R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,0
+ ,62792
+ ,3
+ ,894
+ ,14
+ ,16
+ ,21
+ ,0
+ ,72535
+ ,3)
+ ,dim=c(7
+ ,289)
+ ,dimnames=list(c('Pageviews'
+ ,'Logins'
+ ,'Compendiums_Reviewed'
+ ,'Totblogs'
+ ,'Shared_Compendiums'
+ ,'Time_in_rfc'
+ ,'Month')
+ ,1:289))
> y <- array(NA,dim=c(7,289),dimnames=list(c('Pageviews','Logins','Compendiums_Reviewed','Totblogs','Shared_Compendiums','Time_in_rfc','Month'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '6'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Time_in_rfc Pageviews Logins Compendiums_Reviewed Totblogs
1 210907 1418 56 30 145
2 120982 869 56 28 101
3 176508 1530 54 38 98
4 179321 2172 89 30 132
5 123185 901 40 22 60
6 52746 463 25 26 38
7 385534 3201 92 25 144
8 33170 371 18 18 5
9 101645 1192 63 11 28
10 149061 1583 44 26 84
11 165446 1439 33 25 79
12 237213 1764 84 38 127
13 173326 1495 88 44 78
14 133131 1373 55 30 60
15 258873 2187 60 40 131
16 180083 1491 66 34 84
17 324799 4041 154 47 133
18 230964 1706 53 30 150
19 236785 2152 119 31 91
20 135473 1036 41 23 132
21 202925 1882 61 36 136
22 215147 1929 58 36 124
23 344297 2242 75 30 118
24 153935 1220 33 25 70
25 132943 1289 40 39 107
26 174724 2515 92 34 119
27 174415 2147 100 31 89
28 225548 2352 112 31 112
29 223632 1638 73 33 108
30 124817 1222 40 25 52
31 221698 1812 45 33 112
32 210767 1677 60 35 116
33 170266 1579 62 42 123
34 260561 1731 75 43 125
35 84853 807 31 30 27
36 294424 2452 77 33 162
37 101011 829 34 13 32
38 215641 1940 46 32 64
39 325107 2662 99 36 92
40 7176 186 17 0 0
41 167542 1499 66 28 83
42 106408 865 30 14 41
43 96560 1793 76 17 47
44 265769 2527 146 32 120
45 269651 2747 67 30 105
46 149112 1324 56 35 79
47 175824 2702 107 20 65
48 152871 1383 58 28 70
49 111665 1179 34 28 55
50 116408 2099 61 39 39
51 362301 4308 119 34 67
52 78800 918 42 26 21
53 183167 1831 66 39 127
54 277965 3373 89 39 152
55 150629 1713 44 33 113
56 168809 1438 66 28 99
57 24188 496 24 4 7
58 329267 2253 259 39 141
59 65029 744 17 18 21
60 101097 1161 64 14 35
61 218946 2352 41 29 109
62 244052 2144 68 44 133
63 341570 4691 168 21 123
64 103597 1112 43 16 26
65 233328 2694 132 28 230
66 256462 1973 105 35 166
67 206161 1769 71 28 68
68 311473 3148 112 38 147
69 235800 2474 94 23 179
70 177939 2084 82 36 61
71 207176 1954 70 32 101
72 196553 1226 57 29 108
73 174184 1389 53 25 90
74 143246 1496 103 27 114
75 187559 2269 121 36 103
76 187681 1833 62 28 142
77 119016 1268 52 23 79
78 182192 1943 52 40 88
79 73566 893 32 23 25
80 194979 1762 62 40 83
81 167488 1403 45 28 113
82 143756 1425 46 34 118
83 275541 1857 63 33 110
84 243199 1840 75 28 129
85 182999 1502 88 34 51
86 135649 1441 46 30 93
87 152299 1420 53 33 76
88 120221 1416 37 22 49
89 346485 2970 90 38 118
90 145790 1317 63 26 38
91 193339 1644 78 35 141
92 80953 870 25 8 58
93 122774 1654 45 24 27
94 130585 1054 46 29 91
95 112611 937 41 20 48
96 286468 3004 144 29 63
97 241066 2008 82 45 56
98 148446 2547 91 37 144
99 204713 1885 71 33 73
100 182079 1626 63 33 168
101 140344 1468 53 25 64
102 220516 2445 62 32 97
103 243060 1964 63 29 117
104 162765 1381 32 28 100
105 182613 1369 39 28 149
106 232138 1659 62 31 187
107 265318 2888 117 52 127
108 85574 1290 34 21 37
109 310839 2845 92 24 245
110 225060 1982 93 41 87
111 232317 1904 54 33 177
112 144966 1391 144 32 49
113 43287 602 14 19 49
114 155754 1743 61 20 73
115 164709 1559 109 31 177
116 201940 2014 38 31 94
117 235454 2143 73 32 117
118 220801 2146 75 18 60
119 99466 874 50 23 55
120 92661 1590 61 17 39
121 133328 1590 55 20 64
122 61361 1210 77 12 26
123 125930 2072 75 17 64
124 100750 1281 72 30 58
125 224549 1401 50 31 95
126 82316 834 32 10 25
127 102010 1105 53 13 26
128 101523 1272 42 22 76
129 243511 1944 71 42 129
130 22938 391 10 1 11
131 41566 761 35 9 2
132 152474 1605 65 32 101
133 61857 530 25 11 28
134 99923 1988 66 25 36
135 132487 1386 41 36 89
136 317394 2395 86 31 193
137 21054 387 16 0 4
138 209641 1742 42 24 84
139 22648 620 19 13 23
140 31414 449 19 8 39
141 46698 800 45 13 14
142 131698 1684 65 19 78
143 91735 1050 35 18 14
144 244749 2699 95 33 101
145 184510 1606 49 40 82
146 79863 1502 37 22 24
147 128423 1204 64 38 36
148 97839 1138 38 24 75
149 38214 568 34 8 16
150 151101 1459 32 35 55
151 272458 2158 65 43 131
152 172494 1111 52 43 131
153 108043 1421 62 14 39
154 328107 2833 65 41 144
155 250579 1955 83 38 139
156 351067 2922 95 45 211
157 158015 1002 29 31 78
158 98866 1060 18 13 50
159 85439 956 33 28 39
160 229242 2186 247 31 90
161 351619 3604 139 40 166
162 84207 1035 29 30 12
163 120445 1417 118 16 57
164 324598 3261 110 37 133
165 131069 1587 67 30 69
166 204271 1424 42 35 119
167 165543 1701 65 32 119
168 141722 1249 94 27 65
169 116048 946 64 20 61
170 250047 1926 81 18 49
171 299775 3352 95 31 101
172 195838 1641 67 31 196
173 173260 2035 63 21 15
174 254488 2312 83 39 136
175 104389 1369 45 41 89
176 136084 1577 30 13 40
177 199476 2201 70 32 123
178 92499 961 32 18 21
179 224330 1900 83 39 163
180 135781 1254 31 14 29
181 74408 1335 67 7 35
182 81240 1597 66 17 13
183 14688 207 10 0 5
184 181633 1645 70 30 96
185 271856 2429 103 37 151
186 7199 151 5 0 6
187 46660 474 20 5 13
188 17547 141 5 1 3
189 133368 1639 36 16 56
190 95227 872 34 32 23
191 152601 1318 48 24 57
192 98146 1018 40 17 14
193 79619 1383 43 11 43
194 59194 1314 31 24 20
195 139942 1335 42 22 72
196 118612 1403 46 12 87
197 72880 910 33 19 21
198 65475 616 18 13 56
199 99643 1407 55 17 59
200 71965 771 35 15 82
201 77272 766 59 16 43
202 49289 473 19 24 25
203 135131 1376 66 15 38
204 108446 1232 60 17 25
205 89746 1521 36 18 38
206 44296 572 25 20 12
207 77648 1059 47 16 29
208 181528 1544 54 16 47
209 134019 1230 53 18 45
210 124064 1206 40 22 40
211 92630 1205 40 8 30
212 121848 1255 39 17 41
213 52915 613 14 18 25
214 81872 721 45 16 23
215 58981 1109 36 23 14
216 53515 740 28 22 16
217 60812 1126 44 13 26
218 56375 728 30 13 21
219 65490 689 22 16 27
220 80949 592 17 16 9
221 76302 995 31 20 33
222 104011 1613 55 22 42
223 98104 2048 54 17 68
224 67989 705 21 18 32
225 30989 301 14 17 6
226 135458 1803 81 12 67
227 73504 799 35 7 33
228 63123 861 43 17 77
229 61254 1186 46 14 46
230 74914 1451 30 23 30
231 31774 628 23 17 0
232 81437 1161 38 14 36
233 87186 1463 54 15 46
234 50090 742 20 17 18
235 65745 979 53 21 48
236 56653 675 45 18 29
237 158399 1241 39 18 28
238 46455 676 20 17 34
239 73624 1049 24 17 33
240 38395 620 31 16 34
241 91899 1081 35 15 33
242 139526 1688 151 21 80
243 52164 736 52 16 32
244 51567 617 30 14 30
245 70551 812 31 15 41
246 84856 1051 29 17 41
247 102538 1656 57 15 51
248 86678 705 40 15 18
249 85709 945 44 10 34
250 34662 554 25 6 31
251 150580 1597 77 22 39
252 99611 982 35 21 54
253 19349 222 11 1 14
254 99373 1212 63 18 24
255 86230 1143 44 17 24
256 30837 435 19 4 8
257 31706 532 13 10 26
258 89806 882 42 16 19
259 62088 608 38 16 11
260 40151 459 29 9 14
261 27634 578 20 16 1
262 76990 826 27 17 39
263 37460 509 20 7 5
264 54157 717 19 15 37
265 49862 637 37 14 32
266 84337 857 26 14 38
267 64175 830 42 18 47
268 59382 652 49 12 47
269 119308 707 30 16 37
270 76702 954 49 21 51
271 103425 1461 67 19 45
272 70344 672 28 16 21
273 43410 778 19 1 1
274 104838 1141 49 16 42
275 62215 680 27 10 26
276 69304 1090 30 19 21
277 53117 616 22 12 4
278 19764 285 12 2 10
279 86680 1145 31 14 43
280 84105 733 20 17 34
281 77945 888 20 19 31
282 89113 849 39 14 19
283 91005 1182 29 11 34
284 40248 528 16 4 6
285 64187 642 27 16 11
286 50857 947 21 20 24
287 56613 819 19 12 16
288 62792 757 35 15 72
289 72535 894 14 16 21
Shared_Compendiums Month
1 3 3
2 4 3
3 12 1
4 2 3
5 1 1
6 3 11
7 0 3
8 0 11
9 0 3
10 5 1
11 0 3
12 0 3
13 7 3
14 7 3
15 3 3
16 9 3
17 0 3
18 4 3
19 3 3
20 0 11
21 7 3
22 0 3
23 1 1
24 5 1
25 7 11
26 0 3
27 0 3
28 5 3
29 0 3
30 0 1
31 0 11
32 3 11
33 4 3
34 1 3
35 4 11
36 2 3
37 0 3
38 0 11
39 0 3
40 0 11
41 2 3
42 1 1
43 0 3
44 2 3
45 10 3
46 6 3
47 0 3
48 5 11
49 4 11
50 1 11
51 2 3
52 2 11
53 0 2
54 8 3
55 3 1
56 0 1
57 0 11
58 8 3
59 5 11
60 3 3
61 1 1
62 5 3
63 1 3
64 1 3
65 5 3
66 0 3
67 12 1
68 8 3
69 8 3
70 8 3
71 8 3
72 2 3
73 0 3
74 5 3
75 8 3
76 2 3
77 5 3
78 12 3
79 6 3
80 7 3
81 2 3
82 0 3
83 4 3
84 3 3
85 6 3
86 2 3
87 0 3
88 1 11
89 0 3
90 5 11
91 2 3
92 0 10
93 0 1
94 5 3
95 0 3
96 1 3
97 0 3
98 1 3
99 1 3
100 2 3
101 6 3
102 1 3
103 4 3
104 2 3
105 3 3
106 0 11
107 10 3
108 0 3
109 9 3
110 7 3
111 0 3
112 0 2
113 4 11
114 4 3
115 0 3
116 0 1
117 0 3
118 1 3
119 0 1
120 1 3
121 0 3
122 0 3
123 4 3
124 0 11
125 4 11
126 4 3
127 3 3
128 0 3
129 0 3
130 0 11
131 5 3
132 0 3
133 4 11
134 0 3
135 0 11
136 1 3
137 0 10
138 5 11
139 0 3
140 0 11
141 0 3
142 0 3
143 0 3
144 2 3
145 7 3
146 1 3
147 8 3
148 2 11
149 0 9
150 2 3
151 0 3
152 0 3
153 1 3
154 3 3
155 0 3
156 3 3
157 0 11
158 0 3
159 0 11
160 4 3
161 4 3
162 11 1
163 0 3
164 0 3
165 4 3
166 0 3
167 1 3
168 0 3
169 0 3
170 0 3
171 9 3
172 1 3
173 3 8
174 10 3
175 5 1
176 0 3
177 2 3
178 0 3
179 1 3
180 2 3
181 4 3
182 0 3
183 0 10
184 2 3
185 1 3
186 0 10
187 0 10
188 0 10
189 1 3
190 0 3
191 2 3
192 0 3
193 3 3
194 6 3
195 0 3
196 2 3
197 0 3
198 2 3
199 1 3
200 1 3
201 2 3
202 1 3
203 0 3
204 1 3
205 3 3
206 0 3
207 0 3
208 0 3
209 0 3
210 1 3
211 4 3
212 0 3
213 0 3
214 0 3
215 7 3
216 2 3
217 0 3
218 7 3
219 3 3
220 0 3
221 0 3
222 6 3
223 2 3
224 0 3
225 0 3
226 3 3
227 0 3
228 1 3
229 1 3
230 0 3
231 1 3
232 0 3
233 0 3
234 0 3
235 0 3
236 0 3
237 0 3
238 0 3
239 0 3
240 0 3
241 0 3
242 0 3
243 0 3
244 2 3
245 0 3
246 1 3
247 1 3
248 0 3
249 0 3
250 0 3
251 0 3
252 0 3
253 0 10
254 1 3
255 0 3
256 0 3
257 0 3
258 0 3
259 1 3
260 0 3
261 0 3
262 0 3
263 0 3
264 0 3
265 0 3
266 0 3
267 0 3
268 0 3
269 0 3
270 0 3
271 1 3
272 0 3
273 0 11
274 1 3
275 0 3
276 6 3
277 3 11
278 1 11
279 2 3
280 0 3
281 0 3
282 0 3
283 3 3
284 1 3
285 0 3
286 0 3
287 1 3
288 0 3
289 0 3
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Pageviews Logins
-19757.6 62.4 108.1
Compendiums_Reviewed Totblogs Shared_Compendiums
1332.5 475.9 -710.9
Month
455.4
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-119043 -14390 907 15241 120180
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -19757.64 5622.78 -3.514 0.000514 ***
Pageviews 62.40 4.23 14.751 < 2e-16 ***
Logins 108.13 78.06 1.385 0.167120
Compendiums_Reviewed 1332.50 253.85 5.249 3.01e-07 ***
Totblogs 475.87 55.99 8.499 1.13e-15 ***
Shared_Compendiums -710.94 679.34 -1.047 0.296213
Month 455.37 634.88 0.717 0.473815
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 28920 on 282 degrees of freedom
Multiple R-squared: 0.8792, Adjusted R-squared: 0.8767
F-statistic: 342.2 on 6 and 282 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,] 0.9114784 1.770433e-01 8.852164e-02
[2,] 0.8431485 3.137030e-01 1.568515e-01
[3,] 0.8919112 2.161776e-01 1.080888e-01
[4,] 0.8420814 3.158372e-01 1.579186e-01
[5,] 0.7676431 4.647138e-01 2.323569e-01
[6,] 0.6973214 6.053572e-01 3.026786e-01
[7,] 0.6595541 6.808919e-01 3.404459e-01
[8,] 0.8053661 3.892679e-01 1.946339e-01
[9,] 0.7449945 5.100110e-01 2.550055e-01
[10,] 0.7720962 4.558076e-01 2.279038e-01
[11,] 0.7495707 5.008586e-01 2.504293e-01
[12,] 0.7181064 5.637871e-01 2.818936e-01
[13,] 0.6570020 6.859960e-01 3.429980e-01
[14,] 0.9712869 5.742615e-02 2.871308e-02
[15,] 0.9599813 8.003739e-02 4.001869e-02
[16,] 0.9462799 1.074401e-01 5.372007e-02
[17,] 0.9944856 1.102881e-02 5.514405e-03
[18,] 0.9944830 1.103395e-02 5.516975e-03
[19,] 0.9916942 1.661158e-02 8.305788e-03
[20,] 0.9919338 1.613246e-02 8.066230e-03
[21,] 0.9894757 2.104853e-02 1.052426e-02
[22,] 0.9893739 2.125222e-02 1.062611e-02
[23,] 0.9884532 2.309358e-02 1.154679e-02
[24,] 0.9867607 2.647865e-02 1.323932e-02
[25,] 0.9925021 1.499590e-02 7.497948e-03
[26,] 0.9901930 1.961410e-02 9.807048e-03
[27,] 0.9874074 2.518516e-02 1.259258e-02
[28,] 0.9837196 3.256078e-02 1.628039e-02
[29,] 0.9839740 3.205196e-02 1.602598e-02
[30,] 0.9956225 8.754943e-03 4.377471e-03
[31,] 0.9937866 1.242681e-02 6.213407e-03
[32,] 0.9913686 1.726286e-02 8.631430e-03
[33,] 0.9889680 2.206403e-02 1.103201e-02
[34,] 0.9958773 8.245494e-03 4.122747e-03
[35,] 0.9954948 9.010374e-03 4.505187e-03
[36,] 0.9941991 1.160189e-02 5.800947e-03
[37,] 0.9920007 1.599862e-02 7.999310e-03
[38,] 0.9950496 9.900743e-03 4.950371e-03
[39,] 0.9938701 1.225988e-02 6.129939e-03
[40,] 0.9918727 1.625458e-02 8.127289e-03
[41,] 0.9971684 5.663253e-03 2.831626e-03
[42,] 0.9967864 6.427229e-03 3.213614e-03
[43,] 0.9958026 8.394781e-03 4.197390e-03
[44,] 0.9968924 6.215140e-03 3.107570e-03
[45,] 0.9984263 3.147458e-03 1.573729e-03
[46,] 0.9991660 1.667994e-03 8.339969e-04
[47,] 0.9988449 2.310100e-03 1.155050e-03
[48,] 0.9984261 3.147850e-03 1.573925e-03
[49,] 0.9995109 9.782425e-04 4.891213e-04
[50,] 0.9993132 1.373644e-03 6.868221e-04
[51,] 0.9990528 1.894334e-03 9.471668e-04
[52,] 0.9987008 2.598363e-03 1.299182e-03
[53,] 0.9982014 3.597259e-03 1.798629e-03
[54,] 0.9987153 2.569453e-03 1.284727e-03
[55,] 0.9982910 3.418029e-03 1.709014e-03
[56,] 0.9998212 3.576747e-04 1.788374e-04
[57,] 0.9997558 4.884699e-04 2.442350e-04
[58,] 0.9998298 3.403555e-04 1.701778e-04
[59,] 0.9997607 4.786958e-04 2.393479e-04
[60,] 0.9997055 5.890401e-04 2.945201e-04
[61,] 0.9996218 7.563289e-04 3.781645e-04
[62,] 0.9994865 1.026986e-03 5.134932e-04
[63,] 0.9995910 8.180040e-04 4.090020e-04
[64,] 0.9994969 1.006102e-03 5.030511e-04
[65,] 0.9995494 9.011173e-04 4.505586e-04
[66,] 0.9996496 7.007632e-04 3.503816e-04
[67,] 0.9995834 8.332253e-04 4.166126e-04
[68,] 0.9994756 1.048866e-03 5.244329e-04
[69,] 0.9993024 1.395141e-03 6.975707e-04
[70,] 0.9990884 1.823211e-03 9.116057e-04
[71,] 0.9987808 2.438361e-03 1.219180e-03
[72,] 0.9983668 3.266329e-03 1.633164e-03
[73,] 0.9986250 2.749987e-03 1.374993e-03
[74,] 0.9997685 4.629315e-04 2.314657e-04
[75,] 0.9998292 3.415047e-04 1.707523e-04
[76,] 0.9998329 3.341371e-04 1.670685e-04
[77,] 0.9998240 3.519615e-04 1.759808e-04
[78,] 0.9997616 4.768768e-04 2.384384e-04
[79,] 0.9996860 6.280688e-04 3.140344e-04
[80,] 0.9998977 2.045782e-04 1.022891e-04
[81,] 0.9998863 2.273466e-04 1.136733e-04
[82,] 0.9998509 2.981106e-04 1.490553e-04
[83,] 0.9997911 4.178614e-04 2.089307e-04
[84,] 0.9997460 5.079956e-04 2.539978e-04
[85,] 0.9996549 6.901188e-04 3.450594e-04
[86,] 0.9995641 8.718676e-04 4.359338e-04
[87,] 0.9995726 8.548136e-04 4.274068e-04
[88,] 0.9996283 7.434318e-04 3.717159e-04
[89,] 0.9999988 2.300149e-06 1.150075e-06
[90,] 0.9999985 3.005150e-06 1.502575e-06
[91,] 0.9999985 3.094592e-06 1.547296e-06
[92,] 0.9999977 4.643947e-06 2.321973e-06
[93,] 0.9999966 6.703097e-06 3.351548e-06
[94,] 0.9999978 4.398392e-06 2.199196e-06
[95,] 0.9999968 6.452269e-06 3.226135e-06
[96,] 0.9999953 9.436438e-06 4.718219e-06
[97,] 0.9999937 1.255218e-05 6.276088e-06
[98,] 0.9999933 1.330052e-05 6.650262e-06
[99,] 0.9999937 1.256558e-05 6.282791e-06
[100,] 0.9999909 1.818077e-05 9.090383e-06
[101,] 0.9999891 2.175492e-05 1.087746e-05
[102,] 0.9999841 3.187700e-05 1.593850e-05
[103,] 0.9999792 4.150417e-05 2.075208e-05
[104,] 0.9999789 4.227966e-05 2.113983e-05
[105,] 0.9999696 6.072948e-05 3.036474e-05
[106,] 0.9999860 2.807423e-05 1.403711e-05
[107,] 0.9999798 4.043047e-05 2.021523e-05
[108,] 0.9999729 5.424372e-05 2.712186e-05
[109,] 0.9999830 3.406986e-05 1.703493e-05
[110,] 0.9999764 4.714242e-05 2.357121e-05
[111,] 0.9999825 3.504300e-05 1.752150e-05
[112,] 0.9999766 4.688296e-05 2.344148e-05
[113,] 0.9999806 3.870611e-05 1.935305e-05
[114,] 0.9999886 2.271580e-05 1.135790e-05
[115,] 0.9999929 1.411146e-05 7.055729e-06
[116,] 0.9999984 3.119703e-06 1.559852e-06
[117,] 0.9999982 3.573471e-06 1.786736e-06
[118,] 0.9999977 4.531014e-06 2.265507e-06
[119,] 0.9999979 4.208990e-06 2.104495e-06
[120,] 0.9999972 5.566173e-06 2.783086e-06
[121,] 0.9999959 8.219174e-06 4.109587e-06
[122,] 0.9999940 1.192922e-05 5.964610e-06
[123,] 0.9999939 1.221311e-05 6.106553e-06
[124,] 0.9999918 1.633714e-05 8.168572e-06
[125,] 0.9999987 2.519106e-06 1.259553e-06
[126,] 0.9999992 1.563090e-06 7.815449e-07
[127,] 0.9999996 7.075901e-07 3.537951e-07
[128,] 0.9999995 1.083379e-06 5.416894e-07
[129,] 0.9999997 6.490089e-07 3.245045e-07
[130,] 0.9999997 6.287270e-07 3.143635e-07
[131,] 0.9999996 8.272071e-07 4.136035e-07
[132,] 0.9999994 1.131024e-06 5.655120e-07
[133,] 0.9999994 1.209881e-06 6.049403e-07
[134,] 0.9999991 1.804301e-06 9.021507e-07
[135,] 0.9999987 2.643055e-06 1.321528e-06
[136,] 0.9999983 3.394317e-06 1.697159e-06
[137,] 0.9999991 1.828438e-06 9.142190e-07
[138,] 0.9999988 2.495019e-06 1.247509e-06
[139,] 0.9999990 2.016461e-06 1.008230e-06
[140,] 0.9999986 2.891303e-06 1.445651e-06
[141,] 0.9999978 4.387659e-06 2.193829e-06
[142,] 0.9999978 4.378400e-06 2.189200e-06
[143,] 0.9999967 6.547755e-06 3.273878e-06
[144,] 0.9999952 9.615851e-06 4.807926e-06
[145,] 0.9999974 5.255159e-06 2.627579e-06
[146,] 0.9999971 5.702478e-06 2.851239e-06
[147,] 0.9999974 5.157307e-06 2.578654e-06
[148,] 0.9999974 5.169849e-06 2.584924e-06
[149,] 0.9999963 7.479170e-06 3.739585e-06
[150,] 0.9999962 7.539544e-06 3.769772e-06
[151,] 0.9999944 1.113559e-05 5.567795e-06
[152,] 0.9999920 1.608935e-05 8.044677e-06
[153,] 0.9999906 1.882878e-05 9.414389e-06
[154,] 0.9999871 2.583328e-05 1.291664e-05
[155,] 0.9999827 3.457021e-05 1.728511e-05
[156,] 0.9999797 4.067608e-05 2.033804e-05
[157,] 0.9999850 2.990026e-05 1.495013e-05
[158,] 0.9999822 3.558372e-05 1.779186e-05
[159,] 0.9999743 5.131171e-05 2.565585e-05
[160,] 0.9999671 6.579190e-05 3.289595e-05
[161,] 0.9999996 7.282433e-07 3.641216e-07
[162,] 0.9999998 4.901101e-07 2.450551e-07
[163,] 0.9999997 6.615229e-07 3.307615e-07
[164,] 0.9999996 7.196275e-07 3.598138e-07
[165,] 0.9999999 2.054404e-07 1.027202e-07
[166,] 0.9999999 1.007617e-07 5.038086e-08
[167,] 0.9999999 1.240564e-07 6.202819e-08
[168,] 0.9999999 1.793989e-07 8.969945e-08
[169,] 0.9999999 2.607141e-07 1.303571e-07
[170,] 0.9999998 3.949941e-07 1.974970e-07
[171,] 0.9999999 1.104441e-07 5.522207e-08
[172,] 0.9999999 1.598211e-07 7.991053e-08
[173,] 1.0000000 9.320130e-08 4.660065e-08
[174,] 0.9999999 1.520100e-07 7.600500e-08
[175,] 0.9999999 1.619893e-07 8.099464e-08
[176,] 1.0000000 4.777021e-08 2.388510e-08
[177,] 1.0000000 7.746509e-08 3.873254e-08
[178,] 0.9999999 1.233518e-07 6.167591e-08
[179,] 0.9999999 1.955433e-07 9.777166e-08
[180,] 0.9999999 2.840573e-07 1.420287e-07
[181,] 0.9999998 4.474113e-07 2.237056e-07
[182,] 0.9999999 1.308827e-07 6.544133e-08
[183,] 0.9999999 1.814821e-07 9.074106e-08
[184,] 0.9999999 2.286186e-07 1.143093e-07
[185,] 0.9999999 1.868980e-07 9.344899e-08
[186,] 0.9999999 1.509026e-07 7.545128e-08
[187,] 0.9999999 2.058557e-07 1.029279e-07
[188,] 0.9999998 3.430124e-07 1.715062e-07
[189,] 0.9999998 4.653308e-07 2.326654e-07
[190,] 0.9999997 6.748829e-07 3.374415e-07
[191,] 0.9999995 1.025160e-06 5.125800e-07
[192,] 0.9999992 1.624205e-06 8.121026e-07
[193,] 0.9999987 2.657492e-06 1.328746e-06
[194,] 0.9999986 2.790318e-06 1.395159e-06
[195,] 0.9999979 4.274563e-06 2.137282e-06
[196,] 0.9999973 5.345297e-06 2.672649e-06
[197,] 0.9999962 7.685947e-06 3.842973e-06
[198,] 0.9999943 1.130364e-05 5.651821e-06
[199,] 0.9999998 4.848374e-07 2.424187e-07
[200,] 0.9999999 2.429796e-07 1.214898e-07
[201,] 0.9999999 1.612190e-07 8.060951e-08
[202,] 0.9999999 2.266363e-07 1.133182e-07
[203,] 0.9999999 1.692262e-07 8.461311e-08
[204,] 0.9999998 3.008237e-07 1.504118e-07
[205,] 0.9999998 4.363208e-07 2.181604e-07
[206,] 0.9999997 5.355934e-07 2.677967e-07
[207,] 0.9999996 7.943044e-07 3.971522e-07
[208,] 0.9999996 7.323153e-07 3.661577e-07
[209,] 0.9999994 1.257303e-06 6.286514e-07
[210,] 0.9999990 1.938033e-06 9.690166e-07
[211,] 0.9999992 1.558270e-06 7.791349e-07
[212,] 0.9999987 2.656945e-06 1.328472e-06
[213,] 0.9999979 4.246471e-06 2.123235e-06
[214,] 0.9999994 1.123761e-06 5.618803e-07
[215,] 0.9999990 1.911466e-06 9.557328e-07
[216,] 0.9999983 3.359201e-06 1.679600e-06
[217,] 0.9999973 5.450398e-06 2.725199e-06
[218,] 0.9999958 8.357051e-06 4.178525e-06
[219,] 0.9999939 1.214230e-05 6.071152e-06
[220,] 0.9999957 8.529300e-06 4.264650e-06
[221,] 0.9999985 2.900784e-06 1.450392e-06
[222,] 0.9999987 2.681980e-06 1.340990e-06
[223,] 0.9999978 4.377328e-06 2.188664e-06
[224,] 0.9999985 2.994062e-06 1.497031e-06
[225,] 0.9999980 4.016256e-06 2.008128e-06
[226,] 0.9999981 3.701757e-06 1.850879e-06
[227,] 0.9999969 6.191002e-06 3.095501e-06
[228,] 0.9999999 1.073169e-07 5.365847e-08
[229,] 0.9999999 1.460809e-07 7.304043e-08
[230,] 0.9999999 2.429079e-07 1.214539e-07
[231,] 0.9999999 2.101502e-07 1.050751e-07
[232,] 0.9999998 4.259121e-07 2.129561e-07
[233,] 0.9999997 6.703115e-07 3.351557e-07
[234,] 0.9999997 5.680590e-07 2.840295e-07
[235,] 0.9999994 1.167005e-06 5.835026e-07
[236,] 0.9999988 2.437843e-06 1.218922e-06
[237,] 0.9999975 4.989807e-06 2.494904e-06
[238,] 0.9999976 4.884217e-06 2.442108e-06
[239,] 0.9999975 5.034059e-06 2.517029e-06
[240,] 0.9999953 9.499005e-06 4.749503e-06
[241,] 0.9999921 1.571610e-05 7.858051e-06
[242,] 0.9999900 1.991486e-05 9.957428e-06
[243,] 0.9999830 3.403162e-05 1.701581e-05
[244,] 0.9999658 6.844139e-05 3.422069e-05
[245,] 0.9999319 1.362454e-04 6.812269e-05
[246,] 0.9998714 2.571310e-04 1.285655e-04
[247,] 0.9997638 4.724216e-04 2.362108e-04
[248,] 0.9996886 6.228230e-04 3.114115e-04
[249,] 0.9995786 8.428632e-04 4.214316e-04
[250,] 0.9992622 1.475641e-03 7.378206e-04
[251,] 0.9986671 2.665743e-03 1.332872e-03
[252,] 0.9989357 2.128635e-03 1.064318e-03
[253,] 0.9980273 3.945341e-03 1.972670e-03
[254,] 0.9969411 6.117821e-03 3.058911e-03
[255,] 0.9954083 9.183302e-03 4.591651e-03
[256,] 0.9939592 1.208167e-02 6.040836e-03
[257,] 0.9904679 1.906429e-02 9.532144e-03
[258,] 0.9873078 2.538445e-02 1.269223e-02
[259,] 0.9831394 3.372125e-02 1.686062e-02
[260,] 0.9993384 1.323271e-03 6.616354e-04
[261,] 0.9988663 2.267324e-03 1.133662e-03
[262,] 0.9989041 2.191863e-03 1.095931e-03
[263,] 0.9972831 5.433773e-03 2.716886e-03
[264,] 0.9952044 9.591169e-03 4.795585e-03
[265,] 0.9884497 2.310058e-02 1.155029e-02
[266,] 0.9736909 5.261818e-02 2.630909e-02
[267,] 0.9517385 9.652295e-02 4.826147e-02
[268,] 0.8996117 2.007767e-01 1.003883e-01
[269,] 0.8059294 3.881411e-01 1.940706e-01
[270,] 0.6552882 6.894236e-01 3.447118e-01
> postscript(file="/var/fisher/rcomp/tmp/1ss451356096045.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/fisher/rcomp/tmp/23yzu1356096045.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/3d6k31356096045.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/4oftz1356096045.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5utkl1356096045.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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
27921.45433 -3433.52565 5765.58724 -48804.16248 24786.54642
6 7 8 9 10
-14693.53672 92408.70332 -3541.16414 10866.11292 -6231.50808
11 12 13 14 15
19574.36933 25383.65711 -1851.80736 -3645.53594 20809.32441
16 17 18 19 20
19425.21350 -51523.50943 28664.24230 25553.26347 -12317.14272
21 22 23 24 25
-10421.48104 -73.85706 120179.87485 30476.50298 -34971.89868
26 27 28 29 30
-75693.04477 -35631.45229 -5977.59924 36558.10049 5487.83949
31 32 33 34 35
21248.19517 14683.15668 -28223.98557 46764.04666 -4084.10811
36 37 38 39 40
31851.63082 31449.14873 31270.77378 74944.39133 8480.71334
41 42 43 44 45
9879.32510 31038.69611 -50161.37542 12375.43561 26562.81218
46 47 48 49 50
-1130.29685 -43530.83450 7987.55025 -11467.40671 -76224.86887
51 52 53 54 55
23255.13876 -11489.12464 -31773.77470 -42342.57802 -37324.78638
56 57 58 59 60
6827.37578 -3268.17773 65696.65267 1092.84249 6948.48293
61 62 63 64 65
-2743.09250 2946.49436 -36709.17743 14972.51493 -73855.27757
66 67 68 69 70
14759.60256 46268.95210 6429.59534 -20482.38899 -13880.71512
71 72 73 74 75
11060.38430 43668.32631 24035.06604 -29516.88530 -40007.64614
76 77 78 79 80
-18466.12334 -12020.50742 -12920.88162 -5501.21716 8903.26068
81 82 83 84 85
3809.80411 -33199.31515 77775.57233 42106.77200 32847.09276
86 87 88 89 90
-23655.91476 -3782.01124 -9306.30364 63039.70637 22377.05088
91 92 93 94 95
-11596.85798 908.23825 -10821.68729 -155.42522 18611.95888
96 97 98 99 100
33938.97209 38687.70497 -119043.01254 19809.96618 -30295.42521
101 102 103 104 105
1904.13158 -8444.35650 40617.05170 8051.51672 5284.52349
106 107 108 109 110
6371.18217 -31758.64270 -25791.98316 -405.43072 18669.16093
111 112 113 114 115
-2135.24637 -4508.48117 -26832.40377 247.87800 -51498.38997
116 117 118 119 120
5427.42553 13919.55612 45353.90234 2006.91559 -35254.08778
121 122 123 124 125
-10543.63046 -32435.53582 -43337.92464 -39792.01461 62802.12353
126 127 128 129 130
22830.81792 18160.42965 -29476.43245 15574.17911 5641.21587
131 132 133 134 135
-700.07820 -27012.19437 15694.12643 -63309.82802 -34001.84647
136 137 138 139 140
44607.07001 8477.03612 42755.02939 -27968.25533 -13126.89031
141 142 143 144 145
-13678.00929 -24449.87832 10178.63261 -6153.24124 10049.60595
146 147 148 149 150
-39490.59702 2690.21845 -28777.00897 -3518.11115 3607.39813
151 152 153 154 155
29532.85236 -3696.48175 -5437.71330 41675.75887 21229.58462
156 157 158 159 160
18625.15775 28681.00412 8054.86147 -18900.67860 3235.52716
161 162 163 164 165
653.06227 -2071.83175 -10782.83821 15027.23754 -26773.56874
166 167 168 169 170
26002.20716 -27788.03298 5107.25179 12814.14353 92202.02486
171 172 173 174 175
15769.52065 -29275.27769 22598.26390 10067.62642 -60025.71296
176 177 178 179 180
16475.15207 -26786.41329 13489.17280 -13630.14257 41542.06093
181 182 183 184 185
-20883.40506 -35990.71642 13515.26832 5576.58357 7101.13938
186 187 188 189 190
9585.22106 17276.66930 20652.30369 -1658.72300 1947.41606
191 192 193 194 195
25881.06347 19378.19220 -25920.36292 -44987.11075 6915.08929
196 197 198 199 200
-11481.56024 -4388.23898 934.50920 -25722.26801 -19833.73560
201 202 203 204 205
1127.75035 -7053.31757 22458.04961 9639.18261 -30595.33730
206 207 208 209 210
-8066.88902 -10240.54332 54054.59455 24532.93259 15241.38092
211 212 213 214 215
9416.38447 15551.77866 -4338.11358 18144.93445 -28050.78707
216 217 218 219 220
-12801.47411 -25507.59607 3758.90637 6475.84458 34960.81982
221 222 223 224 225
-13096.66993 -29225.86688 -70721.15631 907.42185 3577.66827
226 227 228 229 230
-13150.09770 13225.05763 -35442.05311 -39164.66563 -45399.19054
231 232 233 234 235
-13447.89912 -12508.95698 -33424.92040 -11197.38394 -33504.69987
236 237 238 239 240
-9724.07907 57830.18461 -18328.20173 -14389.68838 -22750.88206
241 242 243 244 245
3364.25060 -29787.01812 -17538.75469 -3293.17901 -4573.60498
246 247 248 249 250
-6919.15545 -32108.22779 28201.77642 10873.67067 -6964.31762
251 252 253 254 255
13124.67049 -734.87097 11516.83006 633.10493 -5528.59817
256 257 258 259 260
10894.70995 -10200.73157 18260.98556 12590.03620 8112.18421
261 262 263 264 265
-13998.01717 -288.91009 10222.36380 -11838.94454 -9376.62153
266 267 268 269 270
9705.30891 -20114.87250 -6563.17587 51414.13523 -21982.90874
271 272 273 274 275
-22609.95349 12464.24083 5751.41555 6141.28536 9559.84256
276 277 278 279 280
-14605.55132 11289.93654 8719.29826 -7419.96401 15765.20334
281 282 283 284 285
-1303.62309 22616.44902 3803.93621 16489.91275 13045.99620
286 287 288 289
-30182.52273 -1045.57640 -24085.39214 2316.99788
> postscript(file="/var/fisher/rcomp/tmp/6yytx1356096045.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 27921.45433 NA
1 -3433.52565 27921.45433
2 5765.58724 -3433.52565
3 -48804.16248 5765.58724
4 24786.54642 -48804.16248
5 -14693.53672 24786.54642
6 92408.70332 -14693.53672
7 -3541.16414 92408.70332
8 10866.11292 -3541.16414
9 -6231.50808 10866.11292
10 19574.36933 -6231.50808
11 25383.65711 19574.36933
12 -1851.80736 25383.65711
13 -3645.53594 -1851.80736
14 20809.32441 -3645.53594
15 19425.21350 20809.32441
16 -51523.50943 19425.21350
17 28664.24230 -51523.50943
18 25553.26347 28664.24230
19 -12317.14272 25553.26347
20 -10421.48104 -12317.14272
21 -73.85706 -10421.48104
22 120179.87485 -73.85706
23 30476.50298 120179.87485
24 -34971.89868 30476.50298
25 -75693.04477 -34971.89868
26 -35631.45229 -75693.04477
27 -5977.59924 -35631.45229
28 36558.10049 -5977.59924
29 5487.83949 36558.10049
30 21248.19517 5487.83949
31 14683.15668 21248.19517
32 -28223.98557 14683.15668
33 46764.04666 -28223.98557
34 -4084.10811 46764.04666
35 31851.63082 -4084.10811
36 31449.14873 31851.63082
37 31270.77378 31449.14873
38 74944.39133 31270.77378
39 8480.71334 74944.39133
40 9879.32510 8480.71334
41 31038.69611 9879.32510
42 -50161.37542 31038.69611
43 12375.43561 -50161.37542
44 26562.81218 12375.43561
45 -1130.29685 26562.81218
46 -43530.83450 -1130.29685
47 7987.55025 -43530.83450
48 -11467.40671 7987.55025
49 -76224.86887 -11467.40671
50 23255.13876 -76224.86887
51 -11489.12464 23255.13876
52 -31773.77470 -11489.12464
53 -42342.57802 -31773.77470
54 -37324.78638 -42342.57802
55 6827.37578 -37324.78638
56 -3268.17773 6827.37578
57 65696.65267 -3268.17773
58 1092.84249 65696.65267
59 6948.48293 1092.84249
60 -2743.09250 6948.48293
61 2946.49436 -2743.09250
62 -36709.17743 2946.49436
63 14972.51493 -36709.17743
64 -73855.27757 14972.51493
65 14759.60256 -73855.27757
66 46268.95210 14759.60256
67 6429.59534 46268.95210
68 -20482.38899 6429.59534
69 -13880.71512 -20482.38899
70 11060.38430 -13880.71512
71 43668.32631 11060.38430
72 24035.06604 43668.32631
73 -29516.88530 24035.06604
74 -40007.64614 -29516.88530
75 -18466.12334 -40007.64614
76 -12020.50742 -18466.12334
77 -12920.88162 -12020.50742
78 -5501.21716 -12920.88162
79 8903.26068 -5501.21716
80 3809.80411 8903.26068
81 -33199.31515 3809.80411
82 77775.57233 -33199.31515
83 42106.77200 77775.57233
84 32847.09276 42106.77200
85 -23655.91476 32847.09276
86 -3782.01124 -23655.91476
87 -9306.30364 -3782.01124
88 63039.70637 -9306.30364
89 22377.05088 63039.70637
90 -11596.85798 22377.05088
91 908.23825 -11596.85798
92 -10821.68729 908.23825
93 -155.42522 -10821.68729
94 18611.95888 -155.42522
95 33938.97209 18611.95888
96 38687.70497 33938.97209
97 -119043.01254 38687.70497
98 19809.96618 -119043.01254
99 -30295.42521 19809.96618
100 1904.13158 -30295.42521
101 -8444.35650 1904.13158
102 40617.05170 -8444.35650
103 8051.51672 40617.05170
104 5284.52349 8051.51672
105 6371.18217 5284.52349
106 -31758.64270 6371.18217
107 -25791.98316 -31758.64270
108 -405.43072 -25791.98316
109 18669.16093 -405.43072
110 -2135.24637 18669.16093
111 -4508.48117 -2135.24637
112 -26832.40377 -4508.48117
113 247.87800 -26832.40377
114 -51498.38997 247.87800
115 5427.42553 -51498.38997
116 13919.55612 5427.42553
117 45353.90234 13919.55612
118 2006.91559 45353.90234
119 -35254.08778 2006.91559
120 -10543.63046 -35254.08778
121 -32435.53582 -10543.63046
122 -43337.92464 -32435.53582
123 -39792.01461 -43337.92464
124 62802.12353 -39792.01461
125 22830.81792 62802.12353
126 18160.42965 22830.81792
127 -29476.43245 18160.42965
128 15574.17911 -29476.43245
129 5641.21587 15574.17911
130 -700.07820 5641.21587
131 -27012.19437 -700.07820
132 15694.12643 -27012.19437
133 -63309.82802 15694.12643
134 -34001.84647 -63309.82802
135 44607.07001 -34001.84647
136 8477.03612 44607.07001
137 42755.02939 8477.03612
138 -27968.25533 42755.02939
139 -13126.89031 -27968.25533
140 -13678.00929 -13126.89031
141 -24449.87832 -13678.00929
142 10178.63261 -24449.87832
143 -6153.24124 10178.63261
144 10049.60595 -6153.24124
145 -39490.59702 10049.60595
146 2690.21845 -39490.59702
147 -28777.00897 2690.21845
148 -3518.11115 -28777.00897
149 3607.39813 -3518.11115
150 29532.85236 3607.39813
151 -3696.48175 29532.85236
152 -5437.71330 -3696.48175
153 41675.75887 -5437.71330
154 21229.58462 41675.75887
155 18625.15775 21229.58462
156 28681.00412 18625.15775
157 8054.86147 28681.00412
158 -18900.67860 8054.86147
159 3235.52716 -18900.67860
160 653.06227 3235.52716
161 -2071.83175 653.06227
162 -10782.83821 -2071.83175
163 15027.23754 -10782.83821
164 -26773.56874 15027.23754
165 26002.20716 -26773.56874
166 -27788.03298 26002.20716
167 5107.25179 -27788.03298
168 12814.14353 5107.25179
169 92202.02486 12814.14353
170 15769.52065 92202.02486
171 -29275.27769 15769.52065
172 22598.26390 -29275.27769
173 10067.62642 22598.26390
174 -60025.71296 10067.62642
175 16475.15207 -60025.71296
176 -26786.41329 16475.15207
177 13489.17280 -26786.41329
178 -13630.14257 13489.17280
179 41542.06093 -13630.14257
180 -20883.40506 41542.06093
181 -35990.71642 -20883.40506
182 13515.26832 -35990.71642
183 5576.58357 13515.26832
184 7101.13938 5576.58357
185 9585.22106 7101.13938
186 17276.66930 9585.22106
187 20652.30369 17276.66930
188 -1658.72300 20652.30369
189 1947.41606 -1658.72300
190 25881.06347 1947.41606
191 19378.19220 25881.06347
192 -25920.36292 19378.19220
193 -44987.11075 -25920.36292
194 6915.08929 -44987.11075
195 -11481.56024 6915.08929
196 -4388.23898 -11481.56024
197 934.50920 -4388.23898
198 -25722.26801 934.50920
199 -19833.73560 -25722.26801
200 1127.75035 -19833.73560
201 -7053.31757 1127.75035
202 22458.04961 -7053.31757
203 9639.18261 22458.04961
204 -30595.33730 9639.18261
205 -8066.88902 -30595.33730
206 -10240.54332 -8066.88902
207 54054.59455 -10240.54332
208 24532.93259 54054.59455
209 15241.38092 24532.93259
210 9416.38447 15241.38092
211 15551.77866 9416.38447
212 -4338.11358 15551.77866
213 18144.93445 -4338.11358
214 -28050.78707 18144.93445
215 -12801.47411 -28050.78707
216 -25507.59607 -12801.47411
217 3758.90637 -25507.59607
218 6475.84458 3758.90637
219 34960.81982 6475.84458
220 -13096.66993 34960.81982
221 -29225.86688 -13096.66993
222 -70721.15631 -29225.86688
223 907.42185 -70721.15631
224 3577.66827 907.42185
225 -13150.09770 3577.66827
226 13225.05763 -13150.09770
227 -35442.05311 13225.05763
228 -39164.66563 -35442.05311
229 -45399.19054 -39164.66563
230 -13447.89912 -45399.19054
231 -12508.95698 -13447.89912
232 -33424.92040 -12508.95698
233 -11197.38394 -33424.92040
234 -33504.69987 -11197.38394
235 -9724.07907 -33504.69987
236 57830.18461 -9724.07907
237 -18328.20173 57830.18461
238 -14389.68838 -18328.20173
239 -22750.88206 -14389.68838
240 3364.25060 -22750.88206
241 -29787.01812 3364.25060
242 -17538.75469 -29787.01812
243 -3293.17901 -17538.75469
244 -4573.60498 -3293.17901
245 -6919.15545 -4573.60498
246 -32108.22779 -6919.15545
247 28201.77642 -32108.22779
248 10873.67067 28201.77642
249 -6964.31762 10873.67067
250 13124.67049 -6964.31762
251 -734.87097 13124.67049
252 11516.83006 -734.87097
253 633.10493 11516.83006
254 -5528.59817 633.10493
255 10894.70995 -5528.59817
256 -10200.73157 10894.70995
257 18260.98556 -10200.73157
258 12590.03620 18260.98556
259 8112.18421 12590.03620
260 -13998.01717 8112.18421
261 -288.91009 -13998.01717
262 10222.36380 -288.91009
263 -11838.94454 10222.36380
264 -9376.62153 -11838.94454
265 9705.30891 -9376.62153
266 -20114.87250 9705.30891
267 -6563.17587 -20114.87250
268 51414.13523 -6563.17587
269 -21982.90874 51414.13523
270 -22609.95349 -21982.90874
271 12464.24083 -22609.95349
272 5751.41555 12464.24083
273 6141.28536 5751.41555
274 9559.84256 6141.28536
275 -14605.55132 9559.84256
276 11289.93654 -14605.55132
277 8719.29826 11289.93654
278 -7419.96401 8719.29826
279 15765.20334 -7419.96401
280 -1303.62309 15765.20334
281 22616.44902 -1303.62309
282 3803.93621 22616.44902
283 16489.91275 3803.93621
284 13045.99620 16489.91275
285 -30182.52273 13045.99620
286 -1045.57640 -30182.52273
287 -24085.39214 -1045.57640
288 2316.99788 -24085.39214
289 NA 2316.99788
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -3433.52565 27921.45433
[2,] 5765.58724 -3433.52565
[3,] -48804.16248 5765.58724
[4,] 24786.54642 -48804.16248
[5,] -14693.53672 24786.54642
[6,] 92408.70332 -14693.53672
[7,] -3541.16414 92408.70332
[8,] 10866.11292 -3541.16414
[9,] -6231.50808 10866.11292
[10,] 19574.36933 -6231.50808
[11,] 25383.65711 19574.36933
[12,] -1851.80736 25383.65711
[13,] -3645.53594 -1851.80736
[14,] 20809.32441 -3645.53594
[15,] 19425.21350 20809.32441
[16,] -51523.50943 19425.21350
[17,] 28664.24230 -51523.50943
[18,] 25553.26347 28664.24230
[19,] -12317.14272 25553.26347
[20,] -10421.48104 -12317.14272
[21,] -73.85706 -10421.48104
[22,] 120179.87485 -73.85706
[23,] 30476.50298 120179.87485
[24,] -34971.89868 30476.50298
[25,] -75693.04477 -34971.89868
[26,] -35631.45229 -75693.04477
[27,] -5977.59924 -35631.45229
[28,] 36558.10049 -5977.59924
[29,] 5487.83949 36558.10049
[30,] 21248.19517 5487.83949
[31,] 14683.15668 21248.19517
[32,] -28223.98557 14683.15668
[33,] 46764.04666 -28223.98557
[34,] -4084.10811 46764.04666
[35,] 31851.63082 -4084.10811
[36,] 31449.14873 31851.63082
[37,] 31270.77378 31449.14873
[38,] 74944.39133 31270.77378
[39,] 8480.71334 74944.39133
[40,] 9879.32510 8480.71334
[41,] 31038.69611 9879.32510
[42,] -50161.37542 31038.69611
[43,] 12375.43561 -50161.37542
[44,] 26562.81218 12375.43561
[45,] -1130.29685 26562.81218
[46,] -43530.83450 -1130.29685
[47,] 7987.55025 -43530.83450
[48,] -11467.40671 7987.55025
[49,] -76224.86887 -11467.40671
[50,] 23255.13876 -76224.86887
[51,] -11489.12464 23255.13876
[52,] -31773.77470 -11489.12464
[53,] -42342.57802 -31773.77470
[54,] -37324.78638 -42342.57802
[55,] 6827.37578 -37324.78638
[56,] -3268.17773 6827.37578
[57,] 65696.65267 -3268.17773
[58,] 1092.84249 65696.65267
[59,] 6948.48293 1092.84249
[60,] -2743.09250 6948.48293
[61,] 2946.49436 -2743.09250
[62,] -36709.17743 2946.49436
[63,] 14972.51493 -36709.17743
[64,] -73855.27757 14972.51493
[65,] 14759.60256 -73855.27757
[66,] 46268.95210 14759.60256
[67,] 6429.59534 46268.95210
[68,] -20482.38899 6429.59534
[69,] -13880.71512 -20482.38899
[70,] 11060.38430 -13880.71512
[71,] 43668.32631 11060.38430
[72,] 24035.06604 43668.32631
[73,] -29516.88530 24035.06604
[74,] -40007.64614 -29516.88530
[75,] -18466.12334 -40007.64614
[76,] -12020.50742 -18466.12334
[77,] -12920.88162 -12020.50742
[78,] -5501.21716 -12920.88162
[79,] 8903.26068 -5501.21716
[80,] 3809.80411 8903.26068
[81,] -33199.31515 3809.80411
[82,] 77775.57233 -33199.31515
[83,] 42106.77200 77775.57233
[84,] 32847.09276 42106.77200
[85,] -23655.91476 32847.09276
[86,] -3782.01124 -23655.91476
[87,] -9306.30364 -3782.01124
[88,] 63039.70637 -9306.30364
[89,] 22377.05088 63039.70637
[90,] -11596.85798 22377.05088
[91,] 908.23825 -11596.85798
[92,] -10821.68729 908.23825
[93,] -155.42522 -10821.68729
[94,] 18611.95888 -155.42522
[95,] 33938.97209 18611.95888
[96,] 38687.70497 33938.97209
[97,] -119043.01254 38687.70497
[98,] 19809.96618 -119043.01254
[99,] -30295.42521 19809.96618
[100,] 1904.13158 -30295.42521
[101,] -8444.35650 1904.13158
[102,] 40617.05170 -8444.35650
[103,] 8051.51672 40617.05170
[104,] 5284.52349 8051.51672
[105,] 6371.18217 5284.52349
[106,] -31758.64270 6371.18217
[107,] -25791.98316 -31758.64270
[108,] -405.43072 -25791.98316
[109,] 18669.16093 -405.43072
[110,] -2135.24637 18669.16093
[111,] -4508.48117 -2135.24637
[112,] -26832.40377 -4508.48117
[113,] 247.87800 -26832.40377
[114,] -51498.38997 247.87800
[115,] 5427.42553 -51498.38997
[116,] 13919.55612 5427.42553
[117,] 45353.90234 13919.55612
[118,] 2006.91559 45353.90234
[119,] -35254.08778 2006.91559
[120,] -10543.63046 -35254.08778
[121,] -32435.53582 -10543.63046
[122,] -43337.92464 -32435.53582
[123,] -39792.01461 -43337.92464
[124,] 62802.12353 -39792.01461
[125,] 22830.81792 62802.12353
[126,] 18160.42965 22830.81792
[127,] -29476.43245 18160.42965
[128,] 15574.17911 -29476.43245
[129,] 5641.21587 15574.17911
[130,] -700.07820 5641.21587
[131,] -27012.19437 -700.07820
[132,] 15694.12643 -27012.19437
[133,] -63309.82802 15694.12643
[134,] -34001.84647 -63309.82802
[135,] 44607.07001 -34001.84647
[136,] 8477.03612 44607.07001
[137,] 42755.02939 8477.03612
[138,] -27968.25533 42755.02939
[139,] -13126.89031 -27968.25533
[140,] -13678.00929 -13126.89031
[141,] -24449.87832 -13678.00929
[142,] 10178.63261 -24449.87832
[143,] -6153.24124 10178.63261
[144,] 10049.60595 -6153.24124
[145,] -39490.59702 10049.60595
[146,] 2690.21845 -39490.59702
[147,] -28777.00897 2690.21845
[148,] -3518.11115 -28777.00897
[149,] 3607.39813 -3518.11115
[150,] 29532.85236 3607.39813
[151,] -3696.48175 29532.85236
[152,] -5437.71330 -3696.48175
[153,] 41675.75887 -5437.71330
[154,] 21229.58462 41675.75887
[155,] 18625.15775 21229.58462
[156,] 28681.00412 18625.15775
[157,] 8054.86147 28681.00412
[158,] -18900.67860 8054.86147
[159,] 3235.52716 -18900.67860
[160,] 653.06227 3235.52716
[161,] -2071.83175 653.06227
[162,] -10782.83821 -2071.83175
[163,] 15027.23754 -10782.83821
[164,] -26773.56874 15027.23754
[165,] 26002.20716 -26773.56874
[166,] -27788.03298 26002.20716
[167,] 5107.25179 -27788.03298
[168,] 12814.14353 5107.25179
[169,] 92202.02486 12814.14353
[170,] 15769.52065 92202.02486
[171,] -29275.27769 15769.52065
[172,] 22598.26390 -29275.27769
[173,] 10067.62642 22598.26390
[174,] -60025.71296 10067.62642
[175,] 16475.15207 -60025.71296
[176,] -26786.41329 16475.15207
[177,] 13489.17280 -26786.41329
[178,] -13630.14257 13489.17280
[179,] 41542.06093 -13630.14257
[180,] -20883.40506 41542.06093
[181,] -35990.71642 -20883.40506
[182,] 13515.26832 -35990.71642
[183,] 5576.58357 13515.26832
[184,] 7101.13938 5576.58357
[185,] 9585.22106 7101.13938
[186,] 17276.66930 9585.22106
[187,] 20652.30369 17276.66930
[188,] -1658.72300 20652.30369
[189,] 1947.41606 -1658.72300
[190,] 25881.06347 1947.41606
[191,] 19378.19220 25881.06347
[192,] -25920.36292 19378.19220
[193,] -44987.11075 -25920.36292
[194,] 6915.08929 -44987.11075
[195,] -11481.56024 6915.08929
[196,] -4388.23898 -11481.56024
[197,] 934.50920 -4388.23898
[198,] -25722.26801 934.50920
[199,] -19833.73560 -25722.26801
[200,] 1127.75035 -19833.73560
[201,] -7053.31757 1127.75035
[202,] 22458.04961 -7053.31757
[203,] 9639.18261 22458.04961
[204,] -30595.33730 9639.18261
[205,] -8066.88902 -30595.33730
[206,] -10240.54332 -8066.88902
[207,] 54054.59455 -10240.54332
[208,] 24532.93259 54054.59455
[209,] 15241.38092 24532.93259
[210,] 9416.38447 15241.38092
[211,] 15551.77866 9416.38447
[212,] -4338.11358 15551.77866
[213,] 18144.93445 -4338.11358
[214,] -28050.78707 18144.93445
[215,] -12801.47411 -28050.78707
[216,] -25507.59607 -12801.47411
[217,] 3758.90637 -25507.59607
[218,] 6475.84458 3758.90637
[219,] 34960.81982 6475.84458
[220,] -13096.66993 34960.81982
[221,] -29225.86688 -13096.66993
[222,] -70721.15631 -29225.86688
[223,] 907.42185 -70721.15631
[224,] 3577.66827 907.42185
[225,] -13150.09770 3577.66827
[226,] 13225.05763 -13150.09770
[227,] -35442.05311 13225.05763
[228,] -39164.66563 -35442.05311
[229,] -45399.19054 -39164.66563
[230,] -13447.89912 -45399.19054
[231,] -12508.95698 -13447.89912
[232,] -33424.92040 -12508.95698
[233,] -11197.38394 -33424.92040
[234,] -33504.69987 -11197.38394
[235,] -9724.07907 -33504.69987
[236,] 57830.18461 -9724.07907
[237,] -18328.20173 57830.18461
[238,] -14389.68838 -18328.20173
[239,] -22750.88206 -14389.68838
[240,] 3364.25060 -22750.88206
[241,] -29787.01812 3364.25060
[242,] -17538.75469 -29787.01812
[243,] -3293.17901 -17538.75469
[244,] -4573.60498 -3293.17901
[245,] -6919.15545 -4573.60498
[246,] -32108.22779 -6919.15545
[247,] 28201.77642 -32108.22779
[248,] 10873.67067 28201.77642
[249,] -6964.31762 10873.67067
[250,] 13124.67049 -6964.31762
[251,] -734.87097 13124.67049
[252,] 11516.83006 -734.87097
[253,] 633.10493 11516.83006
[254,] -5528.59817 633.10493
[255,] 10894.70995 -5528.59817
[256,] -10200.73157 10894.70995
[257,] 18260.98556 -10200.73157
[258,] 12590.03620 18260.98556
[259,] 8112.18421 12590.03620
[260,] -13998.01717 8112.18421
[261,] -288.91009 -13998.01717
[262,] 10222.36380 -288.91009
[263,] -11838.94454 10222.36380
[264,] -9376.62153 -11838.94454
[265,] 9705.30891 -9376.62153
[266,] -20114.87250 9705.30891
[267,] -6563.17587 -20114.87250
[268,] 51414.13523 -6563.17587
[269,] -21982.90874 51414.13523
[270,] -22609.95349 -21982.90874
[271,] 12464.24083 -22609.95349
[272,] 5751.41555 12464.24083
[273,] 6141.28536 5751.41555
[274,] 9559.84256 6141.28536
[275,] -14605.55132 9559.84256
[276,] 11289.93654 -14605.55132
[277,] 8719.29826 11289.93654
[278,] -7419.96401 8719.29826
[279,] 15765.20334 -7419.96401
[280,] -1303.62309 15765.20334
[281,] 22616.44902 -1303.62309
[282,] 3803.93621 22616.44902
[283,] 16489.91275 3803.93621
[284,] 13045.99620 16489.91275
[285,] -30182.52273 13045.99620
[286,] -1045.57640 -30182.52273
[287,] -24085.39214 -1045.57640
[288,] 2316.99788 -24085.39214
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -3433.52565 27921.45433
2 5765.58724 -3433.52565
3 -48804.16248 5765.58724
4 24786.54642 -48804.16248
5 -14693.53672 24786.54642
6 92408.70332 -14693.53672
7 -3541.16414 92408.70332
8 10866.11292 -3541.16414
9 -6231.50808 10866.11292
10 19574.36933 -6231.50808
11 25383.65711 19574.36933
12 -1851.80736 25383.65711
13 -3645.53594 -1851.80736
14 20809.32441 -3645.53594
15 19425.21350 20809.32441
16 -51523.50943 19425.21350
17 28664.24230 -51523.50943
18 25553.26347 28664.24230
19 -12317.14272 25553.26347
20 -10421.48104 -12317.14272
21 -73.85706 -10421.48104
22 120179.87485 -73.85706
23 30476.50298 120179.87485
24 -34971.89868 30476.50298
25 -75693.04477 -34971.89868
26 -35631.45229 -75693.04477
27 -5977.59924 -35631.45229
28 36558.10049 -5977.59924
29 5487.83949 36558.10049
30 21248.19517 5487.83949
31 14683.15668 21248.19517
32 -28223.98557 14683.15668
33 46764.04666 -28223.98557
34 -4084.10811 46764.04666
35 31851.63082 -4084.10811
36 31449.14873 31851.63082
37 31270.77378 31449.14873
38 74944.39133 31270.77378
39 8480.71334 74944.39133
40 9879.32510 8480.71334
41 31038.69611 9879.32510
42 -50161.37542 31038.69611
43 12375.43561 -50161.37542
44 26562.81218 12375.43561
45 -1130.29685 26562.81218
46 -43530.83450 -1130.29685
47 7987.55025 -43530.83450
48 -11467.40671 7987.55025
49 -76224.86887 -11467.40671
50 23255.13876 -76224.86887
51 -11489.12464 23255.13876
52 -31773.77470 -11489.12464
53 -42342.57802 -31773.77470
54 -37324.78638 -42342.57802
55 6827.37578 -37324.78638
56 -3268.17773 6827.37578
57 65696.65267 -3268.17773
58 1092.84249 65696.65267
59 6948.48293 1092.84249
60 -2743.09250 6948.48293
61 2946.49436 -2743.09250
62 -36709.17743 2946.49436
63 14972.51493 -36709.17743
64 -73855.27757 14972.51493
65 14759.60256 -73855.27757
66 46268.95210 14759.60256
67 6429.59534 46268.95210
68 -20482.38899 6429.59534
69 -13880.71512 -20482.38899
70 11060.38430 -13880.71512
71 43668.32631 11060.38430
72 24035.06604 43668.32631
73 -29516.88530 24035.06604
74 -40007.64614 -29516.88530
75 -18466.12334 -40007.64614
76 -12020.50742 -18466.12334
77 -12920.88162 -12020.50742
78 -5501.21716 -12920.88162
79 8903.26068 -5501.21716
80 3809.80411 8903.26068
81 -33199.31515 3809.80411
82 77775.57233 -33199.31515
83 42106.77200 77775.57233
84 32847.09276 42106.77200
85 -23655.91476 32847.09276
86 -3782.01124 -23655.91476
87 -9306.30364 -3782.01124
88 63039.70637 -9306.30364
89 22377.05088 63039.70637
90 -11596.85798 22377.05088
91 908.23825 -11596.85798
92 -10821.68729 908.23825
93 -155.42522 -10821.68729
94 18611.95888 -155.42522
95 33938.97209 18611.95888
96 38687.70497 33938.97209
97 -119043.01254 38687.70497
98 19809.96618 -119043.01254
99 -30295.42521 19809.96618
100 1904.13158 -30295.42521
101 -8444.35650 1904.13158
102 40617.05170 -8444.35650
103 8051.51672 40617.05170
104 5284.52349 8051.51672
105 6371.18217 5284.52349
106 -31758.64270 6371.18217
107 -25791.98316 -31758.64270
108 -405.43072 -25791.98316
109 18669.16093 -405.43072
110 -2135.24637 18669.16093
111 -4508.48117 -2135.24637
112 -26832.40377 -4508.48117
113 247.87800 -26832.40377
114 -51498.38997 247.87800
115 5427.42553 -51498.38997
116 13919.55612 5427.42553
117 45353.90234 13919.55612
118 2006.91559 45353.90234
119 -35254.08778 2006.91559
120 -10543.63046 -35254.08778
121 -32435.53582 -10543.63046
122 -43337.92464 -32435.53582
123 -39792.01461 -43337.92464
124 62802.12353 -39792.01461
125 22830.81792 62802.12353
126 18160.42965 22830.81792
127 -29476.43245 18160.42965
128 15574.17911 -29476.43245
129 5641.21587 15574.17911
130 -700.07820 5641.21587
131 -27012.19437 -700.07820
132 15694.12643 -27012.19437
133 -63309.82802 15694.12643
134 -34001.84647 -63309.82802
135 44607.07001 -34001.84647
136 8477.03612 44607.07001
137 42755.02939 8477.03612
138 -27968.25533 42755.02939
139 -13126.89031 -27968.25533
140 -13678.00929 -13126.89031
141 -24449.87832 -13678.00929
142 10178.63261 -24449.87832
143 -6153.24124 10178.63261
144 10049.60595 -6153.24124
145 -39490.59702 10049.60595
146 2690.21845 -39490.59702
147 -28777.00897 2690.21845
148 -3518.11115 -28777.00897
149 3607.39813 -3518.11115
150 29532.85236 3607.39813
151 -3696.48175 29532.85236
152 -5437.71330 -3696.48175
153 41675.75887 -5437.71330
154 21229.58462 41675.75887
155 18625.15775 21229.58462
156 28681.00412 18625.15775
157 8054.86147 28681.00412
158 -18900.67860 8054.86147
159 3235.52716 -18900.67860
160 653.06227 3235.52716
161 -2071.83175 653.06227
162 -10782.83821 -2071.83175
163 15027.23754 -10782.83821
164 -26773.56874 15027.23754
165 26002.20716 -26773.56874
166 -27788.03298 26002.20716
167 5107.25179 -27788.03298
168 12814.14353 5107.25179
169 92202.02486 12814.14353
170 15769.52065 92202.02486
171 -29275.27769 15769.52065
172 22598.26390 -29275.27769
173 10067.62642 22598.26390
174 -60025.71296 10067.62642
175 16475.15207 -60025.71296
176 -26786.41329 16475.15207
177 13489.17280 -26786.41329
178 -13630.14257 13489.17280
179 41542.06093 -13630.14257
180 -20883.40506 41542.06093
181 -35990.71642 -20883.40506
182 13515.26832 -35990.71642
183 5576.58357 13515.26832
184 7101.13938 5576.58357
185 9585.22106 7101.13938
186 17276.66930 9585.22106
187 20652.30369 17276.66930
188 -1658.72300 20652.30369
189 1947.41606 -1658.72300
190 25881.06347 1947.41606
191 19378.19220 25881.06347
192 -25920.36292 19378.19220
193 -44987.11075 -25920.36292
194 6915.08929 -44987.11075
195 -11481.56024 6915.08929
196 -4388.23898 -11481.56024
197 934.50920 -4388.23898
198 -25722.26801 934.50920
199 -19833.73560 -25722.26801
200 1127.75035 -19833.73560
201 -7053.31757 1127.75035
202 22458.04961 -7053.31757
203 9639.18261 22458.04961
204 -30595.33730 9639.18261
205 -8066.88902 -30595.33730
206 -10240.54332 -8066.88902
207 54054.59455 -10240.54332
208 24532.93259 54054.59455
209 15241.38092 24532.93259
210 9416.38447 15241.38092
211 15551.77866 9416.38447
212 -4338.11358 15551.77866
213 18144.93445 -4338.11358
214 -28050.78707 18144.93445
215 -12801.47411 -28050.78707
216 -25507.59607 -12801.47411
217 3758.90637 -25507.59607
218 6475.84458 3758.90637
219 34960.81982 6475.84458
220 -13096.66993 34960.81982
221 -29225.86688 -13096.66993
222 -70721.15631 -29225.86688
223 907.42185 -70721.15631
224 3577.66827 907.42185
225 -13150.09770 3577.66827
226 13225.05763 -13150.09770
227 -35442.05311 13225.05763
228 -39164.66563 -35442.05311
229 -45399.19054 -39164.66563
230 -13447.89912 -45399.19054
231 -12508.95698 -13447.89912
232 -33424.92040 -12508.95698
233 -11197.38394 -33424.92040
234 -33504.69987 -11197.38394
235 -9724.07907 -33504.69987
236 57830.18461 -9724.07907
237 -18328.20173 57830.18461
238 -14389.68838 -18328.20173
239 -22750.88206 -14389.68838
240 3364.25060 -22750.88206
241 -29787.01812 3364.25060
242 -17538.75469 -29787.01812
243 -3293.17901 -17538.75469
244 -4573.60498 -3293.17901
245 -6919.15545 -4573.60498
246 -32108.22779 -6919.15545
247 28201.77642 -32108.22779
248 10873.67067 28201.77642
249 -6964.31762 10873.67067
250 13124.67049 -6964.31762
251 -734.87097 13124.67049
252 11516.83006 -734.87097
253 633.10493 11516.83006
254 -5528.59817 633.10493
255 10894.70995 -5528.59817
256 -10200.73157 10894.70995
257 18260.98556 -10200.73157
258 12590.03620 18260.98556
259 8112.18421 12590.03620
260 -13998.01717 8112.18421
261 -288.91009 -13998.01717
262 10222.36380 -288.91009
263 -11838.94454 10222.36380
264 -9376.62153 -11838.94454
265 9705.30891 -9376.62153
266 -20114.87250 9705.30891
267 -6563.17587 -20114.87250
268 51414.13523 -6563.17587
269 -21982.90874 51414.13523
270 -22609.95349 -21982.90874
271 12464.24083 -22609.95349
272 5751.41555 12464.24083
273 6141.28536 5751.41555
274 9559.84256 6141.28536
275 -14605.55132 9559.84256
276 11289.93654 -14605.55132
277 8719.29826 11289.93654
278 -7419.96401 8719.29826
279 15765.20334 -7419.96401
280 -1303.62309 15765.20334
281 22616.44902 -1303.62309
282 3803.93621 22616.44902
283 16489.91275 3803.93621
284 13045.99620 16489.91275
285 -30182.52273 13045.99620
286 -1045.57640 -30182.52273
287 -24085.39214 -1045.57640
288 2316.99788 -24085.39214
> 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/fisher/rcomp/tmp/7xz8i1356096045.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/fisher/rcomp/tmp/807fy1356096045.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/fisher/rcomp/tmp/9zitr1356096045.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/fisher/rcomp/tmp/10gkfd1356096045.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/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/11u76z1356096045.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/1226ta1356096045.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/13nsku1356096046.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/1483sc1356096046.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/fisher/rcomp/tmp/15fcxd1356096046.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/fisher/rcomp/tmp/16qh3c1356096046.tab")
+ }
>
> try(system("convert tmp/1ss451356096045.ps tmp/1ss451356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/23yzu1356096045.ps tmp/23yzu1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/3d6k31356096045.ps tmp/3d6k31356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/4oftz1356096045.ps tmp/4oftz1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/5utkl1356096045.ps tmp/5utkl1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/6yytx1356096045.ps tmp/6yytx1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/7xz8i1356096045.ps tmp/7xz8i1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/807fy1356096045.ps tmp/807fy1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/9zitr1356096045.ps tmp/9zitr1356096045.png",intern=TRUE))
character(0)
> try(system("convert tmp/10gkfd1356096045.ps tmp/10gkfd1356096045.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.652 1.896 14.547