R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(41 + ,38 + ,13 + ,12 + ,14 + ,12 + ,53 + ,32 + ,39 + ,32 + ,16 + ,11 + ,18 + ,11 + ,86 + ,51 + ,30 + ,35 + ,19 + ,15 + ,11 + ,14 + ,66 + ,42 + ,31 + ,33 + ,15 + ,6 + ,12 + ,12 + ,67 + ,41 + ,34 + ,37 + ,14 + ,13 + ,16 + ,21 + ,76 + ,46 + ,35 + ,29 + ,13 + ,10 + ,18 + ,12 + ,78 + ,47 + ,39 + ,31 + ,19 + ,12 + ,14 + ,22 + ,53 + ,37 + ,34 + ,36 + ,15 + ,14 + ,14 + ,11 + ,80 + ,49 + ,36 + ,35 + ,14 + ,12 + ,15 + ,10 + ,74 + ,45 + ,37 + ,38 + ,15 + ,6 + ,15 + ,13 + ,76 + ,47 + ,38 + ,31 + ,16 + ,10 + ,17 + ,10 + ,79 + ,49 + ,36 + ,34 + ,16 + ,12 + ,19 + ,8 + ,54 + ,33 + ,38 + ,35 + ,16 + ,12 + ,10 + ,15 + ,67 + ,42 + ,39 + ,38 + ,16 + ,11 + ,16 + ,14 + ,54 + ,33 + ,33 + ,37 + ,17 + ,15 + ,18 + ,10 + ,87 + ,53 + ,32 + ,33 + ,15 + ,12 + ,14 + ,14 + ,58 + ,36 + ,36 + ,32 + ,15 + ,10 + ,14 + ,14 + ,75 + ,45 + ,38 + ,38 + ,20 + ,12 + ,17 + ,11 + ,88 + ,54 + ,39 + ,38 + ,18 + ,11 + ,14 + ,10 + ,64 + ,41 + ,32 + ,32 + ,16 + ,12 + ,16 + ,13 + ,57 + ,36 + ,32 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,32 + ,27 + ,18 + ,13 + ,16 + ,12 + ,76 + ,47 + ,36 + ,36 + ,13 + ,12 + ,11 + ,13 + ,60 + ,38 + ,32 + ,31 + ,16 + ,12 + ,12 + ,11 + ,75 + ,46 + ,35 + ,32 + ,13 + ,9 + ,9 + ,19 + ,73 + ,46 + ,38 + ,39 + ,10 + ,7 + ,16 + ,12 + ,85 + ,53 + ,42 + ,37 + ,15 + ,13 + ,13 + ,17 + ,79 + ,47 + ,34 + ,38 + ,16 + ,9 + ,16 + ,9 + ,71 + ,41 + ,35 + ,39 + ,16 + ,6 + ,12 + ,12 + ,72 + ,44 + ,35 + ,34 + ,14 + ,8 + ,9 + ,19 + ,69 + ,43 + ,33 + ,31 + ,10 + ,8 + ,13 + ,18 + ,78 + ,51 + ,36 + ,32 + ,17 + ,15 + ,13 + ,15 + ,54 + ,33 + ,32 + ,37 + ,13 + ,6 + ,14 + ,14 + ,69 + ,43 + ,33 + ,36 + ,15 + ,9 + ,19 + ,11 + ,81 + ,53 + ,34 + ,32 + ,16 + ,11 + ,13 + ,9 + ,84 + ,51 + ,32 + ,35 + ,12 + ,8 + ,12 + ,18 + ,84 + ,50 + ,34 + ,36 + ,13 + ,8 + ,13 + ,16 + ,69 + ,46) + ,dim=c(8 + ,162) + ,dimnames=list(c('Connected' + ,'Separate' + ,'Learning' + ,'Software' + ,'Happiness' + ,'Depression' + ,'Belonging' + ,'Belonging_Final') + ,1:162)) > y <- array(NA,dim=c(8,162),dimnames=list(c('Connected','Separate','Learning','Software','Happiness','Depression','Belonging','Belonging_Final'),1:162)) > 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 = '5' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '5' > #'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 Happiness Connected Separate Learning Software Depression Belonging 1 14 41 38 13 12 12 53 2 18 39 32 16 11 11 86 3 11 30 35 19 15 14 66 4 12 31 33 15 6 12 67 5 16 34 37 14 13 21 76 6 18 35 29 13 10 12 78 7 14 39 31 19 12 22 53 8 14 34 36 15 14 11 80 9 15 36 35 14 12 10 74 10 15 37 38 15 6 13 76 11 17 38 31 16 10 10 79 12 19 36 34 16 12 8 54 13 10 38 35 16 12 15 67 14 16 39 38 16 11 14 54 15 18 33 37 17 15 10 87 16 14 32 33 15 12 14 58 17 14 36 32 15 10 14 75 18 17 38 38 20 12 11 88 19 14 39 38 18 11 10 64 20 16 32 32 16 12 13 57 21 18 32 33 16 11 7 66 22 11 31 31 16 12 14 68 23 14 39 38 19 13 12 54 24 12 37 39 16 11 14 56 25 17 39 32 17 9 11 86 26 9 41 32 17 13 9 80 27 16 36 35 16 10 11 76 28 14 33 37 15 14 15 69 29 15 33 33 16 12 14 78 30 11 34 33 14 10 13 67 31 16 31 28 15 12 9 80 32 13 27 32 12 8 15 54 33 17 37 31 14 10 10 71 34 15 34 37 16 12 11 84 35 14 34 30 14 12 13 74 36 16 32 33 7 7 8 71 37 9 29 31 10 6 20 63 38 15 36 33 14 12 12 71 39 17 29 31 16 10 10 76 40 13 35 33 16 10 10 69 41 15 37 32 16 10 9 74 42 16 34 33 14 12 14 75 43 16 38 32 20 15 8 54 44 12 35 33 14 10 14 52 45 12 38 28 14 10 11 69 46 11 37 35 11 12 13 68 47 15 38 39 14 13 9 65 48 15 33 34 15 11 11 75 49 17 36 38 16 11 15 74 50 13 38 32 14 12 11 75 51 16 32 38 16 14 10 72 52 14 32 30 14 10 14 67 53 11 32 33 12 12 18 63 54 12 34 38 16 13 14 62 55 12 32 32 9 5 11 63 56 15 37 32 14 6 12 76 57 16 39 34 16 12 13 74 58 15 29 34 16 12 9 67 59 12 37 36 15 11 10 73 60 12 35 34 16 10 15 70 61 8 30 28 12 7 20 53 62 13 38 34 16 12 12 77 63 11 34 35 16 14 12 77 64 14 31 35 14 11 14 52 65 15 34 31 16 12 13 54 66 10 35 37 17 13 11 80 67 11 36 35 18 14 17 66 68 12 30 27 18 11 12 73 69 15 39 40 12 12 13 63 70 15 35 37 16 12 14 69 71 14 38 36 10 8 13 67 72 16 31 38 14 11 15 54 73 15 34 39 18 14 13 81 74 15 38 41 18 14 10 69 75 13 34 27 16 12 11 84 76 12 39 30 17 9 19 80 77 17 37 37 16 13 13 70 78 13 34 31 16 11 17 69 79 15 28 31 13 12 13 77 80 13 37 27 16 12 9 54 81 15 33 36 16 12 11 79 82 16 37 38 20 12 10 30 83 15 35 37 16 12 9 71 84 16 37 33 15 12 12 73 85 15 32 34 15 11 12 72 86 14 33 31 16 10 13 77 87 15 38 39 14 9 13 75 88 14 33 34 16 12 12 69 89 13 29 32 16 12 15 54 90 7 33 33 15 12 22 70 91 17 31 36 12 9 13 73 92 13 36 32 17 15 15 54 93 15 35 41 16 12 13 77 94 14 32 28 15 12 15 82 95 13 29 30 13 12 10 80 96 16 39 36 16 10 11 80 97 12 37 35 16 13 16 69 98 14 35 31 16 9 11 78 99 17 37 34 16 12 11 81 100 15 32 36 14 10 10 76 101 17 38 36 16 14 10 76 102 12 37 35 16 11 16 73 103 16 36 37 20 15 12 85 104 11 32 28 15 11 11 66 105 15 33 39 16 11 16 79 106 9 40 32 13 12 19 68 107 16 38 35 17 12 11 76 108 15 41 39 16 12 16 71 109 10 36 35 16 11 15 54 110 10 43 42 12 7 24 46 111 15 30 34 16 12 14 82 112 11 31 33 16 14 15 74 113 13 32 41 17 11 11 88 114 14 32 33 13 11 15 38 115 18 37 34 12 10 12 76 116 16 37 32 18 13 10 86 117 14 33 40 14 13 14 54 118 14 34 40 14 8 13 70 119 14 33 35 13 11 9 69 120 14 38 36 16 12 15 90 121 12 33 37 13 11 15 54 122 14 31 27 16 13 14 76 123 15 38 39 13 12 11 89 124 15 37 38 16 14 8 76 125 15 33 31 15 13 11 73 126 13 31 33 16 15 11 79 127 17 39 32 15 10 8 90 128 17 44 39 17 11 10 74 129 19 33 36 15 9 11 81 130 15 35 33 12 11 13 72 131 13 32 33 16 10 11 71 132 9 28 32 10 11 20 66 133 15 40 37 16 8 10 77 134 15 27 30 12 11 15 65 135 15 37 38 14 12 12 74 136 16 32 29 15 12 14 82 137 11 28 22 13 9 23 54 138 14 34 35 15 11 14 63 139 11 30 35 11 10 16 54 140 15 35 34 12 8 11 64 141 13 31 35 8 9 12 69 142 15 32 34 16 8 10 54 143 16 30 34 15 9 14 84 144 14 30 35 17 15 12 86 145 15 31 23 16 11 12 77 146 16 40 31 10 8 11 89 147 16 32 27 18 13 12 76 148 11 36 36 13 12 13 60 149 12 32 31 16 12 11 75 150 9 35 32 13 9 19 73 151 16 38 39 10 7 12 85 152 13 42 37 15 13 17 79 153 16 34 38 16 9 9 71 154 12 35 39 16 6 12 72 155 9 35 34 14 8 19 69 156 13 33 31 10 8 18 78 157 13 36 32 17 15 15 54 158 14 32 37 13 6 14 69 159 19 33 36 15 9 11 81 160 13 34 32 16 11 9 84 161 12 32 35 12 8 18 84 162 13 34 36 13 8 16 69 Belonging_Final 1 32 2 51 3 42 4 41 5 46 6 47 7 37 8 49 9 45 10 47 11 49 12 33 13 42 14 33 15 53 16 36 17 45 18 54 19 41 20 36 21 41 22 44 23 33 24 37 25 52 26 47 27 43 28 44 29 45 30 44 31 49 32 33 33 43 34 54 35 42 36 44 37 37 38 43 39 46 40 42 41 45 42 44 43 33 44 31 45 42 46 40 47 43 48 46 49 42 50 45 51 44 52 40 53 37 54 46 55 36 56 47 57 45 58 42 59 43 60 43 61 32 62 45 63 45 64 31 65 33 66 49 67 42 68 41 69 38 70 42 71 44 72 33 73 48 74 40 75 50 76 49 77 43 78 44 79 47 80 33 81 46 82 0 83 45 84 43 85 44 86 47 87 45 88 42 89 33 90 43 91 46 92 33 93 46 94 48 95 47 96 47 97 43 98 46 99 48 100 46 101 45 102 45 103 52 104 42 105 47 106 41 107 47 108 43 109 33 110 30 111 49 112 44 113 55 114 11 115 47 116 53 117 33 118 44 119 42 120 55 121 33 122 46 123 54 124 47 125 45 126 47 127 55 128 44 129 53 130 44 131 42 132 40 133 46 134 40 135 46 136 53 137 33 138 42 139 35 140 40 141 41 142 33 143 51 144 53 145 46 146 55 147 47 148 38 149 46 150 46 151 53 152 47 153 41 154 44 155 43 156 51 157 33 158 43 159 53 160 51 161 50 162 46 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Connected Separate Learning 12.65475 0.01376 0.07391 0.06620 Software Depression Belonging Belonging_Final -0.04622 -0.35118 0.05851 -0.03930 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.7815 -1.2879 0.2204 1.0695 4.5528 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 12.65475 2.57972 4.905 2.35e-06 *** Connected 0.01376 0.05030 0.274 0.785 Separate 0.07391 0.04684 1.578 0.117 Learning 0.06620 0.08468 0.782 0.436 Software -0.04622 0.08588 -0.538 0.591 Depression -0.35118 0.05248 -6.691 3.87e-10 *** Belonging 0.05851 0.04675 1.252 0.213 Belonging_Final -0.03930 0.06741 -0.583 0.561 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.948 on 154 degrees of freedom Multiple R-squared: 0.3356, Adjusted R-squared: 0.3054 F-statistic: 11.11 on 7 and 154 DF, p-value: 2.444e-11 > 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,] 0.05944293 0.1188858563 0.9405570718 [2,] 0.88568239 0.2286352156 0.1143176078 [3,] 0.98388450 0.0322310040 0.0161155020 [4,] 0.97454093 0.0509181339 0.0254590669 [5,] 0.98564854 0.0287029173 0.0143514586 [6,] 0.97470177 0.0505964627 0.0252982313 [7,] 0.97572316 0.0485536882 0.0242768441 [8,] 0.96148155 0.0770369045 0.0385184522 [9,] 0.94206040 0.1158792052 0.0579396026 [10,] 0.94289294 0.1142141238 0.0571070619 [11,] 0.94980953 0.1003809444 0.0501904722 [12,] 0.95174882 0.0965023549 0.0482511774 [13,] 0.94733763 0.1053247385 0.0526623692 [14,] 0.92649797 0.1470040624 0.0735020312 [15,] 0.90405660 0.1918867913 0.0959433956 [16,] 0.99968755 0.0006249078 0.0003124539 [17,] 0.99945897 0.0010820558 0.0005410279 [18,] 0.99909508 0.0018098439 0.0009049219 [19,] 0.99855850 0.0028830088 0.0014415044 [20,] 0.99900138 0.0019972373 0.0009986187 [21,] 0.99842546 0.0031490733 0.0015745366 [22,] 0.99766789 0.0046642270 0.0023321135 [23,] 0.99729374 0.0054125162 0.0027062581 [24,] 0.99589121 0.0082175854 0.0041087927 [25,] 0.99471946 0.0105610710 0.0052805355 [26,] 0.99228059 0.0154388195 0.0077194097 [27,] 0.99501200 0.0099760060 0.0049880030 [28,] 0.99281721 0.0143655735 0.0071827867 [29,] 0.99207855 0.0158429000 0.0079214500 [30,] 0.99222660 0.0155468064 0.0077734032 [31,] 0.98920438 0.0215912363 0.0107956182 [32,] 0.98838228 0.0232354488 0.0116177244 [33,] 0.98421352 0.0315729561 0.0157864781 [34,] 0.98072840 0.0385432058 0.0192716029 [35,] 0.98342232 0.0331553632 0.0165776816 [36,] 0.98827809 0.0234438167 0.0117219084 [37,] 0.98384055 0.0323189000 0.0161594500 [38,] 0.97795384 0.0440923116 0.0220461558 [39,] 0.98238888 0.0352222424 0.0176111212 [40,] 0.98084981 0.0383003762 0.0191501881 [41,] 0.97472311 0.0505537719 0.0252768860 [42,] 0.96717990 0.0656402050 0.0328201025 [43,] 0.96056997 0.0788600555 0.0394300277 [44,] 0.95192128 0.0961574360 0.0480787180 [45,] 0.95362757 0.0927448535 0.0463724268 [46,] 0.94146552 0.1170689559 0.0585344780 [47,] 0.93678971 0.1264205860 0.0632102930 [48,] 0.92046211 0.1590757733 0.0795378867 [49,] 0.95022523 0.0995495430 0.0497747715 [50,] 0.94568522 0.1086295631 0.0543147816 [51,] 0.95363281 0.0927343886 0.0463671943 [52,] 0.95268165 0.0946367036 0.0473183518 [53,] 0.97649090 0.0470181937 0.0235090969 [54,] 0.97110485 0.0577903040 0.0288951520 [55,] 0.96886306 0.0622738766 0.0311369383 [56,] 0.99498526 0.0100294876 0.0050147438 [57,] 0.99431383 0.0113723400 0.0056861700 [58,] 0.99504472 0.0099105654 0.0049552827 [59,] 0.99363695 0.0127260986 0.0063630493 [60,] 0.99211902 0.0157619528 0.0078809764 [61,] 0.98925893 0.0214821414 0.0107410707 [62,] 0.99327506 0.0134498781 0.0067249391 [63,] 0.99078076 0.0184384759 0.0092192379 [64,] 0.98786717 0.0242656575 0.0121328287 [65,] 0.98723445 0.0255311051 0.0127655526 [66,] 0.98287839 0.0342432103 0.0171216051 [67,] 0.98775629 0.0244874181 0.0122437091 [68,] 0.98424808 0.0315038397 0.0157519198 [69,] 0.98131994 0.0373601278 0.0186800639 [70,] 0.97938613 0.0412277497 0.0206138748 [71,] 0.97284562 0.0543087626 0.0271543813 [72,] 0.96721641 0.0655671868 0.0327835934 [73,] 0.95861647 0.0827670573 0.0413835286 [74,] 0.95453793 0.0909241350 0.0454620675 [75,] 0.94352603 0.1129479388 0.0564739694 [76,] 0.92884309 0.1423138179 0.0711569090 [77,] 0.91203509 0.1759298123 0.0879649061 [78,] 0.89190093 0.2161981435 0.1080990718 [79,] 0.87146265 0.2570747043 0.1285373521 [80,] 0.92006315 0.1598736990 0.0799368495 [81,] 0.94152590 0.1169482008 0.0584741004 [82,] 0.92779056 0.1444188867 0.0722094434 [83,] 0.91153650 0.1769269985 0.0884634992 [84,] 0.89361078 0.2127784317 0.1063892159 [85,] 0.89402833 0.2119433374 0.1059716687 [86,] 0.87200679 0.2559864105 0.1279932053 [87,] 0.84993771 0.3001245827 0.1500622913 [88,] 0.83066827 0.3386634691 0.1693317346 [89,] 0.82532380 0.3493523944 0.1746761972 [90,] 0.79291257 0.4141748631 0.2070874316 [91,] 0.78407778 0.4318444419 0.2159222210 [92,] 0.75885975 0.4822804904 0.2411402452 [93,] 0.73181700 0.5363660070 0.2681830035 [94,] 0.80397966 0.3920406743 0.1960203371 [95,] 0.80770771 0.3845845715 0.1922922858 [96,] 0.84029049 0.3194190214 0.1597095107 [97,] 0.81481122 0.3703775666 0.1851887833 [98,] 0.82043731 0.3591253801 0.1795626900 [99,] 0.85656724 0.2868655119 0.1434327560 [100,] 0.82984643 0.3403071390 0.1701535695 [101,] 0.81894347 0.3621130554 0.1810565277 [102,] 0.81479319 0.3704136198 0.1852068099 [103,] 0.82474998 0.3505000477 0.1752500239 [104,] 0.91418639 0.1716272295 0.0858136148 [105,] 0.95494039 0.0901192235 0.0450596118 [106,] 0.94075895 0.1184821070 0.0592410535 [107,] 0.94494956 0.1101008712 0.0550504356 [108,] 0.92785243 0.1442951457 0.0721475729 [109,] 0.91430550 0.1713890044 0.0856945022 [110,] 0.89006495 0.2198701044 0.1099350522 [111,] 0.86425164 0.2714967140 0.1357483570 [112,] 0.83284833 0.3343033447 0.1671516723 [113,] 0.79494288 0.4101142415 0.2050571208 [114,] 0.76437601 0.4712479890 0.2356239945 [115,] 0.71718623 0.5656275366 0.2828137683 [116,] 0.69471333 0.6105733413 0.3052866707 [117,] 0.64488395 0.7102321057 0.3551160529 [118,] 0.67423113 0.6515377456 0.3257688728 [119,] 0.73578750 0.5284250047 0.2642125024 [120,] 0.70839703 0.5832059389 0.2916029694 [121,] 0.68156108 0.6368778436 0.3184389218 [122,] 0.65453709 0.6909258231 0.3454629115 [123,] 0.59588521 0.8082295806 0.4041147903 [124,] 0.60764967 0.7847006618 0.3923503309 [125,] 0.55938008 0.8812398382 0.4406199191 [126,] 0.52411511 0.9517697886 0.4758848943 [127,] 0.55316811 0.8936637870 0.4468318935 [128,] 0.48235942 0.9647188347 0.5176405826 [129,] 0.41027851 0.8205570253 0.5897214874 [130,] 0.34471643 0.6894328562 0.6552835719 [131,] 0.27634917 0.5526983451 0.7236508275 [132,] 0.23403529 0.4680705894 0.7659647053 [133,] 0.24342258 0.4868451516 0.7565774242 [134,] 0.20375890 0.4075177926 0.7962411037 [135,] 0.19478796 0.3895759157 0.8052120421 [136,] 0.19235088 0.3847017516 0.8076491242 [137,] 0.32151016 0.6430203187 0.6784898406 [138,] 0.76888889 0.4622222269 0.2311111135 [139,] 0.82066483 0.3586703402 0.1793351701 [140,] 0.70486583 0.5902683367 0.2951341683 [141,] 0.57801331 0.8439733865 0.4219866932 > postscript(file="/var/fisher/rcomp/tmp/1ye741352150546.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2xljp1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3mhko1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4benk1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5y6wp1352150546.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 = 162 Frequency = 1 1 2 3 4 5 6 0.03738346 2.72831569 -2.51326596 -2.33055066 4.55281821 3.81951358 7 8 9 10 11 12 3.89347054 -1.02122612 -0.15841146 0.27774319 1.74955010 3.77930065 13 14 15 16 17 18 -3.27074118 2.50326556 2.22890779 0.96542771 0.25092196 1.08093559 19 20 21 22 23 24 -1.30453768 2.68046859 2.12316057 -2.20985924 -0.30525745 -1.50293079 25 26 27 28 29 30 1.60899129 -6.78149146 0.77232416 0.77045576 1.06900101 -2.65167996 31 32 33 34 35 36 0.81654245 0.58917999 2.12796244 -0.29128862 0.17430915 0.71059868 37 38 39 40 41 42 -1.93792655 0.78870293 1.93101914 -2.04701136 -0.52644722 2.32385740 43 44 45 46 47 48 0.77346732 -0.94754802 -2.23516461 -2.76548874 -0.33856229 0.17634860 49 50 51 52 53 54 3.07926259 -1.67152612 0.71265794 0.79154668 -0.68449450 -1.29263639 55 56 57 58 59 60 -2.23310517 0.43621921 1.79537951 -0.18008904 -3.37859103 -1.38420624 61 62 63 64 65 66 -2.42754587 -1.71757385 -3.64400873 1.00589015 1.78447797 -5.28750473 67 68 69 70 71 72 -1.52229876 -2.19188964 0.98518301 1.15451555 0.24389283 3.09692847 73 74 75 76 77 78 0.16301130 -0.70571381 -1.70939235 -0.20056031 2.80281835 0.69768556 79 80 81 82 83 84 1.27014518 -1.36589964 -0.22549210 1.01471927 -0.60051775 1.59172679 85 86 87 88 89 90 0.63821765 -0.08967782 0.37481864 -0.29859904 0.48174101 -3.66585403 91 92 93 94 95 96 2.98159162 0.45786720 0.19682059 0.75356589 -1.89878835 0.58030319 97 98 99 100 101 102 -0.93729631 -0.96359797 1.82887221 -0.34742740 1.58317737 -1.18516193 103 104 105 106 107 108 0.76912472 -2.99704837 1.30178511 -2.57101922 0.92825152 1.54878045 109 110 111 112 113 114 -2.88253439 0.09451093 0.95954578 -2.26512379 -2.86655820 1.59040747 115 116 117 118 119 120 3.60565249 0.44330074 0.66283242 -0.43701799 -1.27369362 -0.17943975 121 122 123 124 125 126 -0.79048722 0.74252719 -0.58811775 -1.17464631 0.56823011 -1.79828621 127 128 129 130 131 132 0.61791405 1.15175214 3.86015696 1.22061626 -1.77156377 -1.82461648 133 134 135 136 137 138 -0.81475871 2.50716265 0.34776719 2.52498603 2.10402497 0.68713704 139 140 141 142 143 144 -1.08541720 0.61655494 -0.99337655 0.35184927 1.84867927 -0.82110855 145 146 147 148 149 150 1.18485948 1.02867215 1.93330953 -2.56855621 -2.60813709 -2.73689672 151 152 153 154 155 156 0.92530902 -0.16442969 0.04347164 -3.06989534 -2.88099955 1.06968744 157 158 159 160 161 162 0.45786720 0.15639110 3.86015696 -2.78822880 -0.73494843 0.11549067 > postscript(file="/var/fisher/rcomp/tmp/6qmlk1352150546.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 = 162 Frequency = 1 lag(myerror, k = 1) myerror 0 0.03738346 NA 1 2.72831569 0.03738346 2 -2.51326596 2.72831569 3 -2.33055066 -2.51326596 4 4.55281821 -2.33055066 5 3.81951358 4.55281821 6 3.89347054 3.81951358 7 -1.02122612 3.89347054 8 -0.15841146 -1.02122612 9 0.27774319 -0.15841146 10 1.74955010 0.27774319 11 3.77930065 1.74955010 12 -3.27074118 3.77930065 13 2.50326556 -3.27074118 14 2.22890779 2.50326556 15 0.96542771 2.22890779 16 0.25092196 0.96542771 17 1.08093559 0.25092196 18 -1.30453768 1.08093559 19 2.68046859 -1.30453768 20 2.12316057 2.68046859 21 -2.20985924 2.12316057 22 -0.30525745 -2.20985924 23 -1.50293079 -0.30525745 24 1.60899129 -1.50293079 25 -6.78149146 1.60899129 26 0.77232416 -6.78149146 27 0.77045576 0.77232416 28 1.06900101 0.77045576 29 -2.65167996 1.06900101 30 0.81654245 -2.65167996 31 0.58917999 0.81654245 32 2.12796244 0.58917999 33 -0.29128862 2.12796244 34 0.17430915 -0.29128862 35 0.71059868 0.17430915 36 -1.93792655 0.71059868 37 0.78870293 -1.93792655 38 1.93101914 0.78870293 39 -2.04701136 1.93101914 40 -0.52644722 -2.04701136 41 2.32385740 -0.52644722 42 0.77346732 2.32385740 43 -0.94754802 0.77346732 44 -2.23516461 -0.94754802 45 -2.76548874 -2.23516461 46 -0.33856229 -2.76548874 47 0.17634860 -0.33856229 48 3.07926259 0.17634860 49 -1.67152612 3.07926259 50 0.71265794 -1.67152612 51 0.79154668 0.71265794 52 -0.68449450 0.79154668 53 -1.29263639 -0.68449450 54 -2.23310517 -1.29263639 55 0.43621921 -2.23310517 56 1.79537951 0.43621921 57 -0.18008904 1.79537951 58 -3.37859103 -0.18008904 59 -1.38420624 -3.37859103 60 -2.42754587 -1.38420624 61 -1.71757385 -2.42754587 62 -3.64400873 -1.71757385 63 1.00589015 -3.64400873 64 1.78447797 1.00589015 65 -5.28750473 1.78447797 66 -1.52229876 -5.28750473 67 -2.19188964 -1.52229876 68 0.98518301 -2.19188964 69 1.15451555 0.98518301 70 0.24389283 1.15451555 71 3.09692847 0.24389283 72 0.16301130 3.09692847 73 -0.70571381 0.16301130 74 -1.70939235 -0.70571381 75 -0.20056031 -1.70939235 76 2.80281835 -0.20056031 77 0.69768556 2.80281835 78 1.27014518 0.69768556 79 -1.36589964 1.27014518 80 -0.22549210 -1.36589964 81 1.01471927 -0.22549210 82 -0.60051775 1.01471927 83 1.59172679 -0.60051775 84 0.63821765 1.59172679 85 -0.08967782 0.63821765 86 0.37481864 -0.08967782 87 -0.29859904 0.37481864 88 0.48174101 -0.29859904 89 -3.66585403 0.48174101 90 2.98159162 -3.66585403 91 0.45786720 2.98159162 92 0.19682059 0.45786720 93 0.75356589 0.19682059 94 -1.89878835 0.75356589 95 0.58030319 -1.89878835 96 -0.93729631 0.58030319 97 -0.96359797 -0.93729631 98 1.82887221 -0.96359797 99 -0.34742740 1.82887221 100 1.58317737 -0.34742740 101 -1.18516193 1.58317737 102 0.76912472 -1.18516193 103 -2.99704837 0.76912472 104 1.30178511 -2.99704837 105 -2.57101922 1.30178511 106 0.92825152 -2.57101922 107 1.54878045 0.92825152 108 -2.88253439 1.54878045 109 0.09451093 -2.88253439 110 0.95954578 0.09451093 111 -2.26512379 0.95954578 112 -2.86655820 -2.26512379 113 1.59040747 -2.86655820 114 3.60565249 1.59040747 115 0.44330074 3.60565249 116 0.66283242 0.44330074 117 -0.43701799 0.66283242 118 -1.27369362 -0.43701799 119 -0.17943975 -1.27369362 120 -0.79048722 -0.17943975 121 0.74252719 -0.79048722 122 -0.58811775 0.74252719 123 -1.17464631 -0.58811775 124 0.56823011 -1.17464631 125 -1.79828621 0.56823011 126 0.61791405 -1.79828621 127 1.15175214 0.61791405 128 3.86015696 1.15175214 129 1.22061626 3.86015696 130 -1.77156377 1.22061626 131 -1.82461648 -1.77156377 132 -0.81475871 -1.82461648 133 2.50716265 -0.81475871 134 0.34776719 2.50716265 135 2.52498603 0.34776719 136 2.10402497 2.52498603 137 0.68713704 2.10402497 138 -1.08541720 0.68713704 139 0.61655494 -1.08541720 140 -0.99337655 0.61655494 141 0.35184927 -0.99337655 142 1.84867927 0.35184927 143 -0.82110855 1.84867927 144 1.18485948 -0.82110855 145 1.02867215 1.18485948 146 1.93330953 1.02867215 147 -2.56855621 1.93330953 148 -2.60813709 -2.56855621 149 -2.73689672 -2.60813709 150 0.92530902 -2.73689672 151 -0.16442969 0.92530902 152 0.04347164 -0.16442969 153 -3.06989534 0.04347164 154 -2.88099955 -3.06989534 155 1.06968744 -2.88099955 156 0.45786720 1.06968744 157 0.15639110 0.45786720 158 3.86015696 0.15639110 159 -2.78822880 3.86015696 160 -0.73494843 -2.78822880 161 0.11549067 -0.73494843 162 NA 0.11549067 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 2.72831569 0.03738346 [2,] -2.51326596 2.72831569 [3,] -2.33055066 -2.51326596 [4,] 4.55281821 -2.33055066 [5,] 3.81951358 4.55281821 [6,] 3.89347054 3.81951358 [7,] -1.02122612 3.89347054 [8,] -0.15841146 -1.02122612 [9,] 0.27774319 -0.15841146 [10,] 1.74955010 0.27774319 [11,] 3.77930065 1.74955010 [12,] -3.27074118 3.77930065 [13,] 2.50326556 -3.27074118 [14,] 2.22890779 2.50326556 [15,] 0.96542771 2.22890779 [16,] 0.25092196 0.96542771 [17,] 1.08093559 0.25092196 [18,] -1.30453768 1.08093559 [19,] 2.68046859 -1.30453768 [20,] 2.12316057 2.68046859 [21,] -2.20985924 2.12316057 [22,] -0.30525745 -2.20985924 [23,] -1.50293079 -0.30525745 [24,] 1.60899129 -1.50293079 [25,] -6.78149146 1.60899129 [26,] 0.77232416 -6.78149146 [27,] 0.77045576 0.77232416 [28,] 1.06900101 0.77045576 [29,] -2.65167996 1.06900101 [30,] 0.81654245 -2.65167996 [31,] 0.58917999 0.81654245 [32,] 2.12796244 0.58917999 [33,] -0.29128862 2.12796244 [34,] 0.17430915 -0.29128862 [35,] 0.71059868 0.17430915 [36,] -1.93792655 0.71059868 [37,] 0.78870293 -1.93792655 [38,] 1.93101914 0.78870293 [39,] -2.04701136 1.93101914 [40,] -0.52644722 -2.04701136 [41,] 2.32385740 -0.52644722 [42,] 0.77346732 2.32385740 [43,] -0.94754802 0.77346732 [44,] -2.23516461 -0.94754802 [45,] -2.76548874 -2.23516461 [46,] -0.33856229 -2.76548874 [47,] 0.17634860 -0.33856229 [48,] 3.07926259 0.17634860 [49,] -1.67152612 3.07926259 [50,] 0.71265794 -1.67152612 [51,] 0.79154668 0.71265794 [52,] -0.68449450 0.79154668 [53,] -1.29263639 -0.68449450 [54,] -2.23310517 -1.29263639 [55,] 0.43621921 -2.23310517 [56,] 1.79537951 0.43621921 [57,] -0.18008904 1.79537951 [58,] -3.37859103 -0.18008904 [59,] -1.38420624 -3.37859103 [60,] -2.42754587 -1.38420624 [61,] -1.71757385 -2.42754587 [62,] -3.64400873 -1.71757385 [63,] 1.00589015 -3.64400873 [64,] 1.78447797 1.00589015 [65,] -5.28750473 1.78447797 [66,] -1.52229876 -5.28750473 [67,] -2.19188964 -1.52229876 [68,] 0.98518301 -2.19188964 [69,] 1.15451555 0.98518301 [70,] 0.24389283 1.15451555 [71,] 3.09692847 0.24389283 [72,] 0.16301130 3.09692847 [73,] -0.70571381 0.16301130 [74,] -1.70939235 -0.70571381 [75,] -0.20056031 -1.70939235 [76,] 2.80281835 -0.20056031 [77,] 0.69768556 2.80281835 [78,] 1.27014518 0.69768556 [79,] -1.36589964 1.27014518 [80,] -0.22549210 -1.36589964 [81,] 1.01471927 -0.22549210 [82,] -0.60051775 1.01471927 [83,] 1.59172679 -0.60051775 [84,] 0.63821765 1.59172679 [85,] -0.08967782 0.63821765 [86,] 0.37481864 -0.08967782 [87,] -0.29859904 0.37481864 [88,] 0.48174101 -0.29859904 [89,] -3.66585403 0.48174101 [90,] 2.98159162 -3.66585403 [91,] 0.45786720 2.98159162 [92,] 0.19682059 0.45786720 [93,] 0.75356589 0.19682059 [94,] -1.89878835 0.75356589 [95,] 0.58030319 -1.89878835 [96,] -0.93729631 0.58030319 [97,] -0.96359797 -0.93729631 [98,] 1.82887221 -0.96359797 [99,] -0.34742740 1.82887221 [100,] 1.58317737 -0.34742740 [101,] -1.18516193 1.58317737 [102,] 0.76912472 -1.18516193 [103,] -2.99704837 0.76912472 [104,] 1.30178511 -2.99704837 [105,] -2.57101922 1.30178511 [106,] 0.92825152 -2.57101922 [107,] 1.54878045 0.92825152 [108,] -2.88253439 1.54878045 [109,] 0.09451093 -2.88253439 [110,] 0.95954578 0.09451093 [111,] -2.26512379 0.95954578 [112,] -2.86655820 -2.26512379 [113,] 1.59040747 -2.86655820 [114,] 3.60565249 1.59040747 [115,] 0.44330074 3.60565249 [116,] 0.66283242 0.44330074 [117,] -0.43701799 0.66283242 [118,] -1.27369362 -0.43701799 [119,] -0.17943975 -1.27369362 [120,] -0.79048722 -0.17943975 [121,] 0.74252719 -0.79048722 [122,] -0.58811775 0.74252719 [123,] -1.17464631 -0.58811775 [124,] 0.56823011 -1.17464631 [125,] -1.79828621 0.56823011 [126,] 0.61791405 -1.79828621 [127,] 1.15175214 0.61791405 [128,] 3.86015696 1.15175214 [129,] 1.22061626 3.86015696 [130,] -1.77156377 1.22061626 [131,] -1.82461648 -1.77156377 [132,] -0.81475871 -1.82461648 [133,] 2.50716265 -0.81475871 [134,] 0.34776719 2.50716265 [135,] 2.52498603 0.34776719 [136,] 2.10402497 2.52498603 [137,] 0.68713704 2.10402497 [138,] -1.08541720 0.68713704 [139,] 0.61655494 -1.08541720 [140,] -0.99337655 0.61655494 [141,] 0.35184927 -0.99337655 [142,] 1.84867927 0.35184927 [143,] -0.82110855 1.84867927 [144,] 1.18485948 -0.82110855 [145,] 1.02867215 1.18485948 [146,] 1.93330953 1.02867215 [147,] -2.56855621 1.93330953 [148,] -2.60813709 -2.56855621 [149,] -2.73689672 -2.60813709 [150,] 0.92530902 -2.73689672 [151,] -0.16442969 0.92530902 [152,] 0.04347164 -0.16442969 [153,] -3.06989534 0.04347164 [154,] -2.88099955 -3.06989534 [155,] 1.06968744 -2.88099955 [156,] 0.45786720 1.06968744 [157,] 0.15639110 0.45786720 [158,] 3.86015696 0.15639110 [159,] -2.78822880 3.86015696 [160,] -0.73494843 -2.78822880 [161,] 0.11549067 -0.73494843 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 2.72831569 0.03738346 2 -2.51326596 2.72831569 3 -2.33055066 -2.51326596 4 4.55281821 -2.33055066 5 3.81951358 4.55281821 6 3.89347054 3.81951358 7 -1.02122612 3.89347054 8 -0.15841146 -1.02122612 9 0.27774319 -0.15841146 10 1.74955010 0.27774319 11 3.77930065 1.74955010 12 -3.27074118 3.77930065 13 2.50326556 -3.27074118 14 2.22890779 2.50326556 15 0.96542771 2.22890779 16 0.25092196 0.96542771 17 1.08093559 0.25092196 18 -1.30453768 1.08093559 19 2.68046859 -1.30453768 20 2.12316057 2.68046859 21 -2.20985924 2.12316057 22 -0.30525745 -2.20985924 23 -1.50293079 -0.30525745 24 1.60899129 -1.50293079 25 -6.78149146 1.60899129 26 0.77232416 -6.78149146 27 0.77045576 0.77232416 28 1.06900101 0.77045576 29 -2.65167996 1.06900101 30 0.81654245 -2.65167996 31 0.58917999 0.81654245 32 2.12796244 0.58917999 33 -0.29128862 2.12796244 34 0.17430915 -0.29128862 35 0.71059868 0.17430915 36 -1.93792655 0.71059868 37 0.78870293 -1.93792655 38 1.93101914 0.78870293 39 -2.04701136 1.93101914 40 -0.52644722 -2.04701136 41 2.32385740 -0.52644722 42 0.77346732 2.32385740 43 -0.94754802 0.77346732 44 -2.23516461 -0.94754802 45 -2.76548874 -2.23516461 46 -0.33856229 -2.76548874 47 0.17634860 -0.33856229 48 3.07926259 0.17634860 49 -1.67152612 3.07926259 50 0.71265794 -1.67152612 51 0.79154668 0.71265794 52 -0.68449450 0.79154668 53 -1.29263639 -0.68449450 54 -2.23310517 -1.29263639 55 0.43621921 -2.23310517 56 1.79537951 0.43621921 57 -0.18008904 1.79537951 58 -3.37859103 -0.18008904 59 -1.38420624 -3.37859103 60 -2.42754587 -1.38420624 61 -1.71757385 -2.42754587 62 -3.64400873 -1.71757385 63 1.00589015 -3.64400873 64 1.78447797 1.00589015 65 -5.28750473 1.78447797 66 -1.52229876 -5.28750473 67 -2.19188964 -1.52229876 68 0.98518301 -2.19188964 69 1.15451555 0.98518301 70 0.24389283 1.15451555 71 3.09692847 0.24389283 72 0.16301130 3.09692847 73 -0.70571381 0.16301130 74 -1.70939235 -0.70571381 75 -0.20056031 -1.70939235 76 2.80281835 -0.20056031 77 0.69768556 2.80281835 78 1.27014518 0.69768556 79 -1.36589964 1.27014518 80 -0.22549210 -1.36589964 81 1.01471927 -0.22549210 82 -0.60051775 1.01471927 83 1.59172679 -0.60051775 84 0.63821765 1.59172679 85 -0.08967782 0.63821765 86 0.37481864 -0.08967782 87 -0.29859904 0.37481864 88 0.48174101 -0.29859904 89 -3.66585403 0.48174101 90 2.98159162 -3.66585403 91 0.45786720 2.98159162 92 0.19682059 0.45786720 93 0.75356589 0.19682059 94 -1.89878835 0.75356589 95 0.58030319 -1.89878835 96 -0.93729631 0.58030319 97 -0.96359797 -0.93729631 98 1.82887221 -0.96359797 99 -0.34742740 1.82887221 100 1.58317737 -0.34742740 101 -1.18516193 1.58317737 102 0.76912472 -1.18516193 103 -2.99704837 0.76912472 104 1.30178511 -2.99704837 105 -2.57101922 1.30178511 106 0.92825152 -2.57101922 107 1.54878045 0.92825152 108 -2.88253439 1.54878045 109 0.09451093 -2.88253439 110 0.95954578 0.09451093 111 -2.26512379 0.95954578 112 -2.86655820 -2.26512379 113 1.59040747 -2.86655820 114 3.60565249 1.59040747 115 0.44330074 3.60565249 116 0.66283242 0.44330074 117 -0.43701799 0.66283242 118 -1.27369362 -0.43701799 119 -0.17943975 -1.27369362 120 -0.79048722 -0.17943975 121 0.74252719 -0.79048722 122 -0.58811775 0.74252719 123 -1.17464631 -0.58811775 124 0.56823011 -1.17464631 125 -1.79828621 0.56823011 126 0.61791405 -1.79828621 127 1.15175214 0.61791405 128 3.86015696 1.15175214 129 1.22061626 3.86015696 130 -1.77156377 1.22061626 131 -1.82461648 -1.77156377 132 -0.81475871 -1.82461648 133 2.50716265 -0.81475871 134 0.34776719 2.50716265 135 2.52498603 0.34776719 136 2.10402497 2.52498603 137 0.68713704 2.10402497 138 -1.08541720 0.68713704 139 0.61655494 -1.08541720 140 -0.99337655 0.61655494 141 0.35184927 -0.99337655 142 1.84867927 0.35184927 143 -0.82110855 1.84867927 144 1.18485948 -0.82110855 145 1.02867215 1.18485948 146 1.93330953 1.02867215 147 -2.56855621 1.93330953 148 -2.60813709 -2.56855621 149 -2.73689672 -2.60813709 150 0.92530902 -2.73689672 151 -0.16442969 0.92530902 152 0.04347164 -0.16442969 153 -3.06989534 0.04347164 154 -2.88099955 -3.06989534 155 1.06968744 -2.88099955 156 0.45786720 1.06968744 157 0.15639110 0.45786720 158 3.86015696 0.15639110 159 -2.78822880 3.86015696 160 -0.73494843 -2.78822880 161 0.11549067 -0.73494843 > 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/7edya1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8126h1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9jf6y1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10thjw1352150546.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11e3in1352150546.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/12h1jd1352150546.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/13kqci1352150546.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/14lbv51352150546.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/15zoyp1352150547.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/16ga7r1352150547.tab") + } > > try(system("convert tmp/1ye741352150546.ps tmp/1ye741352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/2xljp1352150546.ps tmp/2xljp1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/3mhko1352150546.ps tmp/3mhko1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/4benk1352150546.ps tmp/4benk1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/5y6wp1352150546.ps tmp/5y6wp1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/6qmlk1352150546.ps tmp/6qmlk1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/7edya1352150546.ps tmp/7edya1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/8126h1352150546.ps tmp/8126h1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/9jf6y1352150546.ps tmp/9jf6y1352150546.png",intern=TRUE)) character(0) > try(system("convert tmp/10thjw1352150546.ps tmp/10thjw1352150546.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.117 1.098 9.214