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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Type 'demo()' for some demos, 'help()' for on-line help, or
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Type 'q()' to quit R.
> x <- array(list(210907
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+ ,14)
+ ,dim=c(4
+ ,289)
+ ,dimnames=list(c('time_in_rfc_'
+ ,'total_size_compendium'
+ ,'compendiums_reviewed'
+ ,'logins')
+ ,1:289))
> y <- array(NA,dim=c(4,289),dimnames=list(c('time_in_rfc_','total_size_compendium','compendiums_reviewed','logins'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
time_in_rfc_ total_size_compendium compendiums_reviewed logins t
1 210907 112285 30 56 1
2 120982 84786 28 56 2
3 176508 83123 38 54 3
4 179321 101193 30 89 4
5 123185 38361 22 40 5
6 52746 68504 26 25 6
7 385534 119182 25 92 7
8 33170 22807 18 18 8
9 101645 17140 11 63 9
10 149061 116174 26 44 10
11 165446 57635 25 33 11
12 237213 66198 38 84 12
13 173326 71701 44 88 13
14 133131 57793 30 55 14
15 258873 80444 40 60 15
16 180083 53855 34 66 16
17 324799 97668 47 154 17
18 230964 133824 30 53 18
19 236785 101481 31 119 19
20 135473 99645 23 41 20
21 202925 114789 36 61 21
22 215147 99052 36 58 22
23 344297 67654 30 75 23
24 153935 65553 25 33 24
25 132943 97500 39 40 25
26 174724 69112 34 92 26
27 174415 82753 31 100 27
28 225548 85323 31 112 28
29 223632 72654 33 73 29
30 124817 30727 25 40 30
31 221698 77873 33 45 31
32 210767 117478 35 60 32
33 170266 74007 42 62 33
34 260561 90183 43 75 34
35 84853 61542 30 31 35
36 294424 101494 33 77 36
37 101011 27570 13 34 37
38 215641 55813 32 46 38
39 325107 79215 36 99 39
40 7176 1423 0 17 40
41 167542 55461 28 66 41
42 106408 31081 14 30 42
43 96560 22996 17 76 43
44 265769 83122 32 146 44
45 269651 70106 30 67 45
46 149112 60578 35 56 46
47 175824 39992 20 107 47
48 152871 79892 28 58 48
49 111665 49810 28 34 49
50 116408 71570 39 61 50
51 362301 100708 34 119 51
52 78800 33032 26 42 52
53 183167 82875 39 66 53
54 277965 139077 39 89 54
55 150629 71595 33 44 55
56 168809 72260 28 66 56
57 24188 5950 4 24 57
58 329267 115762 39 259 58
59 65029 32551 18 17 59
60 101097 31701 14 64 60
61 218946 80670 29 41 61
62 244052 143558 44 68 62
63 341570 117105 21 168 63
64 103597 23789 16 43 64
65 233328 120733 28 132 65
66 256462 105195 35 105 66
67 206161 73107 28 71 67
68 311473 132068 38 112 68
69 235800 149193 23 94 69
70 177939 46821 36 82 70
71 207176 87011 32 70 71
72 196553 95260 29 57 72
73 174184 55183 25 53 73
74 143246 106671 27 103 74
75 187559 73511 36 121 75
76 187681 92945 28 62 76
77 119016 78664 23 52 77
78 182192 70054 40 52 78
79 73566 22618 23 32 79
80 194979 74011 40 62 80
81 167488 83737 28 45 81
82 143756 69094 34 46 82
83 275541 93133 33 63 83
84 243199 95536 28 75 84
85 182999 225920 34 88 85
86 135649 62133 30 46 86
87 152299 61370 33 53 87
88 120221 43836 22 37 88
89 346485 106117 38 90 89
90 145790 38692 26 63 90
91 193339 84651 35 78 91
92 80953 56622 8 25 92
93 122774 15986 24 45 93
94 130585 95364 29 46 94
95 112611 26706 20 41 95
96 286468 89691 29 144 96
97 241066 67267 45 82 97
98 148446 126846 37 91 98
99 204713 41140 33 71 99
100 182079 102860 33 63 100
101 140344 51715 25 53 101
102 220516 55801 32 62 102
103 243060 111813 29 63 103
104 162765 120293 28 32 104
105 182613 138599 28 39 105
106 232138 161647 31 62 106
107 265318 115929 52 117 107
108 85574 24266 21 34 108
109 310839 162901 24 92 109
110 225060 109825 41 93 110
111 232317 129838 33 54 111
112 144966 37510 32 144 112
113 43287 43750 19 14 113
114 155754 40652 20 61 114
115 164709 87771 31 109 115
116 201940 85872 31 38 116
117 235454 89275 32 73 117
118 220801 44418 18 75 118
119 99466 192565 23 50 119
120 92661 35232 17 61 120
121 133328 40909 20 55 121
122 61361 13294 12 77 122
123 125930 32387 17 75 123
124 100750 140867 30 72 124
125 224549 120662 31 50 125
126 82316 21233 10 32 126
127 102010 44332 13 53 127
128 101523 61056 22 42 128
129 243511 101338 42 71 129
130 22938 1168 1 10 130
131 41566 13497 9 35 131
132 152474 65567 32 65 132
133 61857 25162 11 25 133
134 99923 32334 25 66 134
135 132487 40735 36 41 135
136 317394 91413 31 86 136
137 21054 855 0 16 137
138 209641 97068 24 42 138
139 22648 44339 13 19 139
140 31414 14116 8 19 140
141 46698 10288 13 45 141
142 131698 65622 19 65 142
143 91735 16563 18 35 143
144 244749 76643 33 95 144
145 184510 110681 40 49 145
146 79863 29011 22 37 146
147 128423 92696 38 64 147
148 97839 94785 24 38 148
149 38214 8773 8 34 149
150 151101 83209 35 32 150
151 272458 93815 43 65 151
152 172494 86687 43 52 152
153 108043 34553 14 62 153
154 328107 105547 41 65 154
155 250579 103487 38 83 155
156 351067 213688 45 95 156
157 158015 71220 31 29 157
158 98866 23517 13 18 158
159 85439 56926 28 33 159
160 229242 91721 31 247 160
161 351619 115168 40 139 161
162 84207 111194 30 29 162
163 120445 51009 16 118 163
164 324598 135777 37 110 164
165 131069 51513 30 67 165
166 204271 74163 35 42 166
167 165543 51633 32 65 167
168 141722 75345 27 94 168
169 116048 33416 20 64 169
170 250047 83305 18 81 170
171 299775 98952 31 95 171
172 195838 102372 31 67 172
173 173260 37238 21 63 173
174 254488 103772 39 83 174
175 104389 123969 41 45 175
176 136084 27142 13 30 176
177 199476 135400 32 70 177
178 92499 21399 18 32 178
179 224330 130115 39 83 179
180 135781 24874 14 31 180
181 74408 34988 7 67 181
182 81240 45549 17 66 182
183 14688 6023 0 10 183
184 181633 64466 30 70 184
185 271856 54990 37 103 185
186 7199 1644 0 5 186
187 46660 6179 5 20 187
188 17547 3926 1 5 188
189 133368 32755 16 36 189
190 95227 34777 32 34 190
191 152601 73224 24 48 191
192 98146 27114 17 40 192
193 79619 20760 11 43 193
194 59194 37636 24 31 194
195 139942 65461 22 42 195
196 118612 30080 12 46 196
197 72880 24094 19 33 197
198 65475 69008 13 18 198
199 99643 54968 17 55 199
200 71965 46090 15 35 200
201 77272 27507 16 59 201
202 49289 10672 24 19 202
203 135131 34029 15 66 203
204 108446 46300 17 60 204
205 89746 24760 18 36 205
206 44296 18779 20 25 206
207 77648 21280 16 47 207
208 181528 40662 16 54 208
209 134019 28987 18 53 209
210 124064 22827 22 40 210
211 92630 18513 8 40 211
212 121848 30594 17 39 212
213 52915 24006 18 14 213
214 81872 27913 16 45 214
215 58981 42744 23 36 215
216 53515 12934 22 28 216
217 60812 22574 13 44 217
218 56375 41385 13 30 218
219 65490 18653 16 22 219
220 80949 18472 16 17 220
221 76302 30976 20 31 221
222 104011 63339 22 55 222
223 98104 25568 17 54 223
224 67989 33747 18 21 224
225 30989 4154 17 14 225
226 135458 19474 12 81 226
227 73504 35130 7 35 227
228 63123 39067 17 43 228
229 61254 13310 14 46 229
230 74914 65892 23 30 230
231 31774 4143 17 23 231
232 81437 28579 14 38 232
233 87186 51776 15 54 233
234 50090 21152 17 20 234
235 65745 38084 21 53 235
236 56653 27717 18 45 236
237 158399 32928 18 39 237
238 46455 11342 17 20 238
239 73624 19499 17 24 239
240 38395 16380 16 31 240
241 91899 36874 15 35 241
242 139526 48259 21 151 242
243 52164 16734 16 52 243
244 51567 28207 14 30 244
245 70551 30143 15 31 245
246 84856 41369 17 29 246
247 102538 45833 15 57 247
248 86678 29156 15 40 248
249 85709 35944 10 44 249
250 34662 36278 6 25 250
251 150580 45588 22 77 251
252 99611 45097 21 35 252
253 19349 3895 1 11 253
254 99373 28394 18 63 254
255 86230 18632 17 44 255
256 30837 2325 4 19 256
257 31706 25139 10 13 257
258 89806 27975 16 42 258
259 62088 14483 16 38 259
260 40151 13127 9 29 260
261 27634 5839 16 20 261
262 76990 24069 17 27 262
263 37460 3738 7 20 263
264 54157 18625 15 19 264
265 49862 36341 14 37 265
266 84337 24548 14 26 266
267 64175 21792 18 42 267
268 59382 26263 12 49 268
269 119308 23686 16 30 269
270 76702 49303 21 49 270
271 103425 25659 19 67 271
272 70344 28904 16 28 272
273 43410 2781 1 19 273
274 104838 29236 16 49 274
275 62215 19546 10 27 275
276 69304 22818 19 30 276
277 53117 32689 12 22 277
278 19764 5752 2 12 278
279 86680 22197 14 31 279
280 84105 20055 17 20 280
281 77945 25272 19 20 281
282 89113 82206 14 39 282
283 91005 32073 11 29 283
284 40248 5444 4 16 284
285 64187 20154 16 27 285
286 50857 36944 20 21 286
287 56613 8019 12 19 287
288 62792 30884 15 35 288
289 72535 19540 16 14 289
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) total_size_compendium compendiums_reviewed
14111.078 0.589 2313.687
logins t
885.194 -86.047
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-118810 -22181 -2380 18656 162544
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 14111.0778 10702.7358 1.318 0.1884
total_size_compendium 0.5890 0.0927 6.354 8.31e-10 ***
compendiums_reviewed 2313.6868 369.7345 6.258 1.44e-09 ***
logins 885.1940 89.2988 9.913 < 2e-16 ***
t -86.0470 35.6511 -2.414 0.0164 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 41570 on 284 degrees of freedom
Multiple R-squared: 0.7487, Adjusted R-squared: 0.7451
F-statistic: 211.5 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,] 0.9834150 3.316994e-02 1.658497e-02
[2,] 0.9667992 6.640156e-02 3.320078e-02
[3,] 0.9773156 4.536872e-02 2.268436e-02
[4,] 0.9781563 4.368746e-02 2.184373e-02
[5,] 0.9642555 7.148892e-02 3.574446e-02
[6,] 0.9732163 5.356738e-02 2.678369e-02
[7,] 0.9592003 8.159948e-02 4.079974e-02
[8,] 0.9740740 5.185195e-02 2.592598e-02
[9,] 0.9592804 8.143918e-02 4.071959e-02
[10,] 0.9602737 7.945266e-02 3.972633e-02
[11,] 0.9521770 9.564604e-02 4.782302e-02
[12,] 0.9662193 6.756141e-02 3.378071e-02
[13,] 0.9612602 7.747955e-02 3.873977e-02
[14,] 0.9461811 1.076377e-01 5.381885e-02
[15,] 0.9281284 1.437432e-01 7.187162e-02
[16,] 0.9970085 5.983075e-03 2.991537e-03
[17,] 0.9952979 9.404129e-03 4.702064e-03
[18,] 0.9961127 7.774513e-03 3.887256e-03
[19,] 0.9971187 5.762599e-03 2.881300e-03
[20,] 0.9983760 3.247960e-03 1.623980e-03
[21,] 0.9978628 4.274415e-03 2.137208e-03
[22,] 0.9971945 5.610974e-03 2.805487e-03
[23,] 0.9958612 8.277514e-03 4.138757e-03
[24,] 0.9960262 7.947691e-03 3.973846e-03
[25,] 0.9944441 1.111180e-02 5.555901e-03
[26,] 0.9929752 1.404967e-02 7.024836e-03
[27,] 0.9915140 1.697190e-02 8.485950e-03
[28,] 0.9925939 1.481220e-02 7.406099e-03
[29,] 0.9944256 1.114888e-02 5.574442e-03
[30,] 0.9921338 1.573244e-02 7.866220e-03
[31,] 0.9933362 1.332763e-02 6.663813e-03
[32,] 0.9959444 8.111211e-03 4.055605e-03
[33,] 0.9956797 8.640547e-03 4.320273e-03
[34,] 0.9942627 1.147453e-02 5.737263e-03
[35,] 0.9921304 1.573910e-02 7.869552e-03
[36,] 0.9932791 1.344172e-02 6.720858e-03
[37,] 0.9929216 1.415686e-02 7.078428e-03
[38,] 0.9958619 8.276142e-03 4.138071e-03
[39,] 0.9953915 9.216968e-03 4.608484e-03
[40,] 0.9942426 1.151476e-02 5.757382e-03
[41,] 0.9937894 1.242119e-02 6.210597e-03
[42,] 0.9922635 1.547302e-02 7.736512e-03
[43,] 0.9962755 7.449039e-03 3.724519e-03
[44,] 0.9983223 3.355320e-03 1.677660e-03
[45,] 0.9982651 3.469766e-03 1.734883e-03
[46,] 0.9978767 4.246536e-03 2.123268e-03
[47,] 0.9972814 5.437170e-03 2.718585e-03
[48,] 0.9963778 7.244359e-03 3.622179e-03
[49,] 0.9952708 9.458315e-03 4.729157e-03
[50,] 0.9939183 1.216345e-02 6.081726e-03
[51,] 0.9988039 2.392245e-03 1.196123e-03
[52,] 0.9984084 3.183206e-03 1.591603e-03
[53,] 0.9978773 4.245465e-03 2.122733e-03
[54,] 0.9981780 3.644037e-03 1.822018e-03
[55,] 0.9978065 4.386915e-03 2.193458e-03
[56,] 0.9979664 4.067140e-03 2.033570e-03
[57,] 0.9972605 5.478924e-03 2.739462e-03
[58,] 0.9974504 5.099261e-03 2.549631e-03
[59,] 0.9966012 6.797673e-03 3.398837e-03
[60,] 0.9958416 8.316752e-03 4.158376e-03
[61,] 0.9951211 9.757822e-03 4.878911e-03
[62,] 0.9943833 1.123337e-02 5.616685e-03
[63,] 0.9927152 1.456959e-02 7.284796e-03
[64,] 0.9906312 1.873763e-02 9.368813e-03
[65,] 0.9881038 2.379235e-02 1.189618e-02
[66,] 0.9863122 2.737556e-02 1.368778e-02
[67,] 0.9941516 1.169687e-02 5.848436e-03
[68,] 0.9947338 1.053245e-02 5.266227e-03
[69,] 0.9931417 1.371662e-02 6.858309e-03
[70,] 0.9925029 1.499413e-02 7.497064e-03
[71,] 0.9904055 1.918892e-02 9.594461e-03
[72,] 0.9885287 2.294268e-02 1.147134e-02
[73,] 0.9855204 2.895928e-02 1.447964e-02
[74,] 0.9818251 3.634986e-02 1.817493e-02
[75,] 0.9783749 4.325025e-02 2.162512e-02
[76,] 0.9878573 2.428539e-02 1.214269e-02
[77,] 0.9881460 2.370804e-02 1.185402e-02
[78,] 0.9983410 3.318052e-03 1.659026e-03
[79,] 0.9978649 4.270242e-03 2.135121e-03
[80,] 0.9972275 5.544906e-03 2.772453e-03
[81,] 0.9963894 7.221270e-03 3.610635e-03
[82,] 0.9992667 1.466586e-03 7.332932e-04
[83,] 0.9990049 1.990276e-03 9.951381e-04
[84,] 0.9986955 2.609074e-03 1.304537e-03
[85,] 0.9982575 3.484992e-03 1.742496e-03
[86,] 0.9977481 4.503824e-03 2.251912e-03
[87,] 0.9976267 4.746537e-03 2.373269e-03
[88,] 0.9969242 6.151685e-03 3.075842e-03
[89,] 0.9965822 6.835598e-03 3.417799e-03
[90,] 0.9957700 8.459918e-03 4.229959e-03
[91,] 0.9986541 2.691891e-03 1.345946e-03
[92,] 0.9985420 2.916019e-03 1.458010e-03
[93,] 0.9981266 3.746792e-03 1.873396e-03
[94,] 0.9975319 4.936115e-03 2.468058e-03
[95,] 0.9979131 4.173771e-03 2.086885e-03
[96,] 0.9981248 3.750495e-03 1.875248e-03
[97,] 0.9975460 4.907946e-03 2.453973e-03
[98,] 0.9968020 6.395903e-03 3.197952e-03
[99,] 0.9958750 8.250025e-03 4.125013e-03
[100,] 0.9953903 9.219302e-03 4.609651e-03
[101,] 0.9941972 1.160555e-02 5.802773e-03
[102,] 0.9965520 6.895904e-03 3.447952e-03
[103,] 0.9958182 8.363512e-03 4.181756e-03
[104,] 0.9951938 9.612383e-03 4.806191e-03
[105,] 0.9977257 4.548653e-03 2.274326e-03
[106,] 0.9977258 4.548358e-03 2.274179e-03
[107,] 0.9973658 5.268337e-03 2.634168e-03
[108,] 0.9979244 4.151148e-03 2.075574e-03
[109,] 0.9979527 4.094624e-03 2.047312e-03
[110,] 0.9979341 4.131703e-03 2.065852e-03
[111,] 0.9991003 1.799431e-03 8.997156e-04
[112,] 0.9998781 2.438572e-04 1.219286e-04
[113,] 0.9998476 3.048565e-04 1.524283e-04
[114,] 0.9997947 4.106804e-04 2.053402e-04
[115,] 0.9998008 3.984448e-04 1.992224e-04
[116,] 0.9997258 5.483223e-04 2.741612e-04
[117,] 0.9999789 4.226028e-05 2.113014e-05
[118,] 0.9999758 4.835242e-05 2.417621e-05
[119,] 0.9999672 6.555204e-05 3.277602e-05
[120,] 0.9999534 9.320549e-05 4.660274e-05
[121,] 0.9999424 1.152632e-04 5.763158e-05
[122,] 0.9999262 1.476769e-04 7.383846e-05
[123,] 0.9998980 2.040989e-04 1.020494e-04
[124,] 0.9998680 2.639650e-04 1.319825e-04
[125,] 0.9998287 3.425225e-04 1.712613e-04
[126,] 0.9997647 4.705179e-04 2.352590e-04
[127,] 0.9997431 5.138882e-04 2.569441e-04
[128,] 0.9996559 6.881035e-04 3.440518e-04
[129,] 0.9999633 7.345587e-05 3.672794e-05
[130,] 0.9999479 1.041292e-04 5.206460e-05
[131,] 0.9999617 7.654922e-05 3.827461e-05
[132,] 0.9999710 5.806330e-05 2.903165e-05
[133,] 0.9999607 7.850611e-05 3.925305e-05
[134,] 0.9999547 9.068490e-05 4.534245e-05
[135,] 0.9999376 1.247180e-04 6.235901e-05
[136,] 0.9999131 1.737352e-04 8.686761e-05
[137,] 0.9999115 1.770239e-04 8.851196e-05
[138,] 0.9998854 2.292593e-04 1.146296e-04
[139,] 0.9998564 2.872527e-04 1.436263e-04
[140,] 0.9999333 1.334654e-04 6.673271e-05
[141,] 0.9999512 9.751249e-05 4.875625e-05
[142,] 0.9999375 1.250138e-04 6.250688e-05
[143,] 0.9999169 1.662819e-04 8.314095e-05
[144,] 0.9999440 1.120798e-04 5.603989e-05
[145,] 0.9999320 1.360406e-04 6.802028e-05
[146,] 0.9999047 1.906703e-04 9.533513e-05
[147,] 0.9999925 1.491297e-05 7.456483e-06
[148,] 0.9999911 1.779175e-05 8.895873e-06
[149,] 0.9999906 1.878287e-05 9.391434e-06
[150,] 0.9999872 2.567801e-05 1.283901e-05
[151,] 0.9999857 2.866207e-05 1.433104e-05
[152,] 0.9999869 2.621810e-05 1.310905e-05
[153,] 0.9999995 9.386131e-07 4.693065e-07
[154,] 0.9999998 3.707409e-07 1.853705e-07
[155,] 0.9999999 1.003048e-07 5.015242e-08
[156,] 1.0000000 4.068919e-08 2.034459e-08
[157,] 1.0000000 1.644723e-08 8.223613e-09
[158,] 1.0000000 2.076998e-08 1.038499e-08
[159,] 1.0000000 1.336081e-08 6.680405e-09
[160,] 1.0000000 2.203814e-08 1.101907e-08
[161,] 1.0000000 1.325675e-08 6.628376e-09
[162,] 1.0000000 2.052423e-08 1.026211e-08
[163,] 1.0000000 2.445611e-09 1.222805e-09
[164,] 1.0000000 9.518548e-11 4.759274e-11
[165,] 1.0000000 1.460273e-10 7.301364e-11
[166,] 1.0000000 9.551608e-11 4.775804e-11
[167,] 1.0000000 4.392432e-11 2.196216e-11
[168,] 1.0000000 3.069571e-12 1.534785e-12
[169,] 1.0000000 7.313880e-13 3.656940e-13
[170,] 1.0000000 1.408691e-12 7.043453e-13
[171,] 1.0000000 2.616014e-12 1.308007e-12
[172,] 1.0000000 4.772924e-12 2.386462e-12
[173,] 1.0000000 1.026423e-12 5.132113e-13
[174,] 1.0000000 1.402013e-12 7.010066e-13
[175,] 1.0000000 9.762661e-13 4.881331e-13
[176,] 1.0000000 1.835304e-12 9.176520e-13
[177,] 1.0000000 2.486023e-12 1.243012e-12
[178,] 1.0000000 3.201381e-14 1.600691e-14
[179,] 1.0000000 5.050910e-14 2.525455e-14
[180,] 1.0000000 1.043937e-13 5.219683e-14
[181,] 1.0000000 1.835584e-13 9.177920e-14
[182,] 1.0000000 7.315534e-14 3.657767e-14
[183,] 1.0000000 1.429172e-13 7.145860e-14
[184,] 1.0000000 1.410968e-13 7.054839e-14
[185,] 1.0000000 2.602166e-13 1.301083e-13
[186,] 1.0000000 5.483131e-13 2.741565e-13
[187,] 1.0000000 6.004168e-13 3.002084e-13
[188,] 1.0000000 5.795092e-13 2.897546e-13
[189,] 1.0000000 5.114309e-13 2.557154e-13
[190,] 1.0000000 1.057985e-12 5.289923e-13
[191,] 1.0000000 1.973307e-12 9.866534e-13
[192,] 1.0000000 3.888375e-12 1.944188e-12
[193,] 1.0000000 6.999441e-12 3.499721e-12
[194,] 1.0000000 1.041206e-11 5.206030e-12
[195,] 1.0000000 1.728611e-11 8.643056e-12
[196,] 1.0000000 1.948704e-11 9.743521e-12
[197,] 1.0000000 3.970958e-11 1.985479e-11
[198,] 1.0000000 7.532303e-11 3.766152e-11
[199,] 1.0000000 9.269141e-11 4.634570e-11
[200,] 1.0000000 1.789722e-10 8.948610e-11
[201,] 1.0000000 1.641202e-12 8.206012e-13
[202,] 1.0000000 7.166590e-13 3.583295e-13
[203,] 1.0000000 3.010338e-13 1.505169e-13
[204,] 1.0000000 2.667123e-13 1.333562e-13
[205,] 1.0000000 6.224090e-14 3.112045e-14
[206,] 1.0000000 1.457664e-13 7.288320e-14
[207,] 1.0000000 3.207544e-13 1.603772e-13
[208,] 1.0000000 3.716416e-13 1.858208e-13
[209,] 1.0000000 7.232486e-13 3.616243e-13
[210,] 1.0000000 1.543561e-12 7.717806e-13
[211,] 1.0000000 3.091059e-12 1.545529e-12
[212,] 1.0000000 6.650260e-12 3.325130e-12
[213,] 1.0000000 6.862235e-12 3.431117e-12
[214,] 1.0000000 1.521856e-11 7.609281e-12
[215,] 1.0000000 3.288404e-11 1.644202e-11
[216,] 1.0000000 5.826690e-11 2.913345e-11
[217,] 1.0000000 1.257586e-10 6.287931e-11
[218,] 1.0000000 2.395916e-10 1.197958e-10
[219,] 1.0000000 7.247368e-11 3.623684e-11
[220,] 1.0000000 1.195563e-10 5.977817e-11
[221,] 1.0000000 2.116113e-10 1.058057e-10
[222,] 1.0000000 4.695280e-10 2.347640e-10
[223,] 1.0000000 6.734619e-10 3.367309e-10
[224,] 1.0000000 9.811335e-10 4.905667e-10
[225,] 1.0000000 1.885653e-09 9.428264e-10
[226,] 1.0000000 4.064179e-09 2.032090e-09
[227,] 1.0000000 7.929617e-09 3.964808e-09
[228,] 1.0000000 6.810602e-09 3.405301e-09
[229,] 1.0000000 7.234596e-09 3.617298e-09
[230,] 1.0000000 1.934644e-11 9.673219e-12
[231,] 1.0000000 4.428313e-11 2.214156e-11
[232,] 1.0000000 9.557276e-11 4.778638e-11
[233,] 1.0000000 9.967654e-11 4.983827e-11
[234,] 1.0000000 1.597252e-10 7.986259e-11
[235,] 1.0000000 1.184058e-10 5.920289e-11
[236,] 1.0000000 7.106562e-11 3.553281e-11
[237,] 1.0000000 1.439569e-10 7.197844e-11
[238,] 1.0000000 3.890788e-10 1.945394e-10
[239,] 1.0000000 8.434971e-10 4.217485e-10
[240,] 1.0000000 2.095062e-09 1.047531e-09
[241,] 1.0000000 4.563257e-09 2.281629e-09
[242,] 1.0000000 8.495911e-09 4.247956e-09
[243,] 1.0000000 1.861946e-08 9.309732e-09
[244,] 1.0000000 1.356357e-08 6.781783e-09
[245,] 1.0000000 1.965184e-08 9.825921e-09
[246,] 1.0000000 5.145795e-08 2.572897e-08
[247,] 0.9999999 1.259523e-07 6.297613e-08
[248,] 0.9999999 2.581970e-07 1.290985e-07
[249,] 0.9999997 6.498541e-07 3.249270e-07
[250,] 0.9999993 1.451350e-06 7.256749e-07
[251,] 0.9999988 2.384453e-06 1.192227e-06
[252,] 0.9999972 5.693525e-06 2.846763e-06
[253,] 0.9999940 1.199108e-05 5.995538e-06
[254,] 0.9999956 8.834780e-06 4.417390e-06
[255,] 0.9999898 2.034101e-05 1.017051e-05
[256,] 0.9999782 4.360763e-05 2.180382e-05
[257,] 0.9999542 9.154051e-05 4.577026e-05
[258,] 0.9999554 8.921778e-05 4.460889e-05
[259,] 0.9999117 1.766207e-04 8.831037e-05
[260,] 0.9998843 2.314033e-04 1.157016e-04
[261,] 0.9998684 2.632799e-04 1.316400e-04
[262,] 0.9999831 3.389905e-05 1.694952e-05
[263,] 0.9999809 3.814831e-05 1.907416e-05
[264,] 0.9999611 7.780708e-05 3.890354e-05
[265,] 0.9998868 2.264696e-04 1.132348e-04
[266,] 0.9996719 6.562216e-04 3.281108e-04
[267,] 0.9991268 1.746323e-03 8.731613e-04
[268,] 0.9975957 4.808555e-03 2.404278e-03
[269,] 0.9954691 9.061875e-03 4.530938e-03
[270,] 0.9910739 1.785230e-02 8.926148e-03
[271,] 0.9932154 1.356915e-02 6.784576e-03
[272,] 0.9799692 4.006156e-02 2.003078e-02
[273,] 0.9487750 1.024500e-01 5.122502e-02
[274,] 0.8749732 2.500537e-01 1.250268e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1qpxh1356096181.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/20cca1356096181.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3vl1m1356096181.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4wwtm1356096181.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5xi6a1356096181.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5 6
11761.6052 -57252.3206 -22027.2019 -42244.1672 599.6236 -83485.2080
7 8 9 10 11 12
162543.8193 -51266.4947 -3005.3526 -31723.6226 31279.2966 22865.6842
13 14 15 16 17 18
-61599.5811 -31913.3300 53009.8283 -1461.5286 9558.4802 23249.9340
19 20 21 22 23 24
-12528.6076 -25118.4826 -14282.4686 9950.6783 156514.8185 16222.9922
25 26 27 28 29 30
-62088.5797 -37961.8866 -46360.2482 -7277.3282 28250.2932 1938.3709
31 32 33 34 35 36
48199.6865 -3878.9641 -36654.5200 30377.2178 -59347.9494 79116.3077
37 38 39 40 41 42
13669.6640 57167.4442 96765.0535 -19379.6796 1084.7906 18655.9144
43 44 45 46 47 48
-34003.7384 3206.5908 89399.1107 -27272.8934 1211.2732 -20292.8471
49 50 51 52 53 54
-22449.0345 -79788.0073 109255.1547 -47627.3765 -23855.7863 17564.3038
55 56 57 58 59 60
-16221.0794 -6252.5686 -19022.5105 -67539.3187 -19873.3815 -15568.0308
61 62 63 64 65 66
59177.1119 -11279.1107 66601.8673 5898.2387 -27933.8533 12142.9247
67 68 69 70 71 72
27121.0730 38359.6779 3324.4313 -13606.2504 11920.8763 14973.6217
73 74 75 76 77 78
29092.6271 -80974.2204 -53799.7108 5697.1243 -34049.5602 -5048.6667
79 80 81 82 83 84
-28610.9794 -3272.2922 6406.4176 -23381.7279 81595.0883 48869.8099
85 86 87 88 89 90
-113433.4823 -17789.5755 -13741.5192 4208.1859 109938.7726 709.4443
91 92 93 94 95 96
-12827.6916 767.0179 11886.8976 -39425.4688 8377.1454 33222.1662
97 98 99 100 101 102
18977.5919 -98107.2521 35687.5699 -16133.5779 -295.3105 53393.4187
103 104 105 106 107 108
49086.7517 -6362.4503 -3407.4894 5327.1415 -31750.7666 -12221.3464
109 110 111 112 113 114
73187.6313 -21459.9944 27126.9147 -83108.1238 -43223.4603 27236.5889
115 116 117 118 119 120
-59416.5931 41867.7882 40167.9005 82644.1594 -115305.9618 -25206.5421
121 122 123 124 125 126
10572.7020 -46007.0431 -2396.3348 -118810.2838 34136.6344 15076.9620
127 128 129 130 131 132
-4279.0596 -25616.9479 20785.5519 8159.4256 -21027.9851 -20475.1901
133 134 135 136 137 138
-3211.3250 -37968.3479 -13587.4225 113289.6195 4064.6433 57522.1083
139 140 141 142 143 144
-52516.0234 -14293.3792 -31252.0142 -10345.1877 7544.4410 37438.8052
145 146 147 148 149 150
-18240.3340 -22426.7612 -72212.1252 -48533.8969 -16849.6943 -8420.6174
151 152 153 154 155 156
59054.3136 -25117.5333 -529.1744 112678.3635 27457.3752 36301.9221
157 158 159 160 161 162
18067.8857 38486.7843 -42516.1837 -115494.9015 67934.9969 -76541.9577
163 164 165 166 167 168
-51157.9685 61644.5661 -27905.4670 42602.5336 3812.9581 -47991.1942
169 170 171 172 173 174
-6130.2071 88147.9479 86274.8451 5194.8510 47746.2269 30519.7091
175 176 177 178 179 180
-102379.8249 64496.0802 -15160.5664 11127.1343 -14724.7940 62674.3008
181 182 183 184 185 186
-20241.2465 -41795.5879 3923.8788 14008.1778 64491.6359 3698.3390
187 188 189 190 191 192
15727.8049 10560.5866 47340.2587 -27154.3080 13776.1968 9844.6384
193 194 195 196 197 198
6372.9020 -43362.0716 15972.5390 35165.0427 -11643.2807 -18257.7620
199 200 201 202 203 204
-17740.7001 -17772.0183 -24991.4246 -26073.8437 25315.3644 -7827.7488
205 206 207 208 209 210
5176.9084 -31554.3140 -9808.9436 76544.2242 32255.9819 28268.2096
211 212 213 214 215 216
31852.9346 34102.9590 -11047.3217 -7119.2426 -46889.1170 -25314.9365
217 218 219 220 221 222
-16950.0319 -19988.4562 2742.8439 22820.4747 -10753.1348 -27892.7976
223 224 225 226 227 228
988.0164 -6960.8742 -17933.7065 29857.8849 11055.4820 -31776.8903
229 230 231 232 233 234
-14102.7962 -37989.0449 -24592.6907 4426.0433 -19879.3594 -13381.7280
235 236 237 238 239 240
-46080.2345 -34957.1324 69116.6588 -10894.1850 8015.3929 -29173.0559
241 242 243 244 245 246
11118.3827 -64439.2643 -33943.5038 -17110.7225 -2379.9126 2541.7316
247 248 249 250 251 252
-2477.6954 6619.8524 9766.2424 -15318.0129 12153.1171 1051.2100
253 254 255 256 257 258
12662.7393 -7020.5486 4804.9523 11311.0406 -9742.9315 7219.8888
259 260 261 262 263 264
-8924.1359 -5813.8148 -22181.0010 8013.0392 9877.8202 267.7216
265 266 267 268 269 270
-27996.2384 23248.3378 -18622.1076 -18276.8372 50817.0706 -35179.1067
271 272 273 274 275 276
-5749.2230 808.0567 32019.3042 16689.5204 13216.6274 -5014.3852
277 278 279 280 281 282
-3652.2642 10936.2111 23668.7817 25237.5978 11463.3173 -16068.5503
283 284 285 286 287 288
31232.1876 23949.7640 1808.8483 -25268.4515 17891.0841 -10416.1353
289
22370.2206
> postscript(file="/var/wessaorg/rcomp/tmp/60kf91356096181.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 11761.6052 NA
1 -57252.3206 11761.6052
2 -22027.2019 -57252.3206
3 -42244.1672 -22027.2019
4 599.6236 -42244.1672
5 -83485.2080 599.6236
6 162543.8193 -83485.2080
7 -51266.4947 162543.8193
8 -3005.3526 -51266.4947
9 -31723.6226 -3005.3526
10 31279.2966 -31723.6226
11 22865.6842 31279.2966
12 -61599.5811 22865.6842
13 -31913.3300 -61599.5811
14 53009.8283 -31913.3300
15 -1461.5286 53009.8283
16 9558.4802 -1461.5286
17 23249.9340 9558.4802
18 -12528.6076 23249.9340
19 -25118.4826 -12528.6076
20 -14282.4686 -25118.4826
21 9950.6783 -14282.4686
22 156514.8185 9950.6783
23 16222.9922 156514.8185
24 -62088.5797 16222.9922
25 -37961.8866 -62088.5797
26 -46360.2482 -37961.8866
27 -7277.3282 -46360.2482
28 28250.2932 -7277.3282
29 1938.3709 28250.2932
30 48199.6865 1938.3709
31 -3878.9641 48199.6865
32 -36654.5200 -3878.9641
33 30377.2178 -36654.5200
34 -59347.9494 30377.2178
35 79116.3077 -59347.9494
36 13669.6640 79116.3077
37 57167.4442 13669.6640
38 96765.0535 57167.4442
39 -19379.6796 96765.0535
40 1084.7906 -19379.6796
41 18655.9144 1084.7906
42 -34003.7384 18655.9144
43 3206.5908 -34003.7384
44 89399.1107 3206.5908
45 -27272.8934 89399.1107
46 1211.2732 -27272.8934
47 -20292.8471 1211.2732
48 -22449.0345 -20292.8471
49 -79788.0073 -22449.0345
50 109255.1547 -79788.0073
51 -47627.3765 109255.1547
52 -23855.7863 -47627.3765
53 17564.3038 -23855.7863
54 -16221.0794 17564.3038
55 -6252.5686 -16221.0794
56 -19022.5105 -6252.5686
57 -67539.3187 -19022.5105
58 -19873.3815 -67539.3187
59 -15568.0308 -19873.3815
60 59177.1119 -15568.0308
61 -11279.1107 59177.1119
62 66601.8673 -11279.1107
63 5898.2387 66601.8673
64 -27933.8533 5898.2387
65 12142.9247 -27933.8533
66 27121.0730 12142.9247
67 38359.6779 27121.0730
68 3324.4313 38359.6779
69 -13606.2504 3324.4313
70 11920.8763 -13606.2504
71 14973.6217 11920.8763
72 29092.6271 14973.6217
73 -80974.2204 29092.6271
74 -53799.7108 -80974.2204
75 5697.1243 -53799.7108
76 -34049.5602 5697.1243
77 -5048.6667 -34049.5602
78 -28610.9794 -5048.6667
79 -3272.2922 -28610.9794
80 6406.4176 -3272.2922
81 -23381.7279 6406.4176
82 81595.0883 -23381.7279
83 48869.8099 81595.0883
84 -113433.4823 48869.8099
85 -17789.5755 -113433.4823
86 -13741.5192 -17789.5755
87 4208.1859 -13741.5192
88 109938.7726 4208.1859
89 709.4443 109938.7726
90 -12827.6916 709.4443
91 767.0179 -12827.6916
92 11886.8976 767.0179
93 -39425.4688 11886.8976
94 8377.1454 -39425.4688
95 33222.1662 8377.1454
96 18977.5919 33222.1662
97 -98107.2521 18977.5919
98 35687.5699 -98107.2521
99 -16133.5779 35687.5699
100 -295.3105 -16133.5779
101 53393.4187 -295.3105
102 49086.7517 53393.4187
103 -6362.4503 49086.7517
104 -3407.4894 -6362.4503
105 5327.1415 -3407.4894
106 -31750.7666 5327.1415
107 -12221.3464 -31750.7666
108 73187.6313 -12221.3464
109 -21459.9944 73187.6313
110 27126.9147 -21459.9944
111 -83108.1238 27126.9147
112 -43223.4603 -83108.1238
113 27236.5889 -43223.4603
114 -59416.5931 27236.5889
115 41867.7882 -59416.5931
116 40167.9005 41867.7882
117 82644.1594 40167.9005
118 -115305.9618 82644.1594
119 -25206.5421 -115305.9618
120 10572.7020 -25206.5421
121 -46007.0431 10572.7020
122 -2396.3348 -46007.0431
123 -118810.2838 -2396.3348
124 34136.6344 -118810.2838
125 15076.9620 34136.6344
126 -4279.0596 15076.9620
127 -25616.9479 -4279.0596
128 20785.5519 -25616.9479
129 8159.4256 20785.5519
130 -21027.9851 8159.4256
131 -20475.1901 -21027.9851
132 -3211.3250 -20475.1901
133 -37968.3479 -3211.3250
134 -13587.4225 -37968.3479
135 113289.6195 -13587.4225
136 4064.6433 113289.6195
137 57522.1083 4064.6433
138 -52516.0234 57522.1083
139 -14293.3792 -52516.0234
140 -31252.0142 -14293.3792
141 -10345.1877 -31252.0142
142 7544.4410 -10345.1877
143 37438.8052 7544.4410
144 -18240.3340 37438.8052
145 -22426.7612 -18240.3340
146 -72212.1252 -22426.7612
147 -48533.8969 -72212.1252
148 -16849.6943 -48533.8969
149 -8420.6174 -16849.6943
150 59054.3136 -8420.6174
151 -25117.5333 59054.3136
152 -529.1744 -25117.5333
153 112678.3635 -529.1744
154 27457.3752 112678.3635
155 36301.9221 27457.3752
156 18067.8857 36301.9221
157 38486.7843 18067.8857
158 -42516.1837 38486.7843
159 -115494.9015 -42516.1837
160 67934.9969 -115494.9015
161 -76541.9577 67934.9969
162 -51157.9685 -76541.9577
163 61644.5661 -51157.9685
164 -27905.4670 61644.5661
165 42602.5336 -27905.4670
166 3812.9581 42602.5336
167 -47991.1942 3812.9581
168 -6130.2071 -47991.1942
169 88147.9479 -6130.2071
170 86274.8451 88147.9479
171 5194.8510 86274.8451
172 47746.2269 5194.8510
173 30519.7091 47746.2269
174 -102379.8249 30519.7091
175 64496.0802 -102379.8249
176 -15160.5664 64496.0802
177 11127.1343 -15160.5664
178 -14724.7940 11127.1343
179 62674.3008 -14724.7940
180 -20241.2465 62674.3008
181 -41795.5879 -20241.2465
182 3923.8788 -41795.5879
183 14008.1778 3923.8788
184 64491.6359 14008.1778
185 3698.3390 64491.6359
186 15727.8049 3698.3390
187 10560.5866 15727.8049
188 47340.2587 10560.5866
189 -27154.3080 47340.2587
190 13776.1968 -27154.3080
191 9844.6384 13776.1968
192 6372.9020 9844.6384
193 -43362.0716 6372.9020
194 15972.5390 -43362.0716
195 35165.0427 15972.5390
196 -11643.2807 35165.0427
197 -18257.7620 -11643.2807
198 -17740.7001 -18257.7620
199 -17772.0183 -17740.7001
200 -24991.4246 -17772.0183
201 -26073.8437 -24991.4246
202 25315.3644 -26073.8437
203 -7827.7488 25315.3644
204 5176.9084 -7827.7488
205 -31554.3140 5176.9084
206 -9808.9436 -31554.3140
207 76544.2242 -9808.9436
208 32255.9819 76544.2242
209 28268.2096 32255.9819
210 31852.9346 28268.2096
211 34102.9590 31852.9346
212 -11047.3217 34102.9590
213 -7119.2426 -11047.3217
214 -46889.1170 -7119.2426
215 -25314.9365 -46889.1170
216 -16950.0319 -25314.9365
217 -19988.4562 -16950.0319
218 2742.8439 -19988.4562
219 22820.4747 2742.8439
220 -10753.1348 22820.4747
221 -27892.7976 -10753.1348
222 988.0164 -27892.7976
223 -6960.8742 988.0164
224 -17933.7065 -6960.8742
225 29857.8849 -17933.7065
226 11055.4820 29857.8849
227 -31776.8903 11055.4820
228 -14102.7962 -31776.8903
229 -37989.0449 -14102.7962
230 -24592.6907 -37989.0449
231 4426.0433 -24592.6907
232 -19879.3594 4426.0433
233 -13381.7280 -19879.3594
234 -46080.2345 -13381.7280
235 -34957.1324 -46080.2345
236 69116.6588 -34957.1324
237 -10894.1850 69116.6588
238 8015.3929 -10894.1850
239 -29173.0559 8015.3929
240 11118.3827 -29173.0559
241 -64439.2643 11118.3827
242 -33943.5038 -64439.2643
243 -17110.7225 -33943.5038
244 -2379.9126 -17110.7225
245 2541.7316 -2379.9126
246 -2477.6954 2541.7316
247 6619.8524 -2477.6954
248 9766.2424 6619.8524
249 -15318.0129 9766.2424
250 12153.1171 -15318.0129
251 1051.2100 12153.1171
252 12662.7393 1051.2100
253 -7020.5486 12662.7393
254 4804.9523 -7020.5486
255 11311.0406 4804.9523
256 -9742.9315 11311.0406
257 7219.8888 -9742.9315
258 -8924.1359 7219.8888
259 -5813.8148 -8924.1359
260 -22181.0010 -5813.8148
261 8013.0392 -22181.0010
262 9877.8202 8013.0392
263 267.7216 9877.8202
264 -27996.2384 267.7216
265 23248.3378 -27996.2384
266 -18622.1076 23248.3378
267 -18276.8372 -18622.1076
268 50817.0706 -18276.8372
269 -35179.1067 50817.0706
270 -5749.2230 -35179.1067
271 808.0567 -5749.2230
272 32019.3042 808.0567
273 16689.5204 32019.3042
274 13216.6274 16689.5204
275 -5014.3852 13216.6274
276 -3652.2642 -5014.3852
277 10936.2111 -3652.2642
278 23668.7817 10936.2111
279 25237.5978 23668.7817
280 11463.3173 25237.5978
281 -16068.5503 11463.3173
282 31232.1876 -16068.5503
283 23949.7640 31232.1876
284 1808.8483 23949.7640
285 -25268.4515 1808.8483
286 17891.0841 -25268.4515
287 -10416.1353 17891.0841
288 22370.2206 -10416.1353
289 NA 22370.2206
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -57252.3206 11761.6052
[2,] -22027.2019 -57252.3206
[3,] -42244.1672 -22027.2019
[4,] 599.6236 -42244.1672
[5,] -83485.2080 599.6236
[6,] 162543.8193 -83485.2080
[7,] -51266.4947 162543.8193
[8,] -3005.3526 -51266.4947
[9,] -31723.6226 -3005.3526
[10,] 31279.2966 -31723.6226
[11,] 22865.6842 31279.2966
[12,] -61599.5811 22865.6842
[13,] -31913.3300 -61599.5811
[14,] 53009.8283 -31913.3300
[15,] -1461.5286 53009.8283
[16,] 9558.4802 -1461.5286
[17,] 23249.9340 9558.4802
[18,] -12528.6076 23249.9340
[19,] -25118.4826 -12528.6076
[20,] -14282.4686 -25118.4826
[21,] 9950.6783 -14282.4686
[22,] 156514.8185 9950.6783
[23,] 16222.9922 156514.8185
[24,] -62088.5797 16222.9922
[25,] -37961.8866 -62088.5797
[26,] -46360.2482 -37961.8866
[27,] -7277.3282 -46360.2482
[28,] 28250.2932 -7277.3282
[29,] 1938.3709 28250.2932
[30,] 48199.6865 1938.3709
[31,] -3878.9641 48199.6865
[32,] -36654.5200 -3878.9641
[33,] 30377.2178 -36654.5200
[34,] -59347.9494 30377.2178
[35,] 79116.3077 -59347.9494
[36,] 13669.6640 79116.3077
[37,] 57167.4442 13669.6640
[38,] 96765.0535 57167.4442
[39,] -19379.6796 96765.0535
[40,] 1084.7906 -19379.6796
[41,] 18655.9144 1084.7906
[42,] -34003.7384 18655.9144
[43,] 3206.5908 -34003.7384
[44,] 89399.1107 3206.5908
[45,] -27272.8934 89399.1107
[46,] 1211.2732 -27272.8934
[47,] -20292.8471 1211.2732
[48,] -22449.0345 -20292.8471
[49,] -79788.0073 -22449.0345
[50,] 109255.1547 -79788.0073
[51,] -47627.3765 109255.1547
[52,] -23855.7863 -47627.3765
[53,] 17564.3038 -23855.7863
[54,] -16221.0794 17564.3038
[55,] -6252.5686 -16221.0794
[56,] -19022.5105 -6252.5686
[57,] -67539.3187 -19022.5105
[58,] -19873.3815 -67539.3187
[59,] -15568.0308 -19873.3815
[60,] 59177.1119 -15568.0308
[61,] -11279.1107 59177.1119
[62,] 66601.8673 -11279.1107
[63,] 5898.2387 66601.8673
[64,] -27933.8533 5898.2387
[65,] 12142.9247 -27933.8533
[66,] 27121.0730 12142.9247
[67,] 38359.6779 27121.0730
[68,] 3324.4313 38359.6779
[69,] -13606.2504 3324.4313
[70,] 11920.8763 -13606.2504
[71,] 14973.6217 11920.8763
[72,] 29092.6271 14973.6217
[73,] -80974.2204 29092.6271
[74,] -53799.7108 -80974.2204
[75,] 5697.1243 -53799.7108
[76,] -34049.5602 5697.1243
[77,] -5048.6667 -34049.5602
[78,] -28610.9794 -5048.6667
[79,] -3272.2922 -28610.9794
[80,] 6406.4176 -3272.2922
[81,] -23381.7279 6406.4176
[82,] 81595.0883 -23381.7279
[83,] 48869.8099 81595.0883
[84,] -113433.4823 48869.8099
[85,] -17789.5755 -113433.4823
[86,] -13741.5192 -17789.5755
[87,] 4208.1859 -13741.5192
[88,] 109938.7726 4208.1859
[89,] 709.4443 109938.7726
[90,] -12827.6916 709.4443
[91,] 767.0179 -12827.6916
[92,] 11886.8976 767.0179
[93,] -39425.4688 11886.8976
[94,] 8377.1454 -39425.4688
[95,] 33222.1662 8377.1454
[96,] 18977.5919 33222.1662
[97,] -98107.2521 18977.5919
[98,] 35687.5699 -98107.2521
[99,] -16133.5779 35687.5699
[100,] -295.3105 -16133.5779
[101,] 53393.4187 -295.3105
[102,] 49086.7517 53393.4187
[103,] -6362.4503 49086.7517
[104,] -3407.4894 -6362.4503
[105,] 5327.1415 -3407.4894
[106,] -31750.7666 5327.1415
[107,] -12221.3464 -31750.7666
[108,] 73187.6313 -12221.3464
[109,] -21459.9944 73187.6313
[110,] 27126.9147 -21459.9944
[111,] -83108.1238 27126.9147
[112,] -43223.4603 -83108.1238
[113,] 27236.5889 -43223.4603
[114,] -59416.5931 27236.5889
[115,] 41867.7882 -59416.5931
[116,] 40167.9005 41867.7882
[117,] 82644.1594 40167.9005
[118,] -115305.9618 82644.1594
[119,] -25206.5421 -115305.9618
[120,] 10572.7020 -25206.5421
[121,] -46007.0431 10572.7020
[122,] -2396.3348 -46007.0431
[123,] -118810.2838 -2396.3348
[124,] 34136.6344 -118810.2838
[125,] 15076.9620 34136.6344
[126,] -4279.0596 15076.9620
[127,] -25616.9479 -4279.0596
[128,] 20785.5519 -25616.9479
[129,] 8159.4256 20785.5519
[130,] -21027.9851 8159.4256
[131,] -20475.1901 -21027.9851
[132,] -3211.3250 -20475.1901
[133,] -37968.3479 -3211.3250
[134,] -13587.4225 -37968.3479
[135,] 113289.6195 -13587.4225
[136,] 4064.6433 113289.6195
[137,] 57522.1083 4064.6433
[138,] -52516.0234 57522.1083
[139,] -14293.3792 -52516.0234
[140,] -31252.0142 -14293.3792
[141,] -10345.1877 -31252.0142
[142,] 7544.4410 -10345.1877
[143,] 37438.8052 7544.4410
[144,] -18240.3340 37438.8052
[145,] -22426.7612 -18240.3340
[146,] -72212.1252 -22426.7612
[147,] -48533.8969 -72212.1252
[148,] -16849.6943 -48533.8969
[149,] -8420.6174 -16849.6943
[150,] 59054.3136 -8420.6174
[151,] -25117.5333 59054.3136
[152,] -529.1744 -25117.5333
[153,] 112678.3635 -529.1744
[154,] 27457.3752 112678.3635
[155,] 36301.9221 27457.3752
[156,] 18067.8857 36301.9221
[157,] 38486.7843 18067.8857
[158,] -42516.1837 38486.7843
[159,] -115494.9015 -42516.1837
[160,] 67934.9969 -115494.9015
[161,] -76541.9577 67934.9969
[162,] -51157.9685 -76541.9577
[163,] 61644.5661 -51157.9685
[164,] -27905.4670 61644.5661
[165,] 42602.5336 -27905.4670
[166,] 3812.9581 42602.5336
[167,] -47991.1942 3812.9581
[168,] -6130.2071 -47991.1942
[169,] 88147.9479 -6130.2071
[170,] 86274.8451 88147.9479
[171,] 5194.8510 86274.8451
[172,] 47746.2269 5194.8510
[173,] 30519.7091 47746.2269
[174,] -102379.8249 30519.7091
[175,] 64496.0802 -102379.8249
[176,] -15160.5664 64496.0802
[177,] 11127.1343 -15160.5664
[178,] -14724.7940 11127.1343
[179,] 62674.3008 -14724.7940
[180,] -20241.2465 62674.3008
[181,] -41795.5879 -20241.2465
[182,] 3923.8788 -41795.5879
[183,] 14008.1778 3923.8788
[184,] 64491.6359 14008.1778
[185,] 3698.3390 64491.6359
[186,] 15727.8049 3698.3390
[187,] 10560.5866 15727.8049
[188,] 47340.2587 10560.5866
[189,] -27154.3080 47340.2587
[190,] 13776.1968 -27154.3080
[191,] 9844.6384 13776.1968
[192,] 6372.9020 9844.6384
[193,] -43362.0716 6372.9020
[194,] 15972.5390 -43362.0716
[195,] 35165.0427 15972.5390
[196,] -11643.2807 35165.0427
[197,] -18257.7620 -11643.2807
[198,] -17740.7001 -18257.7620
[199,] -17772.0183 -17740.7001
[200,] -24991.4246 -17772.0183
[201,] -26073.8437 -24991.4246
[202,] 25315.3644 -26073.8437
[203,] -7827.7488 25315.3644
[204,] 5176.9084 -7827.7488
[205,] -31554.3140 5176.9084
[206,] -9808.9436 -31554.3140
[207,] 76544.2242 -9808.9436
[208,] 32255.9819 76544.2242
[209,] 28268.2096 32255.9819
[210,] 31852.9346 28268.2096
[211,] 34102.9590 31852.9346
[212,] -11047.3217 34102.9590
[213,] -7119.2426 -11047.3217
[214,] -46889.1170 -7119.2426
[215,] -25314.9365 -46889.1170
[216,] -16950.0319 -25314.9365
[217,] -19988.4562 -16950.0319
[218,] 2742.8439 -19988.4562
[219,] 22820.4747 2742.8439
[220,] -10753.1348 22820.4747
[221,] -27892.7976 -10753.1348
[222,] 988.0164 -27892.7976
[223,] -6960.8742 988.0164
[224,] -17933.7065 -6960.8742
[225,] 29857.8849 -17933.7065
[226,] 11055.4820 29857.8849
[227,] -31776.8903 11055.4820
[228,] -14102.7962 -31776.8903
[229,] -37989.0449 -14102.7962
[230,] -24592.6907 -37989.0449
[231,] 4426.0433 -24592.6907
[232,] -19879.3594 4426.0433
[233,] -13381.7280 -19879.3594
[234,] -46080.2345 -13381.7280
[235,] -34957.1324 -46080.2345
[236,] 69116.6588 -34957.1324
[237,] -10894.1850 69116.6588
[238,] 8015.3929 -10894.1850
[239,] -29173.0559 8015.3929
[240,] 11118.3827 -29173.0559
[241,] -64439.2643 11118.3827
[242,] -33943.5038 -64439.2643
[243,] -17110.7225 -33943.5038
[244,] -2379.9126 -17110.7225
[245,] 2541.7316 -2379.9126
[246,] -2477.6954 2541.7316
[247,] 6619.8524 -2477.6954
[248,] 9766.2424 6619.8524
[249,] -15318.0129 9766.2424
[250,] 12153.1171 -15318.0129
[251,] 1051.2100 12153.1171
[252,] 12662.7393 1051.2100
[253,] -7020.5486 12662.7393
[254,] 4804.9523 -7020.5486
[255,] 11311.0406 4804.9523
[256,] -9742.9315 11311.0406
[257,] 7219.8888 -9742.9315
[258,] -8924.1359 7219.8888
[259,] -5813.8148 -8924.1359
[260,] -22181.0010 -5813.8148
[261,] 8013.0392 -22181.0010
[262,] 9877.8202 8013.0392
[263,] 267.7216 9877.8202
[264,] -27996.2384 267.7216
[265,] 23248.3378 -27996.2384
[266,] -18622.1076 23248.3378
[267,] -18276.8372 -18622.1076
[268,] 50817.0706 -18276.8372
[269,] -35179.1067 50817.0706
[270,] -5749.2230 -35179.1067
[271,] 808.0567 -5749.2230
[272,] 32019.3042 808.0567
[273,] 16689.5204 32019.3042
[274,] 13216.6274 16689.5204
[275,] -5014.3852 13216.6274
[276,] -3652.2642 -5014.3852
[277,] 10936.2111 -3652.2642
[278,] 23668.7817 10936.2111
[279,] 25237.5978 23668.7817
[280,] 11463.3173 25237.5978
[281,] -16068.5503 11463.3173
[282,] 31232.1876 -16068.5503
[283,] 23949.7640 31232.1876
[284,] 1808.8483 23949.7640
[285,] -25268.4515 1808.8483
[286,] 17891.0841 -25268.4515
[287,] -10416.1353 17891.0841
[288,] 22370.2206 -10416.1353
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -57252.3206 11761.6052
2 -22027.2019 -57252.3206
3 -42244.1672 -22027.2019
4 599.6236 -42244.1672
5 -83485.2080 599.6236
6 162543.8193 -83485.2080
7 -51266.4947 162543.8193
8 -3005.3526 -51266.4947
9 -31723.6226 -3005.3526
10 31279.2966 -31723.6226
11 22865.6842 31279.2966
12 -61599.5811 22865.6842
13 -31913.3300 -61599.5811
14 53009.8283 -31913.3300
15 -1461.5286 53009.8283
16 9558.4802 -1461.5286
17 23249.9340 9558.4802
18 -12528.6076 23249.9340
19 -25118.4826 -12528.6076
20 -14282.4686 -25118.4826
21 9950.6783 -14282.4686
22 156514.8185 9950.6783
23 16222.9922 156514.8185
24 -62088.5797 16222.9922
25 -37961.8866 -62088.5797
26 -46360.2482 -37961.8866
27 -7277.3282 -46360.2482
28 28250.2932 -7277.3282
29 1938.3709 28250.2932
30 48199.6865 1938.3709
31 -3878.9641 48199.6865
32 -36654.5200 -3878.9641
33 30377.2178 -36654.5200
34 -59347.9494 30377.2178
35 79116.3077 -59347.9494
36 13669.6640 79116.3077
37 57167.4442 13669.6640
38 96765.0535 57167.4442
39 -19379.6796 96765.0535
40 1084.7906 -19379.6796
41 18655.9144 1084.7906
42 -34003.7384 18655.9144
43 3206.5908 -34003.7384
44 89399.1107 3206.5908
45 -27272.8934 89399.1107
46 1211.2732 -27272.8934
47 -20292.8471 1211.2732
48 -22449.0345 -20292.8471
49 -79788.0073 -22449.0345
50 109255.1547 -79788.0073
51 -47627.3765 109255.1547
52 -23855.7863 -47627.3765
53 17564.3038 -23855.7863
54 -16221.0794 17564.3038
55 -6252.5686 -16221.0794
56 -19022.5105 -6252.5686
57 -67539.3187 -19022.5105
58 -19873.3815 -67539.3187
59 -15568.0308 -19873.3815
60 59177.1119 -15568.0308
61 -11279.1107 59177.1119
62 66601.8673 -11279.1107
63 5898.2387 66601.8673
64 -27933.8533 5898.2387
65 12142.9247 -27933.8533
66 27121.0730 12142.9247
67 38359.6779 27121.0730
68 3324.4313 38359.6779
69 -13606.2504 3324.4313
70 11920.8763 -13606.2504
71 14973.6217 11920.8763
72 29092.6271 14973.6217
73 -80974.2204 29092.6271
74 -53799.7108 -80974.2204
75 5697.1243 -53799.7108
76 -34049.5602 5697.1243
77 -5048.6667 -34049.5602
78 -28610.9794 -5048.6667
79 -3272.2922 -28610.9794
80 6406.4176 -3272.2922
81 -23381.7279 6406.4176
82 81595.0883 -23381.7279
83 48869.8099 81595.0883
84 -113433.4823 48869.8099
85 -17789.5755 -113433.4823
86 -13741.5192 -17789.5755
87 4208.1859 -13741.5192
88 109938.7726 4208.1859
89 709.4443 109938.7726
90 -12827.6916 709.4443
91 767.0179 -12827.6916
92 11886.8976 767.0179
93 -39425.4688 11886.8976
94 8377.1454 -39425.4688
95 33222.1662 8377.1454
96 18977.5919 33222.1662
97 -98107.2521 18977.5919
98 35687.5699 -98107.2521
99 -16133.5779 35687.5699
100 -295.3105 -16133.5779
101 53393.4187 -295.3105
102 49086.7517 53393.4187
103 -6362.4503 49086.7517
104 -3407.4894 -6362.4503
105 5327.1415 -3407.4894
106 -31750.7666 5327.1415
107 -12221.3464 -31750.7666
108 73187.6313 -12221.3464
109 -21459.9944 73187.6313
110 27126.9147 -21459.9944
111 -83108.1238 27126.9147
112 -43223.4603 -83108.1238
113 27236.5889 -43223.4603
114 -59416.5931 27236.5889
115 41867.7882 -59416.5931
116 40167.9005 41867.7882
117 82644.1594 40167.9005
118 -115305.9618 82644.1594
119 -25206.5421 -115305.9618
120 10572.7020 -25206.5421
121 -46007.0431 10572.7020
122 -2396.3348 -46007.0431
123 -118810.2838 -2396.3348
124 34136.6344 -118810.2838
125 15076.9620 34136.6344
126 -4279.0596 15076.9620
127 -25616.9479 -4279.0596
128 20785.5519 -25616.9479
129 8159.4256 20785.5519
130 -21027.9851 8159.4256
131 -20475.1901 -21027.9851
132 -3211.3250 -20475.1901
133 -37968.3479 -3211.3250
134 -13587.4225 -37968.3479
135 113289.6195 -13587.4225
136 4064.6433 113289.6195
137 57522.1083 4064.6433
138 -52516.0234 57522.1083
139 -14293.3792 -52516.0234
140 -31252.0142 -14293.3792
141 -10345.1877 -31252.0142
142 7544.4410 -10345.1877
143 37438.8052 7544.4410
144 -18240.3340 37438.8052
145 -22426.7612 -18240.3340
146 -72212.1252 -22426.7612
147 -48533.8969 -72212.1252
148 -16849.6943 -48533.8969
149 -8420.6174 -16849.6943
150 59054.3136 -8420.6174
151 -25117.5333 59054.3136
152 -529.1744 -25117.5333
153 112678.3635 -529.1744
154 27457.3752 112678.3635
155 36301.9221 27457.3752
156 18067.8857 36301.9221
157 38486.7843 18067.8857
158 -42516.1837 38486.7843
159 -115494.9015 -42516.1837
160 67934.9969 -115494.9015
161 -76541.9577 67934.9969
162 -51157.9685 -76541.9577
163 61644.5661 -51157.9685
164 -27905.4670 61644.5661
165 42602.5336 -27905.4670
166 3812.9581 42602.5336
167 -47991.1942 3812.9581
168 -6130.2071 -47991.1942
169 88147.9479 -6130.2071
170 86274.8451 88147.9479
171 5194.8510 86274.8451
172 47746.2269 5194.8510
173 30519.7091 47746.2269
174 -102379.8249 30519.7091
175 64496.0802 -102379.8249
176 -15160.5664 64496.0802
177 11127.1343 -15160.5664
178 -14724.7940 11127.1343
179 62674.3008 -14724.7940
180 -20241.2465 62674.3008
181 -41795.5879 -20241.2465
182 3923.8788 -41795.5879
183 14008.1778 3923.8788
184 64491.6359 14008.1778
185 3698.3390 64491.6359
186 15727.8049 3698.3390
187 10560.5866 15727.8049
188 47340.2587 10560.5866
189 -27154.3080 47340.2587
190 13776.1968 -27154.3080
191 9844.6384 13776.1968
192 6372.9020 9844.6384
193 -43362.0716 6372.9020
194 15972.5390 -43362.0716
195 35165.0427 15972.5390
196 -11643.2807 35165.0427
197 -18257.7620 -11643.2807
198 -17740.7001 -18257.7620
199 -17772.0183 -17740.7001
200 -24991.4246 -17772.0183
201 -26073.8437 -24991.4246
202 25315.3644 -26073.8437
203 -7827.7488 25315.3644
204 5176.9084 -7827.7488
205 -31554.3140 5176.9084
206 -9808.9436 -31554.3140
207 76544.2242 -9808.9436
208 32255.9819 76544.2242
209 28268.2096 32255.9819
210 31852.9346 28268.2096
211 34102.9590 31852.9346
212 -11047.3217 34102.9590
213 -7119.2426 -11047.3217
214 -46889.1170 -7119.2426
215 -25314.9365 -46889.1170
216 -16950.0319 -25314.9365
217 -19988.4562 -16950.0319
218 2742.8439 -19988.4562
219 22820.4747 2742.8439
220 -10753.1348 22820.4747
221 -27892.7976 -10753.1348
222 988.0164 -27892.7976
223 -6960.8742 988.0164
224 -17933.7065 -6960.8742
225 29857.8849 -17933.7065
226 11055.4820 29857.8849
227 -31776.8903 11055.4820
228 -14102.7962 -31776.8903
229 -37989.0449 -14102.7962
230 -24592.6907 -37989.0449
231 4426.0433 -24592.6907
232 -19879.3594 4426.0433
233 -13381.7280 -19879.3594
234 -46080.2345 -13381.7280
235 -34957.1324 -46080.2345
236 69116.6588 -34957.1324
237 -10894.1850 69116.6588
238 8015.3929 -10894.1850
239 -29173.0559 8015.3929
240 11118.3827 -29173.0559
241 -64439.2643 11118.3827
242 -33943.5038 -64439.2643
243 -17110.7225 -33943.5038
244 -2379.9126 -17110.7225
245 2541.7316 -2379.9126
246 -2477.6954 2541.7316
247 6619.8524 -2477.6954
248 9766.2424 6619.8524
249 -15318.0129 9766.2424
250 12153.1171 -15318.0129
251 1051.2100 12153.1171
252 12662.7393 1051.2100
253 -7020.5486 12662.7393
254 4804.9523 -7020.5486
255 11311.0406 4804.9523
256 -9742.9315 11311.0406
257 7219.8888 -9742.9315
258 -8924.1359 7219.8888
259 -5813.8148 -8924.1359
260 -22181.0010 -5813.8148
261 8013.0392 -22181.0010
262 9877.8202 8013.0392
263 267.7216 9877.8202
264 -27996.2384 267.7216
265 23248.3378 -27996.2384
266 -18622.1076 23248.3378
267 -18276.8372 -18622.1076
268 50817.0706 -18276.8372
269 -35179.1067 50817.0706
270 -5749.2230 -35179.1067
271 808.0567 -5749.2230
272 32019.3042 808.0567
273 16689.5204 32019.3042
274 13216.6274 16689.5204
275 -5014.3852 13216.6274
276 -3652.2642 -5014.3852
277 10936.2111 -3652.2642
278 23668.7817 10936.2111
279 25237.5978 23668.7817
280 11463.3173 25237.5978
281 -16068.5503 11463.3173
282 31232.1876 -16068.5503
283 23949.7640 31232.1876
284 1808.8483 23949.7640
285 -25268.4515 1808.8483
286 17891.0841 -25268.4515
287 -10416.1353 17891.0841
288 22370.2206 -10416.1353
> 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/77dt61356096181.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/8wmyu1356096181.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/98bbm1356096181.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/10fl2v1356096181.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11m2qx1356096181.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12u17h1356096181.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/131en51356096181.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14uqqd1356096181.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/15ccgd1356096181.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/16ko1c1356096181.tab")
+ }
>
> try(system("convert tmp/1qpxh1356096181.ps tmp/1qpxh1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/20cca1356096181.ps tmp/20cca1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/3vl1m1356096181.ps tmp/3vl1m1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/4wwtm1356096181.ps tmp/4wwtm1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/5xi6a1356096181.ps tmp/5xi6a1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/60kf91356096181.ps tmp/60kf91356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/77dt61356096181.ps tmp/77dt61356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/8wmyu1356096181.ps tmp/8wmyu1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/98bbm1356096181.ps tmp/98bbm1356096181.png",intern=TRUE))
character(0)
> try(system("convert tmp/10fl2v1356096181.ps tmp/10fl2v1356096181.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.059 1.310 13.457