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 'license()' or 'licence()' for distribution details.
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Type 'contributors()' for more information and
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(41
+ ,48
+ ,52
+ ,53
+ ,65
+ ,68
+ ,64
+ ,57
+ ,55
+ ,54
+ ,59
+ ,66
+ ,83
+ ,100
+ ,101
+ ,98
+ ,92
+ ,85
+ ,92
+ ,94
+ ,90
+ ,99
+ ,108
+ ,106
+ ,99
+ ,100
+ ,99
+ ,93
+ ,92
+ ,93
+ ,98
+ ,95
+ ,86
+ ,85
+ ,83
+ ,85
+ ,80
+ ,84
+ ,86
+ ,87
+ ,85
+ ,83
+ ,76
+ ,70
+ ,78
+ ,83
+ ,88
+ ,90
+ ,90
+ ,97
+ ,102
+ ,101
+ ,98
+ ,98
+ ,100
+ ,102
+ ,108
+ ,112
+ ,110
+ ,110
+ ,117
+ ,120
+ ,119
+ ,113
+ ,123
+ ,120
+ ,129
+ ,132
+ ,136
+ ,141
+ ,122
+ ,137
+ ,145
+ ,155
+ ,148
+ ,153
+ ,172
+ ,169
+ ,180
+ ,190
+ ,233
+ ,231
+ ,245
+ ,299
+ ,385
+ ,381
+ ,322
+ ,317
+ ,323
+ ,393
+ ,372
+ ,387
+ ,413
+ ,405
+ ,407
+ ,392
+ ,363
+ ,358
+ ,375
+ ,370
+ ,386
+ ,353
+ ,347
+ ,363
+ ,350
+ ,347
+ ,333
+ ,327
+ ,328
+ ,309
+ ,286
+ ,319
+ ,285
+ ,301
+ ,315
+ ,388
+ ,383
+ ,417
+ ,423
+ ,430
+ ,486
+ ,394
+ ,411
+ ,431
+ ,447
+ ,432
+ ,457
+ ,453
+ ,441
+ ,416
+ ,451
+ ,432
+ ,436
+ ,429
+ ,421
+ ,425
+ ,437
+ ,432
+ ,413
+ ,419
+ ,436
+ ,421
+ ,424
+ ,402
+ ,403
+ ,400
+ ,426
+ ,418
+ ,403
+ ,405
+ ,394
+ ,400
+ ,376
+ ,367
+ ,354
+ ,348
+ ,364
+ ,329
+ ,348
+ ,330
+ ,351
+ ,336
+ ,332
+ ,349
+ ,384
+ ,370
+ ,346
+ ,338
+ ,335
+ ,338
+ ,347
+ ,372
+ ,376
+ ,373
+ ,392
+ ,374
+ ,385
+ ,372
+ ,372
+ ,352
+ ,353
+ ,330
+ ,348
+ ,346
+ ,361
+ ,364
+ ,375
+ ,369
+ ,342
+ ,338
+ ,337
+ ,333
+ ,336
+ ,322
+ ,329
+ ,322
+ ,325
+ ,331
+ ,311
+ ,318
+ ,312
+ ,315
+ ,333
+ ,311
+ ,321
+ ,316
+ ,284
+ ,281
+ ,280
+ ,266
+ ,268
+ ,278
+ ,292
+ ,263
+ ,265
+ ,266
+ ,251
+ ,256
+ ,280
+ ,283
+ ,289
+ ,308
+ ,293
+ ,281
+ ,274
+ ,277
+ ,278
+ ,250
+ ,265
+ ,269
+ ,262
+ ,258
+ ,251
+ ,243
+ ,247
+ ,224
+ ,241
+ ,255
+ ,261
+ ,267
+ ,264
+ ,270
+ ,275
+ ,281
+ ,301
+ ,321
+ ,355
+ ,319
+ ,299
+ ,319
+ ,328
+ ,348
+ ,335
+ ,333
+ ,331
+ ,318
+ ,325
+ ,318
+ ,313
+ ,313
+ ,315
+ ,298
+ ,311
+ ,309
+ ,297
+ ,294
+ ,291
+ ,292
+ ,290
+ ,287
+ ,281
+ ,295
+ ,289
+ ,286
+ ,295
+ ,291
+ ,315
+ ,306
+ ,304
+ ,309
+ ,307
+ ,299
+ ,294
+ ,295
+ ,296
+ ,294
+ ,292
+ ,290
+ ,289
+ ,310
+ ,297
+ ,301
+ ,302
+ ,297
+ ,305
+ ,298
+ ,299
+ ,273
+ ,267
+ ,266
+ ,284
+ ,276
+ ,284
+ ,285
+ ,267
+ ,273
+ ,262
+ ,246
+ ,251
+ ,248
+ ,255
+ ,245
+ ,251
+ ,261
+ ,259
+ ,271
+ ,258
+ ,253
+ ,239
+ ,241
+ ,281
+ ,285
+ ,289
+ ,290
+ ,290
+ ,305
+ ,289
+ ,302
+ ,294
+ ,301
+ ,299
+ ,312
+ ,310
+ ,312
+ ,309
+ ,292
+ ,284
+ ,290
+ ,292
+ ,297
+ ,316
+ ,320
+ ,304
+ ,301
+ ,322
+ ,309
+ ,308
+ ,311
+ ,328
+ ,343
+ ,345
+ ,342
+ ,350
+ ,322
+ ,311
+ ,319
+ ,328
+ ,320
+ ,321
+ ,331
+ ,342
+ ,322
+ ,307
+ ,302
+ ,307
+ ,301
+ ,315
+ ,342
+ ,333
+ ,332
+ ,332
+ ,330
+ ,322
+ ,319
+ ,345
+ ,324
+ ,322
+ ,325
+ ,325
+ ,335
+ ,335
+ ,335
+ ,341
+ ,320
+ ,324
+ ,328
+ ,329
+ ,338
+ ,336
+ ,361
+ ,353
+ ,352
+ ,393
+ ,393
+ ,420
+ ,435
+ ,468
+ ,466
+ ,481
+ ,511
+ ,508
+ ,480
+ ,496
+ ,487
+ ,473
+ ,473
+ ,488
+ ,479
+ ,501
+ ,503
+ ,497
+ ,496
+ ,490
+ ,482
+ ,486
+ ,493
+ ,522
+ ,546
+ ,534
+ ,570
+ ,624
+ ,640
+ ,589
+ ,559
+ ,570
+ ,590
+ ,588
+ ,566
+ ,630
+ ,576
+ ,642
+ ,626
+ ,718
+ ,750
+ ,690
+ ,667
+ ,689
+ ,666
+ ,662
+ ,666
+ ,681
+ ,705
+ ,783
+ ,758
+ ,776
+ ,812
+ ,824
+ ,887
+ ,984
+ ,1016
+ ,897
+ ,980
+ ,957
+ ,969
+ ,1063
+ ,1048
+ ,968
+ ,1022
+ ,1014
+ ,1035
+ ,1069
+ ,1038
+ ,1133
+ ,1260
+ ,1207
+ ,1235
+ ,1297
+ ,1179
+ ,1332
+ ,1323
+ ,1248
+ ,1248
+ ,1260
+ ,1260
+ ,1317
+ ,1308
+ ,1380
+ ,1327
+ ,1327)
+ ,dim=c(1
+ ,479)
+ ,dimnames=list(c('Gold')
+ ,1:479))
> y <- array(NA,dim=c(1,479),dimnames=list(c('Gold'),1:479))
> 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 = 'Include Monthly 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
Gold M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 41 1 0 0 0 0 0 0 0 0 0 0 1
2 48 0 1 0 0 0 0 0 0 0 0 0 2
3 52 0 0 1 0 0 0 0 0 0 0 0 3
4 53 0 0 0 1 0 0 0 0 0 0 0 4
5 65 0 0 0 0 1 0 0 0 0 0 0 5
6 68 0 0 0 0 0 1 0 0 0 0 0 6
7 64 0 0 0 0 0 0 1 0 0 0 0 7
8 57 0 0 0 0 0 0 0 1 0 0 0 8
9 55 0 0 0 0 0 0 0 0 1 0 0 9
10 54 0 0 0 0 0 0 0 0 0 1 0 10
11 59 0 0 0 0 0 0 0 0 0 0 1 11
12 66 0 0 0 0 0 0 0 0 0 0 0 12
13 83 1 0 0 0 0 0 0 0 0 0 0 13
14 100 0 1 0 0 0 0 0 0 0 0 0 14
15 101 0 0 1 0 0 0 0 0 0 0 0 15
16 98 0 0 0 1 0 0 0 0 0 0 0 16
17 92 0 0 0 0 1 0 0 0 0 0 0 17
18 85 0 0 0 0 0 1 0 0 0 0 0 18
19 92 0 0 0 0 0 0 1 0 0 0 0 19
20 94 0 0 0 0 0 0 0 1 0 0 0 20
21 90 0 0 0 0 0 0 0 0 1 0 0 21
22 99 0 0 0 0 0 0 0 0 0 1 0 22
23 108 0 0 0 0 0 0 0 0 0 0 1 23
24 106 0 0 0 0 0 0 0 0 0 0 0 24
25 99 1 0 0 0 0 0 0 0 0 0 0 25
26 100 0 1 0 0 0 0 0 0 0 0 0 26
27 99 0 0 1 0 0 0 0 0 0 0 0 27
28 93 0 0 0 1 0 0 0 0 0 0 0 28
29 92 0 0 0 0 1 0 0 0 0 0 0 29
30 93 0 0 0 0 0 1 0 0 0 0 0 30
31 98 0 0 0 0 0 0 1 0 0 0 0 31
32 95 0 0 0 0 0 0 0 1 0 0 0 32
33 86 0 0 0 0 0 0 0 0 1 0 0 33
34 85 0 0 0 0 0 0 0 0 0 1 0 34
35 83 0 0 0 0 0 0 0 0 0 0 1 35
36 85 0 0 0 0 0 0 0 0 0 0 0 36
37 80 1 0 0 0 0 0 0 0 0 0 0 37
38 84 0 1 0 0 0 0 0 0 0 0 0 38
39 86 0 0 1 0 0 0 0 0 0 0 0 39
40 87 0 0 0 1 0 0 0 0 0 0 0 40
41 85 0 0 0 0 1 0 0 0 0 0 0 41
42 83 0 0 0 0 0 1 0 0 0 0 0 42
43 76 0 0 0 0 0 0 1 0 0 0 0 43
44 70 0 0 0 0 0 0 0 1 0 0 0 44
45 78 0 0 0 0 0 0 0 0 1 0 0 45
46 83 0 0 0 0 0 0 0 0 0 1 0 46
47 88 0 0 0 0 0 0 0 0 0 0 1 47
48 90 0 0 0 0 0 0 0 0 0 0 0 48
49 90 1 0 0 0 0 0 0 0 0 0 0 49
50 97 0 1 0 0 0 0 0 0 0 0 0 50
51 102 0 0 1 0 0 0 0 0 0 0 0 51
52 101 0 0 0 1 0 0 0 0 0 0 0 52
53 98 0 0 0 0 1 0 0 0 0 0 0 53
54 98 0 0 0 0 0 1 0 0 0 0 0 54
55 100 0 0 0 0 0 0 1 0 0 0 0 55
56 102 0 0 0 0 0 0 0 1 0 0 0 56
57 108 0 0 0 0 0 0 0 0 1 0 0 57
58 112 0 0 0 0 0 0 0 0 0 1 0 58
59 110 0 0 0 0 0 0 0 0 0 0 1 59
60 110 0 0 0 0 0 0 0 0 0 0 0 60
61 117 1 0 0 0 0 0 0 0 0 0 0 61
62 120 0 1 0 0 0 0 0 0 0 0 0 62
63 119 0 0 1 0 0 0 0 0 0 0 0 63
64 113 0 0 0 1 0 0 0 0 0 0 0 64
65 123 0 0 0 0 1 0 0 0 0 0 0 65
66 120 0 0 0 0 0 1 0 0 0 0 0 66
67 129 0 0 0 0 0 0 1 0 0 0 0 67
68 132 0 0 0 0 0 0 0 1 0 0 0 68
69 136 0 0 0 0 0 0 0 0 1 0 0 69
70 141 0 0 0 0 0 0 0 0 0 1 0 70
71 122 0 0 0 0 0 0 0 0 0 0 1 71
72 137 0 0 0 0 0 0 0 0 0 0 0 72
73 145 1 0 0 0 0 0 0 0 0 0 0 73
74 155 0 1 0 0 0 0 0 0 0 0 0 74
75 148 0 0 1 0 0 0 0 0 0 0 0 75
76 153 0 0 0 1 0 0 0 0 0 0 0 76
77 172 0 0 0 0 1 0 0 0 0 0 0 77
78 169 0 0 0 0 0 1 0 0 0 0 0 78
79 180 0 0 0 0 0 0 1 0 0 0 0 79
80 190 0 0 0 0 0 0 0 1 0 0 0 80
81 233 0 0 0 0 0 0 0 0 1 0 0 81
82 231 0 0 0 0 0 0 0 0 0 1 0 82
83 245 0 0 0 0 0 0 0 0 0 0 1 83
84 299 0 0 0 0 0 0 0 0 0 0 0 84
85 385 1 0 0 0 0 0 0 0 0 0 0 85
86 381 0 1 0 0 0 0 0 0 0 0 0 86
87 322 0 0 1 0 0 0 0 0 0 0 0 87
88 317 0 0 0 1 0 0 0 0 0 0 0 88
89 323 0 0 0 0 1 0 0 0 0 0 0 89
90 393 0 0 0 0 0 1 0 0 0 0 0 90
91 372 0 0 0 0 0 0 1 0 0 0 0 91
92 387 0 0 0 0 0 0 0 1 0 0 0 92
93 413 0 0 0 0 0 0 0 0 1 0 0 93
94 405 0 0 0 0 0 0 0 0 0 1 0 94
95 407 0 0 0 0 0 0 0 0 0 0 1 95
96 392 0 0 0 0 0 0 0 0 0 0 0 96
97 363 1 0 0 0 0 0 0 0 0 0 0 97
98 358 0 1 0 0 0 0 0 0 0 0 0 98
99 375 0 0 1 0 0 0 0 0 0 0 0 99
100 370 0 0 0 1 0 0 0 0 0 0 0 100
101 386 0 0 0 0 1 0 0 0 0 0 0 101
102 353 0 0 0 0 0 1 0 0 0 0 0 102
103 347 0 0 0 0 0 0 1 0 0 0 0 103
104 363 0 0 0 0 0 0 0 1 0 0 0 104
105 350 0 0 0 0 0 0 0 0 1 0 0 105
106 347 0 0 0 0 0 0 0 0 0 1 0 106
107 333 0 0 0 0 0 0 0 0 0 0 1 107
108 327 0 0 0 0 0 0 0 0 0 0 0 108
109 328 1 0 0 0 0 0 0 0 0 0 0 109
110 309 0 1 0 0 0 0 0 0 0 0 0 110
111 286 0 0 1 0 0 0 0 0 0 0 0 111
112 319 0 0 0 1 0 0 0 0 0 0 0 112
113 285 0 0 0 0 1 0 0 0 0 0 0 113
114 301 0 0 0 0 0 1 0 0 0 0 0 114
115 315 0 0 0 0 0 0 1 0 0 0 0 115
116 388 0 0 0 0 0 0 0 1 0 0 0 116
117 383 0 0 0 0 0 0 0 0 1 0 0 117
118 417 0 0 0 0 0 0 0 0 0 1 0 118
119 423 0 0 0 0 0 0 0 0 0 0 1 119
120 430 0 0 0 0 0 0 0 0 0 0 0 120
121 486 1 0 0 0 0 0 0 0 0 0 0 121
122 394 0 1 0 0 0 0 0 0 0 0 0 122
123 411 0 0 1 0 0 0 0 0 0 0 0 123
124 431 0 0 0 1 0 0 0 0 0 0 0 124
125 447 0 0 0 0 1 0 0 0 0 0 0 125
126 432 0 0 0 0 0 1 0 0 0 0 0 126
127 457 0 0 0 0 0 0 1 0 0 0 0 127
128 453 0 0 0 0 0 0 0 1 0 0 0 128
129 441 0 0 0 0 0 0 0 0 1 0 0 129
130 416 0 0 0 0 0 0 0 0 0 1 0 130
131 451 0 0 0 0 0 0 0 0 0 0 1 131
132 432 0 0 0 0 0 0 0 0 0 0 0 132
133 436 1 0 0 0 0 0 0 0 0 0 0 133
134 429 0 1 0 0 0 0 0 0 0 0 0 134
135 421 0 0 1 0 0 0 0 0 0 0 0 135
136 425 0 0 0 1 0 0 0 0 0 0 0 136
137 437 0 0 0 0 1 0 0 0 0 0 0 137
138 432 0 0 0 0 0 1 0 0 0 0 0 138
139 413 0 0 0 0 0 0 1 0 0 0 0 139
140 419 0 0 0 0 0 0 0 1 0 0 0 140
141 436 0 0 0 0 0 0 0 0 1 0 0 141
142 421 0 0 0 0 0 0 0 0 0 1 0 142
143 424 0 0 0 0 0 0 0 0 0 0 1 143
144 402 0 0 0 0 0 0 0 0 0 0 0 144
145 403 1 0 0 0 0 0 0 0 0 0 0 145
146 400 0 1 0 0 0 0 0 0 0 0 0 146
147 426 0 0 1 0 0 0 0 0 0 0 0 147
148 418 0 0 0 1 0 0 0 0 0 0 0 148
149 403 0 0 0 0 1 0 0 0 0 0 0 149
150 405 0 0 0 0 0 1 0 0 0 0 0 150
151 394 0 0 0 0 0 0 1 0 0 0 0 151
152 400 0 0 0 0 0 0 0 1 0 0 0 152
153 376 0 0 0 0 0 0 0 0 1 0 0 153
154 367 0 0 0 0 0 0 0 0 0 1 0 154
155 354 0 0 0 0 0 0 0 0 0 0 1 155
156 348 0 0 0 0 0 0 0 0 0 0 0 156
157 364 1 0 0 0 0 0 0 0 0 0 0 157
158 329 0 1 0 0 0 0 0 0 0 0 0 158
159 348 0 0 1 0 0 0 0 0 0 0 0 159
160 330 0 0 0 1 0 0 0 0 0 0 0 160
161 351 0 0 0 0 1 0 0 0 0 0 0 161
162 336 0 0 0 0 0 1 0 0 0 0 0 162
163 332 0 0 0 0 0 0 1 0 0 0 0 163
164 349 0 0 0 0 0 0 0 1 0 0 0 164
165 384 0 0 0 0 0 0 0 0 1 0 0 165
166 370 0 0 0 0 0 0 0 0 0 1 0 166
167 346 0 0 0 0 0 0 0 0 0 0 1 167
168 338 0 0 0 0 0 0 0 0 0 0 0 168
169 335 1 0 0 0 0 0 0 0 0 0 0 169
170 338 0 1 0 0 0 0 0 0 0 0 0 170
171 347 0 0 1 0 0 0 0 0 0 0 0 171
172 372 0 0 0 1 0 0 0 0 0 0 0 172
173 376 0 0 0 0 1 0 0 0 0 0 0 173
174 373 0 0 0 0 0 1 0 0 0 0 0 174
175 392 0 0 0 0 0 0 1 0 0 0 0 175
176 374 0 0 0 0 0 0 0 1 0 0 0 176
177 385 0 0 0 0 0 0 0 0 1 0 0 177
178 372 0 0 0 0 0 0 0 0 0 1 0 178
179 372 0 0 0 0 0 0 0 0 0 0 1 179
180 352 0 0 0 0 0 0 0 0 0 0 0 180
181 353 1 0 0 0 0 0 0 0 0 0 0 181
182 330 0 1 0 0 0 0 0 0 0 0 0 182
183 348 0 0 1 0 0 0 0 0 0 0 0 183
184 346 0 0 0 1 0 0 0 0 0 0 0 184
185 361 0 0 0 0 1 0 0 0 0 0 0 185
186 364 0 0 0 0 0 1 0 0 0 0 0 186
187 375 0 0 0 0 0 0 1 0 0 0 0 187
188 369 0 0 0 0 0 0 0 1 0 0 0 188
189 342 0 0 0 0 0 0 0 0 1 0 0 189
190 338 0 0 0 0 0 0 0 0 0 1 0 190
191 337 0 0 0 0 0 0 0 0 0 0 1 191
192 333 0 0 0 0 0 0 0 0 0 0 0 192
193 336 1 0 0 0 0 0 0 0 0 0 0 193
194 322 0 1 0 0 0 0 0 0 0 0 0 194
195 329 0 0 1 0 0 0 0 0 0 0 0 195
196 322 0 0 0 1 0 0 0 0 0 0 0 196
197 325 0 0 0 0 1 0 0 0 0 0 0 197
198 331 0 0 0 0 0 1 0 0 0 0 0 198
199 311 0 0 0 0 0 0 1 0 0 0 0 199
200 318 0 0 0 0 0 0 0 1 0 0 0 200
201 312 0 0 0 0 0 0 0 0 1 0 0 201
202 315 0 0 0 0 0 0 0 0 0 1 0 202
203 333 0 0 0 0 0 0 0 0 0 0 1 203
204 311 0 0 0 0 0 0 0 0 0 0 0 204
205 321 1 0 0 0 0 0 0 0 0 0 0 205
206 316 0 1 0 0 0 0 0 0 0 0 0 206
207 284 0 0 1 0 0 0 0 0 0 0 0 207
208 281 0 0 0 1 0 0 0 0 0 0 0 208
209 280 0 0 0 0 1 0 0 0 0 0 0 209
210 266 0 0 0 0 0 1 0 0 0 0 0 210
211 268 0 0 0 0 0 0 1 0 0 0 0 211
212 278 0 0 0 0 0 0 0 1 0 0 0 212
213 292 0 0 0 0 0 0 0 0 1 0 0 213
214 263 0 0 0 0 0 0 0 0 0 1 0 214
215 265 0 0 0 0 0 0 0 0 0 0 1 215
216 266 0 0 0 0 0 0 0 0 0 0 0 216
217 251 1 0 0 0 0 0 0 0 0 0 0 217
218 256 0 1 0 0 0 0 0 0 0 0 0 218
219 280 0 0 1 0 0 0 0 0 0 0 0 219
220 283 0 0 0 1 0 0 0 0 0 0 0 220
221 289 0 0 0 0 1 0 0 0 0 0 0 221
222 308 0 0 0 0 0 1 0 0 0 0 0 222
223 293 0 0 0 0 0 0 1 0 0 0 0 223
224 281 0 0 0 0 0 0 0 1 0 0 0 224
225 274 0 0 0 0 0 0 0 0 1 0 0 225
226 277 0 0 0 0 0 0 0 0 0 1 0 226
227 278 0 0 0 0 0 0 0 0 0 0 1 227
228 250 0 0 0 0 0 0 0 0 0 0 0 228
229 265 1 0 0 0 0 0 0 0 0 0 0 229
230 269 0 1 0 0 0 0 0 0 0 0 0 230
231 262 0 0 1 0 0 0 0 0 0 0 0 231
232 258 0 0 0 1 0 0 0 0 0 0 0 232
233 251 0 0 0 0 1 0 0 0 0 0 0 233
234 243 0 0 0 0 0 1 0 0 0 0 0 234
235 247 0 0 0 0 0 0 1 0 0 0 0 235
236 224 0 0 0 0 0 0 0 1 0 0 0 236
237 241 0 0 0 0 0 0 0 0 1 0 0 237
238 255 0 0 0 0 0 0 0 0 0 1 0 238
239 261 0 0 0 0 0 0 0 0 0 0 1 239
240 267 0 0 0 0 0 0 0 0 0 0 0 240
241 264 1 0 0 0 0 0 0 0 0 0 0 241
242 270 0 1 0 0 0 0 0 0 0 0 0 242
243 275 0 0 1 0 0 0 0 0 0 0 0 243
244 281 0 0 0 1 0 0 0 0 0 0 0 244
245 301 0 0 0 0 1 0 0 0 0 0 0 245
246 321 0 0 0 0 0 1 0 0 0 0 0 246
247 355 0 0 0 0 0 0 1 0 0 0 0 247
248 319 0 0 0 0 0 0 0 1 0 0 0 248
249 299 0 0 0 0 0 0 0 0 1 0 0 249
250 319 0 0 0 0 0 0 0 0 0 1 0 250
251 328 0 0 0 0 0 0 0 0 0 0 1 251
252 348 0 0 0 0 0 0 0 0 0 0 0 252
253 335 1 0 0 0 0 0 0 0 0 0 0 253
254 333 0 1 0 0 0 0 0 0 0 0 0 254
255 331 0 0 1 0 0 0 0 0 0 0 0 255
256 318 0 0 0 1 0 0 0 0 0 0 0 256
257 325 0 0 0 0 1 0 0 0 0 0 0 257
258 318 0 0 0 0 0 1 0 0 0 0 0 258
259 313 0 0 0 0 0 0 1 0 0 0 0 259
260 313 0 0 0 0 0 0 0 1 0 0 0 260
261 315 0 0 0 0 0 0 0 0 1 0 0 261
262 298 0 0 0 0 0 0 0 0 0 1 0 262
263 311 0 0 0 0 0 0 0 0 0 0 1 263
264 309 0 0 0 0 0 0 0 0 0 0 0 264
265 297 1 0 0 0 0 0 0 0 0 0 0 265
266 294 0 1 0 0 0 0 0 0 0 0 0 266
267 291 0 0 1 0 0 0 0 0 0 0 0 267
268 292 0 0 0 1 0 0 0 0 0 0 0 268
269 290 0 0 0 0 1 0 0 0 0 0 0 269
270 287 0 0 0 0 0 1 0 0 0 0 0 270
271 281 0 0 0 0 0 0 1 0 0 0 0 271
272 295 0 0 0 0 0 0 0 1 0 0 0 272
273 289 0 0 0 0 0 0 0 0 1 0 0 273
274 286 0 0 0 0 0 0 0 0 0 1 0 274
275 295 0 0 0 0 0 0 0 0 0 0 1 275
276 291 0 0 0 0 0 0 0 0 0 0 0 276
277 315 1 0 0 0 0 0 0 0 0 0 0 277
278 306 0 1 0 0 0 0 0 0 0 0 0 278
279 304 0 0 1 0 0 0 0 0 0 0 0 279
280 309 0 0 0 1 0 0 0 0 0 0 0 280
281 307 0 0 0 0 1 0 0 0 0 0 0 281
282 299 0 0 0 0 0 1 0 0 0 0 0 282
283 294 0 0 0 0 0 0 1 0 0 0 0 283
284 295 0 0 0 0 0 0 0 1 0 0 0 284
285 296 0 0 0 0 0 0 0 0 1 0 0 285
286 294 0 0 0 0 0 0 0 0 0 1 0 286
287 292 0 0 0 0 0 0 0 0 0 0 1 287
288 290 0 0 0 0 0 0 0 0 0 0 0 288
289 289 1 0 0 0 0 0 0 0 0 0 0 289
290 310 0 1 0 0 0 0 0 0 0 0 0 290
291 297 0 0 1 0 0 0 0 0 0 0 0 291
292 301 0 0 0 1 0 0 0 0 0 0 0 292
293 302 0 0 0 0 1 0 0 0 0 0 0 293
294 297 0 0 0 0 0 1 0 0 0 0 0 294
295 305 0 0 0 0 0 0 1 0 0 0 0 295
296 298 0 0 0 0 0 0 0 1 0 0 0 296
297 299 0 0 0 0 0 0 0 0 1 0 0 297
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299 267 0 0 0 0 0 0 0 0 0 0 1 299
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311 255 0 0 0 0 0 0 0 0 0 0 1 311
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315 259 0 0 1 0 0 0 0 0 0 0 0 315
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345 322 0 0 0 0 0 0 0 0 1 0 0 345
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348 311 0 0 0 0 0 0 0 0 0 0 0 348
349 328 1 0 0 0 0 0 0 0 0 0 0 349
350 343 0 1 0 0 0 0 0 0 0 0 0 350
351 345 0 0 1 0 0 0 0 0 0 0 0 351
352 342 0 0 0 1 0 0 0 0 0 0 0 352
353 350 0 0 0 0 1 0 0 0 0 0 0 353
354 322 0 0 0 0 0 1 0 0 0 0 0 354
355 311 0 0 0 0 0 0 1 0 0 0 0 355
356 319 0 0 0 0 0 0 0 1 0 0 0 356
357 328 0 0 0 0 0 0 0 0 1 0 0 357
358 320 0 0 0 0 0 0 0 0 0 1 0 358
359 321 0 0 0 0 0 0 0 0 0 0 1 359
360 331 0 0 0 0 0 0 0 0 0 0 0 360
361 342 1 0 0 0 0 0 0 0 0 0 0 361
362 322 0 1 0 0 0 0 0 0 0 0 0 362
363 307 0 0 1 0 0 0 0 0 0 0 0 363
364 302 0 0 0 1 0 0 0 0 0 0 0 364
365 307 0 0 0 0 1 0 0 0 0 0 0 365
366 301 0 0 0 0 0 1 0 0 0 0 0 366
367 315 0 0 0 0 0 0 1 0 0 0 0 367
368 342 0 0 0 0 0 0 0 1 0 0 0 368
369 333 0 0 0 0 0 0 0 0 1 0 0 369
370 332 0 0 0 0 0 0 0 0 0 1 0 370
371 332 0 0 0 0 0 0 0 0 0 0 1 371
372 330 0 0 0 0 0 0 0 0 0 0 0 372
373 322 1 0 0 0 0 0 0 0 0 0 0 373
374 319 0 1 0 0 0 0 0 0 0 0 0 374
375 345 0 0 1 0 0 0 0 0 0 0 0 375
376 324 0 0 0 1 0 0 0 0 0 0 0 376
377 322 0 0 0 0 1 0 0 0 0 0 0 377
378 325 0 0 0 0 0 1 0 0 0 0 0 378
379 325 0 0 0 0 0 0 1 0 0 0 0 379
380 335 0 0 0 0 0 0 0 1 0 0 0 380
381 335 0 0 0 0 0 0 0 0 1 0 0 381
382 335 0 0 0 0 0 0 0 0 0 1 0 382
383 341 0 0 0 0 0 0 0 0 0 0 1 383
384 320 0 0 0 0 0 0 0 0 0 0 0 384
385 324 1 0 0 0 0 0 0 0 0 0 0 385
386 328 0 1 0 0 0 0 0 0 0 0 0 386
387 329 0 0 1 0 0 0 0 0 0 0 0 387
388 338 0 0 0 1 0 0 0 0 0 0 0 388
389 336 0 0 0 0 1 0 0 0 0 0 0 389
390 361 0 0 0 0 0 1 0 0 0 0 0 390
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392 352 0 0 0 0 0 0 0 1 0 0 0 392
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395 420 0 0 0 0 0 0 0 0 0 0 1 395
396 435 0 0 0 0 0 0 0 0 0 0 0 396
397 468 1 0 0 0 0 0 0 0 0 0 0 397
398 466 0 1 0 0 0 0 0 0 0 0 0 398
399 481 0 0 1 0 0 0 0 0 0 0 0 399
400 511 0 0 0 1 0 0 0 0 0 0 0 400
401 508 0 0 0 0 1 0 0 0 0 0 0 401
402 480 0 0 0 0 0 1 0 0 0 0 0 402
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406 473 0 0 0 0 0 0 0 0 0 1 0 406
407 488 0 0 0 0 0 0 0 0 0 0 1 407
408 479 0 0 0 0 0 0 0 0 0 0 0 408
409 501 1 0 0 0 0 0 0 0 0 0 0 409
410 503 0 1 0 0 0 0 0 0 0 0 0 410
411 497 0 0 1 0 0 0 0 0 0 0 0 411
412 496 0 0 0 1 0 0 0 0 0 0 0 412
413 490 0 0 0 0 1 0 0 0 0 0 0 413
414 482 0 0 0 0 0 1 0 0 0 0 0 414
415 486 0 0 0 0 0 0 1 0 0 0 0 415
416 493 0 0 0 0 0 0 0 1 0 0 0 416
417 522 0 0 0 0 0 0 0 0 1 0 0 417
418 546 0 0 0 0 0 0 0 0 0 1 0 418
419 534 0 0 0 0 0 0 0 0 0 0 1 419
420 570 0 0 0 0 0 0 0 0 0 0 0 420
421 624 1 0 0 0 0 0 0 0 0 0 0 421
422 640 0 1 0 0 0 0 0 0 0 0 0 422
423 589 0 0 1 0 0 0 0 0 0 0 0 423
424 559 0 0 0 1 0 0 0 0 0 0 0 424
425 570 0 0 0 0 1 0 0 0 0 0 0 425
426 590 0 0 0 0 0 1 0 0 0 0 0 426
427 588 0 0 0 0 0 0 1 0 0 0 0 427
428 566 0 0 0 0 0 0 0 1 0 0 0 428
429 630 0 0 0 0 0 0 0 0 1 0 0 429
430 576 0 0 0 0 0 0 0 0 0 1 0 430
431 642 0 0 0 0 0 0 0 0 0 0 1 431
432 626 0 0 0 0 0 0 0 0 0 0 0 432
433 718 1 0 0 0 0 0 0 0 0 0 0 433
434 750 0 1 0 0 0 0 0 0 0 0 0 434
435 690 0 0 1 0 0 0 0 0 0 0 0 435
436 667 0 0 0 1 0 0 0 0 0 0 0 436
437 689 0 0 0 0 1 0 0 0 0 0 0 437
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439 662 0 0 0 0 0 0 1 0 0 0 0 439
440 666 0 0 0 0 0 0 0 1 0 0 0 440
441 681 0 0 0 0 0 0 0 0 1 0 0 441
442 705 0 0 0 0 0 0 0 0 0 1 0 442
443 783 0 0 0 0 0 0 0 0 0 0 1 443
444 758 0 0 0 0 0 0 0 0 0 0 0 444
445 776 1 0 0 0 0 0 0 0 0 0 0 445
446 812 0 1 0 0 0 0 0 0 0 0 0 446
447 824 0 0 1 0 0 0 0 0 0 0 0 447
448 887 0 0 0 1 0 0 0 0 0 0 0 448
449 984 0 0 0 0 1 0 0 0 0 0 0 449
450 1016 0 0 0 0 0 1 0 0 0 0 0 450
451 897 0 0 0 0 0 0 1 0 0 0 0 451
452 980 0 0 0 0 0 0 0 1 0 0 0 452
453 957 0 0 0 0 0 0 0 0 1 0 0 453
454 969 0 0 0 0 0 0 0 0 0 1 0 454
455 1063 0 0 0 0 0 0 0 0 0 0 1 455
456 1048 0 0 0 0 0 0 0 0 0 0 0 456
457 968 1 0 0 0 0 0 0 0 0 0 0 457
458 1022 0 1 0 0 0 0 0 0 0 0 0 458
459 1014 0 0 1 0 0 0 0 0 0 0 0 459
460 1035 0 0 0 1 0 0 0 0 0 0 0 460
461 1069 0 0 0 0 1 0 0 0 0 0 0 461
462 1038 0 0 0 0 0 1 0 0 0 0 0 462
463 1133 0 0 0 0 0 0 1 0 0 0 0 463
464 1260 0 0 0 0 0 0 0 1 0 0 0 464
465 1207 0 0 0 0 0 0 0 0 1 0 0 465
466 1235 0 0 0 0 0 0 0 0 0 1 0 466
467 1297 0 0 0 0 0 0 0 0 0 0 1 467
468 1179 0 0 0 0 0 0 0 0 0 0 0 468
469 1332 1 0 0 0 0 0 0 0 0 0 0 469
470 1323 0 1 0 0 0 0 0 0 0 0 0 470
471 1248 0 0 1 0 0 0 0 0 0 0 0 471
472 1248 0 0 0 1 0 0 0 0 0 0 0 472
473 1260 0 0 0 0 1 0 0 0 0 0 0 473
474 1260 0 0 0 0 0 1 0 0 0 0 0 474
475 1317 0 0 0 0 0 0 1 0 0 0 0 475
476 1308 0 0 0 0 0 0 0 1 0 0 0 476
477 1380 0 0 0 0 0 0 0 0 1 0 0 477
478 1327 0 0 0 0 0 0 0 0 0 1 0 478
479 1327 0 0 0 0 0 0 0 0 0 0 1 479
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) M1 M2 M3 M4 M5
61.644 10.564 9.694 4.173 5.378 10.408
M6 M7 M8 M9 M10 M11
8.588 8.018 13.797 18.677 14.607 23.312
t
1.245
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-232.90 -121.96 -33.59 80.69 705.73
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 61.64386 33.02944 1.866 0.0626 .
M1 10.56372 41.59511 0.254 0.7996
M2 9.69354 41.59471 0.233 0.8158
M3 4.17336 41.59439 0.100 0.9201
M4 5.37818 41.59417 0.129 0.8972
M5 10.40800 41.59404 0.250 0.8025
M6 8.58782 41.59399 0.206 0.8365
M7 8.01764 41.59404 0.193 0.8472
M8 13.79746 41.59417 0.332 0.7403
M9 18.67728 41.59439 0.449 0.6536
M10 14.60710 41.59471 0.351 0.7256
M11 23.31192 41.59511 0.560 0.5754
t 1.24518 0.06109 20.383 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 184.8 on 466 degrees of freedom
Multiple R-squared: 0.472, Adjusted R-squared: 0.4584
F-statistic: 34.72 on 12 and 466 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,] 6.256108e-06 1.251222e-05 0.9999937439
[2,] 3.565202e-06 7.130405e-06 0.9999964348
[3,] 1.079291e-06 2.158582e-06 0.9999989207
[4,] 6.524951e-08 1.304990e-07 0.9999999348
[5,] 2.869814e-09 5.739629e-09 0.9999999971
[6,] 1.203062e-10 2.406124e-10 0.9999999999
[7,] 6.026428e-12 1.205286e-11 1.0000000000
[8,] 3.793572e-13 7.587145e-13 1.0000000000
[9,] 1.463334e-14 2.926668e-14 1.0000000000
[10,] 3.948558e-15 7.897115e-15 1.0000000000
[11,] 2.406511e-15 4.813022e-15 1.0000000000
[12,] 8.257478e-16 1.651496e-15 1.0000000000
[13,] 2.695041e-16 5.390082e-16 1.0000000000
[14,] 8.042251e-17 1.608450e-16 1.0000000000
[15,] 1.282855e-17 2.565711e-17 1.0000000000
[16,] 1.386174e-18 2.772349e-18 1.0000000000
[17,] 1.420510e-19 2.841020e-19 1.0000000000
[18,] 1.970429e-20 3.940858e-20 1.0000000000
[19,] 3.532704e-21 7.065408e-21 1.0000000000
[20,] 1.172252e-21 2.344505e-21 1.0000000000
[21,] 3.125328e-22 6.250656e-22 1.0000000000
[22,] 8.848933e-23 1.769787e-22 1.0000000000
[23,] 2.627365e-23 5.254730e-23 1.0000000000
[24,] 5.665321e-24 1.133064e-23 1.0000000000
[25,] 8.270606e-25 1.654121e-24 1.0000000000
[26,] 1.352761e-25 2.705522e-25 1.0000000000
[27,] 2.119307e-26 4.238615e-26 1.0000000000
[28,] 5.688047e-27 1.137609e-26 1.0000000000
[29,] 1.646606e-27 3.293213e-27 1.0000000000
[30,] 1.988045e-28 3.976089e-28 1.0000000000
[31,] 2.099050e-29 4.198100e-29 1.0000000000
[32,] 2.094338e-30 4.188677e-30 1.0000000000
[33,] 2.053957e-31 4.107913e-31 1.0000000000
[34,] 1.749642e-32 3.499284e-32 1.0000000000
[35,] 1.468622e-33 2.937245e-33 1.0000000000
[36,] 1.186422e-34 2.372844e-34 1.0000000000
[37,] 9.457561e-36 1.891512e-35 1.0000000000
[38,] 7.572329e-37 1.514466e-36 1.0000000000
[39,] 5.917092e-38 1.183418e-37 1.0000000000
[40,] 4.538797e-39 9.077594e-39 1.0000000000
[41,] 3.620601e-40 7.241202e-40 1.0000000000
[42,] 3.624898e-41 7.249796e-41 1.0000000000
[43,] 3.680987e-42 7.361974e-42 1.0000000000
[44,] 2.945581e-43 5.891163e-43 1.0000000000
[45,] 2.219944e-44 4.439889e-44 1.0000000000
[46,] 2.458491e-45 4.916983e-45 1.0000000000
[47,] 2.145150e-46 4.290300e-46 1.0000000000
[48,] 1.658121e-47 3.316242e-47 1.0000000000
[49,] 1.185494e-48 2.370987e-48 1.0000000000
[50,] 1.082701e-49 2.165403e-49 1.0000000000
[51,] 8.893653e-51 1.778731e-50 1.0000000000
[52,] 1.103181e-51 2.206362e-51 1.0000000000
[53,] 1.960402e-52 3.920804e-52 1.0000000000
[54,] 4.671774e-53 9.343547e-53 1.0000000000
[55,] 1.180899e-53 2.361797e-53 1.0000000000
[56,] 8.644071e-55 1.728814e-54 1.0000000000
[57,] 9.949379e-56 1.989876e-55 1.0000000000
[58,] 2.289051e-56 4.578103e-56 1.0000000000
[59,] 6.498115e-57 1.299623e-56 1.0000000000
[60,] 8.115192e-58 1.623038e-57 1.0000000000
[61,] 1.663290e-58 3.326580e-58 1.0000000000
[62,] 2.100448e-58 4.200895e-58 1.0000000000
[63,] 1.518692e-58 3.037384e-58 1.0000000000
[64,] 2.562583e-58 5.125165e-58 1.0000000000
[65,] 1.362738e-57 2.725476e-57 1.0000000000
[66,] 3.924818e-54 7.849637e-54 1.0000000000
[67,] 3.355515e-52 6.711030e-52 1.0000000000
[68,] 4.989623e-50 9.979245e-50 1.0000000000
[69,] 1.060940e-45 2.121880e-45 1.0000000000
[70,] 1.968294e-38 3.936588e-38 1.0000000000
[71,] 1.142407e-34 2.284813e-34 1.0000000000
[72,] 1.107608e-33 2.215216e-33 1.0000000000
[73,] 5.290118e-33 1.058024e-32 1.0000000000
[74,] 1.888836e-32 3.777672e-32 1.0000000000
[75,] 1.548870e-30 3.097740e-30 1.0000000000
[76,] 1.525620e-29 3.051241e-29 1.0000000000
[77,] 1.710812e-28 3.421625e-28 1.0000000000
[78,] 2.555923e-27 5.111846e-27 1.0000000000
[79,] 1.570723e-26 3.141446e-26 1.0000000000
[80,] 7.034585e-26 1.406917e-25 1.0000000000
[81,] 1.245073e-25 2.490146e-25 1.0000000000
[82,] 7.664088e-26 1.532818e-25 1.0000000000
[83,] 3.931846e-26 7.863691e-26 1.0000000000
[84,] 2.805643e-26 5.611285e-26 1.0000000000
[85,] 1.807569e-26 3.615138e-26 1.0000000000
[86,] 1.355741e-26 2.711482e-26 1.0000000000
[87,] 5.748202e-27 1.149640e-26 1.0000000000
[88,] 2.276308e-27 4.552616e-27 1.0000000000
[89,] 1.014271e-27 2.028543e-27 1.0000000000
[90,] 3.707654e-28 7.415308e-28 1.0000000000
[91,] 1.317477e-28 2.634953e-28 1.0000000000
[92,] 4.334554e-29 8.669107e-29 1.0000000000
[93,] 1.438767e-29 2.877534e-29 1.0000000000
[94,] 4.842432e-30 9.684865e-30 1.0000000000
[95,] 1.823855e-30 3.647710e-30 1.0000000000
[96,] 8.014624e-31 1.602925e-30 1.0000000000
[97,] 2.700713e-31 5.401427e-31 1.0000000000
[98,] 1.209875e-31 2.419750e-31 1.0000000000
[99,] 4.694582e-32 9.389164e-32 1.0000000000
[100,] 1.632471e-32 3.264942e-32 1.0000000000
[101,] 6.520786e-33 1.304157e-32 1.0000000000
[102,] 2.359600e-33 4.719199e-33 1.0000000000
[103,] 1.205233e-33 2.410465e-33 1.0000000000
[104,] 6.513979e-34 1.302796e-33 1.0000000000
[105,] 3.720224e-34 7.440447e-34 1.0000000000
[106,] 4.806993e-34 9.613986e-34 1.0000000000
[107,] 1.711773e-34 3.423546e-34 1.0000000000
[108,] 6.943713e-35 1.388743e-34 1.0000000000
[109,] 3.389437e-35 6.778873e-35 1.0000000000
[110,] 1.972100e-35 3.944200e-35 1.0000000000
[111,] 9.017968e-36 1.803594e-35 1.0000000000
[112,] 5.644544e-36 1.128909e-35 1.0000000000
[113,] 2.891929e-36 5.783858e-36 1.0000000000
[114,] 1.234246e-36 2.468493e-36 1.0000000000
[115,] 4.624757e-37 9.249514e-37 1.0000000000
[116,] 2.075205e-37 4.150411e-37 1.0000000000
[117,] 8.505153e-38 1.701031e-37 1.0000000000
[118,] 3.424817e-38 6.849635e-38 1.0000000000
[119,] 1.358839e-38 2.717678e-38 1.0000000000
[120,] 5.414689e-39 1.082938e-38 1.0000000000
[121,] 2.176997e-39 4.353994e-39 1.0000000000
[122,] 8.855591e-40 1.771118e-39 1.0000000000
[123,] 3.617606e-40 7.235212e-40 1.0000000000
[124,] 1.554362e-40 3.108725e-40 1.0000000000
[125,] 6.850917e-41 1.370183e-40 1.0000000000
[126,] 2.891975e-41 5.783951e-41 1.0000000000
[127,] 1.320249e-41 2.640498e-41 1.0000000000
[128,] 5.942815e-42 1.188563e-41 1.0000000000
[129,] 3.633521e-42 7.267042e-42 1.0000000000
[130,] 2.696696e-42 5.393393e-42 1.0000000000
[131,] 1.830579e-42 3.661158e-42 1.0000000000
[132,] 9.278357e-43 1.855671e-42 1.0000000000
[133,] 5.118553e-43 1.023711e-42 1.0000000000
[134,] 3.390619e-43 6.781237e-43 1.0000000000
[135,] 2.246651e-43 4.493303e-43 1.0000000000
[136,] 1.745815e-43 3.491631e-43 1.0000000000
[137,] 1.407280e-43 2.814560e-43 1.0000000000
[138,] 1.866199e-43 3.732398e-43 1.0000000000
[139,] 2.907616e-43 5.815232e-43 1.0000000000
[140,] 6.175186e-43 1.235037e-42 1.0000000000
[141,] 1.586418e-42 3.172836e-42 1.0000000000
[142,] 3.528202e-42 7.056403e-42 1.0000000000
[143,] 1.482146e-41 2.964292e-41 1.0000000000
[144,] 3.179408e-41 6.358816e-41 1.0000000000
[145,] 1.023525e-40 2.047051e-40 1.0000000000
[146,] 1.886433e-40 3.772866e-40 1.0000000000
[147,] 4.741808e-40 9.483616e-40 1.0000000000
[148,] 1.201730e-39 2.403460e-39 1.0000000000
[149,] 2.351912e-39 4.703823e-39 1.0000000000
[150,] 2.489590e-39 4.979181e-39 1.0000000000
[151,] 3.177843e-39 6.355687e-39 1.0000000000
[152,] 6.051220e-39 1.210244e-38 1.0000000000
[153,] 1.414970e-38 2.829941e-38 1.0000000000
[154,] 4.258722e-38 8.517444e-38 1.0000000000
[155,] 8.938663e-38 1.787733e-37 1.0000000000
[156,] 1.506805e-37 3.013609e-37 1.0000000000
[157,] 1.714926e-37 3.429852e-37 1.0000000000
[158,] 1.890073e-37 3.780147e-37 1.0000000000
[159,] 2.158843e-37 4.317687e-37 1.0000000000
[160,] 2.013869e-37 4.027738e-37 1.0000000000
[161,] 2.519313e-37 5.038625e-37 1.0000000000
[162,] 2.879876e-37 5.759753e-37 1.0000000000
[163,] 3.755387e-37 7.510774e-37 1.0000000000
[164,] 4.607121e-37 9.214243e-37 1.0000000000
[165,] 8.122472e-37 1.624494e-36 1.0000000000
[166,] 1.585652e-36 3.171304e-36 1.0000000000
[167,] 3.652310e-36 7.304621e-36 1.0000000000
[168,] 6.161948e-36 1.232390e-35 1.0000000000
[169,] 1.071582e-35 2.143164e-35 1.0000000000
[170,] 1.542967e-35 3.085935e-35 1.0000000000
[171,] 2.135220e-35 4.270439e-35 1.0000000000
[172,] 2.670427e-35 5.340854e-35 1.0000000000
[173,] 3.808243e-35 7.616486e-35 1.0000000000
[174,] 8.029052e-35 1.605810e-34 1.0000000000
[175,] 1.671387e-34 3.342774e-34 1.0000000000
[176,] 3.234790e-34 6.469581e-34 1.0000000000
[177,] 6.992901e-34 1.398580e-33 1.0000000000
[178,] 1.553853e-33 3.107705e-33 1.0000000000
[179,] 3.384997e-33 6.769994e-33 1.0000000000
[180,] 6.746911e-33 1.349382e-32 1.0000000000
[181,] 1.459915e-32 2.919830e-32 1.0000000000
[182,] 3.055677e-32 6.111354e-32 1.0000000000
[183,] 5.819390e-32 1.163878e-31 1.0000000000
[184,] 1.428604e-31 2.857209e-31 1.0000000000
[185,] 3.320805e-31 6.641609e-31 1.0000000000
[186,] 8.230333e-31 1.646067e-30 1.0000000000
[187,] 1.819492e-30 3.638984e-30 1.0000000000
[188,] 3.008208e-30 6.016416e-30 1.0000000000
[189,] 6.808650e-30 1.361730e-29 1.0000000000
[190,] 1.413660e-29 2.827320e-29 1.0000000000
[191,] 2.573687e-29 5.147373e-29 1.0000000000
[192,] 6.955340e-29 1.391068e-28 1.0000000000
[193,] 1.874777e-28 3.749553e-28 1.0000000000
[194,] 5.044910e-28 1.008982e-27 1.0000000000
[195,] 1.568502e-27 3.137005e-27 1.0000000000
[196,] 4.458838e-27 8.917677e-27 1.0000000000
[197,] 1.140410e-26 2.280820e-26 1.0000000000
[198,] 2.402712e-26 4.805423e-26 1.0000000000
[199,] 6.629554e-26 1.325911e-25 1.0000000000
[200,] 1.631795e-25 3.263590e-25 1.0000000000
[201,] 3.988796e-25 7.977592e-25 1.0000000000
[202,] 1.156100e-24 2.312200e-24 1.0000000000
[203,] 2.558895e-24 5.117790e-24 1.0000000000
[204,] 4.422889e-24 8.845778e-24 1.0000000000
[205,] 7.328206e-24 1.465641e-23 1.0000000000
[206,] 1.156650e-23 2.313299e-23 1.0000000000
[207,] 1.613786e-23 3.227572e-23 1.0000000000
[208,] 2.447081e-23 4.894161e-23 1.0000000000
[209,] 4.154745e-23 8.309490e-23 1.0000000000
[210,] 7.353229e-23 1.470646e-22 1.0000000000
[211,] 1.203119e-22 2.406238e-22 1.0000000000
[212,] 1.838008e-22 3.676015e-22 1.0000000000
[213,] 3.669584e-22 7.339168e-22 1.0000000000
[214,] 6.302266e-22 1.260453e-21 1.0000000000
[215,] 9.255627e-22 1.851125e-21 1.0000000000
[216,] 1.452379e-21 2.904759e-21 1.0000000000
[217,] 2.302627e-21 4.605253e-21 1.0000000000
[218,] 3.806867e-21 7.613733e-21 1.0000000000
[219,] 6.612111e-21 1.322422e-20 1.0000000000
[220,] 1.079715e-20 2.159429e-20 1.0000000000
[221,] 2.131256e-20 4.262512e-20 1.0000000000
[222,] 3.556231e-20 7.112463e-20 1.0000000000
[223,] 5.152491e-20 1.030498e-19 1.0000000000
[224,] 6.812202e-20 1.362440e-19 1.0000000000
[225,] 9.243134e-20 1.848627e-19 1.0000000000
[226,] 1.234166e-19 2.468333e-19 1.0000000000
[227,] 1.466877e-19 2.933754e-19 1.0000000000
[228,] 1.768565e-19 3.537130e-19 1.0000000000
[229,] 2.083492e-19 4.166984e-19 1.0000000000
[230,] 2.332944e-19 4.665889e-19 1.0000000000
[231,] 2.633964e-19 5.267927e-19 1.0000000000
[232,] 3.164630e-19 6.329259e-19 1.0000000000
[233,] 3.604180e-19 7.208361e-19 1.0000000000
[234,] 4.154743e-19 8.309485e-19 1.0000000000
[235,] 4.771852e-19 9.543703e-19 1.0000000000
[236,] 5.172290e-19 1.034458e-18 1.0000000000
[237,] 6.784229e-19 1.356846e-18 1.0000000000
[238,] 8.202709e-19 1.640542e-18 1.0000000000
[239,] 9.473147e-19 1.894629e-18 1.0000000000
[240,] 1.176117e-18 2.352235e-18 1.0000000000
[241,] 1.447993e-18 2.895985e-18 1.0000000000
[242,] 1.787885e-18 3.575770e-18 1.0000000000
[243,] 2.286872e-18 4.573745e-18 1.0000000000
[244,] 3.005477e-18 6.010955e-18 1.0000000000
[245,] 3.830283e-18 7.660566e-18 1.0000000000
[246,] 4.783496e-18 9.566993e-18 1.0000000000
[247,] 6.169875e-18 1.233975e-17 1.0000000000
[248,] 7.436863e-18 1.487373e-17 1.0000000000
[249,] 1.061851e-17 2.123703e-17 1.0000000000
[250,] 1.405464e-17 2.810927e-17 1.0000000000
[251,] 1.748975e-17 3.497950e-17 1.0000000000
[252,] 2.331837e-17 4.663673e-17 1.0000000000
[253,] 3.099235e-17 6.198471e-17 1.0000000000
[254,] 4.095701e-17 8.191402e-17 1.0000000000
[255,] 5.601696e-17 1.120339e-16 1.0000000000
[256,] 7.850328e-17 1.570066e-16 1.0000000000
[257,] 1.059336e-16 2.118671e-16 1.0000000000
[258,] 1.391319e-16 2.782639e-16 1.0000000000
[259,] 1.871547e-16 3.743094e-16 1.0000000000
[260,] 2.351608e-16 4.703216e-16 1.0000000000
[261,] 3.510134e-16 7.020268e-16 1.0000000000
[262,] 4.970211e-16 9.940421e-16 1.0000000000
[263,] 6.547904e-16 1.309581e-15 1.0000000000
[264,] 9.385419e-16 1.877084e-15 1.0000000000
[265,] 1.364474e-15 2.728948e-15 1.0000000000
[266,] 1.949448e-15 3.898895e-15 1.0000000000
[267,] 2.866187e-15 5.732373e-15 1.0000000000
[268,] 4.298064e-15 8.596129e-15 1.0000000000
[269,] 6.211771e-15 1.242354e-14 1.0000000000
[270,] 8.678727e-15 1.735745e-14 1.0000000000
[271,] 1.254743e-14 2.509487e-14 1.0000000000
[272,] 1.670624e-14 3.341248e-14 1.0000000000
[273,] 2.697069e-14 5.394138e-14 1.0000000000
[274,] 3.951455e-14 7.902911e-14 1.0000000000
[275,] 5.741460e-14 1.148292e-13 1.0000000000
[276,] 8.872950e-14 1.774590e-13 1.0000000000
[277,] 1.393155e-13 2.786310e-13 1.0000000000
[278,] 2.150823e-13 4.301646e-13 1.0000000000
[279,] 3.429216e-13 6.858431e-13 1.0000000000
[280,] 5.812381e-13 1.162476e-12 1.0000000000
[281,] 9.170825e-13 1.834165e-12 1.0000000000
[282,] 1.391423e-12 2.782846e-12 1.0000000000
[283,] 2.071599e-12 4.143197e-12 1.0000000000
[284,] 2.797202e-12 5.594404e-12 1.0000000000
[285,] 4.534237e-12 9.068473e-12 1.0000000000
[286,] 6.861325e-12 1.372265e-11 1.0000000000
[287,] 9.616157e-12 1.923231e-11 1.0000000000
[288,] 1.512204e-11 3.024407e-11 1.0000000000
[289,] 2.388842e-11 4.777685e-11 1.0000000000
[290,] 3.497151e-11 6.994302e-11 1.0000000000
[291,] 5.385756e-11 1.077151e-10 0.9999999999
[292,] 8.300880e-11 1.660176e-10 0.9999999999
[293,] 1.178058e-10 2.356116e-10 0.9999999999
[294,] 1.601192e-10 3.202383e-10 0.9999999998
[295,] 2.199154e-10 4.398308e-10 0.9999999998
[296,] 2.764837e-10 5.529674e-10 0.9999999997
[297,] 4.052434e-10 8.104869e-10 0.9999999996
[298,] 5.411200e-10 1.082240e-09 0.9999999995
[299,] 6.892782e-10 1.378556e-09 0.9999999993
[300,] 9.543805e-10 1.908761e-09 0.9999999990
[301,] 1.361442e-09 2.722884e-09 0.9999999986
[302,] 1.796466e-09 3.592932e-09 0.9999999982
[303,] 2.426366e-09 4.852733e-09 0.9999999976
[304,] 3.237955e-09 6.475910e-09 0.9999999968
[305,] 4.050130e-09 8.100260e-09 0.9999999959
[306,] 5.284992e-09 1.056998e-08 0.9999999947
[307,] 7.238012e-09 1.447602e-08 0.9999999928
[308,] 9.002176e-09 1.800435e-08 0.9999999910
[309,] 1.385559e-08 2.771118e-08 0.9999999861
[310,] 1.888209e-08 3.776419e-08 0.9999999811
[311,] 2.618686e-08 5.237371e-08 0.9999999738
[312,] 3.780628e-08 7.561255e-08 0.9999999622
[313,] 5.863600e-08 1.172720e-07 0.9999999414
[314,] 8.228873e-08 1.645775e-07 0.9999999177
[315,] 1.258172e-07 2.516344e-07 0.9999998742
[316,] 1.948623e-07 3.897245e-07 0.9999998051
[317,] 2.976472e-07 5.952944e-07 0.9999997024
[318,] 4.331160e-07 8.662321e-07 0.9999995669
[319,] 6.729022e-07 1.345804e-06 0.9999993271
[320,] 9.021440e-07 1.804288e-06 0.9999990979
[321,] 1.381866e-06 2.763733e-06 0.9999986181
[322,] 1.785198e-06 3.570396e-06 0.9999982148
[323,] 2.256508e-06 4.513017e-06 0.9999977435
[324,] 3.204099e-06 6.408198e-06 0.9999967959
[325,] 4.712954e-06 9.425907e-06 0.9999952870
[326,] 7.172666e-06 1.434533e-05 0.9999928273
[327,] 1.191371e-05 2.382742e-05 0.9999880863
[328,] 1.836184e-05 3.672368e-05 0.9999816382
[329,] 2.555642e-05 5.111283e-05 0.9999744436
[330,] 3.816504e-05 7.633009e-05 0.9999618350
[331,] 5.594373e-05 1.118875e-04 0.9999440563
[332,] 7.103782e-05 1.420756e-04 0.9999289622
[333,] 1.118924e-04 2.237848e-04 0.9998881076
[334,] 1.662925e-04 3.325851e-04 0.9998337075
[335,] 2.598937e-04 5.197874e-04 0.9997401063
[336,] 4.736776e-04 9.473552e-04 0.9995263224
[337,] 8.539242e-04 1.707848e-03 0.9991460758
[338,] 1.503804e-03 3.007608e-03 0.9984961960
[339,] 2.349321e-03 4.698643e-03 0.9976506786
[340,] 3.467335e-03 6.934669e-03 0.9965326655
[341,] 4.871024e-03 9.742048e-03 0.9951289758
[342,] 6.897707e-03 1.379541e-02 0.9931022931
[343,] 9.751406e-03 1.950281e-02 0.9902485939
[344,] 1.211566e-02 2.423132e-02 0.9878843381
[345,] 1.857056e-02 3.714112e-02 0.9814294420
[346,] 2.604542e-02 5.209084e-02 0.9739545777
[347,] 3.210246e-02 6.420492e-02 0.9678975381
[348,] 4.070269e-02 8.140538e-02 0.9592973100
[349,] 5.049634e-02 1.009927e-01 0.9495036617
[350,] 6.049355e-02 1.209871e-01 0.9395064500
[351,] 7.247970e-02 1.449594e-01 0.9275203027
[352,] 9.082525e-02 1.816505e-01 0.9091747494
[353,] 1.174684e-01 2.349369e-01 0.8825315749
[354,] 1.418407e-01 2.836814e-01 0.8581592956
[355,] 1.741760e-01 3.483521e-01 0.8258239750
[356,] 1.935051e-01 3.870101e-01 0.8064949305
[357,] 2.347343e-01 4.694686e-01 0.7652656921
[358,] 2.544317e-01 5.088633e-01 0.7455683360
[359,] 2.661933e-01 5.323865e-01 0.7338067374
[360,] 3.145465e-01 6.290930e-01 0.6854535228
[361,] 3.480821e-01 6.961643e-01 0.6519178509
[362,] 3.701686e-01 7.403372e-01 0.6298313812
[363,] 4.002980e-01 8.005959e-01 0.5997020385
[364,] 4.319224e-01 8.638449e-01 0.5680775513
[365,] 4.582444e-01 9.164887e-01 0.5417556475
[366,] 4.763652e-01 9.527303e-01 0.5236348491
[367,] 5.006276e-01 9.987449e-01 0.4993724485
[368,] 5.026635e-01 9.946729e-01 0.4973364678
[369,] 5.108333e-01 9.783333e-01 0.4891666596
[370,] 4.982856e-01 9.965711e-01 0.5017144414
[371,] 4.796921e-01 9.593841e-01 0.5203079455
[372,] 4.754923e-01 9.509847e-01 0.5245076691
[373,] 4.733018e-01 9.466036e-01 0.5266982242
[374,] 4.586205e-01 9.172410e-01 0.5413795177
[375,] 4.634502e-01 9.269004e-01 0.5365498006
[376,] 4.612822e-01 9.225644e-01 0.5387177829
[377,] 4.458893e-01 8.917787e-01 0.5541106734
[378,] 4.496992e-01 8.993984e-01 0.5503007841
[379,] 4.591379e-01 9.182757e-01 0.5408621448
[380,] 4.617189e-01 9.234379e-01 0.5382810608
[381,] 5.060877e-01 9.878245e-01 0.4939122534
[382,] 5.501539e-01 8.996921e-01 0.4498460749
[383,] 5.772451e-01 8.455099e-01 0.4227549478
[384,] 6.599849e-01 6.800302e-01 0.3400151050
[385,] 7.793684e-01 4.412632e-01 0.2206316213
[386,] 8.539764e-01 2.920472e-01 0.1460235892
[387,] 8.981503e-01 2.036994e-01 0.1018496994
[388,] 9.425130e-01 1.149740e-01 0.0574870174
[389,] 9.613058e-01 7.738839e-02 0.0386941930
[390,] 9.696706e-01 6.065873e-02 0.0303293640
[391,] 9.784203e-01 4.315938e-02 0.0215796917
[392,] 9.818385e-01 3.632303e-02 0.0181615159
[393,] 9.867893e-01 2.642141e-02 0.0132107073
[394,] 9.890528e-01 2.189444e-02 0.0109472224
[395,] 9.897013e-01 2.059739e-02 0.0102986937
[396,] 9.926343e-01 1.473132e-02 0.0073656605
[397,] 9.947807e-01 1.043854e-02 0.0052192686
[398,] 9.949898e-01 1.002036e-02 0.0050101815
[399,] 9.950482e-01 9.903572e-03 0.0049517861
[400,] 9.952238e-01 9.552343e-03 0.0047761713
[401,] 9.945785e-01 1.084302e-02 0.0054215079
[402,] 9.945730e-01 1.085393e-02 0.0054269671
[403,] 9.962203e-01 7.559389e-03 0.0037796944
[404,] 9.955407e-01 8.918640e-03 0.0044593200
[405,] 9.970250e-01 5.950018e-03 0.0029750092
[406,] 9.985044e-01 2.991240e-03 0.0014956201
[407,] 9.992587e-01 1.482560e-03 0.0007412798
[408,] 9.995544e-01 8.912347e-04 0.0004456173
[409,] 9.995534e-01 8.931454e-04 0.0004465727
[410,] 9.994452e-01 1.109588e-03 0.0005547939
[411,] 9.994688e-01 1.062361e-03 0.0005311804
[412,] 9.994642e-01 1.071505e-03 0.0005357527
[413,] 9.991972e-01 1.605551e-03 0.0008027753
[414,] 9.991571e-01 1.685845e-03 0.0008429223
[415,] 9.987583e-01 2.483405e-03 0.0012417026
[416,] 9.983216e-01 3.356890e-03 0.0016784451
[417,] 9.977454e-01 4.509196e-03 0.0022545980
[418,] 9.982598e-01 3.480345e-03 0.0017401723
[419,] 9.988799e-01 2.240165e-03 0.0011200827
[420,] 9.988972e-01 2.205531e-03 0.0011027655
[421,] 9.984630e-01 3.073902e-03 0.0015369508
[422,] 9.977907e-01 4.418614e-03 0.0022093070
[423,] 9.968197e-01 6.360665e-03 0.0031803324
[424,] 9.956427e-01 8.714626e-03 0.0043573129
[425,] 9.964623e-01 7.075452e-03 0.0035377261
[426,] 9.969383e-01 6.123387e-03 0.0030616937
[427,] 9.968175e-01 6.364912e-03 0.0031824558
[428,] 9.963554e-01 7.289278e-03 0.0036446392
[429,] 9.958813e-01 8.237396e-03 0.0041186978
[430,] 9.962383e-01 7.523393e-03 0.0037616966
[431,] 9.964013e-01 7.197358e-03 0.0035986789
[432,] 9.950639e-01 9.872289e-03 0.0049361446
[433,] 9.930033e-01 1.399335e-02 0.0069966749
[434,] 9.939645e-01 1.207105e-02 0.0060355272
[435,] 9.979135e-01 4.173019e-03 0.0020865096
[436,] 9.968243e-01 6.351345e-03 0.0031756723
[437,] 9.950289e-01 9.942219e-03 0.0049711096
[438,] 9.931897e-01 1.362066e-02 0.0068103301
[439,] 9.895994e-01 2.080116e-02 0.0104005804
[440,] 9.837493e-01 3.250141e-02 0.0162507063
[441,] 9.760564e-01 4.788715e-02 0.0239435742
[442,] 9.903966e-01 1.920675e-02 0.0096033739
[443,] 9.939192e-01 1.216150e-02 0.0060807519
[444,] 9.915191e-01 1.696188e-02 0.0084809423
[445,] 9.861236e-01 2.775279e-02 0.0138763926
[446,] 9.735435e-01 5.291291e-02 0.0264564542
[447,] 9.706011e-01 5.879785e-02 0.0293989262
[448,] 9.577603e-01 8.447942e-02 0.0422397075
> postscript(file="/var/fisher/rcomp/tmp/14hv91356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/2wjgi1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/3i9mk1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/4eutb1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5164n1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 479
Frequency = 1
1 2 3 4 5 6
-32.452761 -25.827761 -17.552761 -19.002761 -13.277761 -9.702761
7 8 9 10 11 12
-14.377761 -28.402761 -36.527761 -34.702761 -39.652761 -10.586023
13 14 15 16 17 18
-5.394927 11.230073 16.505073 11.055073 -1.219927 -7.644927
19 20 21 22 23 24
-1.319927 -6.344927 -16.469927 -4.644927 -5.594927 14.471811
25 26 27 28 29 30
-4.337093 -3.712093 -0.437093 -8.887093 -16.162093 -14.587093
31 32 33 34 35 36
-10.262093 -20.287093 -35.412093 -33.587093 -45.537093 -21.470356
37 38 39 40 41 42
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43 44 45 46 47 48
-47.204259 -60.229259 -58.354259 -50.529259 -55.479259 -31.412522
49 50 51 52 53 54
-43.221425 -36.596425 -27.321425 -30.771425 -40.046425 -39.471425
55 56 57 58 59 60
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61 62 63 64 65 66
-31.163591 -28.538591 -25.263591 -33.713591 -29.988591 -32.413591
67 68 69 70 71 72
-24.088591 -28.113591 -30.238591 -22.413591 -51.363591 -14.296854
73 74 75 76 77 78
-18.105757 -8.480757 -11.205757 -8.655757 4.069243 1.644243
79 80 81 82 83 84
11.969243 14.944243 51.819243 52.644243 56.694243 132.760980
85 86 87 88 89 90
206.952076 202.577076 147.852076 140.402076 140.127076 210.702076
91 92 93 94 95 96
189.027076 197.002076 216.877076 211.702076 203.752076 210.818814
97 98 99 100 101 102
170.009910 164.634910 185.909910 178.459910 188.184910 155.759910
103 104 105 106 107 108
149.084910 158.059910 138.934910 138.759910 114.809910 130.876648
109 110 111 112 113 114
120.067744 100.692744 81.967744 112.517744 72.242744 88.817744
115 116 117 118 119 120
102.142744 168.117744 156.992744 193.817744 189.867744 218.934482
121 122 123 124 125 126
263.125578 170.750578 192.025578 209.575578 219.300578 204.875578
127 128 129 130 131 132
229.200578 218.175578 200.050578 177.875578 202.925578 205.992316
133 134 135 136 137 138
198.183412 190.808412 187.083412 188.633412 194.358412 189.933412
139 140 141 142 143 144
170.258412 169.233412 180.108412 167.933412 160.983412 161.050149
145 146 147 148 149 150
150.241246 146.866246 177.141246 166.691246 145.416246 147.991246
151 152 153 154 155 156
136.316246 135.291246 105.166246 98.991246 76.041246 92.107983
157 158 159 160 161 162
96.299080 60.924080 84.199080 63.749080 78.474080 64.049080
163 164 165 166 167 168
59.374080 69.349080 98.224080 87.049080 53.099080 67.165817
169 170 171 172 173 174
52.356914 54.981914 68.256914 90.806914 88.531914 86.106914
175 176 177 178 179 180
104.431914 79.406914 84.281914 74.106914 64.156914 66.223651
181 182 183 184 185 186
55.414748 32.039748 54.314748 49.864748 58.589748 62.164748
187 188 189 190 191 192
72.489748 59.464748 26.339748 25.164748 14.214748 32.281485
193 194 195 196 197 198
23.472581 9.097581 20.372581 10.922581 7.647581 14.222581
199 200 201 202 203 204
-6.452419 -6.477419 -18.602419 -12.777419 -4.727419 -4.660681
205 206 207 208 209 210
-6.469585 -11.844585 -39.569585 -45.019585 -52.294585 -65.719585
211 212 213 214 215 216
-64.394585 -61.419585 -53.544585 -79.719585 -87.669585 -64.602847
217 218 219 220 221 222
-91.411751 -86.786751 -58.511751 -57.961751 -58.236751 -38.661751
223 224 225 226 227 228
-54.336751 -73.361751 -86.486751 -80.661751 -89.611751 -95.545013
229 230 231 232 233 234
-92.353917 -88.728917 -91.453917 -97.903917 -111.178917 -118.603917
235 236 237 238 239 240
-115.278917 -145.303917 -134.428917 -117.603917 -121.553917 -93.487179
241 242 243 244 245 246
-108.296083 -102.671083 -93.396083 -89.846083 -76.121083 -55.546083
247 248 249 250 251 252
-22.221083 -65.246083 -91.371083 -68.546083 -69.496083 -27.429346
253 254 255 256 257 258
-52.238249 -54.613249 -52.338249 -67.788249 -67.063249 -73.488249
259 260 261 262 263 264
-79.163249 -86.188249 -90.313249 -104.488249 -101.438249 -81.371512
265 266 267 268 269 270
-105.180415 -108.555415 -107.280415 -108.730415 -117.005415 -119.430415
271 272 273 274 275 276
-126.105415 -119.130415 -131.255415 -131.430415 -132.380415 -114.313678
277 278 279 280 281 282
-102.122581 -111.497581 -109.222581 -106.672581 -114.947581 -122.372581
283 284 285 286 287 288
-128.047581 -134.072581 -139.197581 -138.372581 -150.322581 -130.255844
289 290 291 292 293 294
-143.064748 -122.439748 -131.164748 -129.614748 -134.889748 -139.314748
295 296 297 298 299 300
-131.989748 -146.014748 -151.139748 -174.314748 -190.264748 -169.198010
301 302 303 304 305 306
-163.006914 -171.381914 -159.106914 -160.556914 -184.831914 -178.256914
307 308 309 310 311 312
-189.931914 -212.956914 -214.081914 -214.256914 -217.206914 -205.140176
313 314 315 316 317 318
-210.949080 -201.324080 -199.049080 -189.499080 -208.774080 -213.199080
319 320 321 322 323 324
-227.874080 -232.899080 -199.024080 -192.199080 -198.149080 -175.082342
325 326 327 328 329 330
-186.891246 -172.266246 -183.991246 -173.441246 -187.716246 -180.141246
331 332 333 334 335 336
-182.816246 -176.841246 -184.966246 -180.141246 -193.091246 -188.024508
337 338 339 340 341 342
-207.833412 -202.208412 -195.933412 -193.383412 -180.658412 -176.083412
343 344 345 346 347 348
-192.758412 -202.783412 -187.908412 -198.083412 -209.033412 -183.966675
349 350 351 352 353 354
-178.775578 -164.150578 -157.875578 -163.325578 -161.600578 -189.025578
355 356 357 358 359 360
-200.700578 -199.725578 -196.850578 -202.025578 -210.975578 -178.908841
361 362 363 364 365 366
-179.717744 -200.092744 -210.817744 -218.267744 -219.542744 -224.967744
367 368 369 370 371 372
-211.642744 -191.667744 -206.792744 -204.967744 -214.917744 -194.851007
373 374 375 376 377 378
-214.659910 -218.034910 -187.759910 -211.209910 -219.484910 -215.909910
379 380 381 382 383 384
-216.584910 -213.609910 -219.734910 -216.909910 -220.859910 -219.793173
385 386 387 388 389 390
-227.602076 -223.977076 -218.702076 -212.152076 -220.427076 -194.852076
391 392 393 394 395 396
-203.527076 -211.552076 -176.677076 -173.852076 -156.802076 -119.735339
397 398 399 400 401 402
-98.544243 -100.919243 -81.644243 -54.094243 -63.369243 -90.794243
403 404 405 406 407 408
-75.469243 -91.494243 -111.619243 -108.794243 -103.744243 -90.677505
409 410 411 412 413 414
-80.486409 -78.861409 -80.586409 -84.036409 -96.311409 -103.736409
415 416 417 418 419 420
-100.411409 -100.436409 -77.561409 -50.736409 -72.686409 -14.619671
421 422 423 424 425 426
27.571425 43.196425 -3.528575 -35.978575 -31.253575 -10.678575
427 428 429 430 431 432
-13.353575 -42.378575 15.496425 -35.678575 20.371425 26.438163
433 434 435 436 437 438
106.629259 138.254259 82.529259 57.079259 72.804259 50.379259
439 440 441 442 443 444
45.704259 42.679259 51.554259 78.379259 146.429259 143.495997
445 446 447 448 449 450
149.687093 185.312093 201.587093 262.137093 352.862093 385.437093
451 452 453 454 455 456
265.762093 341.737093 312.612093 327.437093 411.487093 418.553830
457 458 459 460 461 462
326.744927 380.369927 376.644927 395.194927 422.919927 392.494927
463 464 465 466 467 468
486.819927 606.794927 547.669927 578.494927 630.544927 534.611664
469 470 471 472 473 474
675.802761 666.427761 595.702761 593.252761 598.977761 599.552761
475 476 477 478 479
655.877761 639.852761 705.727761 655.552761 645.602761
> postscript(file="/var/fisher/rcomp/tmp/678da1356128726.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 = 479
Frequency = 1
lag(myerror, k = 1) myerror
0 -32.452761 NA
1 -25.827761 -32.452761
2 -17.552761 -25.827761
3 -19.002761 -17.552761
4 -13.277761 -19.002761
5 -9.702761 -13.277761
6 -14.377761 -9.702761
7 -28.402761 -14.377761
8 -36.527761 -28.402761
9 -34.702761 -36.527761
10 -39.652761 -34.702761
11 -10.586023 -39.652761
12 -5.394927 -10.586023
13 11.230073 -5.394927
14 16.505073 11.230073
15 11.055073 16.505073
16 -1.219927 11.055073
17 -7.644927 -1.219927
18 -1.319927 -7.644927
19 -6.344927 -1.319927
20 -16.469927 -6.344927
21 -4.644927 -16.469927
22 -5.594927 -4.644927
23 14.471811 -5.594927
24 -4.337093 14.471811
25 -3.712093 -4.337093
26 -0.437093 -3.712093
27 -8.887093 -0.437093
28 -16.162093 -8.887093
29 -14.587093 -16.162093
30 -10.262093 -14.587093
31 -20.287093 -10.262093
32 -35.412093 -20.287093
33 -33.587093 -35.412093
34 -45.537093 -33.587093
35 -21.470356 -45.537093
36 -38.279259 -21.470356
37 -34.654259 -38.279259
38 -28.379259 -34.654259
39 -29.829259 -28.379259
40 -38.104259 -29.829259
41 -39.529259 -38.104259
42 -47.204259 -39.529259
43 -60.229259 -47.204259
44 -58.354259 -60.229259
45 -50.529259 -58.354259
46 -55.479259 -50.529259
47 -31.412522 -55.479259
48 -43.221425 -31.412522
49 -36.596425 -43.221425
50 -27.321425 -36.596425
51 -30.771425 -27.321425
52 -40.046425 -30.771425
53 -39.471425 -40.046425
54 -38.146425 -39.471425
55 -43.171425 -38.146425
56 -43.296425 -43.171425
57 -36.471425 -43.296425
58 -48.421425 -36.471425
59 -26.354688 -48.421425
60 -31.163591 -26.354688
61 -28.538591 -31.163591
62 -25.263591 -28.538591
63 -33.713591 -25.263591
64 -29.988591 -33.713591
65 -32.413591 -29.988591
66 -24.088591 -32.413591
67 -28.113591 -24.088591
68 -30.238591 -28.113591
69 -22.413591 -30.238591
70 -51.363591 -22.413591
71 -14.296854 -51.363591
72 -18.105757 -14.296854
73 -8.480757 -18.105757
74 -11.205757 -8.480757
75 -8.655757 -11.205757
76 4.069243 -8.655757
77 1.644243 4.069243
78 11.969243 1.644243
79 14.944243 11.969243
80 51.819243 14.944243
81 52.644243 51.819243
82 56.694243 52.644243
83 132.760980 56.694243
84 206.952076 132.760980
85 202.577076 206.952076
86 147.852076 202.577076
87 140.402076 147.852076
88 140.127076 140.402076
89 210.702076 140.127076
90 189.027076 210.702076
91 197.002076 189.027076
92 216.877076 197.002076
93 211.702076 216.877076
94 203.752076 211.702076
95 210.818814 203.752076
96 170.009910 210.818814
97 164.634910 170.009910
98 185.909910 164.634910
99 178.459910 185.909910
100 188.184910 178.459910
101 155.759910 188.184910
102 149.084910 155.759910
103 158.059910 149.084910
104 138.934910 158.059910
105 138.759910 138.934910
106 114.809910 138.759910
107 130.876648 114.809910
108 120.067744 130.876648
109 100.692744 120.067744
110 81.967744 100.692744
111 112.517744 81.967744
112 72.242744 112.517744
113 88.817744 72.242744
114 102.142744 88.817744
115 168.117744 102.142744
116 156.992744 168.117744
117 193.817744 156.992744
118 189.867744 193.817744
119 218.934482 189.867744
120 263.125578 218.934482
121 170.750578 263.125578
122 192.025578 170.750578
123 209.575578 192.025578
124 219.300578 209.575578
125 204.875578 219.300578
126 229.200578 204.875578
127 218.175578 229.200578
128 200.050578 218.175578
129 177.875578 200.050578
130 202.925578 177.875578
131 205.992316 202.925578
132 198.183412 205.992316
133 190.808412 198.183412
134 187.083412 190.808412
135 188.633412 187.083412
136 194.358412 188.633412
137 189.933412 194.358412
138 170.258412 189.933412
139 169.233412 170.258412
140 180.108412 169.233412
141 167.933412 180.108412
142 160.983412 167.933412
143 161.050149 160.983412
144 150.241246 161.050149
145 146.866246 150.241246
146 177.141246 146.866246
147 166.691246 177.141246
148 145.416246 166.691246
149 147.991246 145.416246
150 136.316246 147.991246
151 135.291246 136.316246
152 105.166246 135.291246
153 98.991246 105.166246
154 76.041246 98.991246
155 92.107983 76.041246
156 96.299080 92.107983
157 60.924080 96.299080
158 84.199080 60.924080
159 63.749080 84.199080
160 78.474080 63.749080
161 64.049080 78.474080
162 59.374080 64.049080
163 69.349080 59.374080
164 98.224080 69.349080
165 87.049080 98.224080
166 53.099080 87.049080
167 67.165817 53.099080
168 52.356914 67.165817
169 54.981914 52.356914
170 68.256914 54.981914
171 90.806914 68.256914
172 88.531914 90.806914
173 86.106914 88.531914
174 104.431914 86.106914
175 79.406914 104.431914
176 84.281914 79.406914
177 74.106914 84.281914
178 64.156914 74.106914
179 66.223651 64.156914
180 55.414748 66.223651
181 32.039748 55.414748
182 54.314748 32.039748
183 49.864748 54.314748
184 58.589748 49.864748
185 62.164748 58.589748
186 72.489748 62.164748
187 59.464748 72.489748
188 26.339748 59.464748
189 25.164748 26.339748
190 14.214748 25.164748
191 32.281485 14.214748
192 23.472581 32.281485
193 9.097581 23.472581
194 20.372581 9.097581
195 10.922581 20.372581
196 7.647581 10.922581
197 14.222581 7.647581
198 -6.452419 14.222581
199 -6.477419 -6.452419
200 -18.602419 -6.477419
201 -12.777419 -18.602419
202 -4.727419 -12.777419
203 -4.660681 -4.727419
204 -6.469585 -4.660681
205 -11.844585 -6.469585
206 -39.569585 -11.844585
207 -45.019585 -39.569585
208 -52.294585 -45.019585
209 -65.719585 -52.294585
210 -64.394585 -65.719585
211 -61.419585 -64.394585
212 -53.544585 -61.419585
213 -79.719585 -53.544585
214 -87.669585 -79.719585
215 -64.602847 -87.669585
216 -91.411751 -64.602847
217 -86.786751 -91.411751
218 -58.511751 -86.786751
219 -57.961751 -58.511751
220 -58.236751 -57.961751
221 -38.661751 -58.236751
222 -54.336751 -38.661751
223 -73.361751 -54.336751
224 -86.486751 -73.361751
225 -80.661751 -86.486751
226 -89.611751 -80.661751
227 -95.545013 -89.611751
228 -92.353917 -95.545013
229 -88.728917 -92.353917
230 -91.453917 -88.728917
231 -97.903917 -91.453917
232 -111.178917 -97.903917
233 -118.603917 -111.178917
234 -115.278917 -118.603917
235 -145.303917 -115.278917
236 -134.428917 -145.303917
237 -117.603917 -134.428917
238 -121.553917 -117.603917
239 -93.487179 -121.553917
240 -108.296083 -93.487179
241 -102.671083 -108.296083
242 -93.396083 -102.671083
243 -89.846083 -93.396083
244 -76.121083 -89.846083
245 -55.546083 -76.121083
246 -22.221083 -55.546083
247 -65.246083 -22.221083
248 -91.371083 -65.246083
249 -68.546083 -91.371083
250 -69.496083 -68.546083
251 -27.429346 -69.496083
252 -52.238249 -27.429346
253 -54.613249 -52.238249
254 -52.338249 -54.613249
255 -67.788249 -52.338249
256 -67.063249 -67.788249
257 -73.488249 -67.063249
258 -79.163249 -73.488249
259 -86.188249 -79.163249
260 -90.313249 -86.188249
261 -104.488249 -90.313249
262 -101.438249 -104.488249
263 -81.371512 -101.438249
264 -105.180415 -81.371512
265 -108.555415 -105.180415
266 -107.280415 -108.555415
267 -108.730415 -107.280415
268 -117.005415 -108.730415
269 -119.430415 -117.005415
270 -126.105415 -119.430415
271 -119.130415 -126.105415
272 -131.255415 -119.130415
273 -131.430415 -131.255415
274 -132.380415 -131.430415
275 -114.313678 -132.380415
276 -102.122581 -114.313678
277 -111.497581 -102.122581
278 -109.222581 -111.497581
279 -106.672581 -109.222581
280 -114.947581 -106.672581
281 -122.372581 -114.947581
282 -128.047581 -122.372581
283 -134.072581 -128.047581
284 -139.197581 -134.072581
285 -138.372581 -139.197581
286 -150.322581 -138.372581
287 -130.255844 -150.322581
288 -143.064748 -130.255844
289 -122.439748 -143.064748
290 -131.164748 -122.439748
291 -129.614748 -131.164748
292 -134.889748 -129.614748
293 -139.314748 -134.889748
294 -131.989748 -139.314748
295 -146.014748 -131.989748
296 -151.139748 -146.014748
297 -174.314748 -151.139748
298 -190.264748 -174.314748
299 -169.198010 -190.264748
300 -163.006914 -169.198010
301 -171.381914 -163.006914
302 -159.106914 -171.381914
303 -160.556914 -159.106914
304 -184.831914 -160.556914
305 -178.256914 -184.831914
306 -189.931914 -178.256914
307 -212.956914 -189.931914
308 -214.081914 -212.956914
309 -214.256914 -214.081914
310 -217.206914 -214.256914
311 -205.140176 -217.206914
312 -210.949080 -205.140176
313 -201.324080 -210.949080
314 -199.049080 -201.324080
315 -189.499080 -199.049080
316 -208.774080 -189.499080
317 -213.199080 -208.774080
318 -227.874080 -213.199080
319 -232.899080 -227.874080
320 -199.024080 -232.899080
321 -192.199080 -199.024080
322 -198.149080 -192.199080
323 -175.082342 -198.149080
324 -186.891246 -175.082342
325 -172.266246 -186.891246
326 -183.991246 -172.266246
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329 -180.141246 -187.716246
330 -182.816246 -180.141246
331 -176.841246 -182.816246
332 -184.966246 -176.841246
333 -180.141246 -184.966246
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335 -188.024508 -193.091246
336 -207.833412 -188.024508
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338 -195.933412 -202.208412
339 -193.383412 -195.933412
340 -180.658412 -193.383412
341 -176.083412 -180.658412
342 -192.758412 -176.083412
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344 -187.908412 -202.783412
345 -198.083412 -187.908412
346 -209.033412 -198.083412
347 -183.966675 -209.033412
348 -178.775578 -183.966675
349 -164.150578 -178.775578
350 -157.875578 -164.150578
351 -163.325578 -157.875578
352 -161.600578 -163.325578
353 -189.025578 -161.600578
354 -200.700578 -189.025578
355 -199.725578 -200.700578
356 -196.850578 -199.725578
357 -202.025578 -196.850578
358 -210.975578 -202.025578
359 -178.908841 -210.975578
360 -179.717744 -178.908841
361 -200.092744 -179.717744
362 -210.817744 -200.092744
363 -218.267744 -210.817744
364 -219.542744 -218.267744
365 -224.967744 -219.542744
366 -211.642744 -224.967744
367 -191.667744 -211.642744
368 -206.792744 -191.667744
369 -204.967744 -206.792744
370 -214.917744 -204.967744
371 -194.851007 -214.917744
372 -214.659910 -194.851007
373 -218.034910 -214.659910
374 -187.759910 -218.034910
375 -211.209910 -187.759910
376 -219.484910 -211.209910
377 -215.909910 -219.484910
378 -216.584910 -215.909910
379 -213.609910 -216.584910
380 -219.734910 -213.609910
381 -216.909910 -219.734910
382 -220.859910 -216.909910
383 -219.793173 -220.859910
384 -227.602076 -219.793173
385 -223.977076 -227.602076
386 -218.702076 -223.977076
387 -212.152076 -218.702076
388 -220.427076 -212.152076
389 -194.852076 -220.427076
390 -203.527076 -194.852076
391 -211.552076 -203.527076
392 -176.677076 -211.552076
393 -173.852076 -176.677076
394 -156.802076 -173.852076
395 -119.735339 -156.802076
396 -98.544243 -119.735339
397 -100.919243 -98.544243
398 -81.644243 -100.919243
399 -54.094243 -81.644243
400 -63.369243 -54.094243
401 -90.794243 -63.369243
402 -75.469243 -90.794243
403 -91.494243 -75.469243
404 -111.619243 -91.494243
405 -108.794243 -111.619243
406 -103.744243 -108.794243
407 -90.677505 -103.744243
408 -80.486409 -90.677505
409 -78.861409 -80.486409
410 -80.586409 -78.861409
411 -84.036409 -80.586409
412 -96.311409 -84.036409
413 -103.736409 -96.311409
414 -100.411409 -103.736409
415 -100.436409 -100.411409
416 -77.561409 -100.436409
417 -50.736409 -77.561409
418 -72.686409 -50.736409
419 -14.619671 -72.686409
420 27.571425 -14.619671
421 43.196425 27.571425
422 -3.528575 43.196425
423 -35.978575 -3.528575
424 -31.253575 -35.978575
425 -10.678575 -31.253575
426 -13.353575 -10.678575
427 -42.378575 -13.353575
428 15.496425 -42.378575
429 -35.678575 15.496425
430 20.371425 -35.678575
431 26.438163 20.371425
432 106.629259 26.438163
433 138.254259 106.629259
434 82.529259 138.254259
435 57.079259 82.529259
436 72.804259 57.079259
437 50.379259 72.804259
438 45.704259 50.379259
439 42.679259 45.704259
440 51.554259 42.679259
441 78.379259 51.554259
442 146.429259 78.379259
443 143.495997 146.429259
444 149.687093 143.495997
445 185.312093 149.687093
446 201.587093 185.312093
447 262.137093 201.587093
448 352.862093 262.137093
449 385.437093 352.862093
450 265.762093 385.437093
451 341.737093 265.762093
452 312.612093 341.737093
453 327.437093 312.612093
454 411.487093 327.437093
455 418.553830 411.487093
456 326.744927 418.553830
457 380.369927 326.744927
458 376.644927 380.369927
459 395.194927 376.644927
460 422.919927 395.194927
461 392.494927 422.919927
462 486.819927 392.494927
463 606.794927 486.819927
464 547.669927 606.794927
465 578.494927 547.669927
466 630.544927 578.494927
467 534.611664 630.544927
468 675.802761 534.611664
469 666.427761 675.802761
470 595.702761 666.427761
471 593.252761 595.702761
472 598.977761 593.252761
473 599.552761 598.977761
474 655.877761 599.552761
475 639.852761 655.877761
476 705.727761 639.852761
477 655.552761 705.727761
478 645.602761 655.552761
479 NA 645.602761
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -25.827761 -32.452761
[2,] -17.552761 -25.827761
[3,] -19.002761 -17.552761
[4,] -13.277761 -19.002761
[5,] -9.702761 -13.277761
[6,] -14.377761 -9.702761
[7,] -28.402761 -14.377761
[8,] -36.527761 -28.402761
[9,] -34.702761 -36.527761
[10,] -39.652761 -34.702761
[11,] -10.586023 -39.652761
[12,] -5.394927 -10.586023
[13,] 11.230073 -5.394927
[14,] 16.505073 11.230073
[15,] 11.055073 16.505073
[16,] -1.219927 11.055073
[17,] -7.644927 -1.219927
[18,] -1.319927 -7.644927
[19,] -6.344927 -1.319927
[20,] -16.469927 -6.344927
[21,] -4.644927 -16.469927
[22,] -5.594927 -4.644927
[23,] 14.471811 -5.594927
[24,] -4.337093 14.471811
[25,] -3.712093 -4.337093
[26,] -0.437093 -3.712093
[27,] -8.887093 -0.437093
[28,] -16.162093 -8.887093
[29,] -14.587093 -16.162093
[30,] -10.262093 -14.587093
[31,] -20.287093 -10.262093
[32,] -35.412093 -20.287093
[33,] -33.587093 -35.412093
[34,] -45.537093 -33.587093
[35,] -21.470356 -45.537093
[36,] -38.279259 -21.470356
[37,] -34.654259 -38.279259
[38,] -28.379259 -34.654259
[39,] -29.829259 -28.379259
[40,] -38.104259 -29.829259
[41,] -39.529259 -38.104259
[42,] -47.204259 -39.529259
[43,] -60.229259 -47.204259
[44,] -58.354259 -60.229259
[45,] -50.529259 -58.354259
[46,] -55.479259 -50.529259
[47,] -31.412522 -55.479259
[48,] -43.221425 -31.412522
[49,] -36.596425 -43.221425
[50,] -27.321425 -36.596425
[51,] -30.771425 -27.321425
[52,] -40.046425 -30.771425
[53,] -39.471425 -40.046425
[54,] -38.146425 -39.471425
[55,] -43.171425 -38.146425
[56,] -43.296425 -43.171425
[57,] -36.471425 -43.296425
[58,] -48.421425 -36.471425
[59,] -26.354688 -48.421425
[60,] -31.163591 -26.354688
[61,] -28.538591 -31.163591
[62,] -25.263591 -28.538591
[63,] -33.713591 -25.263591
[64,] -29.988591 -33.713591
[65,] -32.413591 -29.988591
[66,] -24.088591 -32.413591
[67,] -28.113591 -24.088591
[68,] -30.238591 -28.113591
[69,] -22.413591 -30.238591
[70,] -51.363591 -22.413591
[71,] -14.296854 -51.363591
[72,] -18.105757 -14.296854
[73,] -8.480757 -18.105757
[74,] -11.205757 -8.480757
[75,] -8.655757 -11.205757
[76,] 4.069243 -8.655757
[77,] 1.644243 4.069243
[78,] 11.969243 1.644243
[79,] 14.944243 11.969243
[80,] 51.819243 14.944243
[81,] 52.644243 51.819243
[82,] 56.694243 52.644243
[83,] 132.760980 56.694243
[84,] 206.952076 132.760980
[85,] 202.577076 206.952076
[86,] 147.852076 202.577076
[87,] 140.402076 147.852076
[88,] 140.127076 140.402076
[89,] 210.702076 140.127076
[90,] 189.027076 210.702076
[91,] 197.002076 189.027076
[92,] 216.877076 197.002076
[93,] 211.702076 216.877076
[94,] 203.752076 211.702076
[95,] 210.818814 203.752076
[96,] 170.009910 210.818814
[97,] 164.634910 170.009910
[98,] 185.909910 164.634910
[99,] 178.459910 185.909910
[100,] 188.184910 178.459910
[101,] 155.759910 188.184910
[102,] 149.084910 155.759910
[103,] 158.059910 149.084910
[104,] 138.934910 158.059910
[105,] 138.759910 138.934910
[106,] 114.809910 138.759910
[107,] 130.876648 114.809910
[108,] 120.067744 130.876648
[109,] 100.692744 120.067744
[110,] 81.967744 100.692744
[111,] 112.517744 81.967744
[112,] 72.242744 112.517744
[113,] 88.817744 72.242744
[114,] 102.142744 88.817744
[115,] 168.117744 102.142744
[116,] 156.992744 168.117744
[117,] 193.817744 156.992744
[118,] 189.867744 193.817744
[119,] 218.934482 189.867744
[120,] 263.125578 218.934482
[121,] 170.750578 263.125578
[122,] 192.025578 170.750578
[123,] 209.575578 192.025578
[124,] 219.300578 209.575578
[125,] 204.875578 219.300578
[126,] 229.200578 204.875578
[127,] 218.175578 229.200578
[128,] 200.050578 218.175578
[129,] 177.875578 200.050578
[130,] 202.925578 177.875578
[131,] 205.992316 202.925578
[132,] 198.183412 205.992316
[133,] 190.808412 198.183412
[134,] 187.083412 190.808412
[135,] 188.633412 187.083412
[136,] 194.358412 188.633412
[137,] 189.933412 194.358412
[138,] 170.258412 189.933412
[139,] 169.233412 170.258412
[140,] 180.108412 169.233412
[141,] 167.933412 180.108412
[142,] 160.983412 167.933412
[143,] 161.050149 160.983412
[144,] 150.241246 161.050149
[145,] 146.866246 150.241246
[146,] 177.141246 146.866246
[147,] 166.691246 177.141246
[148,] 145.416246 166.691246
[149,] 147.991246 145.416246
[150,] 136.316246 147.991246
[151,] 135.291246 136.316246
[152,] 105.166246 135.291246
[153,] 98.991246 105.166246
[154,] 76.041246 98.991246
[155,] 92.107983 76.041246
[156,] 96.299080 92.107983
[157,] 60.924080 96.299080
[158,] 84.199080 60.924080
[159,] 63.749080 84.199080
[160,] 78.474080 63.749080
[161,] 64.049080 78.474080
[162,] 59.374080 64.049080
[163,] 69.349080 59.374080
[164,] 98.224080 69.349080
[165,] 87.049080 98.224080
[166,] 53.099080 87.049080
[167,] 67.165817 53.099080
[168,] 52.356914 67.165817
[169,] 54.981914 52.356914
[170,] 68.256914 54.981914
[171,] 90.806914 68.256914
[172,] 88.531914 90.806914
[173,] 86.106914 88.531914
[174,] 104.431914 86.106914
[175,] 79.406914 104.431914
[176,] 84.281914 79.406914
[177,] 74.106914 84.281914
[178,] 64.156914 74.106914
[179,] 66.223651 64.156914
[180,] 55.414748 66.223651
[181,] 32.039748 55.414748
[182,] 54.314748 32.039748
[183,] 49.864748 54.314748
[184,] 58.589748 49.864748
[185,] 62.164748 58.589748
[186,] 72.489748 62.164748
[187,] 59.464748 72.489748
[188,] 26.339748 59.464748
[189,] 25.164748 26.339748
[190,] 14.214748 25.164748
[191,] 32.281485 14.214748
[192,] 23.472581 32.281485
[193,] 9.097581 23.472581
[194,] 20.372581 9.097581
[195,] 10.922581 20.372581
[196,] 7.647581 10.922581
[197,] 14.222581 7.647581
[198,] -6.452419 14.222581
[199,] -6.477419 -6.452419
[200,] -18.602419 -6.477419
[201,] -12.777419 -18.602419
[202,] -4.727419 -12.777419
[203,] -4.660681 -4.727419
[204,] -6.469585 -4.660681
[205,] -11.844585 -6.469585
[206,] -39.569585 -11.844585
[207,] -45.019585 -39.569585
[208,] -52.294585 -45.019585
[209,] -65.719585 -52.294585
[210,] -64.394585 -65.719585
[211,] -61.419585 -64.394585
[212,] -53.544585 -61.419585
[213,] -79.719585 -53.544585
[214,] -87.669585 -79.719585
[215,] -64.602847 -87.669585
[216,] -91.411751 -64.602847
[217,] -86.786751 -91.411751
[218,] -58.511751 -86.786751
[219,] -57.961751 -58.511751
[220,] -58.236751 -57.961751
[221,] -38.661751 -58.236751
[222,] -54.336751 -38.661751
[223,] -73.361751 -54.336751
[224,] -86.486751 -73.361751
[225,] -80.661751 -86.486751
[226,] -89.611751 -80.661751
[227,] -95.545013 -89.611751
[228,] -92.353917 -95.545013
[229,] -88.728917 -92.353917
[230,] -91.453917 -88.728917
[231,] -97.903917 -91.453917
[232,] -111.178917 -97.903917
[233,] -118.603917 -111.178917
[234,] -115.278917 -118.603917
[235,] -145.303917 -115.278917
[236,] -134.428917 -145.303917
[237,] -117.603917 -134.428917
[238,] -121.553917 -117.603917
[239,] -93.487179 -121.553917
[240,] -108.296083 -93.487179
[241,] -102.671083 -108.296083
[242,] -93.396083 -102.671083
[243,] -89.846083 -93.396083
[244,] -76.121083 -89.846083
[245,] -55.546083 -76.121083
[246,] -22.221083 -55.546083
[247,] -65.246083 -22.221083
[248,] -91.371083 -65.246083
[249,] -68.546083 -91.371083
[250,] -69.496083 -68.546083
[251,] -27.429346 -69.496083
[252,] -52.238249 -27.429346
[253,] -54.613249 -52.238249
[254,] -52.338249 -54.613249
[255,] -67.788249 -52.338249
[256,] -67.063249 -67.788249
[257,] -73.488249 -67.063249
[258,] -79.163249 -73.488249
[259,] -86.188249 -79.163249
[260,] -90.313249 -86.188249
[261,] -104.488249 -90.313249
[262,] -101.438249 -104.488249
[263,] -81.371512 -101.438249
[264,] -105.180415 -81.371512
[265,] -108.555415 -105.180415
[266,] -107.280415 -108.555415
[267,] -108.730415 -107.280415
[268,] -117.005415 -108.730415
[269,] -119.430415 -117.005415
[270,] -126.105415 -119.430415
[271,] -119.130415 -126.105415
[272,] -131.255415 -119.130415
[273,] -131.430415 -131.255415
[274,] -132.380415 -131.430415
[275,] -114.313678 -132.380415
[276,] -102.122581 -114.313678
[277,] -111.497581 -102.122581
[278,] -109.222581 -111.497581
[279,] -106.672581 -109.222581
[280,] -114.947581 -106.672581
[281,] -122.372581 -114.947581
[282,] -128.047581 -122.372581
[283,] -134.072581 -128.047581
[284,] -139.197581 -134.072581
[285,] -138.372581 -139.197581
[286,] -150.322581 -138.372581
[287,] -130.255844 -150.322581
[288,] -143.064748 -130.255844
[289,] -122.439748 -143.064748
[290,] -131.164748 -122.439748
[291,] -129.614748 -131.164748
[292,] -134.889748 -129.614748
[293,] -139.314748 -134.889748
[294,] -131.989748 -139.314748
[295,] -146.014748 -131.989748
[296,] -151.139748 -146.014748
[297,] -174.314748 -151.139748
[298,] -190.264748 -174.314748
[299,] -169.198010 -190.264748
[300,] -163.006914 -169.198010
[301,] -171.381914 -163.006914
[302,] -159.106914 -171.381914
[303,] -160.556914 -159.106914
[304,] -184.831914 -160.556914
[305,] -178.256914 -184.831914
[306,] -189.931914 -178.256914
[307,] -212.956914 -189.931914
[308,] -214.081914 -212.956914
[309,] -214.256914 -214.081914
[310,] -217.206914 -214.256914
[311,] -205.140176 -217.206914
[312,] -210.949080 -205.140176
[313,] -201.324080 -210.949080
[314,] -199.049080 -201.324080
[315,] -189.499080 -199.049080
[316,] -208.774080 -189.499080
[317,] -213.199080 -208.774080
[318,] -227.874080 -213.199080
[319,] -232.899080 -227.874080
[320,] -199.024080 -232.899080
[321,] -192.199080 -199.024080
[322,] -198.149080 -192.199080
[323,] -175.082342 -198.149080
[324,] -186.891246 -175.082342
[325,] -172.266246 -186.891246
[326,] -183.991246 -172.266246
[327,] -173.441246 -183.991246
[328,] -187.716246 -173.441246
[329,] -180.141246 -187.716246
[330,] -182.816246 -180.141246
[331,] -176.841246 -182.816246
[332,] -184.966246 -176.841246
[333,] -180.141246 -184.966246
[334,] -193.091246 -180.141246
[335,] -188.024508 -193.091246
[336,] -207.833412 -188.024508
[337,] -202.208412 -207.833412
[338,] -195.933412 -202.208412
[339,] -193.383412 -195.933412
[340,] -180.658412 -193.383412
[341,] -176.083412 -180.658412
[342,] -192.758412 -176.083412
[343,] -202.783412 -192.758412
[344,] -187.908412 -202.783412
[345,] -198.083412 -187.908412
[346,] -209.033412 -198.083412
[347,] -183.966675 -209.033412
[348,] -178.775578 -183.966675
[349,] -164.150578 -178.775578
[350,] -157.875578 -164.150578
[351,] -163.325578 -157.875578
[352,] -161.600578 -163.325578
[353,] -189.025578 -161.600578
[354,] -200.700578 -189.025578
[355,] -199.725578 -200.700578
[356,] -196.850578 -199.725578
[357,] -202.025578 -196.850578
[358,] -210.975578 -202.025578
[359,] -178.908841 -210.975578
[360,] -179.717744 -178.908841
[361,] -200.092744 -179.717744
[362,] -210.817744 -200.092744
[363,] -218.267744 -210.817744
[364,] -219.542744 -218.267744
[365,] -224.967744 -219.542744
[366,] -211.642744 -224.967744
[367,] -191.667744 -211.642744
[368,] -206.792744 -191.667744
[369,] -204.967744 -206.792744
[370,] -214.917744 -204.967744
[371,] -194.851007 -214.917744
[372,] -214.659910 -194.851007
[373,] -218.034910 -214.659910
[374,] -187.759910 -218.034910
[375,] -211.209910 -187.759910
[376,] -219.484910 -211.209910
[377,] -215.909910 -219.484910
[378,] -216.584910 -215.909910
[379,] -213.609910 -216.584910
[380,] -219.734910 -213.609910
[381,] -216.909910 -219.734910
[382,] -220.859910 -216.909910
[383,] -219.793173 -220.859910
[384,] -227.602076 -219.793173
[385,] -223.977076 -227.602076
[386,] -218.702076 -223.977076
[387,] -212.152076 -218.702076
[388,] -220.427076 -212.152076
[389,] -194.852076 -220.427076
[390,] -203.527076 -194.852076
[391,] -211.552076 -203.527076
[392,] -176.677076 -211.552076
[393,] -173.852076 -176.677076
[394,] -156.802076 -173.852076
[395,] -119.735339 -156.802076
[396,] -98.544243 -119.735339
[397,] -100.919243 -98.544243
[398,] -81.644243 -100.919243
[399,] -54.094243 -81.644243
[400,] -63.369243 -54.094243
[401,] -90.794243 -63.369243
[402,] -75.469243 -90.794243
[403,] -91.494243 -75.469243
[404,] -111.619243 -91.494243
[405,] -108.794243 -111.619243
[406,] -103.744243 -108.794243
[407,] -90.677505 -103.744243
[408,] -80.486409 -90.677505
[409,] -78.861409 -80.486409
[410,] -80.586409 -78.861409
[411,] -84.036409 -80.586409
[412,] -96.311409 -84.036409
[413,] -103.736409 -96.311409
[414,] -100.411409 -103.736409
[415,] -100.436409 -100.411409
[416,] -77.561409 -100.436409
[417,] -50.736409 -77.561409
[418,] -72.686409 -50.736409
[419,] -14.619671 -72.686409
[420,] 27.571425 -14.619671
[421,] 43.196425 27.571425
[422,] -3.528575 43.196425
[423,] -35.978575 -3.528575
[424,] -31.253575 -35.978575
[425,] -10.678575 -31.253575
[426,] -13.353575 -10.678575
[427,] -42.378575 -13.353575
[428,] 15.496425 -42.378575
[429,] -35.678575 15.496425
[430,] 20.371425 -35.678575
[431,] 26.438163 20.371425
[432,] 106.629259 26.438163
[433,] 138.254259 106.629259
[434,] 82.529259 138.254259
[435,] 57.079259 82.529259
[436,] 72.804259 57.079259
[437,] 50.379259 72.804259
[438,] 45.704259 50.379259
[439,] 42.679259 45.704259
[440,] 51.554259 42.679259
[441,] 78.379259 51.554259
[442,] 146.429259 78.379259
[443,] 143.495997 146.429259
[444,] 149.687093 143.495997
[445,] 185.312093 149.687093
[446,] 201.587093 185.312093
[447,] 262.137093 201.587093
[448,] 352.862093 262.137093
[449,] 385.437093 352.862093
[450,] 265.762093 385.437093
[451,] 341.737093 265.762093
[452,] 312.612093 341.737093
[453,] 327.437093 312.612093
[454,] 411.487093 327.437093
[455,] 418.553830 411.487093
[456,] 326.744927 418.553830
[457,] 380.369927 326.744927
[458,] 376.644927 380.369927
[459,] 395.194927 376.644927
[460,] 422.919927 395.194927
[461,] 392.494927 422.919927
[462,] 486.819927 392.494927
[463,] 606.794927 486.819927
[464,] 547.669927 606.794927
[465,] 578.494927 547.669927
[466,] 630.544927 578.494927
[467,] 534.611664 630.544927
[468,] 675.802761 534.611664
[469,] 666.427761 675.802761
[470,] 595.702761 666.427761
[471,] 593.252761 595.702761
[472,] 598.977761 593.252761
[473,] 599.552761 598.977761
[474,] 655.877761 599.552761
[475,] 639.852761 655.877761
[476,] 705.727761 639.852761
[477,] 655.552761 705.727761
[478,] 645.602761 655.552761
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -25.827761 -32.452761
2 -17.552761 -25.827761
3 -19.002761 -17.552761
4 -13.277761 -19.002761
5 -9.702761 -13.277761
6 -14.377761 -9.702761
7 -28.402761 -14.377761
8 -36.527761 -28.402761
9 -34.702761 -36.527761
10 -39.652761 -34.702761
11 -10.586023 -39.652761
12 -5.394927 -10.586023
13 11.230073 -5.394927
14 16.505073 11.230073
15 11.055073 16.505073
16 -1.219927 11.055073
17 -7.644927 -1.219927
18 -1.319927 -7.644927
19 -6.344927 -1.319927
20 -16.469927 -6.344927
21 -4.644927 -16.469927
22 -5.594927 -4.644927
23 14.471811 -5.594927
24 -4.337093 14.471811
25 -3.712093 -4.337093
26 -0.437093 -3.712093
27 -8.887093 -0.437093
28 -16.162093 -8.887093
29 -14.587093 -16.162093
30 -10.262093 -14.587093
31 -20.287093 -10.262093
32 -35.412093 -20.287093
33 -33.587093 -35.412093
34 -45.537093 -33.587093
35 -21.470356 -45.537093
36 -38.279259 -21.470356
37 -34.654259 -38.279259
38 -28.379259 -34.654259
39 -29.829259 -28.379259
40 -38.104259 -29.829259
41 -39.529259 -38.104259
42 -47.204259 -39.529259
43 -60.229259 -47.204259
44 -58.354259 -60.229259
45 -50.529259 -58.354259
46 -55.479259 -50.529259
47 -31.412522 -55.479259
48 -43.221425 -31.412522
49 -36.596425 -43.221425
50 -27.321425 -36.596425
51 -30.771425 -27.321425
52 -40.046425 -30.771425
53 -39.471425 -40.046425
54 -38.146425 -39.471425
55 -43.171425 -38.146425
56 -43.296425 -43.171425
57 -36.471425 -43.296425
58 -48.421425 -36.471425
59 -26.354688 -48.421425
60 -31.163591 -26.354688
61 -28.538591 -31.163591
62 -25.263591 -28.538591
63 -33.713591 -25.263591
64 -29.988591 -33.713591
65 -32.413591 -29.988591
66 -24.088591 -32.413591
67 -28.113591 -24.088591
68 -30.238591 -28.113591
69 -22.413591 -30.238591
70 -51.363591 -22.413591
71 -14.296854 -51.363591
72 -18.105757 -14.296854
73 -8.480757 -18.105757
74 -11.205757 -8.480757
75 -8.655757 -11.205757
76 4.069243 -8.655757
77 1.644243 4.069243
78 11.969243 1.644243
79 14.944243 11.969243
80 51.819243 14.944243
81 52.644243 51.819243
82 56.694243 52.644243
83 132.760980 56.694243
84 206.952076 132.760980
85 202.577076 206.952076
86 147.852076 202.577076
87 140.402076 147.852076
88 140.127076 140.402076
89 210.702076 140.127076
90 189.027076 210.702076
91 197.002076 189.027076
92 216.877076 197.002076
93 211.702076 216.877076
94 203.752076 211.702076
95 210.818814 203.752076
96 170.009910 210.818814
97 164.634910 170.009910
98 185.909910 164.634910
99 178.459910 185.909910
100 188.184910 178.459910
101 155.759910 188.184910
102 149.084910 155.759910
103 158.059910 149.084910
104 138.934910 158.059910
105 138.759910 138.934910
106 114.809910 138.759910
107 130.876648 114.809910
108 120.067744 130.876648
109 100.692744 120.067744
110 81.967744 100.692744
111 112.517744 81.967744
112 72.242744 112.517744
113 88.817744 72.242744
114 102.142744 88.817744
115 168.117744 102.142744
116 156.992744 168.117744
117 193.817744 156.992744
118 189.867744 193.817744
119 218.934482 189.867744
120 263.125578 218.934482
121 170.750578 263.125578
122 192.025578 170.750578
123 209.575578 192.025578
124 219.300578 209.575578
125 204.875578 219.300578
126 229.200578 204.875578
127 218.175578 229.200578
128 200.050578 218.175578
129 177.875578 200.050578
130 202.925578 177.875578
131 205.992316 202.925578
132 198.183412 205.992316
133 190.808412 198.183412
134 187.083412 190.808412
135 188.633412 187.083412
136 194.358412 188.633412
137 189.933412 194.358412
138 170.258412 189.933412
139 169.233412 170.258412
140 180.108412 169.233412
141 167.933412 180.108412
142 160.983412 167.933412
143 161.050149 160.983412
144 150.241246 161.050149
145 146.866246 150.241246
146 177.141246 146.866246
147 166.691246 177.141246
148 145.416246 166.691246
149 147.991246 145.416246
150 136.316246 147.991246
151 135.291246 136.316246
152 105.166246 135.291246
153 98.991246 105.166246
154 76.041246 98.991246
155 92.107983 76.041246
156 96.299080 92.107983
157 60.924080 96.299080
158 84.199080 60.924080
159 63.749080 84.199080
160 78.474080 63.749080
161 64.049080 78.474080
162 59.374080 64.049080
163 69.349080 59.374080
164 98.224080 69.349080
165 87.049080 98.224080
166 53.099080 87.049080
167 67.165817 53.099080
168 52.356914 67.165817
169 54.981914 52.356914
170 68.256914 54.981914
171 90.806914 68.256914
172 88.531914 90.806914
173 86.106914 88.531914
174 104.431914 86.106914
175 79.406914 104.431914
176 84.281914 79.406914
177 74.106914 84.281914
178 64.156914 74.106914
179 66.223651 64.156914
180 55.414748 66.223651
181 32.039748 55.414748
182 54.314748 32.039748
183 49.864748 54.314748
184 58.589748 49.864748
185 62.164748 58.589748
186 72.489748 62.164748
187 59.464748 72.489748
188 26.339748 59.464748
189 25.164748 26.339748
190 14.214748 25.164748
191 32.281485 14.214748
192 23.472581 32.281485
193 9.097581 23.472581
194 20.372581 9.097581
195 10.922581 20.372581
196 7.647581 10.922581
197 14.222581 7.647581
198 -6.452419 14.222581
199 -6.477419 -6.452419
200 -18.602419 -6.477419
201 -12.777419 -18.602419
202 -4.727419 -12.777419
203 -4.660681 -4.727419
204 -6.469585 -4.660681
205 -11.844585 -6.469585
206 -39.569585 -11.844585
207 -45.019585 -39.569585
208 -52.294585 -45.019585
209 -65.719585 -52.294585
210 -64.394585 -65.719585
211 -61.419585 -64.394585
212 -53.544585 -61.419585
213 -79.719585 -53.544585
214 -87.669585 -79.719585
215 -64.602847 -87.669585
216 -91.411751 -64.602847
217 -86.786751 -91.411751
218 -58.511751 -86.786751
219 -57.961751 -58.511751
220 -58.236751 -57.961751
221 -38.661751 -58.236751
222 -54.336751 -38.661751
223 -73.361751 -54.336751
224 -86.486751 -73.361751
225 -80.661751 -86.486751
226 -89.611751 -80.661751
227 -95.545013 -89.611751
228 -92.353917 -95.545013
229 -88.728917 -92.353917
230 -91.453917 -88.728917
231 -97.903917 -91.453917
232 -111.178917 -97.903917
233 -118.603917 -111.178917
234 -115.278917 -118.603917
235 -145.303917 -115.278917
236 -134.428917 -145.303917
237 -117.603917 -134.428917
238 -121.553917 -117.603917
239 -93.487179 -121.553917
240 -108.296083 -93.487179
241 -102.671083 -108.296083
242 -93.396083 -102.671083
243 -89.846083 -93.396083
244 -76.121083 -89.846083
245 -55.546083 -76.121083
246 -22.221083 -55.546083
247 -65.246083 -22.221083
248 -91.371083 -65.246083
249 -68.546083 -91.371083
250 -69.496083 -68.546083
251 -27.429346 -69.496083
252 -52.238249 -27.429346
253 -54.613249 -52.238249
254 -52.338249 -54.613249
255 -67.788249 -52.338249
256 -67.063249 -67.788249
257 -73.488249 -67.063249
258 -79.163249 -73.488249
259 -86.188249 -79.163249
260 -90.313249 -86.188249
261 -104.488249 -90.313249
262 -101.438249 -104.488249
263 -81.371512 -101.438249
264 -105.180415 -81.371512
265 -108.555415 -105.180415
266 -107.280415 -108.555415
267 -108.730415 -107.280415
268 -117.005415 -108.730415
269 -119.430415 -117.005415
270 -126.105415 -119.430415
271 -119.130415 -126.105415
272 -131.255415 -119.130415
273 -131.430415 -131.255415
274 -132.380415 -131.430415
275 -114.313678 -132.380415
276 -102.122581 -114.313678
277 -111.497581 -102.122581
278 -109.222581 -111.497581
279 -106.672581 -109.222581
280 -114.947581 -106.672581
281 -122.372581 -114.947581
282 -128.047581 -122.372581
283 -134.072581 -128.047581
284 -139.197581 -134.072581
285 -138.372581 -139.197581
286 -150.322581 -138.372581
287 -130.255844 -150.322581
288 -143.064748 -130.255844
289 -122.439748 -143.064748
290 -131.164748 -122.439748
291 -129.614748 -131.164748
292 -134.889748 -129.614748
293 -139.314748 -134.889748
294 -131.989748 -139.314748
295 -146.014748 -131.989748
296 -151.139748 -146.014748
297 -174.314748 -151.139748
298 -190.264748 -174.314748
299 -169.198010 -190.264748
300 -163.006914 -169.198010
301 -171.381914 -163.006914
302 -159.106914 -171.381914
303 -160.556914 -159.106914
304 -184.831914 -160.556914
305 -178.256914 -184.831914
306 -189.931914 -178.256914
307 -212.956914 -189.931914
308 -214.081914 -212.956914
309 -214.256914 -214.081914
310 -217.206914 -214.256914
311 -205.140176 -217.206914
312 -210.949080 -205.140176
313 -201.324080 -210.949080
314 -199.049080 -201.324080
315 -189.499080 -199.049080
316 -208.774080 -189.499080
317 -213.199080 -208.774080
318 -227.874080 -213.199080
319 -232.899080 -227.874080
320 -199.024080 -232.899080
321 -192.199080 -199.024080
322 -198.149080 -192.199080
323 -175.082342 -198.149080
324 -186.891246 -175.082342
325 -172.266246 -186.891246
326 -183.991246 -172.266246
327 -173.441246 -183.991246
328 -187.716246 -173.441246
329 -180.141246 -187.716246
330 -182.816246 -180.141246
331 -176.841246 -182.816246
332 -184.966246 -176.841246
333 -180.141246 -184.966246
334 -193.091246 -180.141246
335 -188.024508 -193.091246
336 -207.833412 -188.024508
337 -202.208412 -207.833412
338 -195.933412 -202.208412
339 -193.383412 -195.933412
340 -180.658412 -193.383412
341 -176.083412 -180.658412
342 -192.758412 -176.083412
343 -202.783412 -192.758412
344 -187.908412 -202.783412
345 -198.083412 -187.908412
346 -209.033412 -198.083412
347 -183.966675 -209.033412
348 -178.775578 -183.966675
349 -164.150578 -178.775578
350 -157.875578 -164.150578
351 -163.325578 -157.875578
352 -161.600578 -163.325578
353 -189.025578 -161.600578
354 -200.700578 -189.025578
355 -199.725578 -200.700578
356 -196.850578 -199.725578
357 -202.025578 -196.850578
358 -210.975578 -202.025578
359 -178.908841 -210.975578
360 -179.717744 -178.908841
361 -200.092744 -179.717744
362 -210.817744 -200.092744
363 -218.267744 -210.817744
364 -219.542744 -218.267744
365 -224.967744 -219.542744
366 -211.642744 -224.967744
367 -191.667744 -211.642744
368 -206.792744 -191.667744
369 -204.967744 -206.792744
370 -214.917744 -204.967744
371 -194.851007 -214.917744
372 -214.659910 -194.851007
373 -218.034910 -214.659910
374 -187.759910 -218.034910
375 -211.209910 -187.759910
376 -219.484910 -211.209910
377 -215.909910 -219.484910
378 -216.584910 -215.909910
379 -213.609910 -216.584910
380 -219.734910 -213.609910
381 -216.909910 -219.734910
382 -220.859910 -216.909910
383 -219.793173 -220.859910
384 -227.602076 -219.793173
385 -223.977076 -227.602076
386 -218.702076 -223.977076
387 -212.152076 -218.702076
388 -220.427076 -212.152076
389 -194.852076 -220.427076
390 -203.527076 -194.852076
391 -211.552076 -203.527076
392 -176.677076 -211.552076
393 -173.852076 -176.677076
394 -156.802076 -173.852076
395 -119.735339 -156.802076
396 -98.544243 -119.735339
397 -100.919243 -98.544243
398 -81.644243 -100.919243
399 -54.094243 -81.644243
400 -63.369243 -54.094243
401 -90.794243 -63.369243
402 -75.469243 -90.794243
403 -91.494243 -75.469243
404 -111.619243 -91.494243
405 -108.794243 -111.619243
406 -103.744243 -108.794243
407 -90.677505 -103.744243
408 -80.486409 -90.677505
409 -78.861409 -80.486409
410 -80.586409 -78.861409
411 -84.036409 -80.586409
412 -96.311409 -84.036409
413 -103.736409 -96.311409
414 -100.411409 -103.736409
415 -100.436409 -100.411409
416 -77.561409 -100.436409
417 -50.736409 -77.561409
418 -72.686409 -50.736409
419 -14.619671 -72.686409
420 27.571425 -14.619671
421 43.196425 27.571425
422 -3.528575 43.196425
423 -35.978575 -3.528575
424 -31.253575 -35.978575
425 -10.678575 -31.253575
426 -13.353575 -10.678575
427 -42.378575 -13.353575
428 15.496425 -42.378575
429 -35.678575 15.496425
430 20.371425 -35.678575
431 26.438163 20.371425
432 106.629259 26.438163
433 138.254259 106.629259
434 82.529259 138.254259
435 57.079259 82.529259
436 72.804259 57.079259
437 50.379259 72.804259
438 45.704259 50.379259
439 42.679259 45.704259
440 51.554259 42.679259
441 78.379259 51.554259
442 146.429259 78.379259
443 143.495997 146.429259
444 149.687093 143.495997
445 185.312093 149.687093
446 201.587093 185.312093
447 262.137093 201.587093
448 352.862093 262.137093
449 385.437093 352.862093
450 265.762093 385.437093
451 341.737093 265.762093
452 312.612093 341.737093
453 327.437093 312.612093
454 411.487093 327.437093
455 418.553830 411.487093
456 326.744927 418.553830
457 380.369927 326.744927
458 376.644927 380.369927
459 395.194927 376.644927
460 422.919927 395.194927
461 392.494927 422.919927
462 486.819927 392.494927
463 606.794927 486.819927
464 547.669927 606.794927
465 578.494927 547.669927
466 630.544927 578.494927
467 534.611664 630.544927
468 675.802761 534.611664
469 666.427761 675.802761
470 595.702761 666.427761
471 593.252761 595.702761
472 598.977761 593.252761
473 599.552761 598.977761
474 655.877761 599.552761
475 639.852761 655.877761
476 705.727761 639.852761
477 655.552761 705.727761
478 645.602761 655.552761
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/7mg7m1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/8kb181356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/93bpy1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/fisher/rcomp/tmp/10emya1356128726.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/11yyfo1356128726.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/12g6ak1356128726.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/130lta1356128726.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/149a3h1356128726.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/fisher/rcomp/tmp/15hb2t1356128726.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/fisher/rcomp/tmp/16zyoj1356128726.tab")
+ }
>
> try(system("convert tmp/14hv91356128726.ps tmp/14hv91356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/2wjgi1356128726.ps tmp/2wjgi1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/3i9mk1356128726.ps tmp/3i9mk1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/4eutb1356128726.ps tmp/4eutb1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/5164n1356128726.ps tmp/5164n1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/678da1356128726.ps tmp/678da1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/7mg7m1356128726.ps tmp/7mg7m1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/8kb181356128726.ps tmp/8kb181356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/93bpy1356128726.ps tmp/93bpy1356128726.png",intern=TRUE))
character(0)
> try(system("convert tmp/10emya1356128726.ps tmp/10emya1356128726.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
19.347 1.860 21.214