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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+ ,72535
+ ,14
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+ ,0
+ ,17
+ ,16)
+ ,dim=c(8
+ ,289)
+ ,dimnames=list(c('pageview'
+ ,'time'
+ ,'login'
+ ,'compendiuminfo'
+ ,'compendiumpr'
+ ,'shared'
+ ,'blogged'
+ ,'reviewed')
+ ,1:289))
> y <- array(NA,dim=c(8,289),dimnames=list(c('pageview','time','login','compendiuminfo','compendiumpr','shared','blogged','reviewed'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '2'
> par3 <- 'No Linear Trend'
> par2 <- 'Do not include Seasonal Dummies'
> par1 <- '2'
> #'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
time pageview login compendiuminfo compendiumpr shared blogged reviewed
1 210907 1418 56 396 81 3 79 30
2 120982 869 56 297 55 4 58 28
3 176508 1530 54 559 50 12 60 38
4 179321 2172 89 967 125 2 108 30
5 123185 901 40 270 40 1 49 22
6 52746 463 25 143 37 3 0 26
7 385534 3201 92 1562 63 0 121 25
8 33170 371 18 109 44 0 1 18
9 101645 1192 63 371 88 0 20 11
10 149061 1583 44 656 66 5 43 26
11 165446 1439 33 511 57 0 69 25
12 237213 1764 84 655 74 0 78 38
13 173326 1495 88 465 49 7 86 44
14 133131 1373 55 525 52 7 44 30
15 258873 2187 60 885 88 3 104 40
16 180083 1491 66 497 36 9 63 34
17 324799 4041 154 1436 108 0 158 47
18 230964 1706 53 612 43 4 102 30
19 236785 2152 119 865 75 3 77 31
20 135473 1036 41 385 32 0 82 23
21 202925 1882 61 567 44 7 115 36
22 215147 1929 58 639 85 0 101 36
23 344297 2242 75 963 86 1 80 30
24 153935 1220 33 398 56 5 50 25
25 132943 1289 40 410 50 7 83 39
26 174724 2515 92 966 135 0 123 34
27 174415 2147 100 801 63 0 73 31
28 225548 2352 112 892 81 5 81 31
29 223632 1638 73 513 52 0 105 33
30 124817 1222 40 469 44 0 47 25
31 221698 1812 45 683 113 0 105 33
32 210767 1677 60 643 39 3 94 35
33 170266 1579 62 535 73 4 44 42
34 260561 1731 75 625 48 1 114 43
35 84853 807 31 264 33 4 38 30
36 294424 2452 77 992 59 2 107 33
37 101011 829 34 238 41 0 30 13
38 215641 1940 46 818 69 0 71 32
39 325107 2662 99 937 64 0 84 36
40 7176 186 17 70 1 0 0 0
41 167542 1499 66 507 59 2 59 28
42 106408 865 30 260 32 1 33 14
43 96560 1793 76 503 129 0 42 17
44 265769 2527 146 927 37 2 96 32
45 269651 2747 67 1269 31 10 106 30
46 149112 1324 56 537 65 6 56 35
47 175824 2702 107 910 107 0 57 20
48 152871 1383 58 532 74 5 59 28
49 111665 1179 34 345 54 4 39 28
50 116408 2099 61 918 76 1 34 39
51 362301 4308 119 1635 715 2 76 34
52 78800 918 42 330 57 2 20 26
53 183167 1831 66 557 66 0 91 39
54 277965 3373 89 1178 106 8 115 39
55 150629 1713 44 740 54 3 85 33
56 168809 1438 66 452 32 0 76 28
57 24188 496 24 218 20 0 8 4
58 329267 2253 259 764 71 8 79 39
59 65029 744 17 255 21 5 21 18
60 101097 1161 64 454 70 3 30 14
61 218946 2352 41 866 112 1 76 29
62 244052 2144 68 574 66 5 101 44
63 341570 4691 168 1276 190 1 94 21
64 103597 1112 43 379 66 1 27 16
65 233328 2694 132 825 165 5 92 28
66 256462 1973 105 798 56 0 123 35
67 206161 1769 71 663 61 12 75 28
68 311473 3148 112 1069 53 8 128 38
69 235800 2474 94 921 127 8 105 23
70 177939 2084 82 858 63 8 55 36
71 207176 1954 70 711 38 8 56 32
72 196553 1226 57 503 50 2 41 29
73 174184 1389 53 382 52 0 72 25
74 143246 1496 103 464 42 5 67 27
75 187559 2269 121 717 76 8 75 36
76 187681 1833 62 690 67 2 114 28
77 119016 1268 52 462 50 5 118 23
78 182192 1943 52 657 53 12 77 40
79 73566 893 32 385 39 6 22 23
80 194979 1762 62 577 50 7 66 40
81 167488 1403 45 619 77 2 69 28
82 143756 1425 46 479 57 0 105 34
83 275541 1857 63 817 73 4 116 33
84 243199 1840 75 752 34 3 88 28
85 182999 1502 88 430 39 6 73 34
86 135649 1441 46 451 46 2 99 30
87 152299 1420 53 537 63 0 62 33
88 120221 1416 37 519 35 1 53 22
89 346485 2970 90 1000 106 0 118 38
90 145790 1317 63 637 43 5 30 26
91 193339 1644 78 465 47 2 100 35
92 80953 870 25 437 31 0 49 8
93 122774 1654 45 711 162 0 24 24
94 130585 1054 46 299 57 5 67 29
95 112611 937 41 248 36 0 46 20
96 286468 3004 144 1162 263 1 57 29
97 241066 2008 82 714 78 0 75 45
98 148446 2547 91 905 63 1 135 37
99 204713 1885 71 649 54 1 68 33
100 182079 1626 63 512 63 2 124 33
101 140344 1468 53 472 77 6 33 25
102 220516 2445 62 905 79 1 98 32
103 243060 1964 63 786 110 4 58 29
104 162765 1381 32 489 56 2 68 28
105 182613 1369 39 479 56 3 81 28
106 232138 1659 62 617 43 0 131 31
107 265318 2888 117 925 111 10 110 52
108 85574 1290 34 351 71 0 37 21
109 310839 2845 92 1144 62 9 130 24
110 225060 1982 93 669 56 7 93 41
111 232317 1904 54 707 74 0 118 33
112 144966 1391 144 458 60 0 39 32
113 43287 602 14 214 43 4 13 19
114 155754 1743 61 599 68 4 74 20
115 164709 1559 109 572 53 0 81 31
116 201940 2014 38 897 87 0 109 31
117 235454 2143 73 819 46 0 151 32
118 220801 2146 75 720 105 1 51 18
119 99466 874 50 273 32 0 28 23
120 92661 1590 61 508 133 1 40 17
121 133328 1590 55 506 79 0 56 20
122 61361 1210 77 451 51 0 27 12
123 125930 2072 75 699 207 4 37 17
124 100750 1281 72 407 67 0 83 30
125 224549 1401 50 465 47 4 54 31
126 82316 834 32 245 34 4 27 10
127 102010 1105 53 370 66 3 28 13
128 101523 1272 42 316 76 0 59 22
129 243511 1944 71 603 65 0 133 42
130 22938 391 10 154 9 0 12 1
131 41566 761 35 229 42 5 0 9
132 152474 1605 65 577 45 0 106 32
133 61857 530 25 192 25 4 23 11
134 99923 1988 66 617 115 0 44 25
135 132487 1386 41 411 97 0 71 36
136 317394 2395 86 975 53 1 116 31
137 21054 387 16 146 2 0 4 0
138 209641 1742 42 705 52 5 62 24
139 22648 620 19 184 44 0 12 13
140 31414 449 19 200 22 0 18 8
141 46698 800 45 274 35 0 14 13
142 131698 1684 65 502 74 0 60 19
143 91735 1050 35 382 103 0 7 18
144 244749 2699 95 964 144 2 98 33
145 184510 1606 49 537 60 7 64 40
146 79863 1502 37 438 134 1 29 22
147 128423 1204 64 369 89 8 32 38
148 97839 1138 38 417 42 2 25 24
149 38214 568 34 276 52 0 16 8
150 151101 1459 32 514 98 2 48 35
151 272458 2158 65 822 99 0 100 43
152 172494 1111 52 389 52 0 46 43
153 108043 1421 62 466 29 1 45 14
154 328107 2833 65 1255 125 3 129 41
155 250579 1955 83 694 106 0 130 38
156 351067 2922 95 1024 95 3 136 45
157 158015 1002 29 400 40 0 59 31
158 98866 1060 18 397 140 0 25 13
159 85439 956 33 350 43 0 32 28
160 229242 2186 247 719 128 4 63 31
161 351619 3604 139 1277 142 4 95 40
162 84207 1035 29 356 73 11 14 30
163 120445 1417 118 457 72 0 36 16
164 324598 3261 110 1402 128 0 113 37
165 131069 1587 67 600 61 4 47 30
166 204271 1424 42 480 73 0 92 35
167 165543 1701 65 595 148 1 70 32
168 141722 1249 94 436 64 0 19 27
169 116048 946 64 230 45 0 50 20
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171 299775 3352 95 1367 97 9 91 31
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210 124064 1206 40 445 34 1 43 22
211 92630 1205 40 387 60 4 27 8
212 121848 1255 39 339 45 0 37 17
213 52915 613 14 181 54 0 20 18
214 81872 721 45 245 25 0 32 16
215 58981 1109 36 384 38 7 0 23
216 53515 740 28 212 52 2 5 22
217 60812 1126 44 399 67 0 26 13
218 56375 728 30 229 74 7 10 13
219 65490 689 22 224 38 3 27 16
220 80949 592 17 203 30 0 11 16
221 76302 995 31 333 26 0 29 20
222 104011 1613 55 384 67 6 25 22
223 98104 2048 54 636 132 2 55 17
224 67989 705 21 185 42 0 23 18
225 30989 301 14 93 35 0 5 17
226 135458 1803 81 581 118 3 43 12
227 73504 799 35 248 68 0 23 7
228 63123 861 43 304 43 1 34 17
229 61254 1186 46 344 76 1 36 14
230 74914 1451 30 407 64 0 35 23
231 31774 628 23 170 48 1 0 17
232 81437 1161 38 312 64 0 37 14
233 87186 1463 54 507 56 0 28 15
234 50090 742 20 224 71 0 16 17
235 65745 979 53 340 75 0 26 21
236 56653 675 45 168 39 0 38 18
237 158399 1241 39 443 42 0 23 18
238 46455 676 20 204 39 0 22 17
239 73624 1049 24 367 93 0 30 17
240 38395 620 31 210 38 0 16 16
241 91899 1081 35 335 60 0 18 15
242 139526 1688 151 364 71 0 28 21
243 52164 736 52 178 52 0 32 16
244 51567 617 30 206 27 2 21 14
245 70551 812 31 279 59 0 23 15
246 84856 1051 29 387 40 1 29 17
247 102538 1656 57 490 79 1 50 15
248 86678 705 40 238 44 0 12 15
249 85709 945 44 343 65 0 21 10
250 34662 554 25 232 10 0 18 6
251 150580 1597 77 530 124 0 27 22
252 99611 982 35 291 81 0 41 21
253 19349 222 11 67 15 0 13 1
254 99373 1212 63 397 92 1 12 18
255 86230 1143 44 467 42 0 21 17
256 30837 435 19 178 10 0 8 4
257 31706 532 13 175 24 0 26 10
258 89806 882 42 299 64 0 27 16
259 62088 608 38 154 45 1 13 16
260 40151 459 29 106 22 0 16 9
261 27634 578 20 189 56 0 2 16
262 76990 826 27 194 94 0 42 17
263 37460 509 20 135 19 0 5 7
264 54157 717 19 201 35 0 37 15
265 49862 637 37 207 32 0 17 14
266 84337 857 26 280 35 0 38 14
267 64175 830 42 260 48 0 37 18
268 59382 652 49 227 49 0 29 12
269 119308 707 30 239 48 0 32 16
270 76702 954 49 333 62 0 35 21
271 103425 1461 67 428 96 1 17 19
272 70344 672 28 230 45 0 20 16
273 43410 778 19 292 63 0 7 1
274 104838 1141 49 350 71 1 46 16
275 62215 680 27 186 26 0 24 10
276 69304 1090 30 326 48 6 40 19
277 53117 616 22 155 29 3 3 12
278 19764 285 12 75 19 1 10 2
279 86680 1145 31 361 45 2 37 14
280 84105 733 20 261 45 0 17 17
281 77945 888 20 299 67 0 28 19
282 89113 849 39 300 30 0 19 14
283 91005 1182 29 450 36 3 29 11
284 40248 528 16 183 34 1 8 4
285 64187 642 27 238 36 0 10 16
286 50857 947 21 165 34 0 15 20
287 56613 819 19 234 37 1 15 12
288 62792 757 35 176 46 0 28 15
289 72535 894 14 329 44 0 17 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageview login compendiuminfo compendiumpr
-12696.81 14.23 275.80 129.56 -85.77
shared blogged reviewed
-547.18 457.53 1464.45
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-127441 -14832 1425 13485 107036
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -12696.81 4476.17 -2.837 0.004892 **
pageview 14.23 10.50 1.355 0.176567
login 275.80 78.59 3.509 0.000523 ***
compendiuminfo 129.56 22.23 5.829 1.53e-08 ***
compendiumpr -85.77 42.25 -2.030 0.043323 *
shared -547.18 680.54 -0.804 0.422048
blogged 457.53 89.53 5.110 5.95e-07 ***
reviewed 1464.45 264.20 5.543 6.85e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 28370 on 281 degrees of freedom
Multiple R-squared: 0.8842, Adjusted R-squared: 0.8813
F-statistic: 306.4 on 7 and 281 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.3529043 7.058086e-01 6.470957e-01
[2,] 0.3297122 6.594244e-01 6.702878e-01
[3,] 0.6539800 6.920401e-01 3.460200e-01
[4,] 0.5581548 8.836904e-01 4.418452e-01
[5,] 0.4429573 8.859145e-01 5.570427e-01
[6,] 0.3440376 6.880752e-01 6.559624e-01
[7,] 0.8868398 2.263204e-01 1.131602e-01
[8,] 0.8489733 3.020534e-01 1.510267e-01
[9,] 0.8402955 3.194091e-01 1.597045e-01
[10,] 0.8867789 2.264422e-01 1.132211e-01
[11,] 0.8637593 2.724814e-01 1.362407e-01
[12,] 0.8235102 3.529796e-01 1.764898e-01
[13,] 0.9958025 8.395032e-03 4.197516e-03
[14,] 0.9942087 1.158269e-02 5.791347e-03
[15,] 0.9942056 1.158884e-02 5.794421e-03
[16,] 0.9987587 2.482650e-03 1.241325e-03
[17,] 0.9993325 1.335056e-03 6.675280e-04
[18,] 0.9989288 2.142395e-03 1.071198e-03
[19,] 0.9988859 2.228211e-03 1.114105e-03
[20,] 0.9988625 2.275037e-03 1.137518e-03
[21,] 0.9987059 2.588129e-03 1.294064e-03
[22,] 0.9980385 3.922904e-03 1.961452e-03
[23,] 0.9971311 5.737858e-03 2.868929e-03
[24,] 0.9970887 5.822641e-03 2.911320e-03
[25,] 0.9972922 5.415529e-03 2.707764e-03
[26,] 0.9965522 6.895546e-03 3.447773e-03
[27,] 0.9953656 9.268820e-03 4.634410e-03
[28,] 0.9936015 1.279696e-02 6.398480e-03
[29,] 0.9977401 4.519754e-03 2.259877e-03
[30,] 0.9980522 3.895683e-03 1.947842e-03
[31,] 0.9972404 5.519215e-03 2.759607e-03
[32,] 0.9963968 7.206301e-03 3.603151e-03
[33,] 0.9954759 9.048138e-03 4.524069e-03
[34,] 0.9936442 1.271169e-02 6.355844e-03
[35,] 0.9949761 1.004771e-02 5.023853e-03
[36,] 0.9931005 1.379901e-02 6.899504e-03
[37,] 0.9931741 1.365174e-02 6.825872e-03
[38,] 0.9909291 1.814175e-02 9.070877e-03
[39,] 0.9881958 2.360830e-02 1.180415e-02
[40,] 0.9995454 9.092608e-04 4.546304e-04
[41,] 0.9999717 5.650530e-05 2.825265e-05
[42,] 0.9999613 7.730209e-05 3.865104e-05
[43,] 0.9999463 1.073128e-04 5.365639e-05
[44,] 0.9999389 1.221822e-04 6.109108e-05
[45,] 0.9999775 4.499156e-05 2.249578e-05
[46,] 0.9999657 6.858160e-05 3.429080e-05
[47,] 0.9999607 7.865519e-05 3.932760e-05
[48,] 0.9999870 2.601655e-05 1.300827e-05
[49,] 0.9999798 4.030015e-05 2.015007e-05
[50,] 0.9999717 5.666051e-05 2.833026e-05
[51,] 0.9999618 7.646753e-05 3.823377e-05
[52,] 0.9999633 7.331945e-05 3.665973e-05
[53,] 0.9999542 9.159419e-05 4.579710e-05
[54,] 0.9999326 1.348078e-04 6.740391e-05
[55,] 0.9999123 1.753120e-04 8.765602e-05
[56,] 0.9998723 2.554363e-04 1.277181e-04
[57,] 0.9998447 3.106188e-04 1.553094e-04
[58,] 0.9997753 4.494233e-04 2.247117e-04
[59,] 0.9997031 5.938205e-04 2.969103e-04
[60,] 0.9997430 5.140553e-04 2.570277e-04
[61,] 0.9996881 6.237196e-04 3.118598e-04
[62,] 0.9998742 2.516126e-04 1.258063e-04
[63,] 0.9998803 2.393246e-04 1.196623e-04
[64,] 0.9998688 2.623408e-04 1.311704e-04
[65,] 0.9998861 2.278720e-04 1.139360e-04
[66,] 0.9998768 2.463476e-04 1.231738e-04
[67,] 0.9999384 1.231966e-04 6.159830e-05
[68,] 0.9999174 1.652438e-04 8.262191e-05
[69,] 0.9999052 1.895570e-04 9.477852e-05
[70,] 0.9998695 2.609869e-04 1.304935e-04
[71,] 0.9998135 3.729128e-04 1.864564e-04
[72,] 0.9998384 3.232179e-04 1.616089e-04
[73,] 0.9999018 1.964897e-04 9.824484e-05
[74,] 0.9999118 1.764414e-04 8.822070e-05
[75,] 0.9998853 2.294909e-04 1.147455e-04
[76,] 0.9998891 2.218559e-04 1.109280e-04
[77,] 0.9998504 2.992433e-04 1.496216e-04
[78,] 0.9998183 3.634870e-04 1.817435e-04
[79,] 0.9999472 1.055131e-04 5.275654e-05
[80,] 0.9999263 1.473598e-04 7.367991e-05
[81,] 0.9998983 2.034790e-04 1.017395e-04
[82,] 0.9998706 2.587401e-04 1.293701e-04
[83,] 0.9998555 2.890645e-04 1.445322e-04
[84,] 0.9998071 3.858250e-04 1.929125e-04
[85,] 0.9997675 4.650342e-04 2.325171e-04
[86,] 0.9997423 5.154768e-04 2.577384e-04
[87,] 0.9996749 6.502451e-04 3.251225e-04
[88,] 0.9999998 4.016822e-07 2.008411e-07
[89,] 0.9999997 5.971055e-07 2.985527e-07
[90,] 0.9999996 8.707968e-07 4.353984e-07
[91,] 0.9999994 1.232796e-06 6.163980e-07
[92,] 0.9999993 1.463697e-06 7.318483e-07
[93,] 0.9999997 5.155152e-07 2.577576e-07
[94,] 0.9999996 7.031141e-07 3.515571e-07
[95,] 0.9999997 6.508560e-07 3.254280e-07
[96,] 0.9999996 7.748212e-07 3.874106e-07
[97,] 0.9999996 8.451386e-07 4.225693e-07
[98,] 0.9999995 1.062672e-06 5.313362e-07
[99,] 0.9999994 1.163897e-06 5.819485e-07
[100,] 0.9999991 1.791345e-06 8.956723e-07
[101,] 0.9999988 2.392765e-06 1.196382e-06
[102,] 0.9999986 2.791464e-06 1.395732e-06
[103,] 0.9999981 3.825311e-06 1.912656e-06
[104,] 0.9999972 5.607152e-06 2.803576e-06
[105,] 0.9999971 5.709197e-06 2.854599e-06
[106,] 0.9999971 5.791380e-06 2.895690e-06
[107,] 0.9999966 6.747926e-06 3.373963e-06
[108,] 0.9999985 3.020981e-06 1.510490e-06
[109,] 0.9999977 4.551839e-06 2.275919e-06
[110,] 0.9999979 4.186174e-06 2.093087e-06
[111,] 0.9999969 6.148094e-06 3.074047e-06
[112,] 0.9999988 2.390705e-06 1.195352e-06
[113,] 0.9999986 2.849957e-06 1.424978e-06
[114,] 0.9999996 8.800253e-07 4.400127e-07
[115,] 1.0000000 3.391259e-08 1.695630e-08
[116,] 1.0000000 4.133989e-08 2.066995e-08
[117,] 1.0000000 5.978068e-08 2.989034e-08
[118,] 1.0000000 9.112469e-08 4.556235e-08
[119,] 0.9999999 1.305170e-07 6.525852e-08
[120,] 0.9999999 2.079726e-07 1.039863e-07
[121,] 0.9999998 3.233039e-07 1.616520e-07
[122,] 0.9999999 1.472827e-07 7.364134e-08
[123,] 0.9999999 2.077565e-07 1.038782e-07
[124,] 1.0000000 2.964831e-08 1.482415e-08
[125,] 1.0000000 4.072312e-08 2.036156e-08
[126,] 1.0000000 1.333413e-08 6.667066e-09
[127,] 1.0000000 2.198602e-08 1.099301e-08
[128,] 1.0000000 1.223049e-08 6.115246e-09
[129,] 1.0000000 1.350871e-08 6.754353e-09
[130,] 1.0000000 2.037042e-08 1.018521e-08
[131,] 1.0000000 2.260627e-08 1.130313e-08
[132,] 1.0000000 3.306215e-08 1.653107e-08
[133,] 1.0000000 5.007817e-08 2.503909e-08
[134,] 1.0000000 7.518038e-08 3.759019e-08
[135,] 0.9999999 1.015965e-07 5.079824e-08
[136,] 1.0000000 9.659615e-08 4.829807e-08
[137,] 0.9999999 1.403684e-07 7.018420e-08
[138,] 0.9999999 2.032426e-07 1.016213e-07
[139,] 0.9999999 2.777295e-07 1.388647e-07
[140,] 0.9999998 4.343027e-07 2.171513e-07
[141,] 0.9999998 4.174134e-07 2.087067e-07
[142,] 0.9999998 4.440199e-07 2.220100e-07
[143,] 0.9999997 5.641933e-07 2.820967e-07
[144,] 0.9999996 7.332270e-07 3.666135e-07
[145,] 0.9999996 8.753154e-07 4.376577e-07
[146,] 0.9999999 2.812750e-07 1.406375e-07
[147,] 0.9999999 2.204164e-07 1.102082e-07
[148,] 0.9999999 2.045361e-07 1.022680e-07
[149,] 0.9999999 2.473051e-07 1.236525e-07
[150,] 0.9999998 3.796517e-07 1.898258e-07
[151,] 0.9999998 3.933036e-07 1.966518e-07
[152,] 0.9999997 5.574310e-07 2.787155e-07
[153,] 0.9999996 7.224131e-07 3.612065e-07
[154,] 0.9999995 1.054174e-06 5.270870e-07
[155,] 0.9999995 9.635869e-07 4.817934e-07
[156,] 0.9999998 3.533584e-07 1.766792e-07
[157,] 0.9999997 5.229396e-07 2.614698e-07
[158,] 0.9999996 7.928653e-07 3.964326e-07
[159,] 0.9999995 9.585522e-07 4.792761e-07
[160,] 1.0000000 5.929870e-09 2.964935e-09
[161,] 1.0000000 1.001447e-08 5.007236e-09
[162,] 1.0000000 1.412784e-08 7.063922e-09
[163,] 1.0000000 2.407936e-08 1.203968e-08
[164,] 1.0000000 1.094602e-08 5.473009e-09
[165,] 1.0000000 4.740848e-10 2.370424e-10
[166,] 1.0000000 7.966551e-10 3.983276e-10
[167,] 1.0000000 7.506425e-10 3.753212e-10
[168,] 1.0000000 1.244920e-09 6.224601e-10
[169,] 1.0000000 2.233409e-09 1.116705e-09
[170,] 1.0000000 8.347289e-10 4.173644e-10
[171,] 1.0000000 9.612681e-10 4.806340e-10
[172,] 1.0000000 7.702529e-11 3.851264e-11
[173,] 1.0000000 1.430218e-10 7.151090e-11
[174,] 1.0000000 1.559446e-10 7.797228e-11
[175,] 1.0000000 1.016374e-10 5.081870e-11
[176,] 1.0000000 1.843953e-10 9.219764e-11
[177,] 1.0000000 3.325986e-10 1.662993e-10
[178,] 1.0000000 5.803386e-10 2.901693e-10
[179,] 1.0000000 8.301516e-10 4.150758e-10
[180,] 1.0000000 1.464288e-09 7.321438e-10
[181,] 1.0000000 6.970613e-10 3.485307e-10
[182,] 1.0000000 1.292642e-09 6.463212e-10
[183,] 1.0000000 1.992574e-09 9.962870e-10
[184,] 1.0000000 3.229530e-09 1.614765e-09
[185,] 1.0000000 4.752539e-09 2.376269e-09
[186,] 1.0000000 7.370386e-09 3.685193e-09
[187,] 1.0000000 1.036940e-08 5.184698e-09
[188,] 1.0000000 1.592557e-08 7.962786e-09
[189,] 1.0000000 1.201124e-08 6.005621e-09
[190,] 1.0000000 2.186052e-08 1.093026e-08
[191,] 1.0000000 3.848108e-08 1.924054e-08
[192,] 1.0000000 6.846912e-08 3.423456e-08
[193,] 1.0000000 9.142418e-08 4.571209e-08
[194,] 0.9999999 1.381586e-07 6.907929e-08
[195,] 0.9999999 1.536821e-07 7.684103e-08
[196,] 0.9999999 2.350169e-07 1.175085e-07
[197,] 0.9999998 4.016206e-07 2.008103e-07
[198,] 1.0000000 5.089476e-08 2.544738e-08
[199,] 1.0000000 3.530550e-08 1.765275e-08
[200,] 1.0000000 4.629674e-08 2.314837e-08
[201,] 1.0000000 6.419112e-08 3.209556e-08
[202,] 1.0000000 3.107340e-08 1.553670e-08
[203,] 1.0000000 5.813497e-08 2.906749e-08
[204,] 0.9999999 1.012378e-07 5.061892e-08
[205,] 1.0000000 9.743306e-08 4.871653e-08
[206,] 0.9999999 1.572001e-07 7.860007e-08
[207,] 0.9999999 1.096908e-07 5.484540e-08
[208,] 0.9999999 2.016664e-07 1.008332e-07
[209,] 0.9999998 3.505663e-07 1.752831e-07
[210,] 0.9999999 2.724053e-07 1.362027e-07
[211,] 0.9999998 4.599203e-07 2.299602e-07
[212,] 0.9999996 7.092063e-07 3.546032e-07
[213,] 0.9999999 2.333580e-07 1.166790e-07
[214,] 0.9999998 3.651412e-07 1.825706e-07
[215,] 0.9999997 6.768328e-07 3.384164e-07
[216,] 0.9999994 1.234604e-06 6.173019e-07
[217,] 0.9999991 1.856347e-06 9.281734e-07
[218,] 0.9999989 2.277101e-06 1.138551e-06
[219,] 0.9999991 1.834573e-06 9.172866e-07
[220,] 0.9999994 1.177032e-06 5.885161e-07
[221,] 0.9999992 1.556078e-06 7.780388e-07
[222,] 0.9999986 2.879317e-06 1.439659e-06
[223,] 0.9999993 1.460509e-06 7.302546e-07
[224,] 0.9999988 2.385494e-06 1.192747e-06
[225,] 0.9999993 1.399987e-06 6.999933e-07
[226,] 0.9999988 2.374925e-06 1.187463e-06
[227,] 1.0000000 2.444055e-08 1.222028e-08
[228,] 1.0000000 3.887602e-08 1.943801e-08
[229,] 1.0000000 4.784536e-08 2.392268e-08
[230,] 1.0000000 3.430679e-08 1.715340e-08
[231,] 1.0000000 6.185402e-08 3.092701e-08
[232,] 0.9999999 1.093573e-07 5.467866e-08
[233,] 0.9999999 1.182164e-07 5.910818e-08
[234,] 0.9999999 2.486490e-07 1.243245e-07
[235,] 0.9999997 5.301923e-07 2.650962e-07
[236,] 0.9999994 1.160426e-06 5.802130e-07
[237,] 0.9999992 1.606726e-06 8.033630e-07
[238,] 0.9999993 1.439616e-06 7.198078e-07
[239,] 0.9999985 3.052142e-06 1.526071e-06
[240,] 0.9999977 4.598774e-06 2.299387e-06
[241,] 0.9999971 5.835445e-06 2.917723e-06
[242,] 0.9999943 1.133587e-05 5.667933e-06
[243,] 0.9999879 2.412167e-05 1.206084e-05
[244,] 0.9999756 4.884990e-05 2.442495e-05
[245,] 0.9999646 7.080834e-05 3.540417e-05
[246,] 0.9999346 1.308338e-04 6.541689e-05
[247,] 0.9999373 1.253276e-04 6.266380e-05
[248,] 0.9998847 2.306313e-04 1.153156e-04
[249,] 0.9998077 3.845175e-04 1.922588e-04
[250,] 0.9996087 7.825663e-04 3.912831e-04
[251,] 0.9997061 5.877973e-04 2.938987e-04
[252,] 0.9994331 1.133862e-03 5.669309e-04
[253,] 0.9988544 2.291270e-03 1.145635e-03
[254,] 0.9983133 3.373342e-03 1.686671e-03
[255,] 0.9975983 4.803411e-03 2.401706e-03
[256,] 0.9953958 9.208360e-03 4.604180e-03
[257,] 0.9955080 8.984047e-03 4.492023e-03
[258,] 0.9950637 9.872502e-03 4.936251e-03
[259,] 0.9999086 1.828493e-04 9.142464e-05
[260,] 0.9999945 1.109612e-05 5.548058e-06
[261,] 0.9999803 3.945391e-05 1.972696e-05
[262,] 0.9999265 1.469247e-04 7.346236e-05
[263,] 0.9998672 2.655913e-04 1.327957e-04
[264,] 0.9994808 1.038425e-03 5.192127e-04
[265,] 0.9985464 2.907104e-03 1.453552e-03
[266,] 0.9971385 5.723048e-03 2.861524e-03
[267,] 0.9909826 1.803485e-02 9.017424e-03
[268,] 0.9711324 5.773519e-02 2.886760e-02
> postscript(file="/var/wessaorg/rcomp/tmp/1y3xa1352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2jaav1352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/333e81352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4yf5o1352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5zfd31352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5 6
65190.3605 6756.6315 7875.4428 -70242.6898 26391.6265 173.2536
7 8 9 10 11 12
38379.8820 -1541.4701 14229.9802 -7241.0431 19072.7726 31796.4527
13 14 15 16 17 18
-15511.8532 -12666.9907 12277.1291 18371.0941 -80368.9842 40758.0820
19 20 21 22 23 24
1424.6015 3787.8357 831.3178 9975.6066 107035.7545 36660.6657
25 26 27 28 29 30
-23819.4718 -93375.0807 -48183.1221 -14446.4671 34520.7487 -6007.3188
31 32 33 34 35 36
21040.7999 10474.6461 897.1216 36506.5905 -12984.9945 31351.0168
37 38 39 40 41 42
32454.3719 8643.8754 65568.6390 3554.8078 13179.8742 32530.4029
43 44 45 46 47 48
-35428.5115 -4369.5737 -23921.0112 -10064.2214 -43519.2966 2054.7914
49 50 51 52 53 54
1485.4495 -102118.6373 46915.2856 -17144.2613 -13640.4911 -30751.2603
55 56 57 58 59 60
-49996.4413 11252.1747 -12837.0398 56705.0390 -2015.9760 -5776.7954
61 62 63 64 65 66
7588.2747 30875.6024 18959.7624 9935.0653 -1803.2699 6014.2114
67 68 69 70 71 72
24690.6329 4707.0162 1598.5786 -40892.2220 15804.7240 55074.6671
73 74 75 76 77 78
37917.3852 -17719.4120 -34428.8933 -18516.8419 -41171.0539 -14911.0202
79 80 81 82 83 84
-22266.8903 10097.2581 2741.6995 -31508.9725 45643.9929 34896.5814
85 86 87 88 89 90
17783.6210 -27462.0947 -10686.6000 -17590.3752 62001.8376 -5530.8231
91 92 93 94 95 96
9006.3670 -13714.8620 -24819.9369 11362.8880 21291.1218 20721.9730
97 98 99 100 101 102
16550.2994 -127441.3561 12667.1398 -10629.3552 14564.5256 -20298.6933
103 104 105 106 107 108
51225.0221 17415.7687 31398.6875 22549.0994 -26669.7923 -16526.6313
109 110 111 112 113 114
25089.5563 3276.0446 15466.5567 -20739.3849 -12063.0313 -5900.8895
115 116 117 118 119 120
-26855.3205 -28516.5487 -20582.8224 48859.0258 6820.5879 -31144.8204
121 122 123 124 125 126
-5456.3300 -48376.2460 -23978.9392 -53527.7839 79394.7866 20687.2815
127 128 129 130 131 132
11885.8499 -9094.8841 14061.6763 1179.3721 -2727.4257 -41846.3438
133 134 135 136 137 138
12944.2541 -60682.5775 -15976.4396 52601.5415 3258.3050 38315.2010
139 140 141 142 143 144
-23309.1892 -11492.9788 -22337.8514 -11457.9925 9620.8185 -11767.1325
145 146 147 148 149 150
12388.0652 -29206.3479 253.2152 -12048.6745 -16881.2192 3904.8266
151 152 153 154 155 156
29796.3761 25087.3187 -15006.7577 13276.1825 16620.8170 44989.7781
157 158 159 160 161 162
27673.6476 21614.7323 -21869.2221 -11491.0945 21585.3165 -10000.6157
163 164 165 166 167 168
-12496.9684 -15983.6633 -33042.1792 35849.6433 -6622.9172 11493.0999
169 170 171 172 173 174
19530.4398 88516.7933 -12311.5207 2290.8773 2169.4153 12364.0779
175 176 177 178 179 180
-85373.3272 5664.9701 -31623.3370 8459.6227 -4228.2476 34397.3070
181 182 183 184 185 186
-22693.6683 -55953.1126 8839.3888 18323.9143 19129.2177 3578.6253
187 188 189 190 191 192
1329.8480 16712.2667 8323.6233 -2611.0784 24550.9074 -2724.0019
193 194 195 196 197 198
-17545.4615 -6548.2234 4563.4129 4831.9608 -15898.0481 12087.6700
199 200 201 202 203 204
-30338.1052 -1838.9219 6221.5037 -5201.2618 15840.4384 9974.2234
205 206 207 208 209 210
-30077.0123 -11658.9891 -7456.3686 46310.7078 23299.1152 2489.6752
211 212 213 214 215 216
10278.4345 24048.9060 -1299.8162 4230.5899 -30371.4655 -8456.0458
217 218 219 220 221 222
-31526.5593 7335.7765 2412.0870 28343.6937 -17176.8487 -5786.1877
223 224 225 226 227 228
-53272.0912 7614.6580 -688.0426 -594.2548 18107.9489 -23890.9866
229 230 231 232 233 234
-30084.9820 -38243.3431 -13063.5662 -5228.0295 -31484.5702 -8433.2349
235 236 237 238 239 240
-30370.0312 -14831.5764 52009.0651 -14027.8115 -13415.3376 -20978.3039
241 242 243 244 245 246
11105.4395 1927.9492 -16625.5393 -6177.4233 -430.5216 -9722.7330
247 248 249 250 251 252
-25049.4037 23794.8016 9710.2065 -13639.7088 16718.2125 8417.4551
253 254 255 256 257 258
11047.3889 2604.3604 -20874.4540 383.3955 -13905.8239 9337.8943
259 260 261 262 263 264
10730.0826 5972.5889 -17438.0336 9304.4209 8999.7922 -10521.8547
265 266 267 268 269 270
-9062.5234 6507.7460 -19377.1106 -6760.1446 48752.6929 -22280.0232
271 272 273 274 275 276
-5414.7484 7237.3746 2703.5080 4601.4447 10297.8199 -22742.2624
277 278 279 280 281 282
16083.7716 10052.2177 -4710.1850 18228.8299 -1134.4803 13485.4062
283 284 285 286 287 288
-4061.5087 11256.4138 4550.0160 -10324.0111 1385.4540 1431.3808
289
-1408.0764
> postscript(file="/var/wessaorg/rcomp/tmp/6krie1352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 65190.3605 NA
1 6756.6315 65190.3605
2 7875.4428 6756.6315
3 -70242.6898 7875.4428
4 26391.6265 -70242.6898
5 173.2536 26391.6265
6 38379.8820 173.2536
7 -1541.4701 38379.8820
8 14229.9802 -1541.4701
9 -7241.0431 14229.9802
10 19072.7726 -7241.0431
11 31796.4527 19072.7726
12 -15511.8532 31796.4527
13 -12666.9907 -15511.8532
14 12277.1291 -12666.9907
15 18371.0941 12277.1291
16 -80368.9842 18371.0941
17 40758.0820 -80368.9842
18 1424.6015 40758.0820
19 3787.8357 1424.6015
20 831.3178 3787.8357
21 9975.6066 831.3178
22 107035.7545 9975.6066
23 36660.6657 107035.7545
24 -23819.4718 36660.6657
25 -93375.0807 -23819.4718
26 -48183.1221 -93375.0807
27 -14446.4671 -48183.1221
28 34520.7487 -14446.4671
29 -6007.3188 34520.7487
30 21040.7999 -6007.3188
31 10474.6461 21040.7999
32 897.1216 10474.6461
33 36506.5905 897.1216
34 -12984.9945 36506.5905
35 31351.0168 -12984.9945
36 32454.3719 31351.0168
37 8643.8754 32454.3719
38 65568.6390 8643.8754
39 3554.8078 65568.6390
40 13179.8742 3554.8078
41 32530.4029 13179.8742
42 -35428.5115 32530.4029
43 -4369.5737 -35428.5115
44 -23921.0112 -4369.5737
45 -10064.2214 -23921.0112
46 -43519.2966 -10064.2214
47 2054.7914 -43519.2966
48 1485.4495 2054.7914
49 -102118.6373 1485.4495
50 46915.2856 -102118.6373
51 -17144.2613 46915.2856
52 -13640.4911 -17144.2613
53 -30751.2603 -13640.4911
54 -49996.4413 -30751.2603
55 11252.1747 -49996.4413
56 -12837.0398 11252.1747
57 56705.0390 -12837.0398
58 -2015.9760 56705.0390
59 -5776.7954 -2015.9760
60 7588.2747 -5776.7954
61 30875.6024 7588.2747
62 18959.7624 30875.6024
63 9935.0653 18959.7624
64 -1803.2699 9935.0653
65 6014.2114 -1803.2699
66 24690.6329 6014.2114
67 4707.0162 24690.6329
68 1598.5786 4707.0162
69 -40892.2220 1598.5786
70 15804.7240 -40892.2220
71 55074.6671 15804.7240
72 37917.3852 55074.6671
73 -17719.4120 37917.3852
74 -34428.8933 -17719.4120
75 -18516.8419 -34428.8933
76 -41171.0539 -18516.8419
77 -14911.0202 -41171.0539
78 -22266.8903 -14911.0202
79 10097.2581 -22266.8903
80 2741.6995 10097.2581
81 -31508.9725 2741.6995
82 45643.9929 -31508.9725
83 34896.5814 45643.9929
84 17783.6210 34896.5814
85 -27462.0947 17783.6210
86 -10686.6000 -27462.0947
87 -17590.3752 -10686.6000
88 62001.8376 -17590.3752
89 -5530.8231 62001.8376
90 9006.3670 -5530.8231
91 -13714.8620 9006.3670
92 -24819.9369 -13714.8620
93 11362.8880 -24819.9369
94 21291.1218 11362.8880
95 20721.9730 21291.1218
96 16550.2994 20721.9730
97 -127441.3561 16550.2994
98 12667.1398 -127441.3561
99 -10629.3552 12667.1398
100 14564.5256 -10629.3552
101 -20298.6933 14564.5256
102 51225.0221 -20298.6933
103 17415.7687 51225.0221
104 31398.6875 17415.7687
105 22549.0994 31398.6875
106 -26669.7923 22549.0994
107 -16526.6313 -26669.7923
108 25089.5563 -16526.6313
109 3276.0446 25089.5563
110 15466.5567 3276.0446
111 -20739.3849 15466.5567
112 -12063.0313 -20739.3849
113 -5900.8895 -12063.0313
114 -26855.3205 -5900.8895
115 -28516.5487 -26855.3205
116 -20582.8224 -28516.5487
117 48859.0258 -20582.8224
118 6820.5879 48859.0258
119 -31144.8204 6820.5879
120 -5456.3300 -31144.8204
121 -48376.2460 -5456.3300
122 -23978.9392 -48376.2460
123 -53527.7839 -23978.9392
124 79394.7866 -53527.7839
125 20687.2815 79394.7866
126 11885.8499 20687.2815
127 -9094.8841 11885.8499
128 14061.6763 -9094.8841
129 1179.3721 14061.6763
130 -2727.4257 1179.3721
131 -41846.3438 -2727.4257
132 12944.2541 -41846.3438
133 -60682.5775 12944.2541
134 -15976.4396 -60682.5775
135 52601.5415 -15976.4396
136 3258.3050 52601.5415
137 38315.2010 3258.3050
138 -23309.1892 38315.2010
139 -11492.9788 -23309.1892
140 -22337.8514 -11492.9788
141 -11457.9925 -22337.8514
142 9620.8185 -11457.9925
143 -11767.1325 9620.8185
144 12388.0652 -11767.1325
145 -29206.3479 12388.0652
146 253.2152 -29206.3479
147 -12048.6745 253.2152
148 -16881.2192 -12048.6745
149 3904.8266 -16881.2192
150 29796.3761 3904.8266
151 25087.3187 29796.3761
152 -15006.7577 25087.3187
153 13276.1825 -15006.7577
154 16620.8170 13276.1825
155 44989.7781 16620.8170
156 27673.6476 44989.7781
157 21614.7323 27673.6476
158 -21869.2221 21614.7323
159 -11491.0945 -21869.2221
160 21585.3165 -11491.0945
161 -10000.6157 21585.3165
162 -12496.9684 -10000.6157
163 -15983.6633 -12496.9684
164 -33042.1792 -15983.6633
165 35849.6433 -33042.1792
166 -6622.9172 35849.6433
167 11493.0999 -6622.9172
168 19530.4398 11493.0999
169 88516.7933 19530.4398
170 -12311.5207 88516.7933
171 2290.8773 -12311.5207
172 2169.4153 2290.8773
173 12364.0779 2169.4153
174 -85373.3272 12364.0779
175 5664.9701 -85373.3272
176 -31623.3370 5664.9701
177 8459.6227 -31623.3370
178 -4228.2476 8459.6227
179 34397.3070 -4228.2476
180 -22693.6683 34397.3070
181 -55953.1126 -22693.6683
182 8839.3888 -55953.1126
183 18323.9143 8839.3888
184 19129.2177 18323.9143
185 3578.6253 19129.2177
186 1329.8480 3578.6253
187 16712.2667 1329.8480
188 8323.6233 16712.2667
189 -2611.0784 8323.6233
190 24550.9074 -2611.0784
191 -2724.0019 24550.9074
192 -17545.4615 -2724.0019
193 -6548.2234 -17545.4615
194 4563.4129 -6548.2234
195 4831.9608 4563.4129
196 -15898.0481 4831.9608
197 12087.6700 -15898.0481
198 -30338.1052 12087.6700
199 -1838.9219 -30338.1052
200 6221.5037 -1838.9219
201 -5201.2618 6221.5037
202 15840.4384 -5201.2618
203 9974.2234 15840.4384
204 -30077.0123 9974.2234
205 -11658.9891 -30077.0123
206 -7456.3686 -11658.9891
207 46310.7078 -7456.3686
208 23299.1152 46310.7078
209 2489.6752 23299.1152
210 10278.4345 2489.6752
211 24048.9060 10278.4345
212 -1299.8162 24048.9060
213 4230.5899 -1299.8162
214 -30371.4655 4230.5899
215 -8456.0458 -30371.4655
216 -31526.5593 -8456.0458
217 7335.7765 -31526.5593
218 2412.0870 7335.7765
219 28343.6937 2412.0870
220 -17176.8487 28343.6937
221 -5786.1877 -17176.8487
222 -53272.0912 -5786.1877
223 7614.6580 -53272.0912
224 -688.0426 7614.6580
225 -594.2548 -688.0426
226 18107.9489 -594.2548
227 -23890.9866 18107.9489
228 -30084.9820 -23890.9866
229 -38243.3431 -30084.9820
230 -13063.5662 -38243.3431
231 -5228.0295 -13063.5662
232 -31484.5702 -5228.0295
233 -8433.2349 -31484.5702
234 -30370.0312 -8433.2349
235 -14831.5764 -30370.0312
236 52009.0651 -14831.5764
237 -14027.8115 52009.0651
238 -13415.3376 -14027.8115
239 -20978.3039 -13415.3376
240 11105.4395 -20978.3039
241 1927.9492 11105.4395
242 -16625.5393 1927.9492
243 -6177.4233 -16625.5393
244 -430.5216 -6177.4233
245 -9722.7330 -430.5216
246 -25049.4037 -9722.7330
247 23794.8016 -25049.4037
248 9710.2065 23794.8016
249 -13639.7088 9710.2065
250 16718.2125 -13639.7088
251 8417.4551 16718.2125
252 11047.3889 8417.4551
253 2604.3604 11047.3889
254 -20874.4540 2604.3604
255 383.3955 -20874.4540
256 -13905.8239 383.3955
257 9337.8943 -13905.8239
258 10730.0826 9337.8943
259 5972.5889 10730.0826
260 -17438.0336 5972.5889
261 9304.4209 -17438.0336
262 8999.7922 9304.4209
263 -10521.8547 8999.7922
264 -9062.5234 -10521.8547
265 6507.7460 -9062.5234
266 -19377.1106 6507.7460
267 -6760.1446 -19377.1106
268 48752.6929 -6760.1446
269 -22280.0232 48752.6929
270 -5414.7484 -22280.0232
271 7237.3746 -5414.7484
272 2703.5080 7237.3746
273 4601.4447 2703.5080
274 10297.8199 4601.4447
275 -22742.2624 10297.8199
276 16083.7716 -22742.2624
277 10052.2177 16083.7716
278 -4710.1850 10052.2177
279 18228.8299 -4710.1850
280 -1134.4803 18228.8299
281 13485.4062 -1134.4803
282 -4061.5087 13485.4062
283 11256.4138 -4061.5087
284 4550.0160 11256.4138
285 -10324.0111 4550.0160
286 1385.4540 -10324.0111
287 1431.3808 1385.4540
288 -1408.0764 1431.3808
289 NA -1408.0764
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 6756.6315 65190.3605
[2,] 7875.4428 6756.6315
[3,] -70242.6898 7875.4428
[4,] 26391.6265 -70242.6898
[5,] 173.2536 26391.6265
[6,] 38379.8820 173.2536
[7,] -1541.4701 38379.8820
[8,] 14229.9802 -1541.4701
[9,] -7241.0431 14229.9802
[10,] 19072.7726 -7241.0431
[11,] 31796.4527 19072.7726
[12,] -15511.8532 31796.4527
[13,] -12666.9907 -15511.8532
[14,] 12277.1291 -12666.9907
[15,] 18371.0941 12277.1291
[16,] -80368.9842 18371.0941
[17,] 40758.0820 -80368.9842
[18,] 1424.6015 40758.0820
[19,] 3787.8357 1424.6015
[20,] 831.3178 3787.8357
[21,] 9975.6066 831.3178
[22,] 107035.7545 9975.6066
[23,] 36660.6657 107035.7545
[24,] -23819.4718 36660.6657
[25,] -93375.0807 -23819.4718
[26,] -48183.1221 -93375.0807
[27,] -14446.4671 -48183.1221
[28,] 34520.7487 -14446.4671
[29,] -6007.3188 34520.7487
[30,] 21040.7999 -6007.3188
[31,] 10474.6461 21040.7999
[32,] 897.1216 10474.6461
[33,] 36506.5905 897.1216
[34,] -12984.9945 36506.5905
[35,] 31351.0168 -12984.9945
[36,] 32454.3719 31351.0168
[37,] 8643.8754 32454.3719
[38,] 65568.6390 8643.8754
[39,] 3554.8078 65568.6390
[40,] 13179.8742 3554.8078
[41,] 32530.4029 13179.8742
[42,] -35428.5115 32530.4029
[43,] -4369.5737 -35428.5115
[44,] -23921.0112 -4369.5737
[45,] -10064.2214 -23921.0112
[46,] -43519.2966 -10064.2214
[47,] 2054.7914 -43519.2966
[48,] 1485.4495 2054.7914
[49,] -102118.6373 1485.4495
[50,] 46915.2856 -102118.6373
[51,] -17144.2613 46915.2856
[52,] -13640.4911 -17144.2613
[53,] -30751.2603 -13640.4911
[54,] -49996.4413 -30751.2603
[55,] 11252.1747 -49996.4413
[56,] -12837.0398 11252.1747
[57,] 56705.0390 -12837.0398
[58,] -2015.9760 56705.0390
[59,] -5776.7954 -2015.9760
[60,] 7588.2747 -5776.7954
[61,] 30875.6024 7588.2747
[62,] 18959.7624 30875.6024
[63,] 9935.0653 18959.7624
[64,] -1803.2699 9935.0653
[65,] 6014.2114 -1803.2699
[66,] 24690.6329 6014.2114
[67,] 4707.0162 24690.6329
[68,] 1598.5786 4707.0162
[69,] -40892.2220 1598.5786
[70,] 15804.7240 -40892.2220
[71,] 55074.6671 15804.7240
[72,] 37917.3852 55074.6671
[73,] -17719.4120 37917.3852
[74,] -34428.8933 -17719.4120
[75,] -18516.8419 -34428.8933
[76,] -41171.0539 -18516.8419
[77,] -14911.0202 -41171.0539
[78,] -22266.8903 -14911.0202
[79,] 10097.2581 -22266.8903
[80,] 2741.6995 10097.2581
[81,] -31508.9725 2741.6995
[82,] 45643.9929 -31508.9725
[83,] 34896.5814 45643.9929
[84,] 17783.6210 34896.5814
[85,] -27462.0947 17783.6210
[86,] -10686.6000 -27462.0947
[87,] -17590.3752 -10686.6000
[88,] 62001.8376 -17590.3752
[89,] -5530.8231 62001.8376
[90,] 9006.3670 -5530.8231
[91,] -13714.8620 9006.3670
[92,] -24819.9369 -13714.8620
[93,] 11362.8880 -24819.9369
[94,] 21291.1218 11362.8880
[95,] 20721.9730 21291.1218
[96,] 16550.2994 20721.9730
[97,] -127441.3561 16550.2994
[98,] 12667.1398 -127441.3561
[99,] -10629.3552 12667.1398
[100,] 14564.5256 -10629.3552
[101,] -20298.6933 14564.5256
[102,] 51225.0221 -20298.6933
[103,] 17415.7687 51225.0221
[104,] 31398.6875 17415.7687
[105,] 22549.0994 31398.6875
[106,] -26669.7923 22549.0994
[107,] -16526.6313 -26669.7923
[108,] 25089.5563 -16526.6313
[109,] 3276.0446 25089.5563
[110,] 15466.5567 3276.0446
[111,] -20739.3849 15466.5567
[112,] -12063.0313 -20739.3849
[113,] -5900.8895 -12063.0313
[114,] -26855.3205 -5900.8895
[115,] -28516.5487 -26855.3205
[116,] -20582.8224 -28516.5487
[117,] 48859.0258 -20582.8224
[118,] 6820.5879 48859.0258
[119,] -31144.8204 6820.5879
[120,] -5456.3300 -31144.8204
[121,] -48376.2460 -5456.3300
[122,] -23978.9392 -48376.2460
[123,] -53527.7839 -23978.9392
[124,] 79394.7866 -53527.7839
[125,] 20687.2815 79394.7866
[126,] 11885.8499 20687.2815
[127,] -9094.8841 11885.8499
[128,] 14061.6763 -9094.8841
[129,] 1179.3721 14061.6763
[130,] -2727.4257 1179.3721
[131,] -41846.3438 -2727.4257
[132,] 12944.2541 -41846.3438
[133,] -60682.5775 12944.2541
[134,] -15976.4396 -60682.5775
[135,] 52601.5415 -15976.4396
[136,] 3258.3050 52601.5415
[137,] 38315.2010 3258.3050
[138,] -23309.1892 38315.2010
[139,] -11492.9788 -23309.1892
[140,] -22337.8514 -11492.9788
[141,] -11457.9925 -22337.8514
[142,] 9620.8185 -11457.9925
[143,] -11767.1325 9620.8185
[144,] 12388.0652 -11767.1325
[145,] -29206.3479 12388.0652
[146,] 253.2152 -29206.3479
[147,] -12048.6745 253.2152
[148,] -16881.2192 -12048.6745
[149,] 3904.8266 -16881.2192
[150,] 29796.3761 3904.8266
[151,] 25087.3187 29796.3761
[152,] -15006.7577 25087.3187
[153,] 13276.1825 -15006.7577
[154,] 16620.8170 13276.1825
[155,] 44989.7781 16620.8170
[156,] 27673.6476 44989.7781
[157,] 21614.7323 27673.6476
[158,] -21869.2221 21614.7323
[159,] -11491.0945 -21869.2221
[160,] 21585.3165 -11491.0945
[161,] -10000.6157 21585.3165
[162,] -12496.9684 -10000.6157
[163,] -15983.6633 -12496.9684
[164,] -33042.1792 -15983.6633
[165,] 35849.6433 -33042.1792
[166,] -6622.9172 35849.6433
[167,] 11493.0999 -6622.9172
[168,] 19530.4398 11493.0999
[169,] 88516.7933 19530.4398
[170,] -12311.5207 88516.7933
[171,] 2290.8773 -12311.5207
[172,] 2169.4153 2290.8773
[173,] 12364.0779 2169.4153
[174,] -85373.3272 12364.0779
[175,] 5664.9701 -85373.3272
[176,] -31623.3370 5664.9701
[177,] 8459.6227 -31623.3370
[178,] -4228.2476 8459.6227
[179,] 34397.3070 -4228.2476
[180,] -22693.6683 34397.3070
[181,] -55953.1126 -22693.6683
[182,] 8839.3888 -55953.1126
[183,] 18323.9143 8839.3888
[184,] 19129.2177 18323.9143
[185,] 3578.6253 19129.2177
[186,] 1329.8480 3578.6253
[187,] 16712.2667 1329.8480
[188,] 8323.6233 16712.2667
[189,] -2611.0784 8323.6233
[190,] 24550.9074 -2611.0784
[191,] -2724.0019 24550.9074
[192,] -17545.4615 -2724.0019
[193,] -6548.2234 -17545.4615
[194,] 4563.4129 -6548.2234
[195,] 4831.9608 4563.4129
[196,] -15898.0481 4831.9608
[197,] 12087.6700 -15898.0481
[198,] -30338.1052 12087.6700
[199,] -1838.9219 -30338.1052
[200,] 6221.5037 -1838.9219
[201,] -5201.2618 6221.5037
[202,] 15840.4384 -5201.2618
[203,] 9974.2234 15840.4384
[204,] -30077.0123 9974.2234
[205,] -11658.9891 -30077.0123
[206,] -7456.3686 -11658.9891
[207,] 46310.7078 -7456.3686
[208,] 23299.1152 46310.7078
[209,] 2489.6752 23299.1152
[210,] 10278.4345 2489.6752
[211,] 24048.9060 10278.4345
[212,] -1299.8162 24048.9060
[213,] 4230.5899 -1299.8162
[214,] -30371.4655 4230.5899
[215,] -8456.0458 -30371.4655
[216,] -31526.5593 -8456.0458
[217,] 7335.7765 -31526.5593
[218,] 2412.0870 7335.7765
[219,] 28343.6937 2412.0870
[220,] -17176.8487 28343.6937
[221,] -5786.1877 -17176.8487
[222,] -53272.0912 -5786.1877
[223,] 7614.6580 -53272.0912
[224,] -688.0426 7614.6580
[225,] -594.2548 -688.0426
[226,] 18107.9489 -594.2548
[227,] -23890.9866 18107.9489
[228,] -30084.9820 -23890.9866
[229,] -38243.3431 -30084.9820
[230,] -13063.5662 -38243.3431
[231,] -5228.0295 -13063.5662
[232,] -31484.5702 -5228.0295
[233,] -8433.2349 -31484.5702
[234,] -30370.0312 -8433.2349
[235,] -14831.5764 -30370.0312
[236,] 52009.0651 -14831.5764
[237,] -14027.8115 52009.0651
[238,] -13415.3376 -14027.8115
[239,] -20978.3039 -13415.3376
[240,] 11105.4395 -20978.3039
[241,] 1927.9492 11105.4395
[242,] -16625.5393 1927.9492
[243,] -6177.4233 -16625.5393
[244,] -430.5216 -6177.4233
[245,] -9722.7330 -430.5216
[246,] -25049.4037 -9722.7330
[247,] 23794.8016 -25049.4037
[248,] 9710.2065 23794.8016
[249,] -13639.7088 9710.2065
[250,] 16718.2125 -13639.7088
[251,] 8417.4551 16718.2125
[252,] 11047.3889 8417.4551
[253,] 2604.3604 11047.3889
[254,] -20874.4540 2604.3604
[255,] 383.3955 -20874.4540
[256,] -13905.8239 383.3955
[257,] 9337.8943 -13905.8239
[258,] 10730.0826 9337.8943
[259,] 5972.5889 10730.0826
[260,] -17438.0336 5972.5889
[261,] 9304.4209 -17438.0336
[262,] 8999.7922 9304.4209
[263,] -10521.8547 8999.7922
[264,] -9062.5234 -10521.8547
[265,] 6507.7460 -9062.5234
[266,] -19377.1106 6507.7460
[267,] -6760.1446 -19377.1106
[268,] 48752.6929 -6760.1446
[269,] -22280.0232 48752.6929
[270,] -5414.7484 -22280.0232
[271,] 7237.3746 -5414.7484
[272,] 2703.5080 7237.3746
[273,] 4601.4447 2703.5080
[274,] 10297.8199 4601.4447
[275,] -22742.2624 10297.8199
[276,] 16083.7716 -22742.2624
[277,] 10052.2177 16083.7716
[278,] -4710.1850 10052.2177
[279,] 18228.8299 -4710.1850
[280,] -1134.4803 18228.8299
[281,] 13485.4062 -1134.4803
[282,] -4061.5087 13485.4062
[283,] 11256.4138 -4061.5087
[284,] 4550.0160 11256.4138
[285,] -10324.0111 4550.0160
[286,] 1385.4540 -10324.0111
[287,] 1431.3808 1385.4540
[288,] -1408.0764 1431.3808
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 6756.6315 65190.3605
2 7875.4428 6756.6315
3 -70242.6898 7875.4428
4 26391.6265 -70242.6898
5 173.2536 26391.6265
6 38379.8820 173.2536
7 -1541.4701 38379.8820
8 14229.9802 -1541.4701
9 -7241.0431 14229.9802
10 19072.7726 -7241.0431
11 31796.4527 19072.7726
12 -15511.8532 31796.4527
13 -12666.9907 -15511.8532
14 12277.1291 -12666.9907
15 18371.0941 12277.1291
16 -80368.9842 18371.0941
17 40758.0820 -80368.9842
18 1424.6015 40758.0820
19 3787.8357 1424.6015
20 831.3178 3787.8357
21 9975.6066 831.3178
22 107035.7545 9975.6066
23 36660.6657 107035.7545
24 -23819.4718 36660.6657
25 -93375.0807 -23819.4718
26 -48183.1221 -93375.0807
27 -14446.4671 -48183.1221
28 34520.7487 -14446.4671
29 -6007.3188 34520.7487
30 21040.7999 -6007.3188
31 10474.6461 21040.7999
32 897.1216 10474.6461
33 36506.5905 897.1216
34 -12984.9945 36506.5905
35 31351.0168 -12984.9945
36 32454.3719 31351.0168
37 8643.8754 32454.3719
38 65568.6390 8643.8754
39 3554.8078 65568.6390
40 13179.8742 3554.8078
41 32530.4029 13179.8742
42 -35428.5115 32530.4029
43 -4369.5737 -35428.5115
44 -23921.0112 -4369.5737
45 -10064.2214 -23921.0112
46 -43519.2966 -10064.2214
47 2054.7914 -43519.2966
48 1485.4495 2054.7914
49 -102118.6373 1485.4495
50 46915.2856 -102118.6373
51 -17144.2613 46915.2856
52 -13640.4911 -17144.2613
53 -30751.2603 -13640.4911
54 -49996.4413 -30751.2603
55 11252.1747 -49996.4413
56 -12837.0398 11252.1747
57 56705.0390 -12837.0398
58 -2015.9760 56705.0390
59 -5776.7954 -2015.9760
60 7588.2747 -5776.7954
61 30875.6024 7588.2747
62 18959.7624 30875.6024
63 9935.0653 18959.7624
64 -1803.2699 9935.0653
65 6014.2114 -1803.2699
66 24690.6329 6014.2114
67 4707.0162 24690.6329
68 1598.5786 4707.0162
69 -40892.2220 1598.5786
70 15804.7240 -40892.2220
71 55074.6671 15804.7240
72 37917.3852 55074.6671
73 -17719.4120 37917.3852
74 -34428.8933 -17719.4120
75 -18516.8419 -34428.8933
76 -41171.0539 -18516.8419
77 -14911.0202 -41171.0539
78 -22266.8903 -14911.0202
79 10097.2581 -22266.8903
80 2741.6995 10097.2581
81 -31508.9725 2741.6995
82 45643.9929 -31508.9725
83 34896.5814 45643.9929
84 17783.6210 34896.5814
85 -27462.0947 17783.6210
86 -10686.6000 -27462.0947
87 -17590.3752 -10686.6000
88 62001.8376 -17590.3752
89 -5530.8231 62001.8376
90 9006.3670 -5530.8231
91 -13714.8620 9006.3670
92 -24819.9369 -13714.8620
93 11362.8880 -24819.9369
94 21291.1218 11362.8880
95 20721.9730 21291.1218
96 16550.2994 20721.9730
97 -127441.3561 16550.2994
98 12667.1398 -127441.3561
99 -10629.3552 12667.1398
100 14564.5256 -10629.3552
101 -20298.6933 14564.5256
102 51225.0221 -20298.6933
103 17415.7687 51225.0221
104 31398.6875 17415.7687
105 22549.0994 31398.6875
106 -26669.7923 22549.0994
107 -16526.6313 -26669.7923
108 25089.5563 -16526.6313
109 3276.0446 25089.5563
110 15466.5567 3276.0446
111 -20739.3849 15466.5567
112 -12063.0313 -20739.3849
113 -5900.8895 -12063.0313
114 -26855.3205 -5900.8895
115 -28516.5487 -26855.3205
116 -20582.8224 -28516.5487
117 48859.0258 -20582.8224
118 6820.5879 48859.0258
119 -31144.8204 6820.5879
120 -5456.3300 -31144.8204
121 -48376.2460 -5456.3300
122 -23978.9392 -48376.2460
123 -53527.7839 -23978.9392
124 79394.7866 -53527.7839
125 20687.2815 79394.7866
126 11885.8499 20687.2815
127 -9094.8841 11885.8499
128 14061.6763 -9094.8841
129 1179.3721 14061.6763
130 -2727.4257 1179.3721
131 -41846.3438 -2727.4257
132 12944.2541 -41846.3438
133 -60682.5775 12944.2541
134 -15976.4396 -60682.5775
135 52601.5415 -15976.4396
136 3258.3050 52601.5415
137 38315.2010 3258.3050
138 -23309.1892 38315.2010
139 -11492.9788 -23309.1892
140 -22337.8514 -11492.9788
141 -11457.9925 -22337.8514
142 9620.8185 -11457.9925
143 -11767.1325 9620.8185
144 12388.0652 -11767.1325
145 -29206.3479 12388.0652
146 253.2152 -29206.3479
147 -12048.6745 253.2152
148 -16881.2192 -12048.6745
149 3904.8266 -16881.2192
150 29796.3761 3904.8266
151 25087.3187 29796.3761
152 -15006.7577 25087.3187
153 13276.1825 -15006.7577
154 16620.8170 13276.1825
155 44989.7781 16620.8170
156 27673.6476 44989.7781
157 21614.7323 27673.6476
158 -21869.2221 21614.7323
159 -11491.0945 -21869.2221
160 21585.3165 -11491.0945
161 -10000.6157 21585.3165
162 -12496.9684 -10000.6157
163 -15983.6633 -12496.9684
164 -33042.1792 -15983.6633
165 35849.6433 -33042.1792
166 -6622.9172 35849.6433
167 11493.0999 -6622.9172
168 19530.4398 11493.0999
169 88516.7933 19530.4398
170 -12311.5207 88516.7933
171 2290.8773 -12311.5207
172 2169.4153 2290.8773
173 12364.0779 2169.4153
174 -85373.3272 12364.0779
175 5664.9701 -85373.3272
176 -31623.3370 5664.9701
177 8459.6227 -31623.3370
178 -4228.2476 8459.6227
179 34397.3070 -4228.2476
180 -22693.6683 34397.3070
181 -55953.1126 -22693.6683
182 8839.3888 -55953.1126
183 18323.9143 8839.3888
184 19129.2177 18323.9143
185 3578.6253 19129.2177
186 1329.8480 3578.6253
187 16712.2667 1329.8480
188 8323.6233 16712.2667
189 -2611.0784 8323.6233
190 24550.9074 -2611.0784
191 -2724.0019 24550.9074
192 -17545.4615 -2724.0019
193 -6548.2234 -17545.4615
194 4563.4129 -6548.2234
195 4831.9608 4563.4129
196 -15898.0481 4831.9608
197 12087.6700 -15898.0481
198 -30338.1052 12087.6700
199 -1838.9219 -30338.1052
200 6221.5037 -1838.9219
201 -5201.2618 6221.5037
202 15840.4384 -5201.2618
203 9974.2234 15840.4384
204 -30077.0123 9974.2234
205 -11658.9891 -30077.0123
206 -7456.3686 -11658.9891
207 46310.7078 -7456.3686
208 23299.1152 46310.7078
209 2489.6752 23299.1152
210 10278.4345 2489.6752
211 24048.9060 10278.4345
212 -1299.8162 24048.9060
213 4230.5899 -1299.8162
214 -30371.4655 4230.5899
215 -8456.0458 -30371.4655
216 -31526.5593 -8456.0458
217 7335.7765 -31526.5593
218 2412.0870 7335.7765
219 28343.6937 2412.0870
220 -17176.8487 28343.6937
221 -5786.1877 -17176.8487
222 -53272.0912 -5786.1877
223 7614.6580 -53272.0912
224 -688.0426 7614.6580
225 -594.2548 -688.0426
226 18107.9489 -594.2548
227 -23890.9866 18107.9489
228 -30084.9820 -23890.9866
229 -38243.3431 -30084.9820
230 -13063.5662 -38243.3431
231 -5228.0295 -13063.5662
232 -31484.5702 -5228.0295
233 -8433.2349 -31484.5702
234 -30370.0312 -8433.2349
235 -14831.5764 -30370.0312
236 52009.0651 -14831.5764
237 -14027.8115 52009.0651
238 -13415.3376 -14027.8115
239 -20978.3039 -13415.3376
240 11105.4395 -20978.3039
241 1927.9492 11105.4395
242 -16625.5393 1927.9492
243 -6177.4233 -16625.5393
244 -430.5216 -6177.4233
245 -9722.7330 -430.5216
246 -25049.4037 -9722.7330
247 23794.8016 -25049.4037
248 9710.2065 23794.8016
249 -13639.7088 9710.2065
250 16718.2125 -13639.7088
251 8417.4551 16718.2125
252 11047.3889 8417.4551
253 2604.3604 11047.3889
254 -20874.4540 2604.3604
255 383.3955 -20874.4540
256 -13905.8239 383.3955
257 9337.8943 -13905.8239
258 10730.0826 9337.8943
259 5972.5889 10730.0826
260 -17438.0336 5972.5889
261 9304.4209 -17438.0336
262 8999.7922 9304.4209
263 -10521.8547 8999.7922
264 -9062.5234 -10521.8547
265 6507.7460 -9062.5234
266 -19377.1106 6507.7460
267 -6760.1446 -19377.1106
268 48752.6929 -6760.1446
269 -22280.0232 48752.6929
270 -5414.7484 -22280.0232
271 7237.3746 -5414.7484
272 2703.5080 7237.3746
273 4601.4447 2703.5080
274 10297.8199 4601.4447
275 -22742.2624 10297.8199
276 16083.7716 -22742.2624
277 10052.2177 16083.7716
278 -4710.1850 10052.2177
279 18228.8299 -4710.1850
280 -1134.4803 18228.8299
281 13485.4062 -1134.4803
282 -4061.5087 13485.4062
283 11256.4138 -4061.5087
284 4550.0160 11256.4138
285 -10324.0111 4550.0160
286 1385.4540 -10324.0111
287 1431.3808 1385.4540
288 -1408.0764 1431.3808
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/7w1p11352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8ql821352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9wqig1352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10gkax1352131683.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11uh3h1352131683.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12d0931352131683.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13qfvk1352131683.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/146a9o1352131683.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/15qkac1352131683.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/167rqs1352131684.tab")
+ }
>
> try(system("convert tmp/1y3xa1352131683.ps tmp/1y3xa1352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jaav1352131683.ps tmp/2jaav1352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/333e81352131683.ps tmp/333e81352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/4yf5o1352131683.ps tmp/4yf5o1352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/5zfd31352131683.ps tmp/5zfd31352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/6krie1352131683.ps tmp/6krie1352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/7w1p11352131683.ps tmp/7w1p11352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/8ql821352131683.ps tmp/8ql821352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/9wqig1352131683.ps tmp/9wqig1352131683.png",intern=TRUE))
character(0)
> try(system("convert tmp/10gkax1352131683.ps tmp/10gkax1352131683.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.975 1.292 14.463