R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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array(NA,dim=c(6,289),dimnames=list(c('Pageviews','Logins','Compendiums_Reviewed','Totblogs','Shared_Compendiums','Time_in_rfc'),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 = '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 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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 t 1 3 1 2 4 2 3 12 3 4 2 4 5 1 5 6 3 6 7 0 7 8 0 8 9 0 9 10 5 10 11 0 11 12 0 12 13 7 13 14 7 14 15 3 15 16 9 16 17 0 17 18 4 18 19 3 19 20 0 20 21 7 21 22 0 22 23 1 23 24 5 24 25 7 25 26 0 26 27 0 27 28 5 28 29 0 29 30 0 30 31 0 31 32 3 32 33 4 33 34 1 34 35 4 35 36 2 36 37 0 37 38 0 38 39 0 39 40 0 40 41 2 41 42 1 42 43 0 43 44 2 44 45 10 45 46 6 46 47 0 47 48 5 48 49 4 49 50 1 50 51 2 51 52 2 52 53 0 53 54 8 54 55 3 55 56 0 56 57 0 57 58 8 58 59 5 59 60 3 60 61 1 61 62 5 62 63 1 63 64 1 64 65 5 65 66 0 66 67 12 67 68 8 68 69 8 69 70 8 70 71 8 71 72 2 72 73 0 73 74 5 74 75 8 75 76 2 76 77 5 77 78 12 78 79 6 79 80 7 80 81 2 81 82 0 82 83 4 83 84 3 84 85 6 85 86 2 86 87 0 87 88 1 88 89 0 89 90 5 90 91 2 91 92 0 92 93 0 93 94 5 94 95 0 95 96 1 96 97 0 97 98 1 98 99 1 99 100 2 100 101 6 101 102 1 102 103 4 103 104 2 104 105 3 105 106 0 106 107 10 107 108 0 108 109 9 109 110 7 110 111 0 111 112 0 112 113 4 113 114 4 114 115 0 115 116 0 116 117 0 117 118 1 118 119 0 119 120 1 120 121 0 121 122 0 122 123 4 123 124 0 124 125 4 125 126 4 126 127 3 127 128 0 128 129 0 129 130 0 130 131 5 131 132 0 132 133 4 133 134 0 134 135 0 135 136 1 136 137 0 137 138 5 138 139 0 139 140 0 140 141 0 141 142 0 142 143 0 143 144 2 144 145 7 145 146 1 146 147 8 147 148 2 148 149 0 149 150 2 150 151 0 151 152 0 152 153 1 153 154 3 154 155 0 155 156 3 156 157 0 157 158 0 158 159 0 159 160 4 160 161 4 161 162 11 162 163 0 163 164 0 164 165 4 165 166 0 166 167 1 167 168 0 168 169 0 169 170 0 170 171 9 171 172 1 172 173 3 173 174 10 174 175 5 175 176 0 176 177 2 177 178 0 178 179 1 179 180 2 180 181 4 181 182 0 182 183 0 183 184 2 184 185 1 185 186 0 186 187 0 187 188 0 188 189 1 189 190 0 190 191 2 191 192 0 192 193 3 193 194 6 194 195 0 195 196 2 196 197 0 197 198 2 198 199 1 199 200 1 200 201 2 201 202 1 202 203 0 203 204 1 204 205 3 205 206 0 206 207 0 207 208 0 208 209 0 209 210 1 210 211 4 211 212 0 212 213 0 213 214 0 214 215 7 215 216 2 216 217 0 217 218 7 218 219 3 219 220 0 220 221 0 221 222 6 222 223 2 223 224 0 224 225 0 225 226 3 226 227 0 227 228 1 228 229 1 229 230 0 230 231 1 231 232 0 232 233 0 233 234 0 234 235 0 235 236 0 236 237 0 237 238 0 238 239 0 239 240 0 240 241 0 241 242 0 242 243 0 243 244 2 244 245 0 245 246 1 246 247 1 247 248 0 248 249 0 249 250 0 250 251 0 251 252 0 252 253 0 253 254 1 254 255 0 255 256 0 256 257 0 257 258 0 258 259 1 259 260 0 260 261 0 261 262 0 262 263 0 263 264 0 264 265 0 265 266 0 266 267 0 267 268 0 268 269 0 269 270 0 270 271 1 271 272 0 272 273 0 273 274 1 274 275 0 275 276 6 276 277 3 277 278 1 278 279 2 279 280 0 280 281 0 281 282 0 282 283 3 283 284 1 284 285 0 285 286 0 286 287 1 287 288 0 288 289 0 289 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Pageviews Logins -5464.82 61.76 100.93 Compendiums_Reviewed Totblogs Shared_Compendiums 1214.07 460.48 -908.08 t -48.29 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -118163 -15500 1321 15791 114989 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -5464.824 7535.797 -0.725 0.4689 Pageviews 61.759 4.189 14.742 < 2e-16 *** Logins 100.929 77.328 1.305 0.1929 Compendiums_Reviewed 1214.069 259.221 4.684 4.39e-06 *** Totblogs 460.480 56.327 8.175 1.01e-14 *** Shared_Compendiums -908.077 683.885 -1.328 0.1853 t -48.289 25.129 -1.922 0.0557 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 28750 on 282 degrees of freedom Multiple R-squared: 0.8806, Adjusted R-squared: 0.8781 F-statistic: 346.6 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,] 0.3724987 7.449974e-01 6.275013e-01 [2,] 0.3726001 7.452002e-01 6.273999e-01 [3,] 0.8947774 2.104453e-01 1.052226e-01 [4,] 0.8486670 3.026660e-01 1.513330e-01 [5,] 0.7753713 4.492573e-01 2.246287e-01 [6,] 0.7007196 5.985609e-01 2.992804e-01 [7,] 0.6587534 6.824931e-01 3.412466e-01 [8,] 0.7619886 4.760228e-01 2.380114e-01 [9,] 0.7385100 5.229800e-01 2.614900e-01 [10,] 0.7209293 5.581413e-01 2.790707e-01 [11,] 0.7907082 4.185836e-01 2.092918e-01 [12,] 0.7688522 4.622956e-01 2.311478e-01 [13,] 0.7079125 5.841750e-01 2.920875e-01 [14,] 0.9815964 3.680727e-02 1.840363e-02 [15,] 0.9734642 5.307154e-02 2.653577e-02 [16,] 0.9761005 4.779905e-02 2.389953e-02 [17,] 0.9979634 4.073225e-03 2.036612e-03 [18,] 0.9976802 4.639529e-03 2.319764e-03 [19,] 0.9964137 7.172692e-03 3.586346e-03 [20,] 0.9974575 5.085031e-03 2.542515e-03 [21,] 0.9960906 7.818719e-03 3.909359e-03 [22,] 0.9946375 1.072509e-02 5.362543e-03 [23,] 0.9926472 1.470556e-02 7.352780e-03 [24,] 0.9908483 1.830349e-02 9.151746e-03 [25,] 0.9957907 8.418576e-03 4.209288e-03 [26,] 0.9938787 1.224258e-02 6.121292e-03 [27,] 0.9918590 1.628191e-02 8.140953e-03 [28,] 0.9890966 2.180671e-02 1.090336e-02 [29,] 0.9873192 2.536164e-02 1.268082e-02 [30,] 0.9961833 7.633358e-03 3.816679e-03 [31,] 0.9954105 9.178902e-03 4.589451e-03 [32,] 0.9935686 1.286277e-02 6.431384e-03 [33,] 0.9915477 1.690454e-02 8.452268e-03 [34,] 0.9972045 5.590966e-03 2.795483e-03 [35,] 0.9965127 6.974559e-03 3.487280e-03 [36,] 0.9953838 9.232355e-03 4.616177e-03 [37,] 0.9936021 1.279588e-02 6.397942e-03 [38,] 0.9964027 7.194524e-03 3.597262e-03 [39,] 0.9950788 9.842409e-03 4.921205e-03 [40,] 0.9937986 1.240277e-02 6.201383e-03 [41,] 0.9980507 3.898637e-03 1.949318e-03 [42,] 0.9977961 4.407734e-03 2.203867e-03 [43,] 0.9969707 6.058658e-03 3.029329e-03 [44,] 0.9973121 5.375888e-03 2.687944e-03 [45,] 0.9985147 2.970529e-03 1.485264e-03 [46,] 0.9988388 2.322465e-03 1.161232e-03 [47,] 0.9983938 3.212385e-03 1.606193e-03 [48,] 0.9977921 4.415705e-03 2.207853e-03 [49,] 0.9993863 1.227458e-03 6.137292e-04 [50,] 0.9991479 1.704169e-03 8.520845e-04 [51,] 0.9987995 2.401048e-03 1.200524e-03 [52,] 0.9983367 3.326502e-03 1.663251e-03 [53,] 0.9977720 4.456093e-03 2.228047e-03 [54,] 0.9984365 3.126931e-03 1.563466e-03 [55,] 0.9979962 4.007503e-03 2.003751e-03 [56,] 0.9997391 5.217562e-04 2.608781e-04 [57,] 0.9996646 6.707992e-04 3.353996e-04 [58,] 0.9998112 3.776521e-04 1.888261e-04 [59,] 0.9997407 5.186355e-04 2.593178e-04 [60,] 0.9996786 6.427246e-04 3.213623e-04 [61,] 0.9995612 8.776369e-04 4.388184e-04 [62,] 0.9994297 1.140612e-03 5.703058e-04 [63,] 0.9996123 7.753640e-04 3.876820e-04 [64,] 0.9995492 9.015881e-04 4.507940e-04 [65,] 0.9995543 8.913485e-04 4.456743e-04 [66,] 0.9996142 7.716048e-04 3.858024e-04 [67,] 0.9995087 9.825290e-04 4.912645e-04 [68,] 0.9993431 1.313719e-03 6.568597e-04 [69,] 0.9991162 1.767566e-03 8.837832e-04 [70,] 0.9988021 2.395705e-03 1.197853e-03 [71,] 0.9984982 3.003522e-03 1.501761e-03 [72,] 0.9980039 3.992130e-03 1.996065e-03 [73,] 0.9979787 4.042538e-03 2.021269e-03 [74,] 0.9997245 5.509051e-04 2.754526e-04 [75,] 0.9998069 3.861608e-04 1.930804e-04 [76,] 0.9998247 3.506531e-04 1.753266e-04 [77,] 0.9997985 4.029282e-04 2.014641e-04 [78,] 0.9997181 5.638774e-04 2.819387e-04 [79,] 0.9996140 7.720569e-04 3.860285e-04 [80,] 0.9998899 2.201206e-04 1.100603e-04 [81,] 0.9998777 2.446965e-04 1.223482e-04 [82,] 0.9998360 3.280838e-04 1.640419e-04 [83,] 0.9997695 4.610132e-04 2.305066e-04 [84,] 0.9997008 5.984942e-04 2.992471e-04 [85,] 0.9995866 8.267597e-04 4.133798e-04 [86,] 0.9994816 1.036743e-03 5.183716e-04 [87,] 0.9995202 9.595547e-04 4.797773e-04 [88,] 0.9996130 7.740723e-04 3.870361e-04 [89,] 0.9999983 3.362909e-06 1.681454e-06 [90,] 0.9999979 4.179414e-06 2.089707e-06 [91,] 0.9999978 4.464930e-06 2.232465e-06 [92,] 0.9999966 6.734091e-06 3.367045e-06 [93,] 0.9999951 9.845639e-06 4.922819e-06 [94,] 0.9999969 6.109946e-06 3.054973e-06 [95,] 0.9999956 8.832037e-06 4.416019e-06 [96,] 0.9999936 1.280476e-05 6.402380e-06 [97,] 0.9999912 1.769063e-05 8.845317e-06 [98,] 0.9999901 1.979003e-05 9.895014e-06 [99,] 0.9999897 2.064779e-05 1.032390e-05 [100,] 0.9999853 2.942729e-05 1.471364e-05 [101,] 0.9999831 3.381752e-05 1.690876e-05 [102,] 0.9999756 4.888996e-05 2.444498e-05 [103,] 0.9999664 6.712602e-05 3.356301e-05 [104,] 0.9999619 7.614920e-05 3.807460e-05 [105,] 0.9999456 1.088379e-04 5.441894e-05 [106,] 0.9999726 5.471629e-05 2.735814e-05 [107,] 0.9999615 7.702900e-05 3.851450e-05 [108,] 0.9999505 9.906015e-05 4.953008e-05 [109,] 0.9999705 5.905801e-05 2.952901e-05 [110,] 0.9999577 8.467924e-05 4.233962e-05 [111,] 0.9999650 7.005141e-05 3.502570e-05 [112,] 0.9999524 9.514352e-05 4.757176e-05 [113,] 0.9999579 8.422305e-05 4.211153e-05 [114,] 0.9999734 5.311798e-05 2.655899e-05 [115,] 0.9999773 4.542187e-05 2.271093e-05 [116,] 0.9999965 7.009520e-06 3.504760e-06 [117,] 0.9999959 8.265859e-06 4.132930e-06 [118,] 0.9999947 1.057359e-05 5.286797e-06 [119,] 0.9999950 1.000800e-05 5.004001e-06 [120,] 0.9999938 1.247448e-05 6.237239e-06 [121,] 0.9999909 1.813358e-05 9.066788e-06 [122,] 0.9999867 2.657008e-05 1.328504e-05 [123,] 0.9999858 2.835739e-05 1.417869e-05 [124,] 0.9999826 3.483398e-05 1.741699e-05 [125,] 0.9999968 6.390941e-06 3.195471e-06 [126,] 0.9999970 6.033989e-06 3.016994e-06 [127,] 0.9999986 2.795581e-06 1.397790e-06 [128,] 0.9999979 4.107524e-06 2.053762e-06 [129,] 0.9999992 1.636061e-06 8.180306e-07 [130,] 0.9999993 1.471669e-06 7.358343e-07 [131,] 0.9999990 2.077735e-06 1.038867e-06 [132,] 0.9999987 2.622660e-06 1.311330e-06 [133,] 0.9999987 2.574258e-06 1.287129e-06 [134,] 0.9999981 3.770321e-06 1.885161e-06 [135,] 0.9999973 5.444377e-06 2.722188e-06 [136,] 0.9999966 6.808726e-06 3.404363e-06 [137,] 0.9999984 3.210042e-06 1.605021e-06 [138,] 0.9999978 4.424216e-06 2.212108e-06 [139,] 0.9999976 4.747566e-06 2.373783e-06 [140,] 0.9999966 6.729009e-06 3.364504e-06 [141,] 0.9999951 9.885995e-06 4.942997e-06 [142,] 0.9999955 8.921799e-06 4.460900e-06 [143,] 0.9999933 1.331512e-05 6.657559e-06 [144,] 0.9999911 1.781233e-05 8.906164e-06 [145,] 0.9999958 8.496706e-06 4.248353e-06 [146,] 0.9999955 9.000945e-06 4.500472e-06 [147,] 0.9999965 7.021579e-06 3.510789e-06 [148,] 0.9999974 5.218957e-06 2.609479e-06 [149,] 0.9999961 7.770603e-06 3.885301e-06 [150,] 0.9999950 9.934812e-06 4.967406e-06 [151,] 0.9999930 1.409637e-05 7.048186e-06 [152,] 0.9999905 1.892094e-05 9.460470e-06 [153,] 0.9999873 2.544719e-05 1.272360e-05 [154,] 0.9999838 3.243368e-05 1.621684e-05 [155,] 0.9999801 3.973786e-05 1.986893e-05 [156,] 0.9999765 4.701035e-05 2.350518e-05 [157,] 0.9999830 3.394000e-05 1.697000e-05 [158,] 0.9999792 4.159915e-05 2.079957e-05 [159,] 0.9999700 6.005674e-05 3.002837e-05 [160,] 0.9999594 8.128071e-05 4.064035e-05 [161,] 0.9999994 1.255200e-06 6.276001e-07 [162,] 0.9999996 7.377607e-07 3.688804e-07 [163,] 0.9999995 1.022093e-06 5.110464e-07 [164,] 0.9999996 8.606411e-07 4.303205e-07 [165,] 0.9999999 1.912552e-07 9.562762e-08 [166,] 1.0000000 9.667392e-08 4.833696e-08 [167,] 0.9999999 1.310234e-07 6.551170e-08 [168,] 0.9999999 1.964206e-07 9.821031e-08 [169,] 0.9999999 2.991640e-07 1.495820e-07 [170,] 0.9999998 4.397993e-07 2.198997e-07 [171,] 0.9999999 1.510175e-07 7.550873e-08 [172,] 0.9999999 2.078578e-07 1.039289e-07 [173,] 0.9999999 1.057694e-07 5.288468e-08 [174,] 0.9999999 1.699339e-07 8.496694e-08 [175,] 0.9999999 1.727211e-07 8.636055e-08 [176,] 1.0000000 4.055228e-08 2.027614e-08 [177,] 1.0000000 6.129372e-08 3.064686e-08 [178,] 1.0000000 9.896596e-08 4.948298e-08 [179,] 0.9999999 1.568806e-07 7.844029e-08 [180,] 0.9999999 2.411289e-07 1.205644e-07 [181,] 0.9999998 3.891627e-07 1.945813e-07 [182,] 0.9999999 1.247767e-07 6.238835e-08 [183,] 0.9999999 1.797445e-07 8.987227e-08 [184,] 0.9999999 2.222348e-07 1.111174e-07 [185,] 0.9999999 1.783553e-07 8.917766e-08 [186,] 0.9999999 1.588217e-07 7.941083e-08 [187,] 0.9999999 2.264811e-07 1.132405e-07 [188,] 0.9999998 3.720791e-07 1.860395e-07 [189,] 0.9999997 5.223614e-07 2.611807e-07 [190,] 0.9999996 7.569509e-07 3.784755e-07 [191,] 0.9999994 1.187187e-06 5.935935e-07 [192,] 0.9999991 1.895485e-06 9.477425e-07 [193,] 0.9999984 3.113316e-06 1.556658e-06 [194,] 0.9999984 3.260031e-06 1.630015e-06 [195,] 0.9999975 4.946577e-06 2.473289e-06 [196,] 0.9999969 6.296881e-06 3.148440e-06 [197,] 0.9999955 8.949494e-06 4.474747e-06 [198,] 0.9999935 1.300743e-05 6.503713e-06 [199,] 0.9999997 5.553507e-07 2.776753e-07 [200,] 0.9999999 2.502125e-07 1.251063e-07 [201,] 0.9999999 1.468784e-07 7.343922e-08 [202,] 0.9999999 1.714340e-07 8.571699e-08 [203,] 1.0000000 9.133098e-08 4.566549e-08 [204,] 0.9999999 1.640774e-07 8.203869e-08 [205,] 0.9999999 1.908574e-07 9.542868e-08 [206,] 0.9999999 2.608123e-07 1.304062e-07 [207,] 0.9999998 4.343773e-07 2.171886e-07 [208,] 0.9999997 5.196851e-07 2.598425e-07 [209,] 0.9999996 8.096311e-07 4.048155e-07 [210,] 0.9999995 1.018453e-06 5.092265e-07 [211,] 0.9999998 4.611387e-07 2.305693e-07 [212,] 0.9999996 8.130889e-07 4.065445e-07 [213,] 0.9999993 1.304623e-06 6.523113e-07 [214,] 0.9999998 4.894152e-07 2.447076e-07 [215,] 0.9999996 7.081431e-07 3.540716e-07 [216,] 0.9999994 1.249638e-06 6.248190e-07 [217,] 0.9999991 1.769413e-06 8.847065e-07 [218,] 0.9999990 1.974021e-06 9.870106e-07 [219,] 0.9999984 3.263127e-06 1.631564e-06 [220,] 0.9999982 3.514890e-06 1.757445e-06 [221,] 0.9999991 1.701678e-06 8.508391e-07 [222,] 0.9999989 2.110540e-06 1.055270e-06 [223,] 0.9999981 3.755421e-06 1.877711e-06 [224,] 0.9999984 3.178650e-06 1.589325e-06 [225,] 0.9999976 4.711968e-06 2.355984e-06 [226,] 0.9999976 4.765697e-06 2.382849e-06 [227,] 0.9999960 8.086562e-06 4.043281e-06 [228,] 1.0000000 8.437927e-08 4.218963e-08 [229,] 0.9999999 1.408826e-07 7.044130e-08 [230,] 0.9999999 2.652563e-07 1.326281e-07 [231,] 0.9999999 2.651342e-07 1.325671e-07 [232,] 0.9999997 5.162168e-07 2.581084e-07 [233,] 0.9999996 7.835106e-07 3.917553e-07 [234,] 0.9999996 7.186011e-07 3.593005e-07 [235,] 0.9999993 1.488087e-06 7.440433e-07 [236,] 0.9999985 3.093535e-06 1.546767e-06 [237,] 0.9999969 6.187795e-06 3.093898e-06 [238,] 0.9999968 6.380844e-06 3.190422e-06 [239,] 0.9999968 6.397292e-06 3.198646e-06 [240,] 0.9999941 1.174586e-05 5.872929e-06 [241,] 0.9999902 1.952146e-05 9.760731e-06 [242,] 0.9999881 2.371652e-05 1.185826e-05 [243,] 0.9999816 3.684873e-05 1.842437e-05 [244,] 0.9999635 7.308246e-05 3.654123e-05 [245,] 0.9999281 1.437833e-04 7.189163e-05 [246,] 0.9998608 2.784708e-04 1.392354e-04 [247,] 0.9997381 5.238332e-04 2.619166e-04 [248,] 0.9996232 7.535421e-04 3.767710e-04 [249,] 0.9995082 9.836987e-04 4.918494e-04 [250,] 0.9991694 1.661229e-03 8.306146e-04 [251,] 0.9984844 3.031187e-03 1.515593e-03 [252,] 0.9987046 2.590744e-03 1.295372e-03 [253,] 0.9976091 4.781877e-03 2.390939e-03 [254,] 0.9961248 7.750403e-03 3.875201e-03 [255,] 0.9951558 9.688396e-03 4.844198e-03 [256,] 0.9942875 1.142490e-02 5.712452e-03 [257,] 0.9898494 2.030110e-02 1.015055e-02 [258,] 0.9900790 1.984195e-02 9.920973e-03 [259,] 0.9866073 2.678534e-02 1.339267e-02 [260,] 0.9988709 2.258265e-03 1.129132e-03 [261,] 0.9983901 3.219865e-03 1.609933e-03 [262,] 0.9987608 2.478400e-03 1.239200e-03 [263,] 0.9969175 6.164948e-03 3.082474e-03 [264,] 0.9965544 6.891252e-03 3.445626e-03 [265,] 0.9918269 1.634624e-02 8.173119e-03 [266,] 0.9851868 2.962637e-02 1.481319e-02 [267,] 0.9661258 6.774843e-02 3.387422e-02 [268,] 0.9250921 1.498159e-01 7.490794e-02 [269,] 0.8884548 2.230904e-01 1.115452e-01 [270,] 0.8023960 3.952079e-01 1.976040e-01 > postscript(file="/var/wessaorg/rcomp/tmp/1m7yo1356097243.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/2jenz1356097243.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/38sof1356097243.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4e5yb1356097243.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/553c31356097243.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 22726.6217 -9647.1521 1811.7441 -53533.2153 15779.1421 -18956.8122 7 8 9 10 11 12 87700.4139 -9863.7690 1321.1136 -12902.1614 12510.7106 21221.0591 13 14 15 16 17 18 -4772.6082 -8768.4763 17778.3992 15790.7015 -52331.0069 24726.4428 19 20 21 22 23 24 21436.0851 -14923.5750 -12958.1555 -4118.5289 114988.7989 23837.3597 25 26 27 28 29 30 -34292.7695 -79240.1372 -40124.4239 -8865.5022 32172.2652 -2072.6822 31 32 33 34 35 36 20572.9010 14967.8735 -30448.0868 44336.5135 -6182.9876 29577.1024 37 38 39 40 41 42 23114.5689 30164.9440 71990.3682 1369.4294 5351.2060 22483.1031 43 44 45 46 47 48 -56584.7544 10266.5841 25183.2805 -4044.5082 -48326.0647 7700.1566 49 50 51 52 53 54 -12437.3237 -75900.6060 21846.4158 -13577.5366 -34380.2833 -41334.9315 55 56 57 58 59 60 -40858.3574 1926.0042 -8729.0484 67237.4577 -1304.4576 908.1091 61 62 63 64 65 66 -6530.7196 3114.0928 -37816.3430 8646.9902 -73133.3164 13734.0406 67 68 69 70 71 72 44034.1339 7939.9521 -20766.8639 -14728.7677 10233.4199 40901.6409 73 74 75 76 77 78 20246.7027 -31236.9364 -39569.0997 -20211.7244 -15120.5923 -12010.4907 79 80 81 82 83 84 -9521.8773 8804.1644 1462.7421 -35083.5568 76884.3109 40842.5040 85 86 87 88 89 90 31610.4349 -25801.1267 -6142.6140 -9614.6411 63268.8356 23382.2107 91 92 93 94 95 96 -11809.8337 -1813.4187 -15531.9083 -1718.8723 14272.7058 33200.9421 97 98 99 100 101 102 38506.8719 -118162.8115 18605.7622 -30014.4447 300.7683 -8960.4189 103 104 105 106 107 108 40393.8061 6507.3963 4782.8658 10260.0473 -26750.3374 -29379.7111 109 110 111 112 113 114 2795.3643 20562.0817 -1466.3407 -6014.9364 -26381.8831 -1342.7285 115 116 117 118 119 120 -50697.3477 3867.4353 14125.2049 43285.7300 -1596.4788 -38122.6072 121 122 123 124 125 126 -12864.0136 -36324.0247 -44677.2879 -37307.2615 66729.9026 19108.2117 127 128 129 130 131 132 14983.5670 -31333.4793 17587.1056 3244.0188 -4481.5591 -26729.0791 133 134 135 136 137 138 15872.9303 -64508.4300 -29954.2349 47233.0755 5776.9259 46669.1474 139 140 141 142 143 144 -31757.1063 -13679.3789 -17206.9728 -25527.2200 7425.8356 -3864.6189 145 146 147 148 149 150 12880.8859 -40971.1621 4721.8655 -25523.7994 -4716.9958 4470.5904 151 152 153 154 155 156 32850.6090 -1091.4766 -7168.5479 46123.3671 24271.5957 24947.1216 157 158 159 160 161 162 32698.2988 5872.4579 -15743.0244 7051.6168 6880.1211 -1311.7369 163 164 165 166 167 168 -11313.5112 19319.9563 -24834.9558 28278.6356 -25279.3760 5964.1367 169 170 171 172 173 174 12419.6435 92181.3261 20921.3084 -25482.1137 25362.5316 16298.3028 175 176 177 178 179 180 -57004.4560 15423.9615 -23181.4140 12455.9170 -8779.2342 40828.6649 181 182 183 184 185 186 -21580.2139 -36422.2652 12893.9078 8512.6286 12301.3584 9052.4385 187 188 189 190 191 192 17805.9704 20281.9750 -1200.7113 3140.1448 27477.3623 18888.6960 193 194 195 196 197 198 -25780.0577 -43151.8871 8271.9834 -10563.4018 -4410.8898 887.2302 199 200 201 202 203 204 -24627.9274 -19123.2985 1771.1914 -6362.9903 23047.6616 10375.9782 205 206 207 208 209 210 -29085.8940 -7948.1078 -9816.7147 55163.3818 25688.7092 16930.4922 211 212 213 214 215 216 9932.5266 16587.6011 -3971.0740 18584.5437 -25309.8751 -11378.4004 217 218 219 220 221 222 -24981.2384 5282.0292 7623.9585 35190.9064 -11617.4262 -25573.4194 223 224 225 226 227 228 -67730.7448 2022.4248 3914.3419 -10387.1453 13358.2220 -33104.6834 229 230 231 232 233 234 -37382.7459 -42892.7124 -12443.4876 -11006.7543 -31294.3794 -9917.0535 235 236 237 238 239 240 -30851.9467 -7922.2075 59982.6123 -16650.4848 -12412.4949 -21051.5638 241 242 243 244 245 246 5300.7136 -25146.3868 -15500.2835 -1313.9934 -2521.1121 -4246.3967 247 248 249 250 251 252 -28882.9075 30041.6200 12597.7316 -6097.8884 17096.6326 2703.5377 253 254 255 256 257 258 14549.4312 3896.2218 -2713.4780 11340.8937 -8699.8962 20844.7805 259 260 261 262 263 264 15092.6321 9523.3225 -11898.5776 2770.7134 11370.0622 -9077.4604 265 266 267 268 269 270 -6683.7227 12599.9584 -16461.7225 -3635.4469 54608.2816 -17638.5860 271 272 273 274 275 276 -17896.6842 15520.2401 10417.0722 10264.3953 12124.9791 -9537.4189 277 278 279 280 281 282 18007.4145 13715.8405 -3206.7337 19507.3914 2776.3556 26079.6814 283 284 285 286 287 288 7922.8005 18492.2301 16549.4864 -25805.6150 2410.1310 -19485.5358 289 6234.6905 > postscript(file="/var/wessaorg/rcomp/tmp/688hk1356097243.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 22726.6217 NA 1 -9647.1521 22726.6217 2 1811.7441 -9647.1521 3 -53533.2153 1811.7441 4 15779.1421 -53533.2153 5 -18956.8122 15779.1421 6 87700.4139 -18956.8122 7 -9863.7690 87700.4139 8 1321.1136 -9863.7690 9 -12902.1614 1321.1136 10 12510.7106 -12902.1614 11 21221.0591 12510.7106 12 -4772.6082 21221.0591 13 -8768.4763 -4772.6082 14 17778.3992 -8768.4763 15 15790.7015 17778.3992 16 -52331.0069 15790.7015 17 24726.4428 -52331.0069 18 21436.0851 24726.4428 19 -14923.5750 21436.0851 20 -12958.1555 -14923.5750 21 -4118.5289 -12958.1555 22 114988.7989 -4118.5289 23 23837.3597 114988.7989 24 -34292.7695 23837.3597 25 -79240.1372 -34292.7695 26 -40124.4239 -79240.1372 27 -8865.5022 -40124.4239 28 32172.2652 -8865.5022 29 -2072.6822 32172.2652 30 20572.9010 -2072.6822 31 14967.8735 20572.9010 32 -30448.0868 14967.8735 33 44336.5135 -30448.0868 34 -6182.9876 44336.5135 35 29577.1024 -6182.9876 36 23114.5689 29577.1024 37 30164.9440 23114.5689 38 71990.3682 30164.9440 39 1369.4294 71990.3682 40 5351.2060 1369.4294 41 22483.1031 5351.2060 42 -56584.7544 22483.1031 43 10266.5841 -56584.7544 44 25183.2805 10266.5841 45 -4044.5082 25183.2805 46 -48326.0647 -4044.5082 47 7700.1566 -48326.0647 48 -12437.3237 7700.1566 49 -75900.6060 -12437.3237 50 21846.4158 -75900.6060 51 -13577.5366 21846.4158 52 -34380.2833 -13577.5366 53 -41334.9315 -34380.2833 54 -40858.3574 -41334.9315 55 1926.0042 -40858.3574 56 -8729.0484 1926.0042 57 67237.4577 -8729.0484 58 -1304.4576 67237.4577 59 908.1091 -1304.4576 60 -6530.7196 908.1091 61 3114.0928 -6530.7196 62 -37816.3430 3114.0928 63 8646.9902 -37816.3430 64 -73133.3164 8646.9902 65 13734.0406 -73133.3164 66 44034.1339 13734.0406 67 7939.9521 44034.1339 68 -20766.8639 7939.9521 69 -14728.7677 -20766.8639 70 10233.4199 -14728.7677 71 40901.6409 10233.4199 72 20246.7027 40901.6409 73 -31236.9364 20246.7027 74 -39569.0997 -31236.9364 75 -20211.7244 -39569.0997 76 -15120.5923 -20211.7244 77 -12010.4907 -15120.5923 78 -9521.8773 -12010.4907 79 8804.1644 -9521.8773 80 1462.7421 8804.1644 81 -35083.5568 1462.7421 82 76884.3109 -35083.5568 83 40842.5040 76884.3109 84 31610.4349 40842.5040 85 -25801.1267 31610.4349 86 -6142.6140 -25801.1267 87 -9614.6411 -6142.6140 88 63268.8356 -9614.6411 89 23382.2107 63268.8356 90 -11809.8337 23382.2107 91 -1813.4187 -11809.8337 92 -15531.9083 -1813.4187 93 -1718.8723 -15531.9083 94 14272.7058 -1718.8723 95 33200.9421 14272.7058 96 38506.8719 33200.9421 97 -118162.8115 38506.8719 98 18605.7622 -118162.8115 99 -30014.4447 18605.7622 100 300.7683 -30014.4447 101 -8960.4189 300.7683 102 40393.8061 -8960.4189 103 6507.3963 40393.8061 104 4782.8658 6507.3963 105 10260.0473 4782.8658 106 -26750.3374 10260.0473 107 -29379.7111 -26750.3374 108 2795.3643 -29379.7111 109 20562.0817 2795.3643 110 -1466.3407 20562.0817 111 -6014.9364 -1466.3407 112 -26381.8831 -6014.9364 113 -1342.7285 -26381.8831 114 -50697.3477 -1342.7285 115 3867.4353 -50697.3477 116 14125.2049 3867.4353 117 43285.7300 14125.2049 118 -1596.4788 43285.7300 119 -38122.6072 -1596.4788 120 -12864.0136 -38122.6072 121 -36324.0247 -12864.0136 122 -44677.2879 -36324.0247 123 -37307.2615 -44677.2879 124 66729.9026 -37307.2615 125 19108.2117 66729.9026 126 14983.5670 19108.2117 127 -31333.4793 14983.5670 128 17587.1056 -31333.4793 129 3244.0188 17587.1056 130 -4481.5591 3244.0188 131 -26729.0791 -4481.5591 132 15872.9303 -26729.0791 133 -64508.4300 15872.9303 134 -29954.2349 -64508.4300 135 47233.0755 -29954.2349 136 5776.9259 47233.0755 137 46669.1474 5776.9259 138 -31757.1063 46669.1474 139 -13679.3789 -31757.1063 140 -17206.9728 -13679.3789 141 -25527.2200 -17206.9728 142 7425.8356 -25527.2200 143 -3864.6189 7425.8356 144 12880.8859 -3864.6189 145 -40971.1621 12880.8859 146 4721.8655 -40971.1621 147 -25523.7994 4721.8655 148 -4716.9958 -25523.7994 149 4470.5904 -4716.9958 150 32850.6090 4470.5904 151 -1091.4766 32850.6090 152 -7168.5479 -1091.4766 153 46123.3671 -7168.5479 154 24271.5957 46123.3671 155 24947.1216 24271.5957 156 32698.2988 24947.1216 157 5872.4579 32698.2988 158 -15743.0244 5872.4579 159 7051.6168 -15743.0244 160 6880.1211 7051.6168 161 -1311.7369 6880.1211 162 -11313.5112 -1311.7369 163 19319.9563 -11313.5112 164 -24834.9558 19319.9563 165 28278.6356 -24834.9558 166 -25279.3760 28278.6356 167 5964.1367 -25279.3760 168 12419.6435 5964.1367 169 92181.3261 12419.6435 170 20921.3084 92181.3261 171 -25482.1137 20921.3084 172 25362.5316 -25482.1137 173 16298.3028 25362.5316 174 -57004.4560 16298.3028 175 15423.9615 -57004.4560 176 -23181.4140 15423.9615 177 12455.9170 -23181.4140 178 -8779.2342 12455.9170 179 40828.6649 -8779.2342 180 -21580.2139 40828.6649 181 -36422.2652 -21580.2139 182 12893.9078 -36422.2652 183 8512.6286 12893.9078 184 12301.3584 8512.6286 185 9052.4385 12301.3584 186 17805.9704 9052.4385 187 20281.9750 17805.9704 188 -1200.7113 20281.9750 189 3140.1448 -1200.7113 190 27477.3623 3140.1448 191 18888.6960 27477.3623 192 -25780.0577 18888.6960 193 -43151.8871 -25780.0577 194 8271.9834 -43151.8871 195 -10563.4018 8271.9834 196 -4410.8898 -10563.4018 197 887.2302 -4410.8898 198 -24627.9274 887.2302 199 -19123.2985 -24627.9274 200 1771.1914 -19123.2985 201 -6362.9903 1771.1914 202 23047.6616 -6362.9903 203 10375.9782 23047.6616 204 -29085.8940 10375.9782 205 -7948.1078 -29085.8940 206 -9816.7147 -7948.1078 207 55163.3818 -9816.7147 208 25688.7092 55163.3818 209 16930.4922 25688.7092 210 9932.5266 16930.4922 211 16587.6011 9932.5266 212 -3971.0740 16587.6011 213 18584.5437 -3971.0740 214 -25309.8751 18584.5437 215 -11378.4004 -25309.8751 216 -24981.2384 -11378.4004 217 5282.0292 -24981.2384 218 7623.9585 5282.0292 219 35190.9064 7623.9585 220 -11617.4262 35190.9064 221 -25573.4194 -11617.4262 222 -67730.7448 -25573.4194 223 2022.4248 -67730.7448 224 3914.3419 2022.4248 225 -10387.1453 3914.3419 226 13358.2220 -10387.1453 227 -33104.6834 13358.2220 228 -37382.7459 -33104.6834 229 -42892.7124 -37382.7459 230 -12443.4876 -42892.7124 231 -11006.7543 -12443.4876 232 -31294.3794 -11006.7543 233 -9917.0535 -31294.3794 234 -30851.9467 -9917.0535 235 -7922.2075 -30851.9467 236 59982.6123 -7922.2075 237 -16650.4848 59982.6123 238 -12412.4949 -16650.4848 239 -21051.5638 -12412.4949 240 5300.7136 -21051.5638 241 -25146.3868 5300.7136 242 -15500.2835 -25146.3868 243 -1313.9934 -15500.2835 244 -2521.1121 -1313.9934 245 -4246.3967 -2521.1121 246 -28882.9075 -4246.3967 247 30041.6200 -28882.9075 248 12597.7316 30041.6200 249 -6097.8884 12597.7316 250 17096.6326 -6097.8884 251 2703.5377 17096.6326 252 14549.4312 2703.5377 253 3896.2218 14549.4312 254 -2713.4780 3896.2218 255 11340.8937 -2713.4780 256 -8699.8962 11340.8937 257 20844.7805 -8699.8962 258 15092.6321 20844.7805 259 9523.3225 15092.6321 260 -11898.5776 9523.3225 261 2770.7134 -11898.5776 262 11370.0622 2770.7134 263 -9077.4604 11370.0622 264 -6683.7227 -9077.4604 265 12599.9584 -6683.7227 266 -16461.7225 12599.9584 267 -3635.4469 -16461.7225 268 54608.2816 -3635.4469 269 -17638.5860 54608.2816 270 -17896.6842 -17638.5860 271 15520.2401 -17896.6842 272 10417.0722 15520.2401 273 10264.3953 10417.0722 274 12124.9791 10264.3953 275 -9537.4189 12124.9791 276 18007.4145 -9537.4189 277 13715.8405 18007.4145 278 -3206.7337 13715.8405 279 19507.3914 -3206.7337 280 2776.3556 19507.3914 281 26079.6814 2776.3556 282 7922.8005 26079.6814 283 18492.2301 7922.8005 284 16549.4864 18492.2301 285 -25805.6150 16549.4864 286 2410.1310 -25805.6150 287 -19485.5358 2410.1310 288 6234.6905 -19485.5358 289 NA 6234.6905 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -9647.1521 22726.6217 [2,] 1811.7441 -9647.1521 [3,] -53533.2153 1811.7441 [4,] 15779.1421 -53533.2153 [5,] -18956.8122 15779.1421 [6,] 87700.4139 -18956.8122 [7,] -9863.7690 87700.4139 [8,] 1321.1136 -9863.7690 [9,] -12902.1614 1321.1136 [10,] 12510.7106 -12902.1614 [11,] 21221.0591 12510.7106 [12,] -4772.6082 21221.0591 [13,] -8768.4763 -4772.6082 [14,] 17778.3992 -8768.4763 [15,] 15790.7015 17778.3992 [16,] -52331.0069 15790.7015 [17,] 24726.4428 -52331.0069 [18,] 21436.0851 24726.4428 [19,] -14923.5750 21436.0851 [20,] -12958.1555 -14923.5750 [21,] -4118.5289 -12958.1555 [22,] 114988.7989 -4118.5289 [23,] 23837.3597 114988.7989 [24,] -34292.7695 23837.3597 [25,] -79240.1372 -34292.7695 [26,] -40124.4239 -79240.1372 [27,] -8865.5022 -40124.4239 [28,] 32172.2652 -8865.5022 [29,] -2072.6822 32172.2652 [30,] 20572.9010 -2072.6822 [31,] 14967.8735 20572.9010 [32,] -30448.0868 14967.8735 [33,] 44336.5135 -30448.0868 [34,] -6182.9876 44336.5135 [35,] 29577.1024 -6182.9876 [36,] 23114.5689 29577.1024 [37,] 30164.9440 23114.5689 [38,] 71990.3682 30164.9440 [39,] 1369.4294 71990.3682 [40,] 5351.2060 1369.4294 [41,] 22483.1031 5351.2060 [42,] -56584.7544 22483.1031 [43,] 10266.5841 -56584.7544 [44,] 25183.2805 10266.5841 [45,] -4044.5082 25183.2805 [46,] -48326.0647 -4044.5082 [47,] 7700.1566 -48326.0647 [48,] -12437.3237 7700.1566 [49,] -75900.6060 -12437.3237 [50,] 21846.4158 -75900.6060 [51,] -13577.5366 21846.4158 [52,] -34380.2833 -13577.5366 [53,] -41334.9315 -34380.2833 [54,] -40858.3574 -41334.9315 [55,] 1926.0042 -40858.3574 [56,] -8729.0484 1926.0042 [57,] 67237.4577 -8729.0484 [58,] -1304.4576 67237.4577 [59,] 908.1091 -1304.4576 [60,] -6530.7196 908.1091 [61,] 3114.0928 -6530.7196 [62,] -37816.3430 3114.0928 [63,] 8646.9902 -37816.3430 [64,] -73133.3164 8646.9902 [65,] 13734.0406 -73133.3164 [66,] 44034.1339 13734.0406 [67,] 7939.9521 44034.1339 [68,] -20766.8639 7939.9521 [69,] -14728.7677 -20766.8639 [70,] 10233.4199 -14728.7677 [71,] 40901.6409 10233.4199 [72,] 20246.7027 40901.6409 [73,] -31236.9364 20246.7027 [74,] -39569.0997 -31236.9364 [75,] -20211.7244 -39569.0997 [76,] -15120.5923 -20211.7244 [77,] -12010.4907 -15120.5923 [78,] -9521.8773 -12010.4907 [79,] 8804.1644 -9521.8773 [80,] 1462.7421 8804.1644 [81,] -35083.5568 1462.7421 [82,] 76884.3109 -35083.5568 [83,] 40842.5040 76884.3109 [84,] 31610.4349 40842.5040 [85,] -25801.1267 31610.4349 [86,] -6142.6140 -25801.1267 [87,] -9614.6411 -6142.6140 [88,] 63268.8356 -9614.6411 [89,] 23382.2107 63268.8356 [90,] -11809.8337 23382.2107 [91,] -1813.4187 -11809.8337 [92,] -15531.9083 -1813.4187 [93,] -1718.8723 -15531.9083 [94,] 14272.7058 -1718.8723 [95,] 33200.9421 14272.7058 [96,] 38506.8719 33200.9421 [97,] -118162.8115 38506.8719 [98,] 18605.7622 -118162.8115 [99,] -30014.4447 18605.7622 [100,] 300.7683 -30014.4447 [101,] -8960.4189 300.7683 [102,] 40393.8061 -8960.4189 [103,] 6507.3963 40393.8061 [104,] 4782.8658 6507.3963 [105,] 10260.0473 4782.8658 [106,] -26750.3374 10260.0473 [107,] -29379.7111 -26750.3374 [108,] 2795.3643 -29379.7111 [109,] 20562.0817 2795.3643 [110,] -1466.3407 20562.0817 [111,] -6014.9364 -1466.3407 [112,] -26381.8831 -6014.9364 [113,] -1342.7285 -26381.8831 [114,] -50697.3477 -1342.7285 [115,] 3867.4353 -50697.3477 [116,] 14125.2049 3867.4353 [117,] 43285.7300 14125.2049 [118,] -1596.4788 43285.7300 [119,] -38122.6072 -1596.4788 [120,] -12864.0136 -38122.6072 [121,] -36324.0247 -12864.0136 [122,] -44677.2879 -36324.0247 [123,] -37307.2615 -44677.2879 [124,] 66729.9026 -37307.2615 [125,] 19108.2117 66729.9026 [126,] 14983.5670 19108.2117 [127,] -31333.4793 14983.5670 [128,] 17587.1056 -31333.4793 [129,] 3244.0188 17587.1056 [130,] -4481.5591 3244.0188 [131,] -26729.0791 -4481.5591 [132,] 15872.9303 -26729.0791 [133,] -64508.4300 15872.9303 [134,] -29954.2349 -64508.4300 [135,] 47233.0755 -29954.2349 [136,] 5776.9259 47233.0755 [137,] 46669.1474 5776.9259 [138,] -31757.1063 46669.1474 [139,] -13679.3789 -31757.1063 [140,] -17206.9728 -13679.3789 [141,] -25527.2200 -17206.9728 [142,] 7425.8356 -25527.2200 [143,] -3864.6189 7425.8356 [144,] 12880.8859 -3864.6189 [145,] -40971.1621 12880.8859 [146,] 4721.8655 -40971.1621 [147,] -25523.7994 4721.8655 [148,] -4716.9958 -25523.7994 [149,] 4470.5904 -4716.9958 [150,] 32850.6090 4470.5904 [151,] -1091.4766 32850.6090 [152,] -7168.5479 -1091.4766 [153,] 46123.3671 -7168.5479 [154,] 24271.5957 46123.3671 [155,] 24947.1216 24271.5957 [156,] 32698.2988 24947.1216 [157,] 5872.4579 32698.2988 [158,] -15743.0244 5872.4579 [159,] 7051.6168 -15743.0244 [160,] 6880.1211 7051.6168 [161,] -1311.7369 6880.1211 [162,] -11313.5112 -1311.7369 [163,] 19319.9563 -11313.5112 [164,] -24834.9558 19319.9563 [165,] 28278.6356 -24834.9558 [166,] -25279.3760 28278.6356 [167,] 5964.1367 -25279.3760 [168,] 12419.6435 5964.1367 [169,] 92181.3261 12419.6435 [170,] 20921.3084 92181.3261 [171,] -25482.1137 20921.3084 [172,] 25362.5316 -25482.1137 [173,] 16298.3028 25362.5316 [174,] -57004.4560 16298.3028 [175,] 15423.9615 -57004.4560 [176,] -23181.4140 15423.9615 [177,] 12455.9170 -23181.4140 [178,] -8779.2342 12455.9170 [179,] 40828.6649 -8779.2342 [180,] -21580.2139 40828.6649 [181,] -36422.2652 -21580.2139 [182,] 12893.9078 -36422.2652 [183,] 8512.6286 12893.9078 [184,] 12301.3584 8512.6286 [185,] 9052.4385 12301.3584 [186,] 17805.9704 9052.4385 [187,] 20281.9750 17805.9704 [188,] -1200.7113 20281.9750 [189,] 3140.1448 -1200.7113 [190,] 27477.3623 3140.1448 [191,] 18888.6960 27477.3623 [192,] -25780.0577 18888.6960 [193,] -43151.8871 -25780.0577 [194,] 8271.9834 -43151.8871 [195,] -10563.4018 8271.9834 [196,] -4410.8898 -10563.4018 [197,] 887.2302 -4410.8898 [198,] -24627.9274 887.2302 [199,] -19123.2985 -24627.9274 [200,] 1771.1914 -19123.2985 [201,] -6362.9903 1771.1914 [202,] 23047.6616 -6362.9903 [203,] 10375.9782 23047.6616 [204,] -29085.8940 10375.9782 [205,] -7948.1078 -29085.8940 [206,] -9816.7147 -7948.1078 [207,] 55163.3818 -9816.7147 [208,] 25688.7092 55163.3818 [209,] 16930.4922 25688.7092 [210,] 9932.5266 16930.4922 [211,] 16587.6011 9932.5266 [212,] -3971.0740 16587.6011 [213,] 18584.5437 -3971.0740 [214,] -25309.8751 18584.5437 [215,] -11378.4004 -25309.8751 [216,] -24981.2384 -11378.4004 [217,] 5282.0292 -24981.2384 [218,] 7623.9585 5282.0292 [219,] 35190.9064 7623.9585 [220,] -11617.4262 35190.9064 [221,] -25573.4194 -11617.4262 [222,] -67730.7448 -25573.4194 [223,] 2022.4248 -67730.7448 [224,] 3914.3419 2022.4248 [225,] -10387.1453 3914.3419 [226,] 13358.2220 -10387.1453 [227,] -33104.6834 13358.2220 [228,] -37382.7459 -33104.6834 [229,] -42892.7124 -37382.7459 [230,] -12443.4876 -42892.7124 [231,] -11006.7543 -12443.4876 [232,] -31294.3794 -11006.7543 [233,] -9917.0535 -31294.3794 [234,] -30851.9467 -9917.0535 [235,] -7922.2075 -30851.9467 [236,] 59982.6123 -7922.2075 [237,] -16650.4848 59982.6123 [238,] -12412.4949 -16650.4848 [239,] -21051.5638 -12412.4949 [240,] 5300.7136 -21051.5638 [241,] -25146.3868 5300.7136 [242,] -15500.2835 -25146.3868 [243,] -1313.9934 -15500.2835 [244,] -2521.1121 -1313.9934 [245,] -4246.3967 -2521.1121 [246,] -28882.9075 -4246.3967 [247,] 30041.6200 -28882.9075 [248,] 12597.7316 30041.6200 [249,] -6097.8884 12597.7316 [250,] 17096.6326 -6097.8884 [251,] 2703.5377 17096.6326 [252,] 14549.4312 2703.5377 [253,] 3896.2218 14549.4312 [254,] -2713.4780 3896.2218 [255,] 11340.8937 -2713.4780 [256,] -8699.8962 11340.8937 [257,] 20844.7805 -8699.8962 [258,] 15092.6321 20844.7805 [259,] 9523.3225 15092.6321 [260,] -11898.5776 9523.3225 [261,] 2770.7134 -11898.5776 [262,] 11370.0622 2770.7134 [263,] -9077.4604 11370.0622 [264,] -6683.7227 -9077.4604 [265,] 12599.9584 -6683.7227 [266,] -16461.7225 12599.9584 [267,] -3635.4469 -16461.7225 [268,] 54608.2816 -3635.4469 [269,] -17638.5860 54608.2816 [270,] -17896.6842 -17638.5860 [271,] 15520.2401 -17896.6842 [272,] 10417.0722 15520.2401 [273,] 10264.3953 10417.0722 [274,] 12124.9791 10264.3953 [275,] -9537.4189 12124.9791 [276,] 18007.4145 -9537.4189 [277,] 13715.8405 18007.4145 [278,] -3206.7337 13715.8405 [279,] 19507.3914 -3206.7337 [280,] 2776.3556 19507.3914 [281,] 26079.6814 2776.3556 [282,] 7922.8005 26079.6814 [283,] 18492.2301 7922.8005 [284,] 16549.4864 18492.2301 [285,] -25805.6150 16549.4864 [286,] 2410.1310 -25805.6150 [287,] -19485.5358 2410.1310 [288,] 6234.6905 -19485.5358 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -9647.1521 22726.6217 2 1811.7441 -9647.1521 3 -53533.2153 1811.7441 4 15779.1421 -53533.2153 5 -18956.8122 15779.1421 6 87700.4139 -18956.8122 7 -9863.7690 87700.4139 8 1321.1136 -9863.7690 9 -12902.1614 1321.1136 10 12510.7106 -12902.1614 11 21221.0591 12510.7106 12 -4772.6082 21221.0591 13 -8768.4763 -4772.6082 14 17778.3992 -8768.4763 15 15790.7015 17778.3992 16 -52331.0069 15790.7015 17 24726.4428 -52331.0069 18 21436.0851 24726.4428 19 -14923.5750 21436.0851 20 -12958.1555 -14923.5750 21 -4118.5289 -12958.1555 22 114988.7989 -4118.5289 23 23837.3597 114988.7989 24 -34292.7695 23837.3597 25 -79240.1372 -34292.7695 26 -40124.4239 -79240.1372 27 -8865.5022 -40124.4239 28 32172.2652 -8865.5022 29 -2072.6822 32172.2652 30 20572.9010 -2072.6822 31 14967.8735 20572.9010 32 -30448.0868 14967.8735 33 44336.5135 -30448.0868 34 -6182.9876 44336.5135 35 29577.1024 -6182.9876 36 23114.5689 29577.1024 37 30164.9440 23114.5689 38 71990.3682 30164.9440 39 1369.4294 71990.3682 40 5351.2060 1369.4294 41 22483.1031 5351.2060 42 -56584.7544 22483.1031 43 10266.5841 -56584.7544 44 25183.2805 10266.5841 45 -4044.5082 25183.2805 46 -48326.0647 -4044.5082 47 7700.1566 -48326.0647 48 -12437.3237 7700.1566 49 -75900.6060 -12437.3237 50 21846.4158 -75900.6060 51 -13577.5366 21846.4158 52 -34380.2833 -13577.5366 53 -41334.9315 -34380.2833 54 -40858.3574 -41334.9315 55 1926.0042 -40858.3574 56 -8729.0484 1926.0042 57 67237.4577 -8729.0484 58 -1304.4576 67237.4577 59 908.1091 -1304.4576 60 -6530.7196 908.1091 61 3114.0928 -6530.7196 62 -37816.3430 3114.0928 63 8646.9902 -37816.3430 64 -73133.3164 8646.9902 65 13734.0406 -73133.3164 66 44034.1339 13734.0406 67 7939.9521 44034.1339 68 -20766.8639 7939.9521 69 -14728.7677 -20766.8639 70 10233.4199 -14728.7677 71 40901.6409 10233.4199 72 20246.7027 40901.6409 73 -31236.9364 20246.7027 74 -39569.0997 -31236.9364 75 -20211.7244 -39569.0997 76 -15120.5923 -20211.7244 77 -12010.4907 -15120.5923 78 -9521.8773 -12010.4907 79 8804.1644 -9521.8773 80 1462.7421 8804.1644 81 -35083.5568 1462.7421 82 76884.3109 -35083.5568 83 40842.5040 76884.3109 84 31610.4349 40842.5040 85 -25801.1267 31610.4349 86 -6142.6140 -25801.1267 87 -9614.6411 -6142.6140 88 63268.8356 -9614.6411 89 23382.2107 63268.8356 90 -11809.8337 23382.2107 91 -1813.4187 -11809.8337 92 -15531.9083 -1813.4187 93 -1718.8723 -15531.9083 94 14272.7058 -1718.8723 95 33200.9421 14272.7058 96 38506.8719 33200.9421 97 -118162.8115 38506.8719 98 18605.7622 -118162.8115 99 -30014.4447 18605.7622 100 300.7683 -30014.4447 101 -8960.4189 300.7683 102 40393.8061 -8960.4189 103 6507.3963 40393.8061 104 4782.8658 6507.3963 105 10260.0473 4782.8658 106 -26750.3374 10260.0473 107 -29379.7111 -26750.3374 108 2795.3643 -29379.7111 109 20562.0817 2795.3643 110 -1466.3407 20562.0817 111 -6014.9364 -1466.3407 112 -26381.8831 -6014.9364 113 -1342.7285 -26381.8831 114 -50697.3477 -1342.7285 115 3867.4353 -50697.3477 116 14125.2049 3867.4353 117 43285.7300 14125.2049 118 -1596.4788 43285.7300 119 -38122.6072 -1596.4788 120 -12864.0136 -38122.6072 121 -36324.0247 -12864.0136 122 -44677.2879 -36324.0247 123 -37307.2615 -44677.2879 124 66729.9026 -37307.2615 125 19108.2117 66729.9026 126 14983.5670 19108.2117 127 -31333.4793 14983.5670 128 17587.1056 -31333.4793 129 3244.0188 17587.1056 130 -4481.5591 3244.0188 131 -26729.0791 -4481.5591 132 15872.9303 -26729.0791 133 -64508.4300 15872.9303 134 -29954.2349 -64508.4300 135 47233.0755 -29954.2349 136 5776.9259 47233.0755 137 46669.1474 5776.9259 138 -31757.1063 46669.1474 139 -13679.3789 -31757.1063 140 -17206.9728 -13679.3789 141 -25527.2200 -17206.9728 142 7425.8356 -25527.2200 143 -3864.6189 7425.8356 144 12880.8859 -3864.6189 145 -40971.1621 12880.8859 146 4721.8655 -40971.1621 147 -25523.7994 4721.8655 148 -4716.9958 -25523.7994 149 4470.5904 -4716.9958 150 32850.6090 4470.5904 151 -1091.4766 32850.6090 152 -7168.5479 -1091.4766 153 46123.3671 -7168.5479 154 24271.5957 46123.3671 155 24947.1216 24271.5957 156 32698.2988 24947.1216 157 5872.4579 32698.2988 158 -15743.0244 5872.4579 159 7051.6168 -15743.0244 160 6880.1211 7051.6168 161 -1311.7369 6880.1211 162 -11313.5112 -1311.7369 163 19319.9563 -11313.5112 164 -24834.9558 19319.9563 165 28278.6356 -24834.9558 166 -25279.3760 28278.6356 167 5964.1367 -25279.3760 168 12419.6435 5964.1367 169 92181.3261 12419.6435 170 20921.3084 92181.3261 171 -25482.1137 20921.3084 172 25362.5316 -25482.1137 173 16298.3028 25362.5316 174 -57004.4560 16298.3028 175 15423.9615 -57004.4560 176 -23181.4140 15423.9615 177 12455.9170 -23181.4140 178 -8779.2342 12455.9170 179 40828.6649 -8779.2342 180 -21580.2139 40828.6649 181 -36422.2652 -21580.2139 182 12893.9078 -36422.2652 183 8512.6286 12893.9078 184 12301.3584 8512.6286 185 9052.4385 12301.3584 186 17805.9704 9052.4385 187 20281.9750 17805.9704 188 -1200.7113 20281.9750 189 3140.1448 -1200.7113 190 27477.3623 3140.1448 191 18888.6960 27477.3623 192 -25780.0577 18888.6960 193 -43151.8871 -25780.0577 194 8271.9834 -43151.8871 195 -10563.4018 8271.9834 196 -4410.8898 -10563.4018 197 887.2302 -4410.8898 198 -24627.9274 887.2302 199 -19123.2985 -24627.9274 200 1771.1914 -19123.2985 201 -6362.9903 1771.1914 202 23047.6616 -6362.9903 203 10375.9782 23047.6616 204 -29085.8940 10375.9782 205 -7948.1078 -29085.8940 206 -9816.7147 -7948.1078 207 55163.3818 -9816.7147 208 25688.7092 55163.3818 209 16930.4922 25688.7092 210 9932.5266 16930.4922 211 16587.6011 9932.5266 212 -3971.0740 16587.6011 213 18584.5437 -3971.0740 214 -25309.8751 18584.5437 215 -11378.4004 -25309.8751 216 -24981.2384 -11378.4004 217 5282.0292 -24981.2384 218 7623.9585 5282.0292 219 35190.9064 7623.9585 220 -11617.4262 35190.9064 221 -25573.4194 -11617.4262 222 -67730.7448 -25573.4194 223 2022.4248 -67730.7448 224 3914.3419 2022.4248 225 -10387.1453 3914.3419 226 13358.2220 -10387.1453 227 -33104.6834 13358.2220 228 -37382.7459 -33104.6834 229 -42892.7124 -37382.7459 230 -12443.4876 -42892.7124 231 -11006.7543 -12443.4876 232 -31294.3794 -11006.7543 233 -9917.0535 -31294.3794 234 -30851.9467 -9917.0535 235 -7922.2075 -30851.9467 236 59982.6123 -7922.2075 237 -16650.4848 59982.6123 238 -12412.4949 -16650.4848 239 -21051.5638 -12412.4949 240 5300.7136 -21051.5638 241 -25146.3868 5300.7136 242 -15500.2835 -25146.3868 243 -1313.9934 -15500.2835 244 -2521.1121 -1313.9934 245 -4246.3967 -2521.1121 246 -28882.9075 -4246.3967 247 30041.6200 -28882.9075 248 12597.7316 30041.6200 249 -6097.8884 12597.7316 250 17096.6326 -6097.8884 251 2703.5377 17096.6326 252 14549.4312 2703.5377 253 3896.2218 14549.4312 254 -2713.4780 3896.2218 255 11340.8937 -2713.4780 256 -8699.8962 11340.8937 257 20844.7805 -8699.8962 258 15092.6321 20844.7805 259 9523.3225 15092.6321 260 -11898.5776 9523.3225 261 2770.7134 -11898.5776 262 11370.0622 2770.7134 263 -9077.4604 11370.0622 264 -6683.7227 -9077.4604 265 12599.9584 -6683.7227 266 -16461.7225 12599.9584 267 -3635.4469 -16461.7225 268 54608.2816 -3635.4469 269 -17638.5860 54608.2816 270 -17896.6842 -17638.5860 271 15520.2401 -17896.6842 272 10417.0722 15520.2401 273 10264.3953 10417.0722 274 12124.9791 10264.3953 275 -9537.4189 12124.9791 276 18007.4145 -9537.4189 277 13715.8405 18007.4145 278 -3206.7337 13715.8405 279 19507.3914 -3206.7337 280 2776.3556 19507.3914 281 26079.6814 2776.3556 282 7922.8005 26079.6814 283 18492.2301 7922.8005 284 16549.4864 18492.2301 285 -25805.6150 16549.4864 286 2410.1310 -25805.6150 287 -19485.5358 2410.1310 288 6234.6905 -19485.5358 > 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/7g5tl1356097243.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/8gmtk1356097243.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/961o31356097243.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/1091ip1356097243.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11llgn1356097243.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12gpc61356097243.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13j6cq1356097243.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/149ir01356097243.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/15cjk21356097243.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/16uijv1356097243.tab") + } > > try(system("convert tmp/1m7yo1356097243.ps tmp/1m7yo1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/2jenz1356097243.ps tmp/2jenz1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/38sof1356097243.ps tmp/38sof1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/4e5yb1356097243.ps tmp/4e5yb1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/553c31356097243.ps tmp/553c31356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/688hk1356097243.ps tmp/688hk1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/7g5tl1356097243.ps tmp/7g5tl1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/8gmtk1356097243.ps tmp/8gmtk1356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/961o31356097243.ps tmp/961o31356097243.png",intern=TRUE)) character(0) > try(system("convert tmp/1091ip1356097243.ps tmp/1091ip1356097243.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 14.996 1.667 17.191