e-05
[126,] 0.9999209 1.581801e-04 7.909007e-05
[127,] 0.9999319 1.361004e-04 6.805021e-05
[128,] 0.9999344 1.312123e-04 6.560617e-05
[129,] 0.9999760 4.800321e-05 2.400161e-05
[130,] 0.9999660 6.803527e-05 3.401763e-05
[131,] 0.9999876 2.472004e-05 1.236002e-05
[132,] 0.9999843 3.140333e-05 1.570167e-05
[133,] 0.9999786 4.289798e-05 2.144899e-05
[134,] 0.9999748 5.033197e-05 2.516599e-05
[135,] 0.9999667 6.652013e-05 3.326006e-05
[136,] 0.9999596 8.086931e-05 4.043465e-05
[137,] 0.9999441 1.117290e-04 5.586448e-05
[138,] 0.9999229 1.542466e-04 7.712328e-05
[139,] 0.9998946 2.108759e-04 1.054380e-04
[140,] 0.9998679 2.641915e-04 1.320958e-04
[141,] 0.9998166 3.667009e-04 1.833505e-04
[142,] 0.9997643 4.714415e-04 2.357208e-04
[143,] 0.9996935 6.129842e-04 3.064921e-04
[144,] 0.9997246 5.507629e-04 2.753814e-04
[145,] 0.9996298 7.403615e-04 3.701807e-04
[146,] 0.9995141 9.718883e-04 4.859442e-04
[147,] 0.9997915 4.170495e-04 2.085247e-04
[148,] 0.9997292 5.416222e-04 2.708111e-04
[149,] 0.9998583 2.834353e-04 1.417177e-04
[150,] 0.9998273 3.453860e-04 1.726930e-04
[151,] 0.9998285 3.429801e-04 1.714901e-04
[152,] 0.9997819 4.362173e-04 2.181087e-04
[153,] 0.9999726 5.471437e-05 2.735718e-05
[154,] 0.9999927 1.464178e-05 7.320889e-06
[155,] 0.9999892 2.165150e-05 1.082575e-05
[156,] 0.9999922 1.567020e-05 7.835102e-06
[157,] 0.9999973 5.328346e-06 2.664173e-06
[158,] 0.9999963 7.499221e-06 3.749611e-06
[159,] 0.9999965 7.060029e-06 3.530015e-06
[160,] 0.9999948 1.040532e-05 5.202661e-06
[161,] 0.9999924 1.516385e-05 7.581927e-06
[162,] 0.9999899 2.016455e-05 1.008228e-05
[163,] 0.9999998 3.583420e-07 1.791710e-07
[164,] 1.0000000 1.421110e-08 7.105550e-09
[165,] 1.0000000 2.142124e-08 1.071062e-08
[166,] 1.0000000 9.860687e-09 4.930343e-09
[167,] 1.0000000 9.527792e-09 4.763896e-09
[168,] 1.0000000 7.229444e-12 3.614722e-12
[169,] 1.0000000 9.484790e-13 4.742395e-13
[170,] 1.0000000 1.605074e-12 8.025368e-13
[171,] 1.0000000 2.882064e-12 1.441032e-12
[172,] 1.0000000 3.260893e-12 1.630447e-12
[173,] 1.0000000 1.261911e-12 6.309553e-13
[174,] 1.0000000 1.940459e-12 9.702294e-13
[175,] 1.0000000 2.880130e-13 1.440065e-13
[176,] 1.0000000 5.876571e-13 2.938286e-13
[177,] 1.0000000 3.703259e-13 1.851630e-13
[178,] 1.0000000 4.097185e-13 2.048593e-13
[179,] 1.0000000 7.454877e-13 3.727439e-13
[180,] 1.0000000 1.425933e-12 7.129666e-13
[181,] 1.0000000 2.853983e-12 1.426992e-12
[182,] 1.0000000 1.494542e-12 7.472711e-13
[183,] 1.0000000 2.869278e-12 1.434639e-12
[184,] 1.0000000 1.256933e-12 6.284666e-13
[185,] 1.0000000 1.729117e-12 8.645583e-13
[186,] 1.0000000 3.160984e-12 1.580492e-12
[187,] 1.0000000 6.217062e-12 3.108531e-12
[188,] 1.0000000 8.263264e-12 4.131632e-12
[189,] 1.0000000 1.477942e-11 7.389709e-12
[190,] 1.0000000 2.955027e-11 1.477514e-11
[191,] 1.0000000 5.335221e-11 2.667611e-11
[192,] 1.0000000 1.041786e-10 5.208930e-11
[193,] 1.0000000 1.849379e-10 9.246895e-11
[194,] 1.0000000 3.065125e-10 1.532562e-10
[195,] 1.0000000 5.758442e-10 2.879221e-10
[196,] 1.0000000 7.342644e-10 3.671322e-10
[197,] 1.0000000 1.255898e-09 6.279491e-10
[198,] 1.0000000 2.316325e-09 1.158162e-09
[199,] 1.0000000 3.544032e-09 1.772016e-09
[200,] 1.0000000 5.856809e-09 2.928404e-09
[201,] 1.0000000 2.490200e-11 1.245100e-11
[202,] 1.0000000 1.072929e-11 5.364645e-12
[203,] 1.0000000 1.341478e-11 6.707392e-12
[204,] 1.0000000 1.681449e-11 8.407247e-12
[205,] 1.0000000 8.977264e-12 4.488632e-12
[206,] 1.0000000 1.880474e-11 9.402370e-12
[207,] 1.0000000 3.846465e-11 1.923233e-11
[208,] 1.0000000 7.264648e-11 3.632324e-11
[209,] 1.0000000 1.224683e-10 6.123417e-11
[210,] 1.0000000 1.828175e-10 9.140877e-11
[211,] 1.0000000 3.835341e-10 1.917670e-10
[212,] 1.0000000 7.899980e-10 3.949990e-10
[213,] 1.0000000 7.921018e-10 3.960509e-10
[214,] 1.0000000 1.615221e-09 8.076104e-10
[215,] 1.0000000 3.208056e-09 1.604028e-09
[216,] 1.0000000 5.658373e-09 2.829186e-09
[217,] 1.0000000 1.139797e-08 5.698984e-09
[218,] 1.0000000 1.571980e-08 7.859902e-09
[219,] 1.0000000 1.823651e-08 9.118254e-09
[220,] 1.0000000 2.914296e-08 1.457148e-08
[221,] 1.0000000 3.156597e-08 1.578299e-08
[222,] 1.0000000 5.489097e-08 2.744549e-08
[223,] 1.0000000 8.626258e-08 4.313129e-08
[224,] 1.0000000 9.534837e-08 4.767418e-08
[225,] 0.9999999 1.865968e-07 9.329840e-08
[226,] 0.9999998 3.631407e-07 1.815703e-07
[227,] 0.9999997 6.561869e-07 3.280934e-07
[228,] 0.9999997 6.521128e-07 3.260564e-07
[229,] 0.9999998 4.209211e-07 2.104605e-07
[230,] 1.0000000 2.123710e-09 1.061855e-09
[231,] 1.0000000 2.733595e-09 1.366798e-09
[232,] 1.0000000 6.306496e-09 3.153248e-09
[233,] 1.0000000 3.805627e-09 1.902813e-09
[234,] 1.0000000 5.163640e-09 2.581820e-09
[235,] 1.0000000 4.506862e-09 2.253431e-09
[236,] 1.0000000 4.833487e-10 2.416744e-10
[237,] 1.0000000 6.805473e-10 3.402737e-10
[238,] 1.0000000 1.745355e-09 8.726775e-10
[239,] 1.0000000 4.131243e-09 2.065621e-09
[240,] 1.0000000 9.544673e-09 4.772336e-09
[241,] 1.0000000 1.941309e-08 9.706547e-09
[242,] 1.0000000 4.065873e-08 2.032936e-08
[243,] 1.0000000 7.549300e-08 3.774650e-08
[244,] 1.0000000 4.069580e-08 2.034790e-08
[245,] 1.0000000 9.613056e-08 4.806528e-08
[246,] 0.9999999 2.081849e-07 1.040924e-07
[247,] 0.9999998 4.680418e-07 2.340209e-07
[248,] 0.9999995 9.713680e-07 4.856840e-07
[249,] 0.9999989 2.147528e-06 1.073764e-06
[250,] 0.9999985 3.028384e-06 1.514192e-06
[251,] 0.9999969 6.247520e-06 3.123760e-06
[252,] 0.9999928 1.435567e-05 7.177836e-06
[253,] 0.9999895 2.107940e-05 1.053970e-05
[254,] 0.9999895 2.102879e-05 1.051439e-05
[255,] 0.9999772 4.563238e-05 2.281619e-05
[256,] 0.9999490 1.020026e-04 5.100131e-05
[257,] 0.9999299 1.401922e-04 7.009610e-05
[258,] 0.9999091 1.818519e-04 9.092594e-05
[259,] 0.9998003 3.993912e-04 1.996956e-04
[260,] 0.9998697 2.606432e-04 1.303216e-04
[261,] 0.9998524 2.951397e-04 1.475699e-04
[262,] 0.9999786 4.281680e-05 2.140840e-05
[263,] 0.9999743 5.133172e-05 2.566586e-05
[264,] 0.9999242 1.516361e-04 7.581806e-05
[265,] 0.9997814 4.372442e-04 2.186221e-04
[266,] 0.9994174 1.165224e-03 5.826122e-04
[267,] 0.9984396 3.120717e-03 1.560358e-03
[268,] 0.9960160 7.967917e-03 3.983959e-03
[269,] 0.9959430 8.113909e-03 4.056955e-03
[270,] 0.9901754 1.964926e-02 9.824629e-03
[271,] 0.9857922 2.841557e-02 1.420778e-02
[272,] 0.9641457 7.170865e-02 3.585432e-02
[273,] 0.9513827 9.723455e-02 4.861727e-02
[274,] 0.8750105 2.499790e-01 1.249895e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1nw1v1356094848.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/2hfkh1356094848.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3mvbo1356094848.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4ru3p1356094848.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/50npx1356094848.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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
31323.35815 -33159.95458 5436.85452 -57862.19451 7367.41469
6 7 8 9 10
-10979.19716 140644.62141 -11583.29978 11428.77592 24343.24195
11 12 13 14 15
24100.76889 25071.83325 -61654.24219 -2664.19576 37129.50424
16 17 18 19 20
3254.79638 -46001.11013 28626.39805 8949.45412 -23711.44597
21 22 23 24 25
-29804.22710 1191.07747 150966.83562 34387.08066 -55594.05041
26 27 28 29 30
-86937.19413 -34791.38120 -1740.27681 -1917.36940 1005.15961
31 32 33 34 35
17891.24545 3193.49944 5835.90835 6395.17223 -30174.25539
36 37 38 39 40
62906.13683 19409.76067 49754.40456 96823.12251 -6148.85649
41 42 43 44 45
4769.09478 26291.22774 -33401.24741 -6882.00910 52295.88788
46 47 48 49 50
-12043.52514 -4561.33648 32.96061 -3007.12646 -3875.75150
51 52 53 54 55
131330.87121 -13614.68827 -32179.17241 18621.07487 -29514.35714
56 57 58 59 60
-15584.80269 -8893.72689 -23638.88959 -491.65746 -4567.86416
61 62 63 64 65
57143.80302 8671.06507 72805.68577 14251.87879 -16709.85929
66 67 68 69 70
-15201.95712 22531.91204 21391.05730 11365.94009 -7337.31855
71 72 73 74 75
37877.16956 58870.79069 12190.07425 -55912.24446 -48037.62947
76 77 78 79 80
-30886.90193 -86650.38751 -9422.67130 -13856.74145 7336.91562
81 82 83 84 85
11811.05423 -63232.75501 45359.32643 42075.66373 -21619.83288
86 87 88 89 90
-57937.13453 -10150.07141 -3150.40606 84193.68656 20435.52991
91 92 93 94 95
-19057.43206 -4042.05552 21873.49505 -25788.52159 -3231.03288
96 97 98 99 100
62958.93415 24895.50958 -130562.22948 21607.78327 -55735.36183
101 102 103 104 105
22032.90495 11926.84530 81995.80507 17094.33687 20381.76690
106 107 108 109 110
-9294.43773 -32591.51406 -15464.41348 58313.41350 -17523.72911
111 112 113 114 115
7404.34264 -64015.05475 -12980.46607 -5042.43392 -59224.79308
116 117 118 119 120
2478.33434 -38928.98336 75576.00678 -9602.46264 -20351.41443
121 122 123 124 125
-4328.09977 -46201.19493 -2472.05042 -97077.05038 75565.48592
126 127 128 129 130
11056.51538 8246.29409 -33246.19314 -24266.36223 1783.31959
131 132 133 134 135
-1554.12911 -66772.46807 2321.23005 -42470.79406 -36064.14609
136 137 138 139 140
73209.04451 4206.31407 70809.36559 -23440.44361 -14450.39044
141 142 143 144 145
-26330.03995 -16748.13609 25794.42303 9731.31259 10590.85025
146 147 148 149 150
-13023.59300 -20023.38868 2368.40627 -17979.08102 16497.42609
151 152 153 154 155
42253.73655 9748.37761 -12871.72138 68465.69720 -19127.59125
156 157 158 159 160
54945.50809 19537.20871 36256.09360 -20900.34273 -85726.75405
161 162 163 164 165
73671.19923 -3046.99915 -37393.00654 55972.54010 -20058.04526
166 167 168 169 170
14691.80581 -12264.41056 732.34664 -21246.54943 111199.87980
171 172 173 174 175
74450.32041 -27650.43193 44719.81973 -5844.88308 -144963.37254
176 177 178 179 180
61199.17884 -1584.81080 9523.23663 -45879.34452 41612.67032
181 182 183 184 185
-21725.55932 -62700.77011 2570.12982 27151.47100 9431.34569
186 187 188 189 190
-4210.70611 11016.22957 11947.79440 37443.73253 -21256.75522
191 192 193 194 195
27273.65395 21045.76776 -17222.96344 -9049.37074 10561.72194
196 197 198 199 200
3418.31742 -1092.29205 11905.42349 -8352.00725 -15718.21055
201 202 203 204 205
-18549.12372 -16797.56888 16213.85138 8035.23417 383.67709
206 207 208 209 210
-19473.28511 -19821.18101 77792.77623 28263.83490 8115.94035
211 212 213 214 215
18861.91421 23144.27854 -9492.82519 -15758.07602 -8873.30148
216 217 218 219 220
-12017.67358 -24361.13351 472.20734 -7960.48334 29014.41664
221 222 223 224 225
-12674.97814 -4361.50474 -32484.07233 -4159.86847 -14837.53386
226 227 228 229 230
4529.33874 10052.39861 -36820.01740 -33059.67018 -25603.03264
231 232 233 234 235
-15098.62516 -11936.19428 -11163.82835 -9683.09380 -38085.69156
236 237 238 239 240
-49592.30082 71730.82567 -22093.80224 -5710.70099 -30624.45241
241 242 243 244 245
19304.75166 -46022.92511 -50984.19439 -18914.96229 -2629.65981
246 247 248 249 250
1667.99304 -21558.10394 16608.93663 11126.72336 -14113.53810
251 252 253 254 255
24358.56461 -7516.42403 -4331.48330 5641.17585 1818.86953
256 257 258 259 260
707.21037 -21188.94139 589.46418 -7566.92863 -15483.84160
261 262 263 264 265
-16305.72685 -18962.43953 6552.46673 -24982.84916 -21167.23136
266 267 268 269 270
-984.20443 -39947.04441 -28923.00473 34492.03921 -30376.94198
271 272 273 274 275
-582.93032 -951.53522 19559.93518 -10704.39010 -2199.48107
276 277 278 279 280
-28016.73222 11809.51417 -3865.13472 -515.35867 21274.97146
281 282 283 284 285
-868.32014 17980.04220 19540.31111 12812.97686 5447.17342
286 287 288 289
-13498.69658 6056.46035 -20909.93712 15509.05056
> postscript(file="/var/wessaorg/rcomp/tmp/60sw91356094848.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 31323.35815 NA
1 -33159.95458 31323.35815
2 5436.85452 -33159.95458
3 -57862.19451 5436.85452
4 7367.41469 -57862.19451
5 -10979.19716 7367.41469
6 140644.62141 -10979.19716
7 -11583.29978 140644.62141
8 11428.77592 -11583.29978
9 24343.24195 11428.77592
10 24100.76889 24343.24195
11 25071.83325 24100.76889
12 -61654.24219 25071.83325
13 -2664.19576 -61654.24219
14 37129.50424 -2664.19576
15 3254.79638 37129.50424
16 -46001.11013 3254.79638
17 28626.39805 -46001.11013
18 8949.45412 28626.39805
19 -23711.44597 8949.45412
20 -29804.22710 -23711.44597
21 1191.07747 -29804.22710
22 150966.83562 1191.07747
23 34387.08066 150966.83562
24 -55594.05041 34387.08066
25 -86937.19413 -55594.05041
26 -34791.38120 -86937.19413
27 -1740.27681 -34791.38120
28 -1917.36940 -1740.27681
29 1005.15961 -1917.36940
30 17891.24545 1005.15961
31 3193.49944 17891.24545
32 5835.90835 3193.49944
33 6395.17223 5835.90835
34 -30174.25539 6395.17223
35 62906.13683 -30174.25539
36 19409.76067 62906.13683
37 49754.40456 19409.76067
38 96823.12251 49754.40456
39 -6148.85649 96823.12251
40 4769.09478 -6148.85649
41 26291.22774 4769.09478
42 -33401.24741 26291.22774
43 -6882.00910 -33401.24741
44 52295.88788 -6882.00910
45 -12043.52514 52295.88788
46 -4561.33648 -12043.52514
47 32.96061 -4561.33648
48 -3007.12646 32.96061
49 -3875.75150 -3007.12646
50 131330.87121 -3875.75150
51 -13614.68827 131330.87121
52 -32179.17241 -13614.68827
53 18621.07487 -32179.17241
54 -29514.35714 18621.07487
55 -15584.80269 -29514.35714
56 -8893.72689 -15584.80269
57 -23638.88959 -8893.72689
58 -491.65746 -23638.88959
59 -4567.86416 -491.65746
60 57143.80302 -4567.86416
61 8671.06507 57143.80302
62 72805.68577 8671.06507
63 14251.87879 72805.68577
64 -16709.85929 14251.87879
65 -15201.95712 -16709.85929
66 22531.91204 -15201.95712
67 21391.05730 22531.91204
68 11365.94009 21391.05730
69 -7337.31855 11365.94009
70 37877.16956 -7337.31855
71 58870.79069 37877.16956
72 12190.07425 58870.79069
73 -55912.24446 12190.07425
74 -48037.62947 -55912.24446
75 -30886.90193 -48037.62947
76 -86650.38751 -30886.90193
77 -9422.67130 -86650.38751
78 -13856.74145 -9422.67130
79 7336.91562 -13856.74145
80 11811.05423 7336.91562
81 -63232.75501 11811.05423
82 45359.32643 -63232.75501
83 42075.66373 45359.32643
84 -21619.83288 42075.66373
85 -57937.13453 -21619.83288
86 -10150.07141 -57937.13453
87 -3150.40606 -10150.07141
88 84193.68656 -3150.40606
89 20435.52991 84193.68656
90 -19057.43206 20435.52991
91 -4042.05552 -19057.43206
92 21873.49505 -4042.05552
93 -25788.52159 21873.49505
94 -3231.03288 -25788.52159
95 62958.93415 -3231.03288
96 24895.50958 62958.93415
97 -130562.22948 24895.50958
98 21607.78327 -130562.22948
99 -55735.36183 21607.78327
100 22032.90495 -55735.36183
101 11926.84530 22032.90495
102 81995.80507 11926.84530
103 17094.33687 81995.80507
104 20381.76690 17094.33687
105 -9294.43773 20381.76690
106 -32591.51406 -9294.43773
107 -15464.41348 -32591.51406
108 58313.41350 -15464.41348
109 -17523.72911 58313.41350
110 7404.34264 -17523.72911
111 -64015.05475 7404.34264
112 -12980.46607 -64015.05475
113 -5042.43392 -12980.46607
114 -59224.79308 -5042.43392
115 2478.33434 -59224.79308
116 -38928.98336 2478.33434
117 75576.00678 -38928.98336
118 -9602.46264 75576.00678
119 -20351.41443 -9602.46264
120 -4328.09977 -20351.41443
121 -46201.19493 -4328.09977
122 -2472.05042 -46201.19493
123 -97077.05038 -2472.05042
124 75565.48592 -97077.05038
125 11056.51538 75565.48592
126 8246.29409 11056.51538
127 -33246.19314 8246.29409
128 -24266.36223 -33246.19314
129 1783.31959 -24266.36223
130 -1554.12911 1783.31959
131 -66772.46807 -1554.12911
132 2321.23005 -66772.46807
133 -42470.79406 2321.23005
134 -36064.14609 -42470.79406
135 73209.04451 -36064.14609
136 4206.31407 73209.04451
137 70809.36559 4206.31407
138 -23440.44361 70809.36559
139 -14450.39044 -23440.44361
140 -26330.03995 -14450.39044
141 -16748.13609 -26330.03995
142 25794.42303 -16748.13609
143 9731.31259 25794.42303
144 10590.85025 9731.31259
145 -13023.59300 10590.85025
146 -20023.38868 -13023.59300
147 2368.40627 -20023.38868
148 -17979.08102 2368.40627
149 16497.42609 -17979.08102
150 42253.73655 16497.42609
151 9748.37761 42253.73655
152 -12871.72138 9748.37761
153 68465.69720 -12871.72138
154 -19127.59125 68465.69720
155 54945.50809 -19127.59125
156 19537.20871 54945.50809
157 36256.09360 19537.20871
158 -20900.34273 36256.09360
159 -85726.75405 -20900.34273
160 73671.19923 -85726.75405
161 -3046.99915 73671.19923
162 -37393.00654 -3046.99915
163 55972.54010 -37393.00654
164 -20058.04526 55972.54010
165 14691.80581 -20058.04526
166 -12264.41056 14691.80581
167 732.34664 -12264.41056
168 -21246.54943 732.34664
169 111199.87980 -21246.54943
170 74450.32041 111199.87980
171 -27650.43193 74450.32041
172 44719.81973 -27650.43193
173 -5844.88308 44719.81973
174 -144963.37254 -5844.88308
175 61199.17884 -144963.37254
176 -1584.81080 61199.17884
177 9523.23663 -1584.81080
178 -45879.34452 9523.23663
179 41612.67032 -45879.34452
180 -21725.55932 41612.67032
181 -62700.77011 -21725.55932
182 2570.12982 -62700.77011
183 27151.47100 2570.12982
184 9431.34569 27151.47100
185 -4210.70611 9431.34569
186 11016.22957 -4210.70611
187 11947.79440 11016.22957
188 37443.73253 11947.79440
189 -21256.75522 37443.73253
190 27273.65395 -21256.75522
191 21045.76776 27273.65395
192 -17222.96344 21045.76776
193 -9049.37074 -17222.96344
194 10561.72194 -9049.37074
195 3418.31742 10561.72194
196 -1092.29205 3418.31742
197 11905.42349 -1092.29205
198 -8352.00725 11905.42349
199 -15718.21055 -8352.00725
200 -18549.12372 -15718.21055
201 -16797.56888 -18549.12372
202 16213.85138 -16797.56888
203 8035.23417 16213.85138
204 383.67709 8035.23417
205 -19473.28511 383.67709
206 -19821.18101 -19473.28511
207 77792.77623 -19821.18101
208 28263.83490 77792.77623
209 8115.94035 28263.83490
210 18861.91421 8115.94035
211 23144.27854 18861.91421
212 -9492.82519 23144.27854
213 -15758.07602 -9492.82519
214 -8873.30148 -15758.07602
215 -12017.67358 -8873.30148
216 -24361.13351 -12017.67358
217 472.20734 -24361.13351
218 -7960.48334 472.20734
219 29014.41664 -7960.48334
220 -12674.97814 29014.41664
221 -4361.50474 -12674.97814
222 -32484.07233 -4361.50474
223 -4159.86847 -32484.07233
224 -14837.53386 -4159.86847
225 4529.33874 -14837.53386
226 10052.39861 4529.33874
227 -36820.01740 10052.39861
228 -33059.67018 -36820.01740
229 -25603.03264 -33059.67018
230 -15098.62516 -25603.03264
231 -11936.19428 -15098.62516
232 -11163.82835 -11936.19428
233 -9683.09380 -11163.82835
234 -38085.69156 -9683.09380
235 -49592.30082 -38085.69156
236 71730.82567 -49592.30082
237 -22093.80224 71730.82567
238 -5710.70099 -22093.80224
239 -30624.45241 -5710.70099
240 19304.75166 -30624.45241
241 -46022.92511 19304.75166
242 -50984.19439 -46022.92511
243 -18914.96229 -50984.19439
244 -2629.65981 -18914.96229
245 1667.99304 -2629.65981
246 -21558.10394 1667.99304
247 16608.93663 -21558.10394
248 11126.72336 16608.93663
249 -14113.53810 11126.72336
250 24358.56461 -14113.53810
251 -7516.42403 24358.56461
252 -4331.48330 -7516.42403
253 5641.17585 -4331.48330
254 1818.86953 5641.17585
255 707.21037 1818.86953
256 -21188.94139 707.21037
257 589.46418 -21188.94139
258 -7566.92863 589.46418
259 -15483.84160 -7566.92863
260 -16305.72685 -15483.84160
261 -18962.43953 -16305.72685
262 6552.46673 -18962.43953
263 -24982.84916 6552.46673
264 -21167.23136 -24982.84916
265 -984.20443 -21167.23136
266 -39947.04441 -984.20443
267 -28923.00473 -39947.04441
268 34492.03921 -28923.00473
269 -30376.94198 34492.03921
270 -582.93032 -30376.94198
271 -951.53522 -582.93032
272 19559.93518 -951.53522
273 -10704.39010 19559.93518
274 -2199.48107 -10704.39010
275 -28016.73222 -2199.48107
276 11809.51417 -28016.73222
277 -3865.13472 11809.51417
278 -515.35867 -3865.13472
279 21274.97146 -515.35867
280 -868.32014 21274.97146
281 17980.04220 -868.32014
282 19540.31111 17980.04220
283 12812.97686 19540.31111
284 5447.17342 12812.97686
285 -13498.69658 5447.17342
286 6056.46035 -13498.69658
287 -20909.93712 6056.46035
288 15509.05056 -20909.93712
289 NA 15509.05056
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -33159.95458 31323.35815
[2,] 5436.85452 -33159.95458
[3,] -57862.19451 5436.85452
[4,] 7367.41469 -57862.19451
[5,] -10979.19716 7367.41469
[6,] 140644.62141 -10979.19716
[7,] -11583.29978 140644.62141
[8,] 11428.77592 -11583.29978
[9,] 24343.24195 11428.77592
[10,] 24100.76889 24343.24195
[11,] 25071.83325 24100.76889
[12,] -61654.24219 25071.83325
[13,] -2664.19576 -61654.24219
[14,] 37129.50424 -2664.19576
[15,] 3254.79638 37129.50424
[16,] -46001.11013 3254.79638
[17,] 28626.39805 -46001.11013
[18,] 8949.45412 28626.39805
[19,] -23711.44597 8949.45412
[20,] -29804.22710 -23711.44597
[21,] 1191.07747 -29804.22710
[22,] 150966.83562 1191.07747
[23,] 34387.08066 150966.83562
[24,] -55594.05041 34387.08066
[25,] -86937.19413 -55594.05041
[26,] -34791.38120 -86937.19413
[27,] -1740.27681 -34791.38120
[28,] -1917.36940 -1740.27681
[29,] 1005.15961 -1917.36940
[30,] 17891.24545 1005.15961
[31,] 3193.49944 17891.24545
[32,] 5835.90835 3193.49944
[33,] 6395.17223 5835.90835
[34,] -30174.25539 6395.17223
[35,] 62906.13683 -30174.25539
[36,] 19409.76067 62906.13683
[37,] 49754.40456 19409.76067
[38,] 96823.12251 49754.40456
[39,] -6148.85649 96823.12251
[40,] 4769.09478 -6148.85649
[41,] 26291.22774 4769.09478
[42,] -33401.24741 26291.22774
[43,] -6882.00910 -33401.24741
[44,] 52295.88788 -6882.00910
[45,] -12043.52514 52295.88788
[46,] -4561.33648 -12043.52514
[47,] 32.96061 -4561.33648
[48,] -3007.12646 32.96061
[49,] -3875.75150 -3007.12646
[50,] 131330.87121 -3875.75150
[51,] -13614.68827 131330.87121
[52,] -32179.17241 -13614.68827
[53,] 18621.07487 -32179.17241
[54,] -29514.35714 18621.07487
[55,] -15584.80269 -29514.35714
[56,] -8893.72689 -15584.80269
[57,] -23638.88959 -8893.72689
[58,] -491.65746 -23638.88959
[59,] -4567.86416 -491.65746
[60,] 57143.80302 -4567.86416
[61,] 8671.06507 57143.80302
[62,] 72805.68577 8671.06507
[63,] 14251.87879 72805.68577
[64,] -16709.85929 14251.87879
[65,] -15201.95712 -16709.85929
[66,] 22531.91204 -15201.95712
[67,] 21391.05730 22531.91204
[68,] 11365.94009 21391.05730
[69,] -7337.31855 11365.94009
[70,] 37877.16956 -7337.31855
[71,] 58870.79069 37877.16956
[72,] 12190.07425 58870.79069
[73,] -55912.24446 12190.07425
[74,] -48037.62947 -55912.24446
[75,] -30886.90193 -48037.62947
[76,] -86650.38751 -30886.90193
[77,] -9422.67130 -86650.38751
[78,] -13856.74145 -9422.67130
[79,] 7336.91562 -13856.74145
[80,] 11811.05423 7336.91562
[81,] -63232.75501 11811.05423
[82,] 45359.32643 -63232.75501
[83,] 42075.66373 45359.32643
[84,] -21619.83288 42075.66373
[85,] -57937.13453 -21619.83288
[86,] -10150.07141 -57937.13453
[87,] -3150.40606 -10150.07141
[88,] 84193.68656 -3150.40606
[89,] 20435.52991 84193.68656
[90,] -19057.43206 20435.52991
[91,] -4042.05552 -19057.43206
[92,] 21873.49505 -4042.05552
[93,] -25788.52159 21873.49505
[94,] -3231.03288 -25788.52159
[95,] 62958.93415 -3231.03288
[96,] 24895.50958 62958.93415
[97,] -130562.22948 24895.50958
[98,] 21607.78327 -130562.22948
[99,] -55735.36183 21607.78327
[100,] 22032.90495 -55735.36183
[101,] 11926.84530 22032.90495
[102,] 81995.80507 11926.84530
[103,] 17094.33687 81995.80507
[104,] 20381.76690 17094.33687
[105,] -9294.43773 20381.76690
[106,] -32591.51406 -9294.43773
[107,] -15464.41348 -32591.51406
[108,] 58313.41350 -15464.41348
[109,] -17523.72911 58313.41350
[110,] 7404.34264 -17523.72911
[111,] -64015.05475 7404.34264
[112,] -12980.46607 -64015.05475
[113,] -5042.43392 -12980.46607
[114,] -59224.79308 -5042.43392
[115,] 2478.33434 -59224.79308
[116,] -38928.98336 2478.33434
[117,] 75576.00678 -38928.98336
[118,] -9602.46264 75576.00678
[119,] -20351.41443 -9602.46264
[120,] -4328.09977 -20351.41443
[121,] -46201.19493 -4328.09977
[122,] -2472.05042 -46201.19493
[123,] -97077.05038 -2472.05042
[124,] 75565.48592 -97077.05038
[125,] 11056.51538 75565.48592
[126,] 8246.29409 11056.51538
[127,] -33246.19314 8246.29409
[128,] -24266.36223 -33246.19314
[129,] 1783.31959 -24266.36223
[130,] -1554.12911 1783.31959
[131,] -66772.46807 -1554.12911
[132,] 2321.23005 -66772.46807
[133,] -42470.79406 2321.23005
[134,] -36064.14609 -42470.79406
[135,] 73209.04451 -36064.14609
[136,] 4206.31407 73209.04451
[137,] 70809.36559 4206.31407
[138,] -23440.44361 70809.36559
[139,] -14450.39044 -23440.44361
[140,] -26330.03995 -14450.39044
[141,] -16748.13609 -26330.03995
[142,] 25794.42303 -16748.13609
[143,] 9731.31259 25794.42303
[144,] 10590.85025 9731.31259
[145,] -13023.59300 10590.85025
[146,] -20023.38868 -13023.59300
[147,] 2368.40627 -20023.38868
[148,] -17979.08102 2368.40627
[149,] 16497.42609 -17979.08102
[150,] 42253.73655 16497.42609
[151,] 9748.37761 42253.73655
[152,] -12871.72138 9748.37761
[153,] 68465.69720 -12871.72138
[154,] -19127.59125 68465.69720
[155,] 54945.50809 -19127.59125
[156,] 19537.20871 54945.50809
[157,] 36256.09360 19537.20871
[158,] -20900.34273 36256.09360
[159,] -85726.75405 -20900.34273
[160,] 73671.19923 -85726.75405
[161,] -3046.99915 73671.19923
[162,] -37393.00654 -3046.99915
[163,] 55972.54010 -37393.00654
[164,] -20058.04526 55972.54010
[165,] 14691.80581 -20058.04526
[166,] -12264.41056 14691.80581
[167,] 732.34664 -12264.41056
[168,] -21246.54943 732.34664
[169,] 111199.87980 -21246.54943
[170,] 74450.32041 111199.87980
[171,] -27650.43193 74450.32041
[172,] 44719.81973 -27650.43193
[173,] -5844.88308 44719.81973
[174,] -144963.37254 -5844.88308
[175,] 61199.17884 -144963.37254
[176,] -1584.81080 61199.17884
[177,] 9523.23663 -1584.81080
[178,] -45879.34452 9523.23663
[179,] 41612.67032 -45879.34452
[180,] -21725.55932 41612.67032
[181,] -62700.77011 -21725.55932
[182,] 2570.12982 -62700.77011
[183,] 27151.47100 2570.12982
[184,] 9431.34569 27151.47100
[185,] -4210.70611 9431.34569
[186,] 11016.22957 -4210.70611
[187,] 11947.79440 11016.22957
[188,] 37443.73253 11947.79440
[189,] -21256.75522 37443.73253
[190,] 27273.65395 -21256.75522
[191,] 21045.76776 27273.65395
[192,] -17222.96344 21045.76776
[193,] -9049.37074 -17222.96344
[194,] 10561.72194 -9049.37074
[195,] 3418.31742 10561.72194
[196,] -1092.29205 3418.31742
[197,] 11905.42349 -1092.29205
[198,] -8352.00725 11905.42349
[199,] -15718.21055 -8352.00725
[200,] -18549.12372 -15718.21055
[201,] -16797.56888 -18549.12372
[202,] 16213.85138 -16797.56888
[203,] 8035.23417 16213.85138
[204,] 383.67709 8035.23417
[205,] -19473.28511 383.67709
[206,] -19821.18101 -19473.28511
[207,] 77792.77623 -19821.18101
[208,] 28263.83490 77792.77623
[209,] 8115.94035 28263.83490
[210,] 18861.91421 8115.94035
[211,] 23144.27854 18861.91421
[212,] -9492.82519 23144.27854
[213,] -15758.07602 -9492.82519
[214,] -8873.30148 -15758.07602
[215,] -12017.67358 -8873.30148
[216,] -24361.13351 -12017.67358
[217,] 472.20734 -24361.13351
[218,] -7960.48334 472.20734
[219,] 29014.41664 -7960.48334
[220,] -12674.97814 29014.41664
[221,] -4361.50474 -12674.97814
[222,] -32484.07233 -4361.50474
[223,] -4159.86847 -32484.07233
[224,] -14837.53386 -4159.86847
[225,] 4529.33874 -14837.53386
[226,] 10052.39861 4529.33874
[227,] -36820.01740 10052.39861
[228,] -33059.67018 -36820.01740
[229,] -25603.03264 -33059.67018
[230,] -15098.62516 -25603.03264
[231,] -11936.19428 -15098.62516
[232,] -11163.82835 -11936.19428
[233,] -9683.09380 -11163.82835
[234,] -38085.69156 -9683.09380
[235,] -49592.30082 -38085.69156
[236,] 71730.82567 -49592.30082
[237,] -22093.80224 71730.82567
[238,] -5710.70099 -22093.80224
[239,] -30624.45241 -5710.70099
[240,] 19304.75166 -30624.45241
[241,] -46022.92511 19304.75166
[242,] -50984.19439 -46022.92511
[243,] -18914.96229 -50984.19439
[244,] -2629.65981 -18914.96229
[245,] 1667.99304 -2629.65981
[246,] -21558.10394 1667.99304
[247,] 16608.93663 -21558.10394
[248,] 11126.72336 16608.93663
[249,] -14113.53810 11126.72336
[250,] 24358.56461 -14113.53810
[251,] -7516.42403 24358.56461
[252,] -4331.48330 -7516.42403
[253,] 5641.17585 -4331.48330
[254,] 1818.86953 5641.17585
[255,] 707.21037 1818.86953
[256,] -21188.94139 707.21037
[257,] 589.46418 -21188.94139
[258,] -7566.92863 589.46418
[259,] -15483.84160 -7566.92863
[260,] -16305.72685 -15483.84160
[261,] -18962.43953 -16305.72685
[262,] 6552.46673 -18962.43953
[263,] -24982.84916 6552.46673
[264,] -21167.23136 -24982.84916
[265,] -984.20443 -21167.23136
[266,] -39947.04441 -984.20443
[267,] -28923.00473 -39947.04441
[268,] 34492.03921 -28923.00473
[269,] -30376.94198 34492.03921
[270,] -582.93032 -30376.94198
[271,] -951.53522 -582.93032
[272,] 19559.93518 -951.53522
[273,] -10704.39010 19559.93518
[274,] -2199.48107 -10704.39010
[275,] -28016.73222 -2199.48107
[276,] 11809.51417 -28016.73222
[277,] -3865.13472 11809.51417
[278,] -515.35867 -3865.13472
[279,] 21274.97146 -515.35867
[280,] -868.32014 21274.97146
[281,] 17980.04220 -868.32014
[282,] 19540.31111 17980.04220
[283,] 12812.97686 19540.31111
[284,] 5447.17342 12812.97686
[285,] -13498.69658 5447.17342
[286,] 6056.46035 -13498.69658
[287,] -20909.93712 6056.46035
[288,] 15509.05056 -20909.93712
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -33159.95458 31323.35815
2 5436.85452 -33159.95458
3 -57862.19451 5436.85452
4 7367.41469 -57862.19451
5 -10979.19716 7367.41469
6 140644.62141 -10979.19716
7 -11583.29978 140644.62141
8 11428.77592 -11583.29978
9 24343.24195 11428.77592
10 24100.76889 24343.24195
11 25071.83325 24100.76889
12 -61654.24219 25071.83325
13 -2664.19576 -61654.24219
14 37129.50424 -2664.19576
15 3254.79638 37129.50424
16 -46001.11013 3254.79638
17 28626.39805 -46001.11013
18 8949.45412 28626.39805
19 -23711.44597 8949.45412
20 -29804.22710 -23711.44597
21 1191.07747 -29804.22710
22 150966.83562 1191.07747
23 34387.08066 150966.83562
24 -55594.05041 34387.08066
25 -86937.19413 -55594.05041
26 -34791.38120 -86937.19413
27 -1740.27681 -34791.38120
28 -1917.36940 -1740.27681
29 1005.15961 -1917.36940
30 17891.24545 1005.15961
31 3193.49944 17891.24545
32 5835.90835 3193.49944
33 6395.17223 5835.90835
34 -30174.25539 6395.17223
35 62906.13683 -30174.25539
36 19409.76067 62906.13683
37 49754.40456 19409.76067
38 96823.12251 49754.40456
39 -6148.85649 96823.12251
40 4769.09478 -6148.85649
41 26291.22774 4769.09478
42 -33401.24741 26291.22774
43 -6882.00910 -33401.24741
44 52295.88788 -6882.00910
45 -12043.52514 52295.88788
46 -4561.33648 -12043.52514
47 32.96061 -4561.33648
48 -3007.12646 32.96061
49 -3875.75150 -3007.12646
50 131330.87121 -3875.75150
51 -13614.68827 131330.87121
52 -32179.17241 -13614.68827
53 18621.07487 -32179.17241
54 -29514.35714 18621.07487
55 -15584.80269 -29514.35714
56 -8893.72689 -15584.80269
57 -23638.88959 -8893.72689
58 -491.65746 -23638.88959
59 -4567.86416 -491.65746
60 57143.80302 -4567.86416
61 8671.06507 57143.80302
62 72805.68577 8671.06507
63 14251.87879 72805.68577
64 -16709.85929 14251.87879
65 -15201.95712 -16709.85929
66 22531.91204 -15201.95712
67 21391.05730 22531.91204
68 11365.94009 21391.05730
69 -7337.31855 11365.94009
70 37877.16956 -7337.31855
71 58870.79069 37877.16956
72 12190.07425 58870.79069
73 -55912.24446 12190.07425
74 -48037.62947 -55912.24446
75 -30886.90193 -48037.62947
76 -86650.38751 -30886.90193
77 -9422.67130 -86650.38751
78 -13856.74145 -9422.67130
79 7336.91562 -13856.74145
80 11811.05423 7336.91562
81 -63232.75501 11811.05423
82 45359.32643 -63232.75501
83 42075.66373 45359.32643
84 -21619.83288 42075.66373
85 -57937.13453 -21619.83288
86 -10150.07141 -57937.13453
87 -3150.40606 -10150.07141
88 84193.68656 -3150.40606
89 20435.52991 84193.68656
90 -19057.43206 20435.52991
91 -4042.05552 -19057.43206
92 21873.49505 -4042.05552
93 -25788.52159 21873.49505
94 -3231.03288 -25788.52159
95 62958.93415 -3231.03288
96 24895.50958 62958.93415
97 -130562.22948 24895.50958
98 21607.78327 -130562.22948
99 -55735.36183 21607.78327
100 22032.90495 -55735.36183
101 11926.84530 22032.90495
102 81995.80507 11926.84530
103 17094.33687 81995.80507
104 20381.76690 17094.33687
105 -9294.43773 20381.76690
106 -32591.51406 -9294.43773
107 -15464.41348 -32591.51406
108 58313.41350 -15464.41348
109 -17523.72911 58313.41350
110 7404.34264 -17523.72911
111 -64015.05475 7404.34264
112 -12980.46607 -64015.05475
113 -5042.43392 -12980.46607
114 -59224.79308 -5042.43392
115 2478.33434 -59224.79308
116 -38928.98336 2478.33434
117 75576.00678 -38928.98336
118 -9602.46264 75576.00678
119 -20351.41443 -9602.46264
120 -4328.09977 -20351.41443
121 -46201.19493 -4328.09977
122 -2472.05042 -46201.19493
123 -97077.05038 -2472.05042
124 75565.48592 -97077.05038
125 11056.51538 75565.48592
126 8246.29409 11056.51538
127 -33246.19314 8246.29409
128 -24266.36223 -33246.19314
129 1783.31959 -24266.36223
130 -1554.12911 1783.31959
131 -66772.46807 -1554.12911
132 2321.23005 -66772.46807
133 -42470.79406 2321.23005
134 -36064.14609 -42470.79406
135 73209.04451 -36064.14609
136 4206.31407 73209.04451
137 70809.36559 4206.31407
138 -23440.44361 70809.36559
139 -14450.39044 -23440.44361
140 -26330.03995 -14450.39044
141 -16748.13609 -26330.03995
142 25794.42303 -16748.13609
143 9731.31259 25794.42303
144 10590.85025 9731.31259
145 -13023.59300 10590.85025
146 -20023.38868 -13023.59300
147 2368.40627 -20023.38868
148 -17979.08102 2368.40627
149 16497.42609 -17979.08102
150 42253.73655 16497.42609
151 9748.37761 42253.73655
152 -12871.72138 9748.37761
153 68465.69720 -12871.72138
154 -19127.59125 68465.69720
155 54945.50809 -19127.59125
156 19537.20871 54945.50809
157 36256.09360 19537.20871
158 -20900.34273 36256.09360
159 -85726.75405 -20900.34273
160 73671.19923 -85726.75405
161 -3046.99915 73671.19923
162 -37393.00654 -3046.99915
163 55972.54010 -37393.00654
164 -20058.04526 55972.54010
165 14691.80581 -20058.04526
166 -12264.41056 14691.80581
167 732.34664 -12264.41056
168 -21246.54943 732.34664
169 111199.87980 -21246.54943
170 74450.32041 111199.87980
171 -27650.43193 74450.32041
172 44719.81973 -27650.43193
173 -5844.88308 44719.81973
174 -144963.37254 -5844.88308
175 61199.17884 -144963.37254
176 -1584.81080 61199.17884
177 9523.23663 -1584.81080
178 -45879.34452 9523.23663
179 41612.67032 -45879.34452
180 -21725.55932 41612.67032
181 -62700.77011 -21725.55932
182 2570.12982 -62700.77011
183 27151.47100 2570.12982
184 9431.34569 27151.47100
185 -4210.70611 9431.34569
186 11016.22957 -4210.70611
187 11947.79440 11016.22957
188 37443.73253 11947.79440
189 -21256.75522 37443.73253
190 27273.65395 -21256.75522
191 21045.76776 27273.65395
192 -17222.96344 21045.76776
193 -9049.37074 -17222.96344
194 10561.72194 -9049.37074
195 3418.31742 10561.72194
196 -1092.29205 3418.31742
197 11905.42349 -1092.29205
198 -8352.00725 11905.42349
199 -15718.21055 -8352.00725
200 -18549.12372 -15718.21055
201 -16797.56888 -18549.12372
202 16213.85138 -16797.56888
203 8035.23417 16213.85138
204 383.67709 8035.23417
205 -19473.28511 383.67709
206 -19821.18101 -19473.28511
207 77792.77623 -19821.18101
208 28263.83490 77792.77623
209 8115.94035 28263.83490
210 18861.91421 8115.94035
211 23144.27854 18861.91421
212 -9492.82519 23144.27854
213 -15758.07602 -9492.82519
214 -8873.30148 -15758.07602
215 -12017.67358 -8873.30148
216 -24361.13351 -12017.67358
217 472.20734 -24361.13351
218 -7960.48334 472.20734
219 29014.41664 -7960.48334
220 -12674.97814 29014.41664
221 -4361.50474 -12674.97814
222 -32484.07233 -4361.50474
223 -4159.86847 -32484.07233
224 -14837.53386 -4159.86847
225 4529.33874 -14837.53386
226 10052.39861 4529.33874
227 -36820.01740 10052.39861
228 -33059.67018 -36820.01740
229 -25603.03264 -33059.67018
230 -15098.62516 -25603.03264
231 -11936.19428 -15098.62516
232 -11163.82835 -11936.19428
233 -9683.09380 -11163.82835
234 -38085.69156 -9683.09380
235 -49592.30082 -38085.69156
236 71730.82567 -49592.30082
237 -22093.80224 71730.82567
238 -5710.70099 -22093.80224
239 -30624.45241 -5710.70099
240 19304.75166 -30624.45241
241 -46022.92511 19304.75166
242 -50984.19439 -46022.92511
243 -18914.96229 -50984.19439
244 -2629.65981 -18914.96229
245 1667.99304 -2629.65981
246 -21558.10394 1667.99304
247 16608.93663 -21558.10394
248 11126.72336 16608.93663
249 -14113.53810 11126.72336
250 24358.56461 -14113.53810
251 -7516.42403 24358.56461
252 -4331.48330 -7516.42403
253 5641.17585 -4331.48330
254 1818.86953 5641.17585
255 707.21037 1818.86953
256 -21188.94139 707.21037
257 589.46418 -21188.94139
258 -7566.92863 589.46418
259 -15483.84160 -7566.92863
260 -16305.72685 -15483.84160
261 -18962.43953 -16305.72685
262 6552.46673 -18962.43953
263 -24982.84916 6552.46673
264 -21167.23136 -24982.84916
265 -984.20443 -21167.23136
266 -39947.04441 -984.20443
267 -28923.00473 -39947.04441
268 34492.03921 -28923.00473
269 -30376.94198 34492.03921
270 -582.93032 -30376.94198
271 -951.53522 -582.93032
272 19559.93518 -951.53522
273 -10704.39010 19559.93518
274 -2199.48107 -10704.39010
275 -28016.73222 -2199.48107
276 11809.51417 -28016.73222
277 -3865.13472 11809.51417
278 -515.35867 -3865.13472
279 21274.97146 -515.35867
280 -868.32014 21274.97146
281 17980.04220 -868.32014
282 19540.31111 17980.04220
283 12812.97686 19540.31111
284 5447.17342 12812.97686
285 -13498.69658 5447.17342
286 6056.46035 -13498.69658
287 -20909.93712 6056.46035
288 15509.05056 -20909.93712
> 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/7omw11356094848.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/8pzv51356094848.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/9thef1356094849.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/10nq1w1356094849.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11xf4k1356094849.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12tdoe1356094849.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13s2841356094849.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14jivk1356094849.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/15a7xm1356094849.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/16t6lj1356094849.tab")
+ }
>
> try(system("convert tmp/1nw1v1356094848.ps tmp/1nw1v1356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hfkh1356094848.ps tmp/2hfkh1356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mvbo1356094848.ps tmp/3mvbo1356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/4ru3p1356094848.ps tmp/4ru3p1356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/50npx1356094848.ps tmp/50npx1356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/60sw91356094848.ps tmp/60sw91356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/7omw11356094848.ps tmp/7omw11356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/8pzv51356094848.ps tmp/8pzv51356094848.png",intern=TRUE))
character(0)
> try(system("convert tmp/9thef1356094849.ps tmp/9thef1356094849.png",intern=TRUE))
character(0)
> try(system("convert tmp/10nq1w1356094849.ps tmp/10nq1w1356094849.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
15.994 1.859 18.200