R version 2.15.1 (2012-06-22) -- "Roasted Marshmallows" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(32 + ,33 + ,16 + ,11 + ,18 + ,7 + ,66 + ,31 + ,31 + ,16 + ,12 + ,11 + ,14 + ,68 + ,39 + ,38 + ,19 + ,13 + ,14 + ,12 + ,54 + ,37 + ,39 + ,16 + ,11 + ,12 + ,14 + ,56 + ,39 + ,32 + ,17 + ,9 + ,17 + ,11 + ,86 + ,41 + ,32 + ,17 + ,13 + ,9 + ,9 + ,80 + ,36 + ,35 + ,16 + ,10 + ,16 + ,11 + ,76 + ,33 + ,37 + ,15 + ,14 + ,14 + ,15 + ,69 + ,33 + ,33 + ,16 + ,12 + ,15 + ,14 + ,78 + ,34 + ,33 + ,14 + ,10 + ,11 + ,13 + ,67 + ,31 + ,28 + ,15 + ,12 + ,16 + ,9 + ,80 + ,27 + ,32 + ,12 + ,8 + ,13 + ,15 + ,54 + ,37 + ,31 + ,14 + ,10 + ,17 + ,10 + ,71 + ,34 + ,37 + ,16 + ,12 + ,15 + ,11 + ,84 + ,34 + ,30 + ,14 + ,12 + ,14 + ,13 + ,74 + ,32 + ,33 + ,7 + ,7 + ,16 + ,8 + ,71 + ,29 + ,31 + ,10 + ,6 + ,9 + ,20 + ,63 + ,36 + ,33 + ,14 + ,12 + ,15 + ,12 + ,71 + ,29 + ,31 + ,16 + ,10 + ,17 + ,10 + ,76 + ,35 + ,33 + ,16 + ,10 + ,13 + ,10 + ,69 + ,37 + ,32 + ,16 + ,10 + ,15 + ,9 + ,74 + ,34 + ,33 + ,14 + ,12 + ,16 + ,14 + ,75 + ,38 + ,32 + ,20 + ,15 + ,16 + ,8 + ,54 + ,35 + 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,37 + ,32 + ,18 + ,13 + ,16 + ,10 + ,86 + ,33 + ,40 + ,14 + ,13 + ,14 + ,14 + ,54 + ,34 + ,40 + ,14 + ,8 + ,14 + ,13 + ,70 + ,33 + ,35 + ,13 + ,11 + ,14 + ,9 + ,69 + ,38 + ,36 + ,16 + ,12 + ,14 + ,15 + ,90 + ,33 + ,37 + ,13 + ,11 + ,12 + ,15 + ,54 + ,31 + ,27 + ,16 + ,13 + ,14 + ,14 + ,76 + ,38 + ,39 + ,13 + ,12 + ,15 + ,11 + ,89 + ,37 + ,38 + ,16 + ,14 + ,15 + ,8 + ,76 + ,33 + ,31 + ,15 + ,13 + ,15 + ,11 + ,73 + ,31 + ,33 + ,16 + ,15 + ,13 + ,11 + ,79 + ,39 + ,32 + ,15 + ,10 + ,17 + ,8 + ,90 + ,44 + ,39 + ,17 + ,11 + ,17 + ,10 + ,74 + ,33 + ,36 + ,15 + ,9 + ,19 + ,11 + ,81 + ,35 + ,33 + ,12 + ,11 + ,15 + ,13 + ,72 + ,32 + ,33 + ,16 + ,10 + ,13 + ,11 + ,71 + ,28 + ,32 + ,10 + ,11 + ,9 + ,20 + ,66 + ,40 + ,37 + ,16 + ,8 + ,15 + ,10 + ,77 + ,27 + ,30 + ,12 + ,11 + ,15 + ,15 + ,65 + ,37 + ,38 + ,14 + ,12 + ,15 + ,12 + ,74 + ,32 + ,29 + ,15 + ,12 + ,16 + ,14 + ,82 + ,28 + ,22 + ,13 + ,9 + ,11 + ,23 + ,54 + ,34 + ,35 + ,15 + ,11 + ,14 + ,14 + ,63 + ,30 + ,35 + ,11 + ,10 + ,11 + ,16 + ,54 + ,35 + ,34 + ,12 + ,8 + ,15 + ,11 + ,64 + ,31 + ,35 + ,8 + ,9 + ,13 + ,12 + ,69 + ,32 + ,34 + ,16 + ,8 + ,15 + ,10 + ,54 + ,30 + ,34 + ,15 + ,9 + ,16 + ,14 + ,84 + ,30 + ,35 + ,17 + ,15 + ,14 + ,12 + ,86 + ,31 + ,23 + ,16 + ,11 + ,15 + ,12 + ,77 + ,40 + ,31 + ,10 + ,8 + ,16 + ,11 + ,89 + ,32 + ,27 + ,18 + ,13 + ,16 + ,12 + ,76 + ,36 + ,36 + ,13 + ,12 + ,11 + ,13 + ,60 + ,32 + ,31 + ,16 + ,12 + ,12 + ,11 + ,75 + ,35 + ,32 + ,13 + ,9 + ,9 + ,19 + ,73 + ,38 + ,39 + ,10 + ,7 + ,16 + ,12 + ,85 + ,42 + ,37 + ,15 + ,13 + ,13 + ,17 + ,79 + ,34 + ,38 + ,16 + ,9 + ,16 + ,9 + ,71 + ,35 + ,39 + ,16 + ,6 + ,12 + ,12 + ,72 + ,35 + ,34 + ,14 + ,8 + ,9 + ,19 + ,69 + ,33 + ,31 + ,10 + ,8 + ,13 + ,18 + ,78 + ,36 + ,32 + ,17 + ,15 + ,13 + ,15 + ,54 + ,32 + ,37 + ,13 + ,6 + ,14 + ,14 + ,69 + ,33 + ,36 + ,15 + ,9 + ,19 + ,11 + ,81 + ,34 + ,32 + ,16 + ,11 + ,13 + ,9 + ,84 + ,32 + ,35 + ,12 + ,8 + ,12 + ,18 + ,84 + ,34 + ,36 + ,13 + ,8 + ,13 + ,16 + ,69) + ,dim=c(7 + ,142) + ,dimnames=list(c('Connected' + ,'Separate' + ,'Learning' + ,'Software' + ,'Happiness' + ,'Depression' + ,'Belonging') + ,1:142)) > y <- array(NA,dim=c(7,142),dimnames=list(c('Connected','Separate','Learning','Software','Happiness','Depression','Belonging'),1:142)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '3' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '3' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > 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 Learning Connected Separate Software Happiness Depression Belonging 1 16 32 33 11 18 7 66 2 16 31 31 12 11 14 68 3 19 39 38 13 14 12 54 4 16 37 39 11 12 14 56 5 17 39 32 9 17 11 86 6 17 41 32 13 9 9 80 7 16 36 35 10 16 11 76 8 15 33 37 14 14 15 69 9 16 33 33 12 15 14 78 10 14 34 33 10 11 13 67 11 15 31 28 12 16 9 80 12 12 27 32 8 13 15 54 13 14 37 31 10 17 10 71 14 16 34 37 12 15 11 84 15 14 34 30 12 14 13 74 16 7 32 33 7 16 8 71 17 10 29 31 6 9 20 63 18 14 36 33 12 15 12 71 19 16 29 31 10 17 10 76 20 16 35 33 10 13 10 69 21 16 37 32 10 15 9 74 22 14 34 33 12 16 14 75 23 20 38 32 15 16 8 54 24 14 35 33 10 12 14 52 25 14 38 28 10 12 11 69 26 11 37 35 12 11 13 68 27 14 38 39 13 15 9 65 28 15 33 34 11 15 11 75 29 16 36 38 11 17 15 74 30 14 38 32 12 13 11 75 31 16 32 38 14 16 10 72 32 14 32 30 10 14 14 67 33 12 32 33 12 11 18 63 34 16 34 38 13 12 14 62 35 9 32 32 5 12 11 63 36 14 37 32 6 15 12 76 37 16 39 34 12 16 13 74 38 16 29 34 12 15 9 67 39 15 37 36 11 12 10 73 40 16 35 34 10 12 15 70 41 12 30 28 7 8 20 53 42 16 38 34 12 13 12 77 43 16 34 35 14 11 12 77 44 14 31 35 11 14 14 52 45 16 34 31 12 15 13 54 46 17 35 37 13 10 11 80 47 18 36 35 14 11 17 66 48 18 30 27 11 12 12 73 49 12 39 40 12 15 13 63 50 16 35 37 12 15 14 69 51 10 38 36 8 14 13 67 52 14 31 38 11 16 15 54 53 18 34 39 14 15 13 81 54 18 38 41 14 15 10 69 55 16 34 27 12 13 11 84 56 17 39 30 9 12 19 80 57 16 37 37 13 17 13 70 58 16 34 31 11 13 17 69 59 13 28 31 12 15 13 77 60 16 37 27 12 13 9 54 61 16 33 36 12 15 11 79 62 20 37 38 12 16 10 30 63 16 35 37 12 15 9 71 64 15 37 33 12 16 12 73 65 15 32 34 11 15 12 72 66 16 33 31 10 14 13 77 67 14 38 39 9 15 13 75 68 16 33 34 12 14 12 69 69 16 29 32 12 13 15 54 70 15 33 33 12 7 22 70 71 12 31 36 9 17 13 73 72 17 36 32 15 13 15 54 73 16 35 41 12 15 13 77 74 15 32 28 12 14 15 82 75 13 29 30 12 13 10 80 76 16 39 36 10 16 11 80 77 16 37 35 13 12 16 69 78 16 35 31 9 14 11 78 79 16 37 34 12 17 11 81 80 14 32 36 10 15 10 76 81 16 38 36 14 17 10 76 82 16 37 35 11 12 16 73 83 20 36 37 15 16 12 85 84 15 32 28 11 11 11 66 85 16 33 39 11 15 16 79 86 13 40 32 12 9 19 68 87 17 38 35 12 16 11 76 88 16 41 39 12 15 16 71 89 16 36 35 11 10 15 54 90 12 43 42 7 10 24 46 91 16 30 34 12 15 14 82 92 16 31 33 14 11 15 74 93 17 32 41 11 13 11 88 94 13 32 33 11 14 15 38 95 12 37 34 10 18 12 76 96 18 37 32 13 16 10 86 97 14 33 40 13 14 14 54 98 14 34 40 8 14 13 70 99 13 33 35 11 14 9 69 100 16 38 36 12 14 15 90 101 13 33 37 11 12 15 54 102 16 31 27 13 14 14 76 103 13 38 39 12 15 11 89 104 16 37 38 14 15 8 76 105 15 33 31 13 15 11 73 106 16 31 33 15 13 11 79 107 15 39 32 10 17 8 90 108 17 44 39 11 17 10 74 109 15 33 36 9 19 11 81 110 12 35 33 11 15 13 72 111 16 32 33 10 13 11 71 112 10 28 32 11 9 20 66 113 16 40 37 8 15 10 77 114 12 27 30 11 15 15 65 115 14 37 38 12 15 12 74 116 15 32 29 12 16 14 82 117 13 28 22 9 11 23 54 118 15 34 35 11 14 14 63 119 11 30 35 10 11 16 54 120 12 35 34 8 15 11 64 121 8 31 35 9 13 12 69 122 16 32 34 8 15 10 54 123 15 30 34 9 16 14 84 124 17 30 35 15 14 12 86 125 16 31 23 11 15 12 77 126 10 40 31 8 16 11 89 127 18 32 27 13 16 12 76 128 13 36 36 12 11 13 60 129 16 32 31 12 12 11 75 130 13 35 32 9 9 19 73 131 10 38 39 7 16 12 85 132 15 42 37 13 13 17 79 133 16 34 38 9 16 9 71 134 16 35 39 6 12 12 72 135 14 35 34 8 9 19 69 136 10 33 31 8 13 18 78 137 17 36 32 15 13 15 54 138 13 32 37 6 14 14 69 139 15 33 36 9 19 11 81 140 16 34 32 11 13 9 84 141 12 32 35 8 12 18 84 142 13 34 36 8 13 16 69 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Connected Separate Software Happiness Depression 5.760262 0.107710 -0.028163 0.580006 0.068685 -0.088577 Belonging 0.001572 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.8396 -1.1478 0.2223 1.1245 4.2138 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.760262 2.757791 2.089 0.0386 * Connected 0.107710 0.049482 2.177 0.0312 * Separate -0.028163 0.046263 -0.609 0.5437 Software 0.580006 0.073399 7.902 8.6e-13 *** Happiness 0.068685 0.084553 0.812 0.4180 Depression -0.088577 0.061553 -1.439 0.1525 Belonging 0.001572 0.015387 0.102 0.9188 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.814 on 135 degrees of freedom Multiple R-squared: 0.3907, Adjusted R-squared: 0.3636 F-statistic: 14.43 on 6 and 135 DF, p-value: 1.143e-12 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.097203268 0.19440654 0.9027967 [2,] 0.076726994 0.15345399 0.9232730 [3,] 0.049803533 0.09960707 0.9501965 [4,] 0.243852921 0.48770584 0.7561471 [5,] 0.154774175 0.30954835 0.8452258 [6,] 0.129555010 0.25911002 0.8704450 [7,] 0.751928442 0.49614312 0.2480716 [8,] 0.671746884 0.65650623 0.3282531 [9,] 0.722867575 0.55426485 0.2771324 [10,] 0.804619234 0.39076153 0.1953808 [11,] 0.798515300 0.40296940 0.2014847 [12,] 0.756025968 0.48794806 0.2439740 [13,] 0.752185976 0.49562805 0.2478140 [14,] 0.706780035 0.58643993 0.2932200 [15,] 0.645867649 0.70826470 0.3541324 [16,] 0.590879254 0.81824149 0.4091207 [17,] 0.864165447 0.27166911 0.1358346 [18,] 0.894827236 0.21034553 0.1051728 [19,] 0.863556518 0.27288696 0.1364435 [20,] 0.831170212 0.33765958 0.1688298 [21,] 0.829155699 0.34168860 0.1708443 [22,] 0.787195494 0.42560901 0.2128045 [23,] 0.738703460 0.52259308 0.2612965 [24,] 0.768839054 0.46232189 0.2311609 [25,] 0.728111120 0.54377776 0.2718889 [26,] 0.710316075 0.57936785 0.2896839 [27,] 0.698530881 0.60293824 0.3014691 [28,] 0.652468911 0.69506218 0.3475311 [29,] 0.625683561 0.74863288 0.3743164 [30,] 0.573580536 0.85283893 0.4264195 [31,] 0.596845396 0.80630921 0.4031546 [32,] 0.562069774 0.87586045 0.4379302 [33,] 0.506824419 0.98635116 0.4931756 [34,] 0.453594055 0.90718811 0.5464059 [35,] 0.400434455 0.80086891 0.5995655 [36,] 0.349162737 0.69832547 0.6508373 [37,] 0.338596689 0.67719338 0.6614033 [38,] 0.327678489 0.65535698 0.6723215 [39,] 0.469211099 0.93842220 0.5307889 [40,] 0.609240248 0.78151950 0.3907598 [41,] 0.565764314 0.86847137 0.4342357 [42,] 0.647295085 0.70540983 0.3527049 [43,] 0.598431528 0.80313694 0.4015685 [44,] 0.583838051 0.83232390 0.4161619 [45,] 0.555708829 0.88858234 0.4442912 [46,] 0.507710572 0.98457886 0.4922894 [47,] 0.597974849 0.80405030 0.4020252 [48,] 0.551535985 0.89692803 0.4484640 [49,] 0.526444390 0.94711122 0.4735556 [50,] 0.547696544 0.90460691 0.4523035 [51,] 0.497965123 0.99593025 0.5020349 [52,] 0.453081371 0.90616274 0.5469186 [53,] 0.669752127 0.66049575 0.3302479 [54,] 0.625729085 0.74854183 0.3742709 [55,] 0.593714718 0.81257056 0.4062853 [56,] 0.546091961 0.90781608 0.4539080 [57,] 0.544875790 0.91024842 0.4551242 [58,] 0.496828927 0.99365785 0.5031711 [59,] 0.453723746 0.90744749 0.5462763 [60,] 0.431190058 0.86238012 0.5688099 [61,] 0.394671336 0.78934267 0.6053287 [62,] 0.371539631 0.74307926 0.6284604 [63,] 0.343769174 0.68753835 0.6562308 [64,] 0.307912577 0.61582515 0.6920874 [65,] 0.269003170 0.53800634 0.7309968 [66,] 0.281568312 0.56313662 0.7184317 [67,] 0.254475808 0.50895162 0.7455242 [68,] 0.220200037 0.44040007 0.7798000 [69,] 0.229655062 0.45931012 0.7703449 [70,] 0.193857026 0.38771405 0.8061430 [71,] 0.163073881 0.32614776 0.8369261 [72,] 0.148057880 0.29611576 0.8519421 [73,] 0.136417052 0.27283410 0.8635829 [74,] 0.171027360 0.34205472 0.8289726 [75,] 0.141635789 0.28327158 0.8583642 [76,] 0.139896208 0.27979242 0.8601038 [77,] 0.153784143 0.30756829 0.8462159 [78,] 0.136009327 0.27201865 0.8639907 [79,] 0.118106580 0.23621316 0.8818934 [80,] 0.114803763 0.22960753 0.8851962 [81,] 0.104125210 0.20825042 0.8958748 [82,] 0.090621922 0.18124384 0.9093781 [83,] 0.073308350 0.14661670 0.9266916 [84,] 0.093434282 0.18686856 0.9065657 [85,] 0.079995531 0.15999106 0.9200045 [86,] 0.106266558 0.21253312 0.8937334 [87,] 0.098924954 0.19784991 0.9010750 [88,] 0.085077291 0.17015458 0.9149227 [89,] 0.073935921 0.14787184 0.9260641 [90,] 0.076663846 0.15332769 0.9233362 [91,] 0.070793456 0.14158691 0.9292065 [92,] 0.058295314 0.11659063 0.9417047 [93,] 0.045577612 0.09115522 0.9544224 [94,] 0.053179158 0.10635832 0.9468208 [95,] 0.042510044 0.08502009 0.9574900 [96,] 0.034330247 0.06866049 0.9656698 [97,] 0.025882645 0.05176529 0.9741174 [98,] 0.018993334 0.03798667 0.9810067 [99,] 0.015442880 0.03088576 0.9845571 [100,] 0.011860658 0.02372132 0.9881393 [101,] 0.017105312 0.03421062 0.9828947 [102,] 0.015146275 0.03029255 0.9848537 [103,] 0.023557306 0.04711461 0.9764427 [104,] 0.027395120 0.05479024 0.9726049 [105,] 0.035640259 0.07128052 0.9643597 [106,] 0.028370385 0.05674077 0.9716296 [107,] 0.019423294 0.03884659 0.9805767 [108,] 0.013083901 0.02616780 0.9869161 [109,] 0.008530006 0.01706001 0.9914700 [110,] 0.015965607 0.03193121 0.9840344 [111,] 0.013606638 0.02721328 0.9863934 [112,] 0.476454271 0.95290854 0.5235457 [113,] 0.425120828 0.85024166 0.5748792 [114,] 0.365955990 0.73191198 0.6340440 [115,] 0.310529904 0.62105981 0.6894701 [116,] 0.256831468 0.51366294 0.7431685 [117,] 0.261580423 0.52316085 0.7384196 [118,] 0.289369136 0.57873827 0.7106309 [119,] 0.770310123 0.45937975 0.2296899 [120,] 0.710531000 0.57893800 0.2894690 [121,] 0.588654005 0.82269199 0.4113460 [122,] 0.834059600 0.33188080 0.1659404 [123,] 0.837210430 0.32557914 0.1627896 > postscript(file="/var/fisher/rcomp/tmp/1eiq91351786599.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2nykr1351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3mka51351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4p49t1351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/59hxa1351786599.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 = 142 Frequency = 1 1 2 3 4 5 6 0.622337393 1.191400240 2.585660637 1.300633559 2.391774010 0.238086126 7 8 9 10 11 12 1.303789880 -1.134098621 0.741851395 -0.002394959 -0.698258758 -0.056362141 13 14 15 16 17 18 -1.065975408 0.471634129 -1.463953175 -5.839552906 -0.436457339 -1.747427850 19 20 21 22 23 24 1.787841438 1.483652364 1.006264860 -1.429827185 1.872701997 -0.066634759 25 26 27 28 29 30 -0.823031764 -4.430779964 -2.630171559 0.089005666 1.097040571 -1.948505212 31 32 33 34 35 36 -0.583194301 0.011056906 -2.497816161 0.426156206 -2.154661513 1.588874475 37 38 39 40 41 42 -0.027216247 0.775259032 -0.164884933 2.021812432 0.875740143 0.193254702 43 44 45 46 47 48 -0.370386204 -0.296844845 0.526962302 1.133629114 1.874368881 3.512764572 49 50 51 52 53 54 -3.772261125 0.653232477 -3.394785042 -0.264290688 1.549818530 0.928438958 55 56 57 58 59 60 0.327369311 3.396915381 -0.369710030 1.575066836 -1.862932845 -0.125757778 61 62 63 64 65 66 0.559039398 4.104286635 0.207204885 -0.926965594 0.290007451 1.827215687 67 68 69 70 71 72 0.028440179 0.675692294 1.408195931 1.012516957 -1.436308992 -0.085787772 73 74 75 76 77 78 0.664734618 -0.140282059 -2.131882444 1.002537442 0.184688250 2.013077013 79 80 81 82 83 84 -0.068638222 -0.257100925 -1.360750013 1.338412381 2.534518308 0.316619588 85 86 87 88 89 90 1.666419247 -2.169568794 0.928359415 0.237312168 1.524779076 0.097745003 91 92 93 94 95 96 1.086855965 0.166861360 2.510794275 -1.350298695 -2.880875387 1.267277879 97 98 99 100 101 102 -1.534601990 1.143991054 -1.981868933 0.426193448 -1.233134779 0.280112525 103 104 105 106 107 108 -2.910736246 -1.236498133 -1.152352323 -0.912679831 -0.460249409 0.820644031 109 110 111 112 113 114 1.021174617 -2.972707665 1.892213987 -3.205328595 2.067826091 -2.007365445 115 116 117 118 119 120 -1.719035864 -0.338064602 0.820272091 0.362736489 -2.229065976 -1.369105981 121 122 123 124 125 126 -5.272023535 2.881164066 1.755044916 0.260245843 1.080060418 -4.100124079 127 128 129 130 131 132 1.857880299 -2.282332403 0.738272976 0.101136742 -2.984528050 -1.293358583 133 134 135 136 137 138 2.014410400 4.213778321 1.743756600 -2.502776179 -0.085787772 1.525079946 139 140 141 142 1.021174617 0.871038458 -0.223159509 0.367324231 > postscript(file="/var/fisher/rcomp/tmp/6wzdy1351786599.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 = 142 Frequency = 1 lag(myerror, k = 1) myerror 0 0.622337393 NA 1 1.191400240 0.622337393 2 2.585660637 1.191400240 3 1.300633559 2.585660637 4 2.391774010 1.300633559 5 0.238086126 2.391774010 6 1.303789880 0.238086126 7 -1.134098621 1.303789880 8 0.741851395 -1.134098621 9 -0.002394959 0.741851395 10 -0.698258758 -0.002394959 11 -0.056362141 -0.698258758 12 -1.065975408 -0.056362141 13 0.471634129 -1.065975408 14 -1.463953175 0.471634129 15 -5.839552906 -1.463953175 16 -0.436457339 -5.839552906 17 -1.747427850 -0.436457339 18 1.787841438 -1.747427850 19 1.483652364 1.787841438 20 1.006264860 1.483652364 21 -1.429827185 1.006264860 22 1.872701997 -1.429827185 23 -0.066634759 1.872701997 24 -0.823031764 -0.066634759 25 -4.430779964 -0.823031764 26 -2.630171559 -4.430779964 27 0.089005666 -2.630171559 28 1.097040571 0.089005666 29 -1.948505212 1.097040571 30 -0.583194301 -1.948505212 31 0.011056906 -0.583194301 32 -2.497816161 0.011056906 33 0.426156206 -2.497816161 34 -2.154661513 0.426156206 35 1.588874475 -2.154661513 36 -0.027216247 1.588874475 37 0.775259032 -0.027216247 38 -0.164884933 0.775259032 39 2.021812432 -0.164884933 40 0.875740143 2.021812432 41 0.193254702 0.875740143 42 -0.370386204 0.193254702 43 -0.296844845 -0.370386204 44 0.526962302 -0.296844845 45 1.133629114 0.526962302 46 1.874368881 1.133629114 47 3.512764572 1.874368881 48 -3.772261125 3.512764572 49 0.653232477 -3.772261125 50 -3.394785042 0.653232477 51 -0.264290688 -3.394785042 52 1.549818530 -0.264290688 53 0.928438958 1.549818530 54 0.327369311 0.928438958 55 3.396915381 0.327369311 56 -0.369710030 3.396915381 57 1.575066836 -0.369710030 58 -1.862932845 1.575066836 59 -0.125757778 -1.862932845 60 0.559039398 -0.125757778 61 4.104286635 0.559039398 62 0.207204885 4.104286635 63 -0.926965594 0.207204885 64 0.290007451 -0.926965594 65 1.827215687 0.290007451 66 0.028440179 1.827215687 67 0.675692294 0.028440179 68 1.408195931 0.675692294 69 1.012516957 1.408195931 70 -1.436308992 1.012516957 71 -0.085787772 -1.436308992 72 0.664734618 -0.085787772 73 -0.140282059 0.664734618 74 -2.131882444 -0.140282059 75 1.002537442 -2.131882444 76 0.184688250 1.002537442 77 2.013077013 0.184688250 78 -0.068638222 2.013077013 79 -0.257100925 -0.068638222 80 -1.360750013 -0.257100925 81 1.338412381 -1.360750013 82 2.534518308 1.338412381 83 0.316619588 2.534518308 84 1.666419247 0.316619588 85 -2.169568794 1.666419247 86 0.928359415 -2.169568794 87 0.237312168 0.928359415 88 1.524779076 0.237312168 89 0.097745003 1.524779076 90 1.086855965 0.097745003 91 0.166861360 1.086855965 92 2.510794275 0.166861360 93 -1.350298695 2.510794275 94 -2.880875387 -1.350298695 95 1.267277879 -2.880875387 96 -1.534601990 1.267277879 97 1.143991054 -1.534601990 98 -1.981868933 1.143991054 99 0.426193448 -1.981868933 100 -1.233134779 0.426193448 101 0.280112525 -1.233134779 102 -2.910736246 0.280112525 103 -1.236498133 -2.910736246 104 -1.152352323 -1.236498133 105 -0.912679831 -1.152352323 106 -0.460249409 -0.912679831 107 0.820644031 -0.460249409 108 1.021174617 0.820644031 109 -2.972707665 1.021174617 110 1.892213987 -2.972707665 111 -3.205328595 1.892213987 112 2.067826091 -3.205328595 113 -2.007365445 2.067826091 114 -1.719035864 -2.007365445 115 -0.338064602 -1.719035864 116 0.820272091 -0.338064602 117 0.362736489 0.820272091 118 -2.229065976 0.362736489 119 -1.369105981 -2.229065976 120 -5.272023535 -1.369105981 121 2.881164066 -5.272023535 122 1.755044916 2.881164066 123 0.260245843 1.755044916 124 1.080060418 0.260245843 125 -4.100124079 1.080060418 126 1.857880299 -4.100124079 127 -2.282332403 1.857880299 128 0.738272976 -2.282332403 129 0.101136742 0.738272976 130 -2.984528050 0.101136742 131 -1.293358583 -2.984528050 132 2.014410400 -1.293358583 133 4.213778321 2.014410400 134 1.743756600 4.213778321 135 -2.502776179 1.743756600 136 -0.085787772 -2.502776179 137 1.525079946 -0.085787772 138 1.021174617 1.525079946 139 0.871038458 1.021174617 140 -0.223159509 0.871038458 141 0.367324231 -0.223159509 142 NA 0.367324231 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.191400240 0.622337393 [2,] 2.585660637 1.191400240 [3,] 1.300633559 2.585660637 [4,] 2.391774010 1.300633559 [5,] 0.238086126 2.391774010 [6,] 1.303789880 0.238086126 [7,] -1.134098621 1.303789880 [8,] 0.741851395 -1.134098621 [9,] -0.002394959 0.741851395 [10,] -0.698258758 -0.002394959 [11,] -0.056362141 -0.698258758 [12,] -1.065975408 -0.056362141 [13,] 0.471634129 -1.065975408 [14,] -1.463953175 0.471634129 [15,] -5.839552906 -1.463953175 [16,] -0.436457339 -5.839552906 [17,] -1.747427850 -0.436457339 [18,] 1.787841438 -1.747427850 [19,] 1.483652364 1.787841438 [20,] 1.006264860 1.483652364 [21,] -1.429827185 1.006264860 [22,] 1.872701997 -1.429827185 [23,] -0.066634759 1.872701997 [24,] -0.823031764 -0.066634759 [25,] -4.430779964 -0.823031764 [26,] -2.630171559 -4.430779964 [27,] 0.089005666 -2.630171559 [28,] 1.097040571 0.089005666 [29,] -1.948505212 1.097040571 [30,] -0.583194301 -1.948505212 [31,] 0.011056906 -0.583194301 [32,] -2.497816161 0.011056906 [33,] 0.426156206 -2.497816161 [34,] -2.154661513 0.426156206 [35,] 1.588874475 -2.154661513 [36,] -0.027216247 1.588874475 [37,] 0.775259032 -0.027216247 [38,] -0.164884933 0.775259032 [39,] 2.021812432 -0.164884933 [40,] 0.875740143 2.021812432 [41,] 0.193254702 0.875740143 [42,] -0.370386204 0.193254702 [43,] -0.296844845 -0.370386204 [44,] 0.526962302 -0.296844845 [45,] 1.133629114 0.526962302 [46,] 1.874368881 1.133629114 [47,] 3.512764572 1.874368881 [48,] -3.772261125 3.512764572 [49,] 0.653232477 -3.772261125 [50,] -3.394785042 0.653232477 [51,] -0.264290688 -3.394785042 [52,] 1.549818530 -0.264290688 [53,] 0.928438958 1.549818530 [54,] 0.327369311 0.928438958 [55,] 3.396915381 0.327369311 [56,] -0.369710030 3.396915381 [57,] 1.575066836 -0.369710030 [58,] -1.862932845 1.575066836 [59,] -0.125757778 -1.862932845 [60,] 0.559039398 -0.125757778 [61,] 4.104286635 0.559039398 [62,] 0.207204885 4.104286635 [63,] -0.926965594 0.207204885 [64,] 0.290007451 -0.926965594 [65,] 1.827215687 0.290007451 [66,] 0.028440179 1.827215687 [67,] 0.675692294 0.028440179 [68,] 1.408195931 0.675692294 [69,] 1.012516957 1.408195931 [70,] -1.436308992 1.012516957 [71,] -0.085787772 -1.436308992 [72,] 0.664734618 -0.085787772 [73,] -0.140282059 0.664734618 [74,] -2.131882444 -0.140282059 [75,] 1.002537442 -2.131882444 [76,] 0.184688250 1.002537442 [77,] 2.013077013 0.184688250 [78,] -0.068638222 2.013077013 [79,] -0.257100925 -0.068638222 [80,] -1.360750013 -0.257100925 [81,] 1.338412381 -1.360750013 [82,] 2.534518308 1.338412381 [83,] 0.316619588 2.534518308 [84,] 1.666419247 0.316619588 [85,] -2.169568794 1.666419247 [86,] 0.928359415 -2.169568794 [87,] 0.237312168 0.928359415 [88,] 1.524779076 0.237312168 [89,] 0.097745003 1.524779076 [90,] 1.086855965 0.097745003 [91,] 0.166861360 1.086855965 [92,] 2.510794275 0.166861360 [93,] -1.350298695 2.510794275 [94,] -2.880875387 -1.350298695 [95,] 1.267277879 -2.880875387 [96,] -1.534601990 1.267277879 [97,] 1.143991054 -1.534601990 [98,] -1.981868933 1.143991054 [99,] 0.426193448 -1.981868933 [100,] -1.233134779 0.426193448 [101,] 0.280112525 -1.233134779 [102,] -2.910736246 0.280112525 [103,] -1.236498133 -2.910736246 [104,] -1.152352323 -1.236498133 [105,] -0.912679831 -1.152352323 [106,] -0.460249409 -0.912679831 [107,] 0.820644031 -0.460249409 [108,] 1.021174617 0.820644031 [109,] -2.972707665 1.021174617 [110,] 1.892213987 -2.972707665 [111,] -3.205328595 1.892213987 [112,] 2.067826091 -3.205328595 [113,] -2.007365445 2.067826091 [114,] -1.719035864 -2.007365445 [115,] -0.338064602 -1.719035864 [116,] 0.820272091 -0.338064602 [117,] 0.362736489 0.820272091 [118,] -2.229065976 0.362736489 [119,] -1.369105981 -2.229065976 [120,] -5.272023535 -1.369105981 [121,] 2.881164066 -5.272023535 [122,] 1.755044916 2.881164066 [123,] 0.260245843 1.755044916 [124,] 1.080060418 0.260245843 [125,] -4.100124079 1.080060418 [126,] 1.857880299 -4.100124079 [127,] -2.282332403 1.857880299 [128,] 0.738272976 -2.282332403 [129,] 0.101136742 0.738272976 [130,] -2.984528050 0.101136742 [131,] -1.293358583 -2.984528050 [132,] 2.014410400 -1.293358583 [133,] 4.213778321 2.014410400 [134,] 1.743756600 4.213778321 [135,] -2.502776179 1.743756600 [136,] -0.085787772 -2.502776179 [137,] 1.525079946 -0.085787772 [138,] 1.021174617 1.525079946 [139,] 0.871038458 1.021174617 [140,] -0.223159509 0.871038458 [141,] 0.367324231 -0.223159509 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.191400240 0.622337393 2 2.585660637 1.191400240 3 1.300633559 2.585660637 4 2.391774010 1.300633559 5 0.238086126 2.391774010 6 1.303789880 0.238086126 7 -1.134098621 1.303789880 8 0.741851395 -1.134098621 9 -0.002394959 0.741851395 10 -0.698258758 -0.002394959 11 -0.056362141 -0.698258758 12 -1.065975408 -0.056362141 13 0.471634129 -1.065975408 14 -1.463953175 0.471634129 15 -5.839552906 -1.463953175 16 -0.436457339 -5.839552906 17 -1.747427850 -0.436457339 18 1.787841438 -1.747427850 19 1.483652364 1.787841438 20 1.006264860 1.483652364 21 -1.429827185 1.006264860 22 1.872701997 -1.429827185 23 -0.066634759 1.872701997 24 -0.823031764 -0.066634759 25 -4.430779964 -0.823031764 26 -2.630171559 -4.430779964 27 0.089005666 -2.630171559 28 1.097040571 0.089005666 29 -1.948505212 1.097040571 30 -0.583194301 -1.948505212 31 0.011056906 -0.583194301 32 -2.497816161 0.011056906 33 0.426156206 -2.497816161 34 -2.154661513 0.426156206 35 1.588874475 -2.154661513 36 -0.027216247 1.588874475 37 0.775259032 -0.027216247 38 -0.164884933 0.775259032 39 2.021812432 -0.164884933 40 0.875740143 2.021812432 41 0.193254702 0.875740143 42 -0.370386204 0.193254702 43 -0.296844845 -0.370386204 44 0.526962302 -0.296844845 45 1.133629114 0.526962302 46 1.874368881 1.133629114 47 3.512764572 1.874368881 48 -3.772261125 3.512764572 49 0.653232477 -3.772261125 50 -3.394785042 0.653232477 51 -0.264290688 -3.394785042 52 1.549818530 -0.264290688 53 0.928438958 1.549818530 54 0.327369311 0.928438958 55 3.396915381 0.327369311 56 -0.369710030 3.396915381 57 1.575066836 -0.369710030 58 -1.862932845 1.575066836 59 -0.125757778 -1.862932845 60 0.559039398 -0.125757778 61 4.104286635 0.559039398 62 0.207204885 4.104286635 63 -0.926965594 0.207204885 64 0.290007451 -0.926965594 65 1.827215687 0.290007451 66 0.028440179 1.827215687 67 0.675692294 0.028440179 68 1.408195931 0.675692294 69 1.012516957 1.408195931 70 -1.436308992 1.012516957 71 -0.085787772 -1.436308992 72 0.664734618 -0.085787772 73 -0.140282059 0.664734618 74 -2.131882444 -0.140282059 75 1.002537442 -2.131882444 76 0.184688250 1.002537442 77 2.013077013 0.184688250 78 -0.068638222 2.013077013 79 -0.257100925 -0.068638222 80 -1.360750013 -0.257100925 81 1.338412381 -1.360750013 82 2.534518308 1.338412381 83 0.316619588 2.534518308 84 1.666419247 0.316619588 85 -2.169568794 1.666419247 86 0.928359415 -2.169568794 87 0.237312168 0.928359415 88 1.524779076 0.237312168 89 0.097745003 1.524779076 90 1.086855965 0.097745003 91 0.166861360 1.086855965 92 2.510794275 0.166861360 93 -1.350298695 2.510794275 94 -2.880875387 -1.350298695 95 1.267277879 -2.880875387 96 -1.534601990 1.267277879 97 1.143991054 -1.534601990 98 -1.981868933 1.143991054 99 0.426193448 -1.981868933 100 -1.233134779 0.426193448 101 0.280112525 -1.233134779 102 -2.910736246 0.280112525 103 -1.236498133 -2.910736246 104 -1.152352323 -1.236498133 105 -0.912679831 -1.152352323 106 -0.460249409 -0.912679831 107 0.820644031 -0.460249409 108 1.021174617 0.820644031 109 -2.972707665 1.021174617 110 1.892213987 -2.972707665 111 -3.205328595 1.892213987 112 2.067826091 -3.205328595 113 -2.007365445 2.067826091 114 -1.719035864 -2.007365445 115 -0.338064602 -1.719035864 116 0.820272091 -0.338064602 117 0.362736489 0.820272091 118 -2.229065976 0.362736489 119 -1.369105981 -2.229065976 120 -5.272023535 -1.369105981 121 2.881164066 -5.272023535 122 1.755044916 2.881164066 123 0.260245843 1.755044916 124 1.080060418 0.260245843 125 -4.100124079 1.080060418 126 1.857880299 -4.100124079 127 -2.282332403 1.857880299 128 0.738272976 -2.282332403 129 0.101136742 0.738272976 130 -2.984528050 0.101136742 131 -1.293358583 -2.984528050 132 2.014410400 -1.293358583 133 4.213778321 2.014410400 134 1.743756600 4.213778321 135 -2.502776179 1.743756600 136 -0.085787772 -2.502776179 137 1.525079946 -0.085787772 138 1.021174617 1.525079946 139 0.871038458 1.021174617 140 -0.223159509 0.871038458 141 0.367324231 -0.223159509 > 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/7bmrj1351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8z27d1351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9lssp1351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10mt521351786599.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11cf9z1351786599.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/12f93i1351786599.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/1340gr1351786599.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/14v8pr1351786599.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/15xjgw1351786599.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/16cljc1351786599.tab") + } > > try(system("convert tmp/1eiq91351786599.ps tmp/1eiq91351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/2nykr1351786599.ps tmp/2nykr1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/3mka51351786599.ps tmp/3mka51351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/4p49t1351786599.ps tmp/4p49t1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/59hxa1351786599.ps tmp/59hxa1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/6wzdy1351786599.ps tmp/6wzdy1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/7bmrj1351786599.ps tmp/7bmrj1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/8z27d1351786599.ps tmp/8z27d1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/9lssp1351786599.ps tmp/9lssp1351786599.png",intern=TRUE)) character(0) > try(system("convert tmp/10mt521351786599.ps tmp/10mt521351786599.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.592 1.126 8.716