R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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,7.20 + ,10.50 + ,10.50 + ,9.90 + ,9.9 + ,2011 + ,135 + ,1 + ,135 + ,539 + ,108 + ,108 + ,431 + ,431 + ,7.20 + ,7.20 + ,10.60 + ,10.60 + ,10.00 + ,10 + ,2011 + ,136 + ,1 + ,136 + ,541 + ,106 + ,106 + ,435 + ,435 + ,7.10 + ,7.10 + ,10.70 + ,10.70 + ,10.00 + ,10 + ,2012 + ,137 + ,1 + ,137 + ,562 + ,111 + ,111 + ,450 + ,450 + ,7.10 + ,7.10 + ,10.80 + ,10.80 + ,10.10 + ,10.1 + ,2012 + ,138 + ,1 + ,138 + ,559 + ,110 + ,110 + ,449 + ,449 + ,7.10 + ,7.10 + ,10.90 + ,10.90 + ,10.20 + ,10.2 + ,2012 + ,139 + ,1 + ,139 + ,546 + ,104 + ,104 + ,442 + ,442 + ,7.20 + ,7.20 + ,11.00 + ,11.00 + ,10.30 + ,10.3 + ,2012 + ,140 + ,1 + ,140 + ,536 + ,100 + ,100 + ,437 + ,437 + ,7.30 + ,7.30 + ,11.20 + ,11.20 + ,10.30 + ,10.3 + ,2012 + ,0 + ,0 + ,141 + ,528 + ,96 + ,0 + ,431 + ,0 + ,7.40 + ,0.00 + ,11.30 + ,0.00 + ,10.40 + ,0 + ,2012 + ,0 + ,0 + ,142 + ,530 + ,98 + ,0 + ,433 + ,0 + ,7.40 + ,0.00 + ,11.40 + ,0.00 + ,10.50 + ,0 + ,2012 + ,0 + ,0 + ,143 + ,582 + ,122 + ,0 + ,460 + ,0 + ,7.50 + ,0.00 + ,11.50 + ,0.00 + ,10.50 + ,0 + ,2012 + ,0 + ,0 + ,144 + ,599 + ,134 + ,0 + ,465 + ,0 + ,7.40 + ,0.00 + ,11.50 + ,0.00 + ,10.60 + ,0 + ,2012 + ,0 + ,0 + ,145 + ,584 + ,133 + ,0 + ,451 + ,0 + ,7.40 + ,0.00 + ,11.60 + ,0.00 + ,10.60 + ,0) + ,dim=c(15 + ,145) + ,dimnames=list(c('jaartal' + ,'S_t' + ,'s' + ,'t' + ,'Totaal' + ,'jongerdan25jaar' + ,'<25jaar_s' + ,'vanaf25jaar' + ,'vanaf25_s' + ,'België' + ,'België_s' + ,'Eurogebied' + ,'Eurogebied_s' + ,'EU-27' + ,'EU-27_s ') + ,1:145)) > y <- array(NA,dim=c(15,145),dimnames=list(c('jaartal','S_t','s','t','Totaal','jongerdan25jaar','<25jaar_s','vanaf25jaar','vanaf25_s','België','België_s','Eurogebied','Eurogebied_s','EU-27','EU-27_s '),1:145)) > 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 Totaal jaartal S_t s t jongerdan25jaar <25jaar_s vanaf25jaar vanaf25_s 1 501 2000 0 0 1 134 0 368 0 2 485 2000 2 1 2 124 124 361 361 3 464 2000 3 1 3 113 113 351 351 4 460 2000 4 1 4 109 109 351 351 5 467 2001 5 1 5 109 109 358 358 6 460 2001 6 1 6 106 106 354 354 7 448 2001 7 1 7 101 101 347 347 8 443 2001 8 1 8 98 98 345 345 9 436 2001 0 0 9 93 0 343 0 10 431 2001 0 0 10 91 0 340 0 11 484 2001 0 0 11 122 0 362 0 12 510 2001 0 0 12 139 0 370 0 13 513 2001 0 0 13 140 0 373 0 14 503 2001 14 1 14 132 132 371 371 15 471 2001 15 1 15 117 117 354 354 16 471 2001 16 1 16 114 114 357 357 17 476 2002 17 1 17 113 113 363 363 18 475 2002 18 1 18 110 110 364 364 19 470 2002 19 1 19 107 107 363 363 20 461 2002 20 1 20 103 103 358 358 21 455 2002 0 0 21 98 0 357 0 22 456 2002 0 0 22 98 0 357 0 23 517 2002 0 0 23 137 0 380 0 24 525 2002 0 0 24 148 0 378 0 25 523 2002 0 0 25 147 0 376 0 26 519 2002 26 1 26 139 139 380 380 27 509 2002 27 1 27 130 130 379 379 28 512 2002 28 1 28 128 128 384 384 29 519 2003 29 1 29 127 127 392 392 30 517 2003 30 1 30 123 123 394 394 31 510 2003 31 1 31 118 118 392 392 32 509 2003 32 1 32 114 114 396 396 33 501 2003 0 0 33 108 0 392 0 34 507 2003 0 0 34 111 0 396 0 35 569 2003 0 0 35 151 0 419 0 36 580 2003 0 0 36 159 0 421 0 37 578 2003 0 0 37 158 0 420 0 38 565 2003 38 1 38 148 148 418 418 39 547 2003 39 1 39 138 138 410 410 40 555 2003 40 1 40 137 137 418 418 41 562 2004 41 1 41 136 136 426 426 42 561 2004 42 1 42 133 133 428 428 43 555 2004 43 1 43 126 126 430 430 44 544 2004 44 1 44 120 120 424 424 45 537 2004 0 0 45 114 0 423 0 46 543 2004 0 0 46 116 0 427 0 47 594 2004 0 0 47 153 0 441 0 48 611 2004 0 0 48 162 0 449 0 49 613 2004 0 0 49 161 0 452 0 50 611 2004 50 1 50 149 149 462 462 51 594 2004 51 1 51 139 139 455 455 52 595 2004 52 1 52 135 135 461 461 53 591 2005 53 1 53 130 130 461 461 54 589 2005 54 1 54 127 127 463 463 55 584 2005 55 1 55 122 122 462 462 56 573 2005 56 1 56 117 117 456 456 57 567 2005 0 0 57 112 0 455 0 58 569 2005 0 0 58 113 0 456 0 59 621 2005 0 0 59 149 0 472 0 60 629 2005 0 0 60 157 0 472 0 61 628 2005 0 0 61 157 0 471 0 62 612 2005 62 1 62 147 147 465 465 63 595 2005 63 1 63 137 137 459 459 64 597 2005 64 1 64 132 132 465 465 65 593 2006 65 1 65 125 125 468 468 66 590 2006 66 1 66 123 123 467 467 67 580 2006 67 1 67 117 117 463 463 68 574 2006 68 1 68 114 114 460 460 69 573 2006 0 0 69 111 0 462 0 70 573 2006 0 0 70 112 0 461 0 71 620 2006 0 0 71 144 0 476 0 72 626 2006 0 0 72 150 0 476 0 73 620 2006 0 0 73 149 0 471 0 74 588 2006 74 1 74 134 134 453 453 75 566 2006 75 1 75 123 123 443 443 76 557 2006 76 1 76 116 116 442 442 77 561 2007 77 1 77 117 117 444 444 78 549 2007 78 1 78 111 111 438 438 79 532 2007 79 1 79 105 105 427 427 80 526 2007 80 1 80 102 102 424 424 81 511 2007 0 0 81 95 0 416 0 82 499 2007 0 0 82 93 0 406 0 83 555 2007 0 0 83 124 0 431 0 84 565 2007 0 0 84 130 0 434 0 85 542 2007 0 0 85 124 0 418 0 86 527 2007 86 1 86 115 115 412 412 87 510 2007 87 1 87 106 106 404 404 88 514 2007 88 1 88 105 105 409 409 89 517 2008 89 1 89 105 105 412 412 90 508 2008 90 1 90 101 101 406 406 91 493 2008 91 1 91 95 95 398 398 92 490 2008 92 1 92 93 93 397 397 93 469 2008 0 0 93 84 0 385 0 94 478 2008 0 0 94 87 0 390 0 95 528 2008 0 0 95 116 0 413 0 96 534 2008 0 0 96 120 0 413 0 97 518 2008 0 0 97 117 0 401 0 98 506 2008 98 1 98 109 109 397 397 99 502 2008 99 1 99 105 105 397 397 100 516 2008 100 1 100 107 107 409 409 101 528 2009 101 1 101 109 109 419 419 102 533 2009 102 1 102 109 109 424 424 103 536 2009 103 1 103 108 108 428 428 104 537 2009 104 1 104 107 107 430 430 105 524 2009 0 0 105 99 0 424 0 106 536 2009 0 0 106 103 0 433 0 107 587 2009 0 0 107 131 0 456 0 108 597 2009 0 0 108 137 0 459 0 109 581 2009 0 0 109 135 0 446 0 110 564 2009 110 1 110 124 124 441 441 111 558 2009 111 1 111 118 118 439 439 112 575 2010 112 1 112 121 121 454 454 113 580 2010 113 1 113 121 121 460 460 114 575 2010 114 1 114 118 118 457 457 115 563 2010 115 1 115 113 113 451 451 116 552 2010 116 1 116 107 107 444 444 117 537 2010 0 0 117 100 0 437 0 118 545 2010 0 0 118 102 0 443 0 119 601 2010 0 0 119 130 0 471 0 120 604 2010 0 0 120 136 0 469 0 121 586 2010 0 0 121 133 0 454 0 122 564 2010 122 1 122 120 120 444 444 123 549 2010 123 1 123 112 112 436 436 124 551 2010 124 1 124 109 109 442 442 125 556 2011 125 1 125 110 110 446 446 126 548 2011 126 1 126 106 106 442 442 127 540 2011 127 1 127 102 102 438 438 128 531 2011 128 1 128 98 98 433 433 129 521 2011 0 0 129 92 0 428 0 130 519 2011 0 0 130 92 0 426 0 131 572 2011 0 0 131 120 0 452 0 132 581 2011 0 0 132 127 0 455 0 133 563 2011 0 0 133 124 0 439 0 134 548 2011 134 1 134 114 114 434 434 135 539 2011 135 1 135 108 108 431 431 136 541 2011 136 1 136 106 106 435 435 137 562 2012 137 1 137 111 111 450 450 138 559 2012 138 1 138 110 110 449 449 139 546 2012 139 1 139 104 104 442 442 140 536 2012 140 1 140 100 100 437 437 141 528 2012 0 0 141 96 0 431 0 142 530 2012 0 0 142 98 0 433 0 143 582 2012 0 0 143 122 0 460 0 144 599 2012 0 0 144 134 0 465 0 145 584 2012 0 0 145 133 0 451 0 Belgi\303\253 Belgi\303\253_s Eurogebied Eurogebied_s EU-27 EU-27_s\r 1 6.7 0.0 8.5 0.0 8.7 0.0 2 6.8 6.8 8.4 8.4 8.6 8.6 3 6.7 6.7 8.4 8.4 8.6 8.6 4 6.6 6.6 8.3 8.3 8.5 8.5 5 6.4 6.4 8.2 8.2 8.5 8.5 6 6.3 6.3 8.2 8.2 8.5 8.5 7 6.3 6.3 8.1 8.1 8.5 8.5 8 6.5 6.5 8.1 8.1 8.5 8.5 9 6.5 0.0 8.1 0.0 8.5 0.0 10 6.4 0.0 8.1 0.0 8.5 0.0 11 6.2 0.0 8.1 0.0 8.5 0.0 12 6.2 0.0 8.1 0.0 8.6 0.0 13 6.5 0.0 8.1 0.0 8.6 0.0 14 7.0 7.0 8.2 8.2 8.6 8.6 15 7.2 7.2 8.2 8.2 8.7 8.7 16 7.3 7.3 8.3 8.3 8.7 8.7 17 7.4 7.4 8.2 8.2 8.7 8.7 18 7.4 7.4 8.3 8.3 8.8 8.8 19 7.4 7.4 8.3 8.3 8.8 8.8 20 7.3 7.3 8.4 8.4 8.9 8.9 21 7.4 0.0 8.5 0.0 8.9 0.0 22 7.4 0.0 8.5 0.0 8.9 0.0 23 7.6 0.0 8.6 0.0 9.0 0.0 24 7.6 0.0 8.6 0.0 9.0 0.0 25 7.7 0.0 8.7 0.0 9.0 0.0 26 7.7 7.7 8.7 8.7 9.0 9.0 27 7.8 7.8 8.8 8.8 9.0 9.0 28 7.8 7.8 8.8 8.8 9.0 9.0 29 8.0 8.0 8.9 8.9 9.1 9.1 30 8.1 8.1 9.0 9.0 9.1 9.1 31 8.1 8.1 9.0 9.0 9.1 9.1 32 8.2 8.2 9.0 9.0 9.1 9.1 33 8.1 0.0 9.0 0.0 9.1 0.0 34 8.1 0.0 9.1 0.0 9.1 0.0 35 8.1 0.0 9.1 0.0 9.1 0.0 36 8.1 0.0 9.0 0.0 9.1 0.0 37 8.2 0.0 9.1 0.0 9.1 0.0 38 8.2 8.2 9.0 9.0 9.1 9.1 39 8.3 8.3 9.1 9.1 9.1 9.1 40 8.4 8.4 9.1 9.1 9.2 9.2 41 8.6 8.6 9.2 9.2 9.3 9.3 42 8.6 8.6 9.2 9.2 9.3 9.3 43 8.4 8.4 9.2 9.2 9.3 9.3 44 8.0 8.0 9.2 9.2 9.2 9.2 45 7.9 0.0 9.2 0.0 9.2 0.0 46 8.1 0.0 9.3 0.0 9.2 0.0 47 8.5 0.0 9.3 0.0 9.2 0.0 48 8.8 0.0 9.3 0.0 9.2 0.0 49 8.8 0.0 9.3 0.0 9.2 0.0 50 8.5 8.5 9.3 9.3 9.2 9.2 51 8.3 8.3 9.4 9.4 9.2 9.2 52 8.3 8.3 9.4 9.4 9.2 9.2 53 8.3 8.3 9.3 9.3 9.2 9.2 54 8.4 8.4 9.3 9.3 9.2 9.2 55 8.5 8.5 9.3 9.3 9.2 9.2 56 8.5 8.5 9.3 9.3 9.2 9.2 57 8.6 0.0 9.2 0.0 9.1 0.0 58 8.5 0.0 9.2 0.0 9.1 0.0 59 8.6 0.0 9.2 0.0 9.0 0.0 60 8.6 0.0 9.1 0.0 8.9 0.0 61 8.6 0.0 9.1 0.0 8.9 0.0 62 8.5 8.5 9.1 9.1 9.0 9.0 63 8.4 8.4 9.1 9.1 8.9 8.9 64 8.4 8.4 9.0 9.0 8.8 8.8 65 8.5 8.5 8.9 8.9 8.7 8.7 66 8.5 8.5 8.8 8.8 8.6 8.6 67 8.5 8.5 8.7 8.7 8.5 8.5 68 8.6 8.6 8.6 8.6 8.5 8.5 69 8.6 0.0 8.6 0.0 8.4 0.0 70 8.4 0.0 8.5 0.0 8.3 0.0 71 8.2 0.0 8.4 0.0 8.2 0.0 72 8.0 0.0 8.4 0.0 8.2 0.0 73 8.0 0.0 8.3 0.0 8.1 0.0 74 8.0 8.0 8.2 8.2 8.0 8.0 75 8.0 8.0 8.2 8.2 7.9 7.9 76 7.9 7.9 8.0 8.0 7.8 7.8 77 7.9 7.9 7.9 7.9 7.6 7.6 78 7.9 7.9 7.8 7.8 7.5 7.5 79 7.9 7.9 7.7 7.7 7.4 7.4 80 8.0 8.0 7.6 7.6 7.3 7.3 81 7.9 0.0 7.6 0.0 7.3 0.0 82 7.4 0.0 7.6 0.0 7.2 0.0 83 7.2 0.0 7.6 0.0 7.2 0.0 84 7.0 0.0 7.6 0.0 7.2 0.0 85 6.9 0.0 7.5 0.0 7.1 0.0 86 7.1 7.1 7.5 7.5 7.0 7.0 87 7.2 7.2 7.4 7.4 7.0 7.0 88 7.2 7.2 7.4 7.4 6.9 6.9 89 7.1 7.1 7.4 7.4 6.9 6.9 90 6.9 6.9 7.3 7.3 6.8 6.8 91 6.8 6.8 7.3 7.3 6.8 6.8 92 6.8 6.8 7.4 7.4 6.8 6.8 93 6.8 0.0 7.5 0.0 6.9 0.0 94 6.9 0.0 7.6 0.0 7.0 0.0 95 7.1 0.0 7.6 0.0 7.0 0.0 96 7.2 0.0 7.7 0.0 7.1 0.0 97 7.2 0.0 7.7 0.0 7.2 0.0 98 7.1 7.1 7.9 7.9 7.3 7.3 99 7.1 7.1 8.1 8.1 7.5 7.5 100 7.2 7.2 8.4 8.4 7.7 7.7 101 7.5 7.5 8.7 8.7 8.1 8.1 102 7.7 7.7 9.0 9.0 8.4 8.4 103 7.8 7.8 9.3 9.3 8.6 8.6 104 7.7 7.7 9.4 9.4 8.8 8.8 105 7.7 0.0 9.5 0.0 8.9 0.0 106 7.8 0.0 9.6 0.0 9.1 0.0 107 8.0 0.0 9.8 0.0 9.2 0.0 108 8.1 0.0 9.8 0.0 9.3 0.0 109 8.1 0.0 9.9 0.0 9.4 0.0 110 8.0 8.0 10.0 10.0 9.4 9.4 111 8.1 8.1 10.0 10.0 9.5 9.5 112 8.2 8.2 10.1 10.1 9.5 9.5 113 8.4 8.4 10.1 10.1 9.7 9.7 114 8.5 8.5 10.1 10.1 9.7 9.7 115 8.5 8.5 10.1 10.1 9.7 9.7 116 8.5 8.5 10.2 10.2 9.7 9.7 117 8.5 0.0 10.2 0.0 9.7 0.0 118 8.5 0.0 10.1 0.0 9.6 0.0 119 8.4 0.0 10.1 0.0 9.6 0.0 120 8.3 0.0 10.1 0.0 9.6 0.0 121 8.2 0.0 10.1 0.0 9.6 0.0 122 8.1 8.1 10.1 10.1 9.6 9.6 123 7.9 7.9 10.1 10.1 9.6 9.6 124 7.6 7.6 10.1 10.1 9.6 9.6 125 7.3 7.3 10.0 10.0 9.5 9.5 126 7.1 7.1 9.9 9.9 9.5 9.5 127 7.0 7.0 9.9 9.9 9.4 9.4 128 7.1 7.1 9.9 9.9 9.4 9.4 129 7.1 0.0 9.9 0.0 9.5 0.0 130 7.1 0.0 10.0 0.0 9.5 0.0 131 7.3 0.0 10.1 0.0 9.6 0.0 132 7.3 0.0 10.2 0.0 9.7 0.0 133 7.3 0.0 10.3 0.0 9.8 0.0 134 7.2 7.2 10.5 10.5 9.9 9.9 135 7.2 7.2 10.6 10.6 10.0 10.0 136 7.1 7.1 10.7 10.7 10.0 10.0 137 7.1 7.1 10.8 10.8 10.1 10.1 138 7.1 7.1 10.9 10.9 10.2 10.2 139 7.2 7.2 11.0 11.0 10.3 10.3 140 7.3 7.3 11.2 11.2 10.3 10.3 141 7.4 0.0 11.3 0.0 10.4 0.0 142 7.4 0.0 11.4 0.0 10.5 0.0 143 7.5 0.0 11.5 0.0 10.5 0.0 144 7.4 0.0 11.5 0.0 10.6 0.0 145 7.4 0.0 11.6 0.0 10.6 0.0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) jaartal S_t -2.352e+02 1.181e-01 8.982e-03 s t jongerdan25jaar 6.302e-01 -9.697e-03 9.923e-01 `<25jaar_s` vanaf25jaar vanaf25_s 1.003e-02 1.003e+00 -4.020e-03 `Belgi\\303\\253` `Belgi\\303\\253_s` Eurogebied -9.729e-02 -2.486e-02 -1.743e-01 Eurogebied_s `EU-27` `EU-27_s\\r` -6.170e-01 1.232e-01 5.481e-01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -1.16523 -0.15789 -0.01104 0.19541 1.14185 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.352e+02 3.722e+02 -0.632 0.529 jaartal 1.181e-01 1.861e-01 0.635 0.527 S_t 8.982e-03 7.895e-03 1.138 0.257 s 6.301e-01 1.370e+00 0.460 0.646 t -9.697e-03 1.624e-02 -0.597 0.551 jongerdan25jaar 9.923e-01 4.534e-03 218.882 <2e-16 *** `<25jaar_s` 1.003e-02 9.299e-03 1.079 0.283 vanaf25jaar 1.003e+00 4.638e-03 216.190 <2e-16 *** vanaf25_s -4.020e-03 6.187e-03 -0.650 0.517 `Belgi\\303\\253` -9.729e-02 1.704e-01 -0.571 0.569 `Belgi\\303\\253_s` -2.486e-02 2.412e-01 -0.103 0.918 Eurogebied -1.743e-01 5.481e-01 -0.318 0.751 Eurogebied_s -6.170e-01 7.710e-01 -0.800 0.425 `EU-27` 1.232e-01 5.222e-01 0.236 0.814 `EU-27_s\\r` 5.481e-01 7.245e-01 0.757 0.451 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.5078 on 130 degrees of freedom Multiple R-squared: 0.9999, Adjusted R-squared: 0.9999 F-statistic: 8.189e+04 on 14 and 130 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,] 0.0261451063 0.0522902125 0.9738549 [2,] 0.2832710630 0.5665421259 0.7167289 [3,] 0.2168047825 0.4336095650 0.7831952 [4,] 0.1266512225 0.2533024450 0.8733488 [5,] 0.2720923233 0.5441846466 0.7279077 [6,] 0.1835663042 0.3671326083 0.8164337 [7,] 0.1488926462 0.2977852924 0.8511074 [8,] 0.3257520179 0.6515040359 0.6742480 [9,] 0.2780229545 0.5560459090 0.7219770 [10,] 0.2061614230 0.4123228460 0.7938386 [11,] 0.1526586166 0.3053172332 0.8473414 [12,] 0.1115744427 0.2231488855 0.8884256 [13,] 0.0779103929 0.1558207858 0.9220896 [14,] 0.0541937352 0.1083874705 0.9458063 [15,] 0.1108964852 0.2217929704 0.8891035 [16,] 0.0864061337 0.1728122674 0.9135939 [17,] 0.1226637633 0.2453275265 0.8773362 [18,] 0.1531662537 0.3063325073 0.8468337 [19,] 0.1556237518 0.3112475036 0.8443762 [20,] 0.1706362278 0.3412724557 0.8293638 [21,] 0.1543967119 0.3087934237 0.8456033 [22,] 0.1306022728 0.2612045456 0.8693977 [23,] 0.1546177160 0.3092354320 0.8453823 [24,] 0.1243769223 0.2487538447 0.8756231 [25,] 0.0976686211 0.1953372422 0.9023314 [26,] 0.1324829280 0.2649658561 0.8675171 [27,] 0.1643626535 0.3287253071 0.8356373 [28,] 0.2685795015 0.5371590030 0.7314205 [29,] 0.2358345767 0.4716691534 0.7641654 [30,] 0.1939334546 0.3878669093 0.8060665 [31,] 0.1551338467 0.3102676933 0.8448662 [32,] 0.1224017367 0.2448034733 0.8775983 [33,] 0.1371719995 0.2743439989 0.8628280 [34,] 0.1357808553 0.2715617105 0.8642191 [35,] 0.1410630548 0.2821261095 0.8589369 [36,] 0.1251423725 0.2502847449 0.8748576 [37,] 0.1421758902 0.2843517804 0.8578241 [38,] 0.1350818765 0.2701637530 0.8649181 [39,] 0.1229172530 0.2458345061 0.8770827 [40,] 0.1343786553 0.2687573105 0.8656213 [41,] 0.1235552197 0.2471104393 0.8764448 [42,] 0.0985053996 0.1970107992 0.9014946 [43,] 0.0770214773 0.1540429545 0.9229785 [44,] 0.0601148477 0.1202296953 0.9398852 [45,] 0.0501328072 0.1002656144 0.9498672 [46,] 0.0611792490 0.1223584981 0.9388208 [47,] 0.0558224351 0.1116448702 0.9441776 [48,] 0.0431874449 0.0863748897 0.9568126 [49,] 0.0322575861 0.0645151721 0.9677424 [50,] 0.0238460191 0.0476920381 0.9761540 [51,] 0.0174852652 0.0349705303 0.9825147 [52,] 0.0138958637 0.0277917273 0.9861041 [53,] 0.0105509514 0.0211019028 0.9894490 [54,] 0.0074015785 0.0148031569 0.9925984 [55,] 0.0052379100 0.0104758200 0.9947621 [56,] 0.0037253108 0.0074506216 0.9962747 [57,] 0.0077844173 0.0155688346 0.9922156 [58,] 0.0068759602 0.0137519204 0.9931240 [59,] 0.0191143413 0.0382286826 0.9808857 [60,] 0.0142067381 0.0284134763 0.9857933 [61,] 0.0101845110 0.0203690220 0.9898155 [62,] 0.0070932046 0.0141864092 0.9929068 [63,] 0.0048647448 0.0097294897 0.9951353 [64,] 0.0034863550 0.0069727099 0.9965136 [65,] 0.0031090170 0.0062180340 0.9968910 [66,] 0.0024424069 0.0048848139 0.9975576 [67,] 0.0033507169 0.0067014338 0.9966493 [68,] 0.0030248190 0.0060496380 0.9969752 [69,] 0.0020482144 0.0040964288 0.9979518 [70,] 0.0013801235 0.0027602470 0.9986199 [71,] 0.0009201144 0.0018402287 0.9990799 [72,] 0.0005938972 0.0011877944 0.9994061 [73,] 0.0012711125 0.0025422251 0.9987289 [74,] 0.0008463125 0.0016926250 0.9991537 [75,] 0.0005299884 0.0010599768 0.9994700 [76,] 0.0006210571 0.0012421142 0.9993789 [77,] 0.0005498986 0.0010997973 0.9994501 [78,] 0.0052709222 0.0105418443 0.9947291 [79,] 0.0073774558 0.0147549117 0.9926225 [80,] 0.0056224332 0.0112448663 0.9943776 [81,] 0.0038437595 0.0076875191 0.9961562 [82,] 0.0027395164 0.0054790327 0.9972605 [83,] 0.0018506042 0.0037012085 0.9981494 [84,] 0.0011861155 0.0023722311 0.9988139 [85,] 0.0007502134 0.0015004269 0.9992498 [86,] 0.0004649505 0.0009299009 0.9995350 [87,] 0.0002745486 0.0005490972 0.9997255 [88,] 0.0001693124 0.0003386248 0.9998307 [89,] 0.0004578464 0.0009156928 0.9995422 [90,] 0.0006677925 0.0013355850 0.9993322 [91,] 0.0006267036 0.0012534072 0.9993733 [92,] 0.0004487179 0.0008974359 0.9995513 [93,] 0.0017577428 0.0035154855 0.9982423 [94,] 0.0046666360 0.0093332720 0.9953334 [95,] 0.0035783052 0.0071566103 0.9964217 [96,] 0.0059598749 0.0119197498 0.9940401 [97,] 0.0036722545 0.0073445091 0.9963277 [98,] 0.0378104964 0.0756209928 0.9621895 [99,] 0.0523905178 0.1047810356 0.9476095 [100,] 0.0380896701 0.0761793402 0.9619103 [101,] 0.0322259653 0.0644519306 0.9677740 [102,] 0.0573476700 0.1146953399 0.9426523 [103,] 0.0508883493 0.1017766986 0.9491117 [104,] 0.0391517410 0.0783034819 0.9608483 [105,] 0.0742539593 0.1485079186 0.9257460 [106,] 0.0906382136 0.1812764272 0.9093618 [107,] 0.0570665275 0.1141330550 0.9429335 [108,] 0.0375064821 0.0750129641 0.9624935 [109,] 0.0837190927 0.1674381853 0.9162809 [110,] 0.0500814792 0.1001629585 0.9499185 > postscript(file="/var/fisher/rcomp/tmp/1cmty1352155974.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2nq3m1352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3o0zf1352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4qels1352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5lt651352155974.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 = 145 Frequency = 1 1 2 3 4 5 6 -0.963476744 0.190052043 0.191588088 0.177590113 -0.034204702 -0.043813547 7 8 9 10 11 12 -0.119505713 -0.089854364 -0.314763442 -0.321977340 -0.153964865 0.951925137 13 14 15 16 17 18 -0.009668193 -0.059206778 -0.087813437 0.015284273 -0.158799476 0.862338580 19 20 21 22 23 24 -0.131132323 -0.127681336 -0.208192618 0.801504620 0.072102022 -0.828523781 25 26 27 28 29 30 0.206093282 0.039018947 0.151129155 0.163130365 0.094993540 0.199157446 31 32 33 34 35 36 0.209126597 -0.763217183 0.902326945 -0.058420168 -0.804728135 0.243393462 37 38 39 40 41 42 0.275298407 -0.810868664 -0.705538230 0.253097691 0.184960866 0.195412949 43 44 45 46 47 48 -0.809069453 0.216312455 -0.134461010 -0.083409829 0.210628526 0.296749308 49 50 51 52 53 54 0.290650852 0.341650642 0.411643866 -0.570299547 0.245051208 -0.732281753 55 56 57 58 59 60 0.291210017 0.295948520 -0.157890588 -0.152974947 0.111112417 0.176977287 61 62 63 64 65 66 0.189386644 0.216805597 -0.711672194 0.296764615 0.200130400 0.192292004 67 68 69 70 71 72 0.190026054 0.127031777 -0.204602016 -0.209098028 -0.019548458 0.016647176 73 74 75 76 77 78 0.027138597 1.020557203 0.101437579 -0.985869494 -0.047887815 -0.052769088 79 80 81 82 83 84 -0.064188670 -0.060053574 -0.310991233 -0.325816532 -0.165940414 0.862118864 85 86 87 88 89 90 -0.145581917 -0.089984045 -0.145273486 -0.068516760 -0.194204257 0.771736840 91 92 93 94 95 96 -0.235981079 -0.152702830 -0.388079074 0.645871475 -1.165231578 0.889938904 97 98 99 100 101 102 -0.103115481 -0.089780386 -0.055582500 0.071402148 -0.032168073 0.035496242 103 104 105 106 107 108 0.159141168 0.097494840 0.808995343 -0.172562280 0.031208511 1.076135204 109 110 111 112 113 114 0.110878385 -0.815578660 1.141849932 0.128285725 -0.972981951 0.043146780 115 116 117 118 119 120 -0.952114716 1.132812992 -0.119085698 -0.115449570 0.023040994 -0.925610318 121 122 123 124 125 126 -0.907938128 0.045390500 1.030205339 0.009243198 -0.153934044 -0.252506996 127 128 129 130 131 132 -0.192612610 -0.176725345 0.678461125 0.711008709 -0.110782965 -1.050499642 133 134 135 136 137 138 -0.015279443 -0.057802145 -0.034773163 0.042828437 0.945172185 -0.041052798 139 140 141 142 143 144 -0.011039506 -0.836906224 0.861498929 -1.113802320 0.033646752 0.099647603 145 0.157081275 > postscript(file="/var/fisher/rcomp/tmp/6evq91352155974.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 = 145 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.963476744 NA 1 0.190052043 -0.963476744 2 0.191588088 0.190052043 3 0.177590113 0.191588088 4 -0.034204702 0.177590113 5 -0.043813547 -0.034204702 6 -0.119505713 -0.043813547 7 -0.089854364 -0.119505713 8 -0.314763442 -0.089854364 9 -0.321977340 -0.314763442 10 -0.153964865 -0.321977340 11 0.951925137 -0.153964865 12 -0.009668193 0.951925137 13 -0.059206778 -0.009668193 14 -0.087813437 -0.059206778 15 0.015284273 -0.087813437 16 -0.158799476 0.015284273 17 0.862338580 -0.158799476 18 -0.131132323 0.862338580 19 -0.127681336 -0.131132323 20 -0.208192618 -0.127681336 21 0.801504620 -0.208192618 22 0.072102022 0.801504620 23 -0.828523781 0.072102022 24 0.206093282 -0.828523781 25 0.039018947 0.206093282 26 0.151129155 0.039018947 27 0.163130365 0.151129155 28 0.094993540 0.163130365 29 0.199157446 0.094993540 30 0.209126597 0.199157446 31 -0.763217183 0.209126597 32 0.902326945 -0.763217183 33 -0.058420168 0.902326945 34 -0.804728135 -0.058420168 35 0.243393462 -0.804728135 36 0.275298407 0.243393462 37 -0.810868664 0.275298407 38 -0.705538230 -0.810868664 39 0.253097691 -0.705538230 40 0.184960866 0.253097691 41 0.195412949 0.184960866 42 -0.809069453 0.195412949 43 0.216312455 -0.809069453 44 -0.134461010 0.216312455 45 -0.083409829 -0.134461010 46 0.210628526 -0.083409829 47 0.296749308 0.210628526 48 0.290650852 0.296749308 49 0.341650642 0.290650852 50 0.411643866 0.341650642 51 -0.570299547 0.411643866 52 0.245051208 -0.570299547 53 -0.732281753 0.245051208 54 0.291210017 -0.732281753 55 0.295948520 0.291210017 56 -0.157890588 0.295948520 57 -0.152974947 -0.157890588 58 0.111112417 -0.152974947 59 0.176977287 0.111112417 60 0.189386644 0.176977287 61 0.216805597 0.189386644 62 -0.711672194 0.216805597 63 0.296764615 -0.711672194 64 0.200130400 0.296764615 65 0.192292004 0.200130400 66 0.190026054 0.192292004 67 0.127031777 0.190026054 68 -0.204602016 0.127031777 69 -0.209098028 -0.204602016 70 -0.019548458 -0.209098028 71 0.016647176 -0.019548458 72 0.027138597 0.016647176 73 1.020557203 0.027138597 74 0.101437579 1.020557203 75 -0.985869494 0.101437579 76 -0.047887815 -0.985869494 77 -0.052769088 -0.047887815 78 -0.064188670 -0.052769088 79 -0.060053574 -0.064188670 80 -0.310991233 -0.060053574 81 -0.325816532 -0.310991233 82 -0.165940414 -0.325816532 83 0.862118864 -0.165940414 84 -0.145581917 0.862118864 85 -0.089984045 -0.145581917 86 -0.145273486 -0.089984045 87 -0.068516760 -0.145273486 88 -0.194204257 -0.068516760 89 0.771736840 -0.194204257 90 -0.235981079 0.771736840 91 -0.152702830 -0.235981079 92 -0.388079074 -0.152702830 93 0.645871475 -0.388079074 94 -1.165231578 0.645871475 95 0.889938904 -1.165231578 96 -0.103115481 0.889938904 97 -0.089780386 -0.103115481 98 -0.055582500 -0.089780386 99 0.071402148 -0.055582500 100 -0.032168073 0.071402148 101 0.035496242 -0.032168073 102 0.159141168 0.035496242 103 0.097494840 0.159141168 104 0.808995343 0.097494840 105 -0.172562280 0.808995343 106 0.031208511 -0.172562280 107 1.076135204 0.031208511 108 0.110878385 1.076135204 109 -0.815578660 0.110878385 110 1.141849932 -0.815578660 111 0.128285725 1.141849932 112 -0.972981951 0.128285725 113 0.043146780 -0.972981951 114 -0.952114716 0.043146780 115 1.132812992 -0.952114716 116 -0.119085698 1.132812992 117 -0.115449570 -0.119085698 118 0.023040994 -0.115449570 119 -0.925610318 0.023040994 120 -0.907938128 -0.925610318 121 0.045390500 -0.907938128 122 1.030205339 0.045390500 123 0.009243198 1.030205339 124 -0.153934044 0.009243198 125 -0.252506996 -0.153934044 126 -0.192612610 -0.252506996 127 -0.176725345 -0.192612610 128 0.678461125 -0.176725345 129 0.711008709 0.678461125 130 -0.110782965 0.711008709 131 -1.050499642 -0.110782965 132 -0.015279443 -1.050499642 133 -0.057802145 -0.015279443 134 -0.034773163 -0.057802145 135 0.042828437 -0.034773163 136 0.945172185 0.042828437 137 -0.041052798 0.945172185 138 -0.011039506 -0.041052798 139 -0.836906224 -0.011039506 140 0.861498929 -0.836906224 141 -1.113802320 0.861498929 142 0.033646752 -1.113802320 143 0.099647603 0.033646752 144 0.157081275 0.099647603 145 NA 0.157081275 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.190052043 -0.963476744 [2,] 0.191588088 0.190052043 [3,] 0.177590113 0.191588088 [4,] -0.034204702 0.177590113 [5,] -0.043813547 -0.034204702 [6,] -0.119505713 -0.043813547 [7,] -0.089854364 -0.119505713 [8,] -0.314763442 -0.089854364 [9,] -0.321977340 -0.314763442 [10,] -0.153964865 -0.321977340 [11,] 0.951925137 -0.153964865 [12,] -0.009668193 0.951925137 [13,] -0.059206778 -0.009668193 [14,] -0.087813437 -0.059206778 [15,] 0.015284273 -0.087813437 [16,] -0.158799476 0.015284273 [17,] 0.862338580 -0.158799476 [18,] -0.131132323 0.862338580 [19,] -0.127681336 -0.131132323 [20,] -0.208192618 -0.127681336 [21,] 0.801504620 -0.208192618 [22,] 0.072102022 0.801504620 [23,] -0.828523781 0.072102022 [24,] 0.206093282 -0.828523781 [25,] 0.039018947 0.206093282 [26,] 0.151129155 0.039018947 [27,] 0.163130365 0.151129155 [28,] 0.094993540 0.163130365 [29,] 0.199157446 0.094993540 [30,] 0.209126597 0.199157446 [31,] -0.763217183 0.209126597 [32,] 0.902326945 -0.763217183 [33,] -0.058420168 0.902326945 [34,] -0.804728135 -0.058420168 [35,] 0.243393462 -0.804728135 [36,] 0.275298407 0.243393462 [37,] -0.810868664 0.275298407 [38,] -0.705538230 -0.810868664 [39,] 0.253097691 -0.705538230 [40,] 0.184960866 0.253097691 [41,] 0.195412949 0.184960866 [42,] -0.809069453 0.195412949 [43,] 0.216312455 -0.809069453 [44,] -0.134461010 0.216312455 [45,] -0.083409829 -0.134461010 [46,] 0.210628526 -0.083409829 [47,] 0.296749308 0.210628526 [48,] 0.290650852 0.296749308 [49,] 0.341650642 0.290650852 [50,] 0.411643866 0.341650642 [51,] -0.570299547 0.411643866 [52,] 0.245051208 -0.570299547 [53,] -0.732281753 0.245051208 [54,] 0.291210017 -0.732281753 [55,] 0.295948520 0.291210017 [56,] -0.157890588 0.295948520 [57,] -0.152974947 -0.157890588 [58,] 0.111112417 -0.152974947 [59,] 0.176977287 0.111112417 [60,] 0.189386644 0.176977287 [61,] 0.216805597 0.189386644 [62,] -0.711672194 0.216805597 [63,] 0.296764615 -0.711672194 [64,] 0.200130400 0.296764615 [65,] 0.192292004 0.200130400 [66,] 0.190026054 0.192292004 [67,] 0.127031777 0.190026054 [68,] -0.204602016 0.127031777 [69,] -0.209098028 -0.204602016 [70,] -0.019548458 -0.209098028 [71,] 0.016647176 -0.019548458 [72,] 0.027138597 0.016647176 [73,] 1.020557203 0.027138597 [74,] 0.101437579 1.020557203 [75,] -0.985869494 0.101437579 [76,] -0.047887815 -0.985869494 [77,] -0.052769088 -0.047887815 [78,] -0.064188670 -0.052769088 [79,] -0.060053574 -0.064188670 [80,] -0.310991233 -0.060053574 [81,] -0.325816532 -0.310991233 [82,] -0.165940414 -0.325816532 [83,] 0.862118864 -0.165940414 [84,] -0.145581917 0.862118864 [85,] -0.089984045 -0.145581917 [86,] -0.145273486 -0.089984045 [87,] -0.068516760 -0.145273486 [88,] -0.194204257 -0.068516760 [89,] 0.771736840 -0.194204257 [90,] -0.235981079 0.771736840 [91,] -0.152702830 -0.235981079 [92,] -0.388079074 -0.152702830 [93,] 0.645871475 -0.388079074 [94,] -1.165231578 0.645871475 [95,] 0.889938904 -1.165231578 [96,] -0.103115481 0.889938904 [97,] -0.089780386 -0.103115481 [98,] -0.055582500 -0.089780386 [99,] 0.071402148 -0.055582500 [100,] -0.032168073 0.071402148 [101,] 0.035496242 -0.032168073 [102,] 0.159141168 0.035496242 [103,] 0.097494840 0.159141168 [104,] 0.808995343 0.097494840 [105,] -0.172562280 0.808995343 [106,] 0.031208511 -0.172562280 [107,] 1.076135204 0.031208511 [108,] 0.110878385 1.076135204 [109,] -0.815578660 0.110878385 [110,] 1.141849932 -0.815578660 [111,] 0.128285725 1.141849932 [112,] -0.972981951 0.128285725 [113,] 0.043146780 -0.972981951 [114,] -0.952114716 0.043146780 [115,] 1.132812992 -0.952114716 [116,] -0.119085698 1.132812992 [117,] -0.115449570 -0.119085698 [118,] 0.023040994 -0.115449570 [119,] -0.925610318 0.023040994 [120,] -0.907938128 -0.925610318 [121,] 0.045390500 -0.907938128 [122,] 1.030205339 0.045390500 [123,] 0.009243198 1.030205339 [124,] -0.153934044 0.009243198 [125,] -0.252506996 -0.153934044 [126,] -0.192612610 -0.252506996 [127,] -0.176725345 -0.192612610 [128,] 0.678461125 -0.176725345 [129,] 0.711008709 0.678461125 [130,] -0.110782965 0.711008709 [131,] -1.050499642 -0.110782965 [132,] -0.015279443 -1.050499642 [133,] -0.057802145 -0.015279443 [134,] -0.034773163 -0.057802145 [135,] 0.042828437 -0.034773163 [136,] 0.945172185 0.042828437 [137,] -0.041052798 0.945172185 [138,] -0.011039506 -0.041052798 [139,] -0.836906224 -0.011039506 [140,] 0.861498929 -0.836906224 [141,] -1.113802320 0.861498929 [142,] 0.033646752 -1.113802320 [143,] 0.099647603 0.033646752 [144,] 0.157081275 0.099647603 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.190052043 -0.963476744 2 0.191588088 0.190052043 3 0.177590113 0.191588088 4 -0.034204702 0.177590113 5 -0.043813547 -0.034204702 6 -0.119505713 -0.043813547 7 -0.089854364 -0.119505713 8 -0.314763442 -0.089854364 9 -0.321977340 -0.314763442 10 -0.153964865 -0.321977340 11 0.951925137 -0.153964865 12 -0.009668193 0.951925137 13 -0.059206778 -0.009668193 14 -0.087813437 -0.059206778 15 0.015284273 -0.087813437 16 -0.158799476 0.015284273 17 0.862338580 -0.158799476 18 -0.131132323 0.862338580 19 -0.127681336 -0.131132323 20 -0.208192618 -0.127681336 21 0.801504620 -0.208192618 22 0.072102022 0.801504620 23 -0.828523781 0.072102022 24 0.206093282 -0.828523781 25 0.039018947 0.206093282 26 0.151129155 0.039018947 27 0.163130365 0.151129155 28 0.094993540 0.163130365 29 0.199157446 0.094993540 30 0.209126597 0.199157446 31 -0.763217183 0.209126597 32 0.902326945 -0.763217183 33 -0.058420168 0.902326945 34 -0.804728135 -0.058420168 35 0.243393462 -0.804728135 36 0.275298407 0.243393462 37 -0.810868664 0.275298407 38 -0.705538230 -0.810868664 39 0.253097691 -0.705538230 40 0.184960866 0.253097691 41 0.195412949 0.184960866 42 -0.809069453 0.195412949 43 0.216312455 -0.809069453 44 -0.134461010 0.216312455 45 -0.083409829 -0.134461010 46 0.210628526 -0.083409829 47 0.296749308 0.210628526 48 0.290650852 0.296749308 49 0.341650642 0.290650852 50 0.411643866 0.341650642 51 -0.570299547 0.411643866 52 0.245051208 -0.570299547 53 -0.732281753 0.245051208 54 0.291210017 -0.732281753 55 0.295948520 0.291210017 56 -0.157890588 0.295948520 57 -0.152974947 -0.157890588 58 0.111112417 -0.152974947 59 0.176977287 0.111112417 60 0.189386644 0.176977287 61 0.216805597 0.189386644 62 -0.711672194 0.216805597 63 0.296764615 -0.711672194 64 0.200130400 0.296764615 65 0.192292004 0.200130400 66 0.190026054 0.192292004 67 0.127031777 0.190026054 68 -0.204602016 0.127031777 69 -0.209098028 -0.204602016 70 -0.019548458 -0.209098028 71 0.016647176 -0.019548458 72 0.027138597 0.016647176 73 1.020557203 0.027138597 74 0.101437579 1.020557203 75 -0.985869494 0.101437579 76 -0.047887815 -0.985869494 77 -0.052769088 -0.047887815 78 -0.064188670 -0.052769088 79 -0.060053574 -0.064188670 80 -0.310991233 -0.060053574 81 -0.325816532 -0.310991233 82 -0.165940414 -0.325816532 83 0.862118864 -0.165940414 84 -0.145581917 0.862118864 85 -0.089984045 -0.145581917 86 -0.145273486 -0.089984045 87 -0.068516760 -0.145273486 88 -0.194204257 -0.068516760 89 0.771736840 -0.194204257 90 -0.235981079 0.771736840 91 -0.152702830 -0.235981079 92 -0.388079074 -0.152702830 93 0.645871475 -0.388079074 94 -1.165231578 0.645871475 95 0.889938904 -1.165231578 96 -0.103115481 0.889938904 97 -0.089780386 -0.103115481 98 -0.055582500 -0.089780386 99 0.071402148 -0.055582500 100 -0.032168073 0.071402148 101 0.035496242 -0.032168073 102 0.159141168 0.035496242 103 0.097494840 0.159141168 104 0.808995343 0.097494840 105 -0.172562280 0.808995343 106 0.031208511 -0.172562280 107 1.076135204 0.031208511 108 0.110878385 1.076135204 109 -0.815578660 0.110878385 110 1.141849932 -0.815578660 111 0.128285725 1.141849932 112 -0.972981951 0.128285725 113 0.043146780 -0.972981951 114 -0.952114716 0.043146780 115 1.132812992 -0.952114716 116 -0.119085698 1.132812992 117 -0.115449570 -0.119085698 118 0.023040994 -0.115449570 119 -0.925610318 0.023040994 120 -0.907938128 -0.925610318 121 0.045390500 -0.907938128 122 1.030205339 0.045390500 123 0.009243198 1.030205339 124 -0.153934044 0.009243198 125 -0.252506996 -0.153934044 126 -0.192612610 -0.252506996 127 -0.176725345 -0.192612610 128 0.678461125 -0.176725345 129 0.711008709 0.678461125 130 -0.110782965 0.711008709 131 -1.050499642 -0.110782965 132 -0.015279443 -1.050499642 133 -0.057802145 -0.015279443 134 -0.034773163 -0.057802145 135 0.042828437 -0.034773163 136 0.945172185 0.042828437 137 -0.041052798 0.945172185 138 -0.011039506 -0.041052798 139 -0.836906224 -0.011039506 140 0.861498929 -0.836906224 141 -1.113802320 0.861498929 142 0.033646752 -1.113802320 143 0.099647603 0.033646752 144 0.157081275 0.099647603 > 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/7vu2r1352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8skqq1352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9d9sh1352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10xtt61352155974.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11hspx1352155974.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/12f1an1352155974.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/13s0j11352155974.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/140gfx1352155974.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/159biy1352155974.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/16l18p1352155974.tab") + } > > try(system("convert tmp/1cmty1352155974.ps tmp/1cmty1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/2nq3m1352155974.ps tmp/2nq3m1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/3o0zf1352155974.ps tmp/3o0zf1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/4qels1352155974.ps tmp/4qels1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/5lt651352155974.ps tmp/5lt651352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/6evq91352155974.ps tmp/6evq91352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/7vu2r1352155974.ps tmp/7vu2r1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/8skqq1352155974.ps tmp/8skqq1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/9d9sh1352155974.ps tmp/9d9sh1352155974.png",intern=TRUE)) character(0) > try(system("convert tmp/10xtt61352155974.ps tmp/10xtt61352155974.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.694 1.120 9.812