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(11.73 + ,2582.5 + ,2666 + ,36.98 + ,1 + ,4.5 + ,11.75 + ,2502.5 + ,2584 + ,37.79 + ,1 + ,4.5 + ,11.39 + ,2483.5 + ,2547.5 + ,36.66 + ,1 + ,4.5 + ,11.54 + ,2458.5 + ,2469 + ,36.8 + ,1 + ,4.5 + ,9.62 + ,2493.5 + ,2493.5 + ,37.02 + ,1 + ,4.5 + ,9.82 + ,2517.5 + ,2531 + ,37 + ,1 + ,4.5 + ,9.94 + ,2497.5 + ,2541.5 + ,37 + ,1 + ,5.8 + ,9.9 + ,2487.5 + ,2542 + ,36.5 + ,1 + ,5.8 + ,9.8 + ,2516 + ,2611.5 + ,36.33 + ,1 + ,5.8 + ,9.86 + ,2493 + ,2637.5 + ,36.22 + ,1 + ,5.8 + ,10.5 + ,2417.5 + ,2588.5 + ,36 + ,1 + ,5.8 + ,10.33 + ,2390 + ,2567.5 + ,35.59 + ,1 + ,5.8 + ,10.16 + ,2327.5 + ,2535.5 + ,35.11 + ,1 + ,5.8 + ,9.91 + ,2272.5 + ,2413 + ,35.17 + ,1 + ,5.8 + ,9.96 + ,2277.5 + ,2427.5 + ,34.49 + ,1 + ,5.8 + ,10.03 + ,2312.5 + ,2481.5 + ,35.27 + ,1 + ,5.8 + ,9.55 + ,2282 + ,2492.5 + ,36.55 + ,1 + ,5.8 + ,9.51 + ,2319 + ,2582.5 + ,35.81 + ,1 + ,5.8 + ,9.8 + ,2322.5 + ,2657 + ,36.02 + ,1 + ,5.8 + ,10.08 + ,2327.5 + ,2687.5 + ,35.33 + ,1 + ,5.8 + ,10.2 + ,2289.5 + ,2632.5 + ,34.59 + ,1 + ,5.8 + ,10.23 + ,2337.5 + ,2682.5 + ,34.44 + ,1 + ,5.8 + ,10.2 + ,2412.5 + ,2721.5 + ,34.88 + ,1 + ,5.8 + ,10.07 + ,2425 + ,2693.5 + ,34.59 + ,1 + ,5.8 + ,10.01 + ,2372.5 + ,2652.5 + ,35.08 + ,1 + ,5.8 + ,10.05 + ,2337.5 + ,2627.5 + ,34.48 + ,1 + ,5.8 + ,9.92 + ,2367.5 + ,2652.5 + ,35.38 + ,1 + ,5.8 + ,10.03 + ,2348.5 + ,2637.5 + ,35.3 + ,1 + ,5.8 + ,10.18 + ,2337.5 + ,2672.5 + ,35.51 + ,1 + ,5.8 + ,10.1 + ,2331 + ,2669 + ,35.17 + ,1 + ,6.2 + ,10.16 + ,2407.5 + ,2751 + ,39.6 + ,1 + ,6.2 + ,10.15 + ,2428.5 + ,2772.5 + ,39.6 + ,1 + ,6.2 + ,10.13 + ,2429.5 + ,2787.5 + ,38.98 + ,1 + ,6.2 + ,10.09 + ,2469 + ,2802.5 + ,39.81 + ,1 + ,6.2 + ,10.18 + ,2497.5 + ,2842.5 + ,39.52 + ,1 + ,6.2 + ,10.06 + ,2542.5 + ,2862.5 + ,38.7 + ,1 + ,6.2 + ,9.65 + ,2467.5 + ,2757.5 + ,37.59 + ,1.25 + ,6.2 + ,9.74 + ,2447.5 + ,2692 + ,37.85 + ,1.25 + ,6.2 + ,9.53 + ,2412.5 + ,2622.5 + ,37.84 + ,1.25 + ,6.2 + ,9.5 + ,2402.5 + ,2634 + ,38.9 + ,1.25 + ,6.2 + ,9 + ,2350.5 + ,2582.5 + ,39.01 + ,1.25 + ,6.2 + ,9.15 + ,2353 + ,2557.5 + ,38.32 + ,1.25 + ,6.2 + ,9.32 + ,2358 + ,2627.5 + ,38.7 + ,1.25 + ,6.2 + ,9.62 + ,2366.5 + ,2625 + ,39.08 + ,1.25 + ,6.2 + ,9.59 + ,2284.5 + ,2556 + ,39.03 + ,1.25 + ,6.2 + ,9.37 + ,2225.5 + ,2528 + ,38.76 + ,1.25 + ,6.2 + ,9.35 + ,2253 + ,2492.5 + ,39.29 + ,1.25 + ,6.2 + ,9.32 + ,2253 + ,2492.5 + ,39.39 + ,1.25 + ,6.2 + ,9.49 + ,2253 + ,2492.5 + ,39.75 + ,1.25 + ,2.8 + ,9.52 + ,2237.5 + ,2507.5 + ,40.05 + ,1.25 + ,2.8 + ,9.59 + ,2173.5 + ,2467.5 + ,40.4 + ,1.25 + ,2.8 + ,9.35 + ,2122.5 + ,2352.5 + ,39.99 + ,1.25 + ,2.8 + ,9.2 + ,2162.5 + ,2302.5 + ,39.66 + ,1.25 + ,2.8 + ,9.57 + ,2164.5 + ,2306.5 + ,39.57 + ,1.25 + ,2.8 + ,9.78 + ,2169 + ,2337.5 + ,39.98 + ,1.25 + ,2.8 + ,9.79 + ,2124 + ,2274.5 + ,40.64 + ,1.25 + ,2.8 + ,9.57 + ,2154 + ,2297.5 + ,41.55 + ,1.25 + ,2.8 + ,9.53 + ,2167.5 + ,2340.5 + ,40.68 + ,1.25 + ,2.8 + ,9.65 + ,2130.5 + ,2297.5 + ,40.6 + ,1.25 + ,2.8 + ,9.36 + ,2111 + ,2287.5 + ,40.89 + ,1.25 + ,2.8 + ,9.4 + ,2182.5 + ,2401.5 + ,35.73 + ,1.25 + ,2.8 + ,9.32 + ,2176.5 + ,2482 + ,34.5 + ,1.25 + ,2.8 + ,9.31 + ,2152.5 + ,2467.5 + ,35.16 + ,1.25 + ,2.8 + ,9.19 + ,2127.5 + ,2429.5 + ,35.82 + ,1.25 + ,2.8 + ,9.39 + ,2189.5 + ,2480.5 + ,35.76 + ,1.25 + ,2.8 + ,9.28 + ,2239 + ,2516.5 + ,35.24 + ,1.25 + ,2.8 + ,9.28 + ,2264 + ,2512.5 + ,35.36 + ,1.25 + ,2.8 + ,9.31 + ,2282 + ,2512.5 + ,35.6 + ,1.25 + ,2.8 + ,9.28 + ,2282 + ,2512.5 + ,35.52 + ,1.25 + ,2.8 + ,9.31 + ,2271 + ,2512.5 + ,35.67 + ,1.25 + ,2.8 + ,9.35 + ,2252.5 + ,2508.5 + ,36.41 + ,1.25 + ,-0.5 + ,9.19 + ,2220.5 + ,2425.5 + ,35.49 + ,1.25 + ,-0.5 + ,9.07 + ,2237.5 + ,2427.5 + ,35.61 + ,1.25 + ,-0.5 + ,8.96 + ,2281 + ,2467.5 + ,35.8 + ,1.25 + ,-0.5 + ,8.69 + ,2274 + ,2537.5 + ,35.5 + ,1.25 + ,-0.5 + ,8.58 + ,2272.5 + ,2567.5 + ,35.27 + ,1.25 + ,-0.5 + ,8.56 + ,2286.5 + ,2589.5 + ,34.55 + ,1.25 + ,-0.5 + ,8.47 + ,2267.5 + ,2552.5 + ,34.7 + ,1.25 + ,-0.5 + ,8.46 + ,2237.5 + ,2522.5 + ,34.24 + ,1.25 + ,-0.5 + ,8.75 + ,2270.5 + ,2577.5 + ,34.5 + ,1.25 + ,-0.5 + ,8.95 + ,2267.5 + ,2562.5 + ,34.61 + ,1.25 + ,-0.5 + ,9.33 + ,2207.5 + ,2492.5 + ,34.04 + ,1.25 + ,-0.5 + ,9.51 + ,2217.5 + ,2477.5 + ,33.57 + ,1.25 + ,-0.5 + ,9.561 + ,2170 + ,2422.5 + ,33.34 + ,1.25 + ,-0.5 + ,9.94 + ,2222.5 + ,2485.5 + ,33.32 + ,1.25 + ,-0.5 + ,9.9 + ,2242.5 + ,2497.5 + ,34.02 + ,1.25 + ,-0.5 + ,9.275 + ,2232.5 + ,2536.5 + ,33.67 + ,1.25 + ,-0.5 + ,9.56 + ,2245.5 + ,2573.5 + ,32.5 + ,1.25 + ,-0.5 + ,9.779 + ,2257.5 + ,2561.5 + ,32.27 + ,1.25 + ,-0.5 + ,9.746 + ,2270.5 + ,2579.5 + ,32.65 + ,1.25 + ,-0.5 + ,9.991 + ,2302.5 + ,2632.5 + ,33.24 + ,1.25 + ,-0.5 + ,9.98 + ,2363.5 + ,2645.5 + ,33.92 + ,1.25 + ,-0.5 + ,10.195 + ,2377.5 + ,2667.5 + ,34.27 + ,1.25 + ,-1.1 + ,10.31 + ,2392.5 + ,2681 + ,34.72 + ,1.25 + ,-1.1 + ,10.25 + ,2411 + ,2687.5 + ,34.67 + ,1.25 + ,-1.1 + ,9.871 + ,2391 + ,2682.5 + ,34.36 + ,1.25 + ,-1.1 + ,10.06 + ,2400 + ,2722.5 + ,35.4 + ,1.25 + ,-1.1 + ,9.894 + ,2357.5 + ,2700.5 + ,35.44 + ,1.25 + ,-1.1 + ,9.59 + ,2302.5 + ,2664 + ,33.64 + ,1.25 + ,-1.1 + ,9.64 + ,2342.5 + ,2704 + ,33.19 + ,1.5 + ,-1.1 + ,9.89 + ,2387.5 + ,2771 + ,33.85 + ,1.5 + ,-1.1 + ,9.53 + ,2351 + ,2674.5 + ,33.81 + ,1.5 + ,-1.1 + ,9.388 + ,2369 + ,2692.5 + ,34.35 + ,1.5 + ,-1.1 + ,9.16 + ,2417.5 + ,2715.5 + ,34.07 + ,1.5 + ,-1.1 + ,9.418 + ,2483.5 + ,2761 + ,34.23 + ,1.5 + ,-1.1 + ,9.57 + ,2462.5 + ,2722 + ,34.52 + ,1.5 + ,-1.1 + ,9.857 + ,2458.5 + ,2737.5 + ,35 + ,1.5 + ,-1.1 + ,9.877 + ,2468.5 + ,2682.5 + ,35.06 + ,1.5 + ,-1.1 + ,9.76 + ,2471 + ,2677.5 + ,35.18 + ,1.5 + ,-1.1 + ,9.76 + ,2512 + ,2717.5 + ,35.28 + ,1.5 + ,-1.1 + ,9.695 + ,2515 + ,2702.5 + ,34.24 + ,1.5 + ,-1.1 + ,9.475 + ,2512.5 + ,2692.5 + ,34.29 + ,1.5 + ,-1.1 + ,9.262 + ,2493.5 + ,2633.5 + ,33.46 + ,1.5 + ,-1.1 + ,9.097 + ,2477.5 + ,2617.5 + ,33 + ,1.5 + ,-2.5 + ,8.55 + ,2437.5 + ,2571 + ,31.4 + ,1.5 + ,-2.5 + ,8.16 + ,2380.5 + ,2532.5 + ,31.24 + ,1.5 + ,-2.5 + ,7.532 + ,2337.5 + ,2497.5 + ,29.2 + ,1.5 + ,-2.5 + ,7.325 + ,2267.5 + ,2399.5 + ,28 + ,1.5 + ,-2.5 + ,6.749 + ,2051 + ,2287.5 + ,25.38 + ,1.5 + ,-2.5 + ,7.13 + ,2130.5 + ,2284.5 + ,28.22 + ,1.5 + ,-2.5 + ,6.995 + ,2112.5 + ,2297.5 + ,26.87 + ,1.5 + ,-2.5 + ,7.346 + ,2171.5 + ,2332.5 + ,28.37 + ,1.5 + ,-2.5 + ,7.73 + ,2205.5 + ,2397.5 + ,28.16 + ,1.5 + ,-2.5 + ,7.837 + ,2182.5 + ,2382.5 + ,28.86 + ,1.5 + ,-2.5 + ,7.514 + ,2175.5 + ,2377.5 + ,26.54 + ,1.5 + ,-2.5 + ,7.58 + ,2209 + ,2397.5 + ,27.16 + ,1.5 + ,-2.5 + ,6.83 + ,2162 + ,2312.5 + ,25.31 + ,1.5 + ,-2.5 + ,6.617 + ,2201 + ,2312.5 + ,25.25 + ,1.5 + ,-2.5 + ,6.715 + ,2157.5 + ,2282.5 + ,24.94 + ,1.5 + ,-2.5 + ,6.63 + ,2182.5 + ,2307.5 + ,26.23 + ,1.5 + ,-2.5 + ,6.891 + ,2192.5 + ,2342.5 + ,27.28 + ,1.5 + ,-2.5 + ,7.002 + ,2202.5 + ,2387.5 + ,26.68 + ,1.5 + ,-2.5 + ,7.09 + ,2247.5 + ,2450.5 + ,27.15 + ,1.5 + ,-2.5 + ,7.36 + ,2247.5 + ,2450.5 + ,27.93 + ,1.5 + ,-2.5 + ,7.477 + ,2277.5 + ,2511.5 + ,27.45 + ,1.5 + ,-2.5 + ,7.826 + ,2290 + ,2572.5 + ,27.28 + ,1.5 + ,-2.5 + ,7.79 + ,2242.5 + ,2537.5 + ,26.88 + ,1.5 + ,-7.8 + ,7.578 + ,2187.5 + ,2480.5 + ,25.88 + ,1.5 + ,-7.8 + ,7.204 + ,2172.5 + ,2427.5 + ,25.09 + ,1.5 + ,-7.8 + ,7.198 + ,2173 + ,2387.5 + ,27.23 + ,1.5 + ,-7.8 + ,7.685 + ,2237.5 + ,2427.5 + ,26.5 + ,1.5 + ,-7.8 + ,7.795 + ,2241 + ,2435.5 + ,25.67 + ,1.5 + ,-7.8 + ,7.46 + ,2197.5 + ,2442.5 + ,25.42 + ,1.5 + ,-7.8 + ,7.274 + ,2174 + ,2417.5 + ,26.28 + ,1.5 + ,-7.8 + ,7.33 + ,2217.5 + ,2402.5 + ,27.66 + ,1.5 + ,-7.8 + ,7.655 + ,2155 + ,2333.5 + ,28.16 + ,1.5 + ,-7.8 + ,7.767 + ,2194 + ,2392.5 + ,27.73 + ,1.5 + ,-7.8 + ,7.84 + ,2187.5 + ,2382.5 + ,26.28 + ,1.5 + ,-7.8 + ,7.424 + ,2107.5 + ,2312.5 + ,26.39 + ,1.5 + ,-7.8 + ,7.54 + ,2095 + ,2326.5 + ,25.7 + ,1.5 + ,-7.8 + ,7.351 + ,2067.5 + ,2236.5 + ,24.33 + ,1.5 + ,-7.8 + ,6.735 + ,2031 + ,2132.5 + ,24.72 + ,1.5 + ,-7.8 + ,6.777 + ,1957.5 + ,2027.5 + ,25.3 + ,1.5 + ,-7.8 + ,6.679 + ,1867.5 + ,1902.5 + ,25.61 + ,1.5 + ,-7.8 + ,7.34 + ,1995.5 + ,2015 + ,24.01 + ,1.5 + ,-7.8 + ,6.978 + ,1960 + ,2005 + ,24.45 + ,1.5 + ,-7.8 + ,6.92 + ,1926.5 + ,2012.5 + ,23.75 + ,1.5 + ,-7.8 + ,6.628 + ,1872.5 + ,1992.5 + ,21.98 + ,1.5 + ,-7.8 + ,6.385 + ,1877.5 + ,1936.5 + ,23.51 + ,1.5 + ,-9.4 + ,5.984 + ,1876 + ,1912.5 + ,24.25 + ,1.5 + ,-9.4 + ,6.268 + ,1831 + ,1872.5 + ,24.45 + ,1.5 + ,-9.4 + ,6.596 + ,1862.5 + ,1932.5 + ,24.37 + ,1.5 + ,-9.4 + ,6.395 + ,1892.5 + ,1952.5 + ,25.87 + ,1.5 + ,-9.4 + ,6.715 + ,1947.5 + ,1991.5 + ,26.46 + ,1.5 + ,-9.4 + ,6.804 + ,1908.5 + ,1972.5 + ,27.71 + ,1.5 + ,-9.4 + ,6.929 + ,1967.5 + ,2032.5 + ,26.99 + ,1.5 + ,-9.4 + ,6.846 + ,1912.5 + ,2000.5 + ,27.5 + ,1.5 + ,-9.4 + ,6.992 + ,1922.5 + ,2028.5 + ,26.89 + ,1.5 + ,-9.4 + ,6.774 + ,1897.5 + ,1992.5 + ,27.19 + ,1.5 + ,-9.4 + ,6.75 + ,1869.5 + ,1932.5 + ,26.53 + ,1.5 + ,-9.4 + ,6.485 + ,1851 + ,1902.5 + ,27.03 + ,1.5 + ,-9.4 + ,6.27 + ,1762.5 + ,1807.5 + ,26.78 + ,1.5 + ,-9.4 + ,6.47 + ,1803.5 + ,1867.5 + ,27.49 + ,1.5 + ,-9.4 + ,6.78 + ,1873.5 + ,1987.5 + ,26.49 + ,1.5 + ,-9.4 + ,6.71 + ,1868.5 + ,1997.5 + ,26.05 + ,1.5 + ,-9.4 + ,6.141 + ,1862.5 + ,1943.5 + ,27.51 + ,1.5 + ,-9.4 + ,6.72 + ,1919 + ,1987.5 + ,28 + ,1.5 + ,-9.4 + ,6.68 + ,1947 + ,2023.5 + ,26.57 + ,1.5 + ,-9.4 + ,6.371 + ,1962.5 + ,2077.5 + ,24.76 + ,1.5 + ,-9.4 + ,6.097 + ,1922.5 + ,2007.5 + ,25.53 + ,1.5 + ,-10.4 + ,6.27 + ,1942.5 + ,2022.5 + ,27.08 + ,1.5 + ,-10.4 + ,6.447 + ,1946 + ,2032.5 + ,26.66 + ,1.5 + ,-10.4 + ,6.37 + ,1951.5 + ,2038.5 + ,26.63 + ,1.5 + ,-10.4 + ,6.446 + ,1937.5 + ,2012.5 + ,27.61 + ,1.5 + ,-10.4 + ,6.54 + ,1986.5 + ,2032.5 + ,26.72 + ,1.5 + ,-10.4 + ,6.374 + ,1946.5 + ,1986 + ,26.96 + ,1.5 + ,-10.4 + ,6.33 + ,1877.5 + ,1940 + ,27.73 + ,1.5 + ,-10.4 + ,6.63 + ,1907.5 + ,1997.5 + ,26.96 + ,1.5 + ,-10.4 + ,6.498 + ,1947.5 + ,2017.5 + ,27.33 + ,1.5 + ,-10.4 + ,6.485 + ,1937.5 + ,2022 + ,27.1 + ,1.5 + ,-10.4 + ,6.36 + ,1936 + ,2016.5 + ,26.58 + ,1.5 + ,-10.4) + ,dim=c(6 + ,191) + ,dimnames=list(c('koers-nyrstar' + ,'Zink-prijs' + ,'Lood-prijs' + ,'NYSE-eindkoers-vorige-dag' + ,'Rente-op-LT-leningen-in-%' + ,'Conjunctuurenquete ') + ,1:191)) > y <- array(NA,dim=c(6,191),dimnames=list(c('koers-nyrstar','Zink-prijs','Lood-prijs','NYSE-eindkoers-vorige-dag','Rente-op-LT-leningen-in-%','Conjunctuurenquete '),1:191)) > 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 = '1' > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x koers-nyrstar Zink-prijs Lood-prijs NYSE-eindkoers-vorige-dag 1 11.730 2582.5 2666.0 36.98 2 11.750 2502.5 2584.0 37.79 3 11.390 2483.5 2547.5 36.66 4 11.540 2458.5 2469.0 36.80 5 9.620 2493.5 2493.5 37.02 6 9.820 2517.5 2531.0 37.00 7 9.940 2497.5 2541.5 37.00 8 9.900 2487.5 2542.0 36.50 9 9.800 2516.0 2611.5 36.33 10 9.860 2493.0 2637.5 36.22 11 10.500 2417.5 2588.5 36.00 12 10.330 2390.0 2567.5 35.59 13 10.160 2327.5 2535.5 35.11 14 9.910 2272.5 2413.0 35.17 15 9.960 2277.5 2427.5 34.49 16 10.030 2312.5 2481.5 35.27 17 9.550 2282.0 2492.5 36.55 18 9.510 2319.0 2582.5 35.81 19 9.800 2322.5 2657.0 36.02 20 10.080 2327.5 2687.5 35.33 21 10.200 2289.5 2632.5 34.59 22 10.230 2337.5 2682.5 34.44 23 10.200 2412.5 2721.5 34.88 24 10.070 2425.0 2693.5 34.59 25 10.010 2372.5 2652.5 35.08 26 10.050 2337.5 2627.5 34.48 27 9.920 2367.5 2652.5 35.38 28 10.030 2348.5 2637.5 35.30 29 10.180 2337.5 2672.5 35.51 30 10.100 2331.0 2669.0 35.17 31 10.160 2407.5 2751.0 39.60 32 10.150 2428.5 2772.5 39.60 33 10.130 2429.5 2787.5 38.98 34 10.090 2469.0 2802.5 39.81 35 10.180 2497.5 2842.5 39.52 36 10.060 2542.5 2862.5 38.70 37 9.650 2467.5 2757.5 37.59 38 9.740 2447.5 2692.0 37.85 39 9.530 2412.5 2622.5 37.84 40 9.500 2402.5 2634.0 38.90 41 9.000 2350.5 2582.5 39.01 42 9.150 2353.0 2557.5 38.32 43 9.320 2358.0 2627.5 38.70 44 9.620 2366.5 2625.0 39.08 45 9.590 2284.5 2556.0 39.03 46 9.370 2225.5 2528.0 38.76 47 9.350 2253.0 2492.5 39.29 48 9.320 2253.0 2492.5 39.39 49 9.490 2253.0 2492.5 39.75 50 9.520 2237.5 2507.5 40.05 51 9.590 2173.5 2467.5 40.40 52 9.350 2122.5 2352.5 39.99 53 9.200 2162.5 2302.5 39.66 54 9.570 2164.5 2306.5 39.57 55 9.780 2169.0 2337.5 39.98 56 9.790 2124.0 2274.5 40.64 57 9.570 2154.0 2297.5 41.55 58 9.530 2167.5 2340.5 40.68 59 9.650 2130.5 2297.5 40.60 60 9.360 2111.0 2287.5 40.89 61 9.400 2182.5 2401.5 35.73 62 9.320 2176.5 2482.0 34.50 63 9.310 2152.5 2467.5 35.16 64 9.190 2127.5 2429.5 35.82 65 9.390 2189.5 2480.5 35.76 66 9.280 2239.0 2516.5 35.24 67 9.280 2264.0 2512.5 35.36 68 9.310 2282.0 2512.5 35.60 69 9.280 2282.0 2512.5 35.52 70 9.310 2271.0 2512.5 35.67 71 9.350 2252.5 2508.5 36.41 72 9.190 2220.5 2425.5 35.49 73 9.070 2237.5 2427.5 35.61 74 8.960 2281.0 2467.5 35.80 75 8.690 2274.0 2537.5 35.50 76 8.580 2272.5 2567.5 35.27 77 8.560 2286.5 2589.5 34.55 78 8.470 2267.5 2552.5 34.70 79 8.460 2237.5 2522.5 34.24 80 8.750 2270.5 2577.5 34.50 81 8.950 2267.5 2562.5 34.61 82 9.330 2207.5 2492.5 34.04 83 9.510 2217.5 2477.5 33.57 84 9.561 2170.0 2422.5 33.34 85 9.940 2222.5 2485.5 33.32 86 9.900 2242.5 2497.5 34.02 87 9.275 2232.5 2536.5 33.67 88 9.560 2245.5 2573.5 32.50 89 9.779 2257.5 2561.5 32.27 90 9.746 2270.5 2579.5 32.65 91 9.991 2302.5 2632.5 33.24 92 9.980 2363.5 2645.5 33.92 93 10.195 2377.5 2667.5 34.27 94 10.310 2392.5 2681.0 34.72 95 10.250 2411.0 2687.5 34.67 96 9.871 2391.0 2682.5 34.36 97 10.060 2400.0 2722.5 35.40 98 9.894 2357.5 2700.5 35.44 99 9.590 2302.5 2664.0 33.64 100 9.640 2342.5 2704.0 33.19 101 9.890 2387.5 2771.0 33.85 102 9.530 2351.0 2674.5 33.81 103 9.388 2369.0 2692.5 34.35 104 9.160 2417.5 2715.5 34.07 105 9.418 2483.5 2761.0 34.23 106 9.570 2462.5 2722.0 34.52 107 9.857 2458.5 2737.5 35.00 108 9.877 2468.5 2682.5 35.06 109 9.760 2471.0 2677.5 35.18 110 9.760 2512.0 2717.5 35.28 111 9.695 2515.0 2702.5 34.24 112 9.475 2512.5 2692.5 34.29 113 9.262 2493.5 2633.5 33.46 114 9.097 2477.5 2617.5 33.00 115 8.550 2437.5 2571.0 31.40 116 8.160 2380.5 2532.5 31.24 117 7.532 2337.5 2497.5 29.20 118 7.325 2267.5 2399.5 28.00 119 6.749 2051.0 2287.5 25.38 120 7.130 2130.5 2284.5 28.22 121 6.995 2112.5 2297.5 26.87 122 7.346 2171.5 2332.5 28.37 123 7.730 2205.5 2397.5 28.16 124 7.837 2182.5 2382.5 28.86 125 7.514 2175.5 2377.5 26.54 126 7.580 2209.0 2397.5 27.16 127 6.830 2162.0 2312.5 25.31 128 6.617 2201.0 2312.5 25.25 129 6.715 2157.5 2282.5 24.94 130 6.630 2182.5 2307.5 26.23 131 6.891 2192.5 2342.5 27.28 132 7.002 2202.5 2387.5 26.68 133 7.090 2247.5 2450.5 27.15 134 7.360 2247.5 2450.5 27.93 135 7.477 2277.5 2511.5 27.45 136 7.826 2290.0 2572.5 27.28 137 7.790 2242.5 2537.5 26.88 138 7.578 2187.5 2480.5 25.88 139 7.204 2172.5 2427.5 25.09 140 7.198 2173.0 2387.5 27.23 141 7.685 2237.5 2427.5 26.50 142 7.795 2241.0 2435.5 25.67 143 7.460 2197.5 2442.5 25.42 144 7.274 2174.0 2417.5 26.28 145 7.330 2217.5 2402.5 27.66 146 7.655 2155.0 2333.5 28.16 147 7.767 2194.0 2392.5 27.73 148 7.840 2187.5 2382.5 26.28 149 7.424 2107.5 2312.5 26.39 150 7.540 2095.0 2326.5 25.70 151 7.351 2067.5 2236.5 24.33 152 6.735 2031.0 2132.5 24.72 153 6.777 1957.5 2027.5 25.30 154 6.679 1867.5 1902.5 25.61 155 7.340 1995.5 2015.0 24.01 156 6.978 1960.0 2005.0 24.45 157 6.920 1926.5 2012.5 23.75 158 6.628 1872.5 1992.5 21.98 159 6.385 1877.5 1936.5 23.51 160 5.984 1876.0 1912.5 24.25 161 6.268 1831.0 1872.5 24.45 162 6.596 1862.5 1932.5 24.37 163 6.395 1892.5 1952.5 25.87 164 6.715 1947.5 1991.5 26.46 165 6.804 1908.5 1972.5 27.71 166 6.929 1967.5 2032.5 26.99 167 6.846 1912.5 2000.5 27.50 168 6.992 1922.5 2028.5 26.89 169 6.774 1897.5 1992.5 27.19 170 6.750 1869.5 1932.5 26.53 171 6.485 1851.0 1902.5 27.03 172 6.270 1762.5 1807.5 26.78 173 6.470 1803.5 1867.5 27.49 174 6.780 1873.5 1987.5 26.49 175 6.710 1868.5 1997.5 26.05 176 6.141 1862.5 1943.5 27.51 177 6.720 1919.0 1987.5 28.00 178 6.680 1947.0 2023.5 26.57 179 6.371 1962.5 2077.5 24.76 180 6.097 1922.5 2007.5 25.53 181 6.270 1942.5 2022.5 27.08 182 6.447 1946.0 2032.5 26.66 183 6.370 1951.5 2038.5 26.63 184 6.446 1937.5 2012.5 27.61 185 6.540 1986.5 2032.5 26.72 186 6.374 1946.5 1986.0 26.96 187 6.330 1877.5 1940.0 27.73 188 6.630 1907.5 1997.5 26.96 189 6.498 1947.5 2017.5 27.33 190 6.485 1937.5 2022.0 27.10 191 6.360 1936.0 2016.5 26.58 Rente-op-LT-leningen-in-% Conjunctuurenquete\r 1 1.00 4.5 2 1.00 4.5 3 1.00 4.5 4 1.00 4.5 5 1.00 4.5 6 1.00 4.5 7 1.00 5.8 8 1.00 5.8 9 1.00 5.8 10 1.00 5.8 11 1.00 5.8 12 1.00 5.8 13 1.00 5.8 14 1.00 5.8 15 1.00 5.8 16 1.00 5.8 17 1.00 5.8 18 1.00 5.8 19 1.00 5.8 20 1.00 5.8 21 1.00 5.8 22 1.00 5.8 23 1.00 5.8 24 1.00 5.8 25 1.00 5.8 26 1.00 5.8 27 1.00 5.8 28 1.00 5.8 29 1.00 5.8 30 1.00 6.2 31 1.00 6.2 32 1.00 6.2 33 1.00 6.2 34 1.00 6.2 35 1.00 6.2 36 1.00 6.2 37 1.25 6.2 38 1.25 6.2 39 1.25 6.2 40 1.25 6.2 41 1.25 6.2 42 1.25 6.2 43 1.25 6.2 44 1.25 6.2 45 1.25 6.2 46 1.25 6.2 47 1.25 6.2 48 1.25 6.2 49 1.25 2.8 50 1.25 2.8 51 1.25 2.8 52 1.25 2.8 53 1.25 2.8 54 1.25 2.8 55 1.25 2.8 56 1.25 2.8 57 1.25 2.8 58 1.25 2.8 59 1.25 2.8 60 1.25 2.8 61 1.25 2.8 62 1.25 2.8 63 1.25 2.8 64 1.25 2.8 65 1.25 2.8 66 1.25 2.8 67 1.25 2.8 68 1.25 2.8 69 1.25 2.8 70 1.25 2.8 71 1.25 -0.5 72 1.25 -0.5 73 1.25 -0.5 74 1.25 -0.5 75 1.25 -0.5 76 1.25 -0.5 77 1.25 -0.5 78 1.25 -0.5 79 1.25 -0.5 80 1.25 -0.5 81 1.25 -0.5 82 1.25 -0.5 83 1.25 -0.5 84 1.25 -0.5 85 1.25 -0.5 86 1.25 -0.5 87 1.25 -0.5 88 1.25 -0.5 89 1.25 -0.5 90 1.25 -0.5 91 1.25 -0.5 92 1.25 -0.5 93 1.25 -1.1 94 1.25 -1.1 95 1.25 -1.1 96 1.25 -1.1 97 1.25 -1.1 98 1.25 -1.1 99 1.25 -1.1 100 1.50 -1.1 101 1.50 -1.1 102 1.50 -1.1 103 1.50 -1.1 104 1.50 -1.1 105 1.50 -1.1 106 1.50 -1.1 107 1.50 -1.1 108 1.50 -1.1 109 1.50 -1.1 110 1.50 -1.1 111 1.50 -1.1 112 1.50 -1.1 113 1.50 -1.1 114 1.50 -2.5 115 1.50 -2.5 116 1.50 -2.5 117 1.50 -2.5 118 1.50 -2.5 119 1.50 -2.5 120 1.50 -2.5 121 1.50 -2.5 122 1.50 -2.5 123 1.50 -2.5 124 1.50 -2.5 125 1.50 -2.5 126 1.50 -2.5 127 1.50 -2.5 128 1.50 -2.5 129 1.50 -2.5 130 1.50 -2.5 131 1.50 -2.5 132 1.50 -2.5 133 1.50 -2.5 134 1.50 -2.5 135 1.50 -2.5 136 1.50 -2.5 137 1.50 -7.8 138 1.50 -7.8 139 1.50 -7.8 140 1.50 -7.8 141 1.50 -7.8 142 1.50 -7.8 143 1.50 -7.8 144 1.50 -7.8 145 1.50 -7.8 146 1.50 -7.8 147 1.50 -7.8 148 1.50 -7.8 149 1.50 -7.8 150 1.50 -7.8 151 1.50 -7.8 152 1.50 -7.8 153 1.50 -7.8 154 1.50 -7.8 155 1.50 -7.8 156 1.50 -7.8 157 1.50 -7.8 158 1.50 -7.8 159 1.50 -9.4 160 1.50 -9.4 161 1.50 -9.4 162 1.50 -9.4 163 1.50 -9.4 164 1.50 -9.4 165 1.50 -9.4 166 1.50 -9.4 167 1.50 -9.4 168 1.50 -9.4 169 1.50 -9.4 170 1.50 -9.4 171 1.50 -9.4 172 1.50 -9.4 173 1.50 -9.4 174 1.50 -9.4 175 1.50 -9.4 176 1.50 -9.4 177 1.50 -9.4 178 1.50 -9.4 179 1.50 -9.4 180 1.50 -10.4 181 1.50 -10.4 182 1.50 -10.4 183 1.50 -10.4 184 1.50 -10.4 185 1.50 -10.4 186 1.50 -10.4 187 1.50 -10.4 188 1.50 -10.4 189 1.50 -10.4 190 1.50 -10.4 191 1.50 -10.4 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) `Zink-prijs` 0.540428 0.001693 `Lood-prijs` `NYSE-eindkoers-vorige-dag` 0.001423 0.127615 `Rente-op-LT-leningen-in-%` `Conjunctuurenquete\\r` -2.507532 -0.044378 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -1.01263 -0.35492 0.02333 0.28977 1.33638 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.5404276 0.7969156 0.678 0.498525 `Zink-prijs` 0.0016928 0.0005407 3.131 0.002027 ** `Lood-prijs` 0.0014226 0.0004107 3.464 0.000662 *** `NYSE-eindkoers-vorige-dag` 0.1276151 0.0130448 9.783 < 2e-16 *** `Rente-op-LT-leningen-in-%` -2.5075320 0.3231607 -7.759 5.59e-13 *** `Conjunctuurenquete\\r` -0.0443778 0.0169362 -2.620 0.009515 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.4447 on 185 degrees of freedom Multiple R-squared: 0.908, Adjusted R-squared: 0.9056 F-statistic: 365.4 on 5 and 185 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,] 0.9939753 1.204940e-02 6.024700e-03 [2,] 0.9987365 2.527073e-03 1.263537e-03 [3,] 0.9975389 4.922140e-03 2.461070e-03 [4,] 0.9952158 9.568323e-03 4.784161e-03 [5,] 0.9924037 1.519264e-02 7.596321e-03 [6,] 0.9873447 2.531055e-02 1.265527e-02 [7,] 0.9842232 3.155359e-02 1.577680e-02 [8,] 0.9773172 4.536557e-02 2.268278e-02 [9,] 0.9916902 1.661952e-02 8.309761e-03 [10,] 0.9965609 6.878163e-03 3.439081e-03 [11,] 0.9962125 7.575046e-03 3.787523e-03 [12,] 0.9942139 1.157216e-02 5.786079e-03 [13,] 0.9912947 1.741058e-02 8.705291e-03 [14,] 0.9874233 2.515334e-02 1.257667e-02 [15,] 0.9818985 3.620308e-02 1.810154e-02 [16,] 0.9757344 4.853113e-02 2.426557e-02 [17,] 0.9664707 6.705865e-02 3.352932e-02 [18,] 0.9562765 8.744701e-02 4.372350e-02 [19,] 0.9425100 1.149800e-01 5.748998e-02 [20,] 0.9254474 1.491052e-01 7.455258e-02 [21,] 0.9063158 1.873684e-01 9.368419e-02 [22,] 0.8954922 2.090157e-01 1.045078e-01 [23,] 0.8794218 2.411564e-01 1.205782e-01 [24,] 0.8543406 2.913188e-01 1.456594e-01 [25,] 0.8258193 3.483615e-01 1.741807e-01 [26,] 0.8054841 3.890319e-01 1.945159e-01 [27,] 0.7873060 4.253880e-01 2.126940e-01 [28,] 0.7836023 4.327954e-01 2.163977e-01 [29,] 0.7482605 5.034790e-01 2.517395e-01 [30,] 0.7080164 5.839672e-01 2.919836e-01 [31,] 0.6614445 6.771111e-01 3.385555e-01 [32,] 0.6219044 7.561912e-01 3.780956e-01 [33,] 0.6544752 6.910496e-01 3.455248e-01 [34,] 0.6273268 7.453464e-01 3.726732e-01 [35,] 0.6032778 7.934444e-01 3.967222e-01 [36,] 0.5738148 8.523705e-01 4.261852e-01 [37,] 0.5425183 9.149634e-01 4.574817e-01 [38,] 0.4985693 9.971387e-01 5.014307e-01 [39,] 0.4580167 9.160334e-01 5.419833e-01 [40,] 0.4206777 8.413555e-01 5.793223e-01 [41,] 0.7771442 4.457115e-01 2.228558e-01 [42,] 0.7889917 4.220166e-01 2.110083e-01 [43,] 0.7620384 4.759232e-01 2.379616e-01 [44,] 0.7332460 5.335081e-01 2.667540e-01 [45,] 0.7184500 5.630999e-01 2.815500e-01 [46,] 0.6782729 6.434541e-01 3.217271e-01 [47,] 0.6478709 7.042582e-01 3.521291e-01 [48,] 0.6316137 7.367725e-01 3.683863e-01 [49,] 0.5873818 8.252363e-01 4.126182e-01 [50,] 0.5437632 9.124735e-01 4.562368e-01 [51,] 0.5019769 9.960462e-01 4.980231e-01 [52,] 0.4618008 9.236017e-01 5.381992e-01 [53,] 0.4415753 8.831506e-01 5.584247e-01 [54,] 0.4162671 8.325342e-01 5.837329e-01 [55,] 0.3798641 7.597282e-01 6.201359e-01 [56,] 0.3464282 6.928563e-01 6.535718e-01 [57,] 0.3088869 6.177739e-01 6.911131e-01 [58,] 0.2853894 5.707788e-01 7.146106e-01 [59,] 0.2642186 5.284372e-01 7.357814e-01 [60,] 0.2417765 4.835530e-01 7.582235e-01 [61,] 0.2202274 4.404549e-01 7.797726e-01 [62,] 0.1949400 3.898800e-01 8.050600e-01 [63,] 0.1962910 3.925820e-01 8.037090e-01 [64,] 0.1923188 3.846376e-01 8.076812e-01 [65,] 0.1984013 3.968027e-01 8.015987e-01 [66,] 0.2278305 4.556611e-01 7.721695e-01 [67,] 0.3230135 6.460270e-01 6.769865e-01 [68,] 0.4645922 9.291844e-01 5.354078e-01 [69,] 0.6027259 7.945481e-01 3.972741e-01 [70,] 0.7622709 4.754582e-01 2.377291e-01 [71,] 0.8676192 2.647617e-01 1.323808e-01 [72,] 0.9228926 1.542147e-01 7.710735e-02 [73,] 0.9489932 1.020135e-01 5.100675e-02 [74,] 0.9496466 1.007068e-01 5.035342e-02 [75,] 0.9513808 9.723836e-02 4.861918e-02 [76,] 0.9553258 8.934839e-02 4.467419e-02 [77,] 0.9762183 4.756345e-02 2.378173e-02 [78,] 0.9829749 3.405025e-02 1.702512e-02 [79,] 0.9811639 3.767222e-02 1.883611e-02 [80,] 0.9804463 3.910731e-02 1.955366e-02 [81,] 0.9842111 3.157786e-02 1.578893e-02 [82,] 0.9850864 2.982728e-02 1.491364e-02 [83,] 0.9887796 2.244073e-02 1.122037e-02 [84,] 0.9891612 2.167759e-02 1.083880e-02 [85,] 0.9914935 1.701297e-02 8.506487e-03 [86,] 0.9937656 1.246877e-02 6.234386e-03 [87,] 0.9946963 1.060742e-02 5.303712e-03 [88,] 0.9932659 1.346825e-02 6.734124e-03 [89,] 0.9919220 1.615605e-02 8.078023e-03 [90,] 0.9897864 2.042722e-02 1.021361e-02 [91,] 0.9865985 2.680305e-02 1.340152e-02 [92,] 0.9898326 2.033481e-02 1.016741e-02 [93,] 0.9930663 1.386736e-02 6.933681e-03 [94,] 0.9931561 1.368780e-02 6.843900e-03 [95,] 0.9913605 1.727904e-02 8.639519e-03 [96,] 0.9888269 2.234620e-02 1.117310e-02 [97,] 0.9853125 2.937497e-02 1.468749e-02 [98,] 0.9821282 3.574365e-02 1.787183e-02 [99,] 0.9838070 3.238607e-02 1.619303e-02 [100,] 0.9878689 2.426216e-02 1.213108e-02 [101,] 0.9901350 1.973006e-02 9.865030e-03 [102,] 0.9915648 1.687037e-02 8.435187e-03 [103,] 0.9948771 1.024586e-02 5.122928e-03 [104,] 0.9965868 6.826379e-03 3.413189e-03 [105,] 0.9984397 3.120527e-03 1.560263e-03 [106,] 0.9995390 9.220830e-04 4.610415e-04 [107,] 0.9998588 2.824372e-04 1.412186e-04 [108,] 0.9999484 1.031305e-04 5.156524e-05 [109,] 0.9999788 4.248557e-05 2.124279e-05 [110,] 0.9999857 2.860637e-05 1.430318e-05 [111,] 0.9999906 1.882303e-05 9.411517e-06 [112,] 0.9999885 2.296075e-05 1.148037e-05 [113,] 0.9999857 2.850984e-05 1.425492e-05 [114,] 0.9999804 3.918781e-05 1.959390e-05 [115,] 0.9999804 3.916422e-05 1.958211e-05 [116,] 0.9999889 2.214748e-05 1.107374e-05 [117,] 0.9999863 2.731550e-05 1.365775e-05 [118,] 0.9999864 2.728054e-05 1.364027e-05 [119,] 0.9999820 3.595586e-05 1.797793e-05 [120,] 0.9999873 2.548524e-05 1.274262e-05 [121,] 0.9999861 2.777754e-05 1.388877e-05 [122,] 0.9999930 1.401331e-05 7.006656e-06 [123,] 0.9999942 1.151591e-05 5.757955e-06 [124,] 0.9999959 8.174199e-06 4.087100e-06 [125,] 0.9999987 2.550746e-06 1.275373e-06 [126,] 0.9999993 1.467801e-06 7.339003e-07 [127,] 0.9999999 1.741839e-07 8.709196e-08 [128,] 1.0000000 1.005688e-09 5.028439e-10 [129,] 1.0000000 1.966166e-09 9.830830e-10 [130,] 1.0000000 4.265106e-09 2.132553e-09 [131,] 1.0000000 5.343319e-09 2.671660e-09 [132,] 1.0000000 2.037079e-09 1.018539e-09 [133,] 1.0000000 4.783886e-09 2.391943e-09 [134,] 1.0000000 7.703464e-09 3.851732e-09 [135,] 1.0000000 1.692215e-08 8.461077e-09 [136,] 1.0000000 1.281248e-08 6.406241e-09 [137,] 1.0000000 3.083143e-09 1.541572e-09 [138,] 1.0000000 6.977161e-09 3.488580e-09 [139,] 1.0000000 1.647336e-08 8.236682e-09 [140,] 1.0000000 3.035118e-08 1.517559e-08 [141,] 1.0000000 6.290190e-08 3.145095e-08 [142,] 0.9999999 1.474202e-07 7.371010e-08 [143,] 0.9999999 2.886343e-07 1.443172e-07 [144,] 1.0000000 8.088098e-08 4.044049e-08 [145,] 1.0000000 4.636336e-08 2.318168e-08 [146,] 1.0000000 4.939023e-08 2.469511e-08 [147,] 1.0000000 2.749101e-08 1.374551e-08 [148,] 1.0000000 7.148947e-08 3.574473e-08 [149,] 0.9999999 1.790516e-07 8.952580e-08 [150,] 0.9999998 3.780878e-07 1.890439e-07 [151,] 0.9999996 7.303460e-07 3.651730e-07 [152,] 0.9999997 5.511645e-07 2.755823e-07 [153,] 0.9999993 1.481965e-06 7.409824e-07 [154,] 0.9999994 1.101185e-06 5.505924e-07 [155,] 0.9999987 2.654570e-06 1.327285e-06 [156,] 0.9999967 6.593939e-06 3.296970e-06 [157,] 0.9999917 1.669806e-05 8.349031e-06 [158,] 0.9999843 3.141210e-05 1.570605e-05 [159,] 0.9999630 7.398851e-05 3.699426e-05 [160,] 0.9999609 7.829415e-05 3.914708e-05 [161,] 0.9999149 1.702765e-04 8.513826e-05 [162,] 0.9999307 1.385991e-04 6.929954e-05 [163,] 0.9998264 3.471503e-04 1.735752e-04 [164,] 0.9995746 8.507943e-04 4.253972e-04 [165,] 0.9991049 1.790209e-03 8.951045e-04 [166,] 0.9990552 1.889609e-03 9.448046e-04 [167,] 0.9996453 7.094414e-04 3.547207e-04 [168,] 0.9998616 2.767819e-04 1.383910e-04 [169,] 0.9995360 9.279993e-04 4.639997e-04 [170,] 0.9985618 2.876372e-03 1.438186e-03 [171,] 0.9951567 9.686637e-03 4.843318e-03 [172,] 0.9909179 1.816430e-02 9.082148e-03 [173,] 0.9865252 2.694961e-02 1.347480e-02 [174,] 0.9516984 9.660314e-02 4.830157e-02 > postscript(file="/var/fisher/rcomp/tmp/1y0uw1352721092.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/2f7vx1352721092.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/3x09l1352721092.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/49ssy1352721092.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5czl41352721092.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 191 Frequency = 1 1 2 3 4 5 1.0132480402 1.1819584151 1.0502514790 1.3363787181 -0.7057991503 6 7 8 9 10 -0.5972216730 -0.4006108230 -0.3605861809 -0.5860067097 -0.5100207502 11 12 13 14 15 0.3555702940 0.3143197015 0.3568999202 0.3666149832 0.4743016479 16 17 18 19 20 0.3086933049 -0.2986707039 -0.4349026309 -0.2836087689 0.0325928039 21 22 23 24 25 0.3895976423 0.2863546950 0.0177605342 -0.0565594251 -0.0318910168 26 27 28 29 30 0.1794918634 -0.1517113344 0.0220004967 0.1140323571 0.1111550718 31 32 33 34 35 -0.6403332785 -0.7164683397 -0.6803785072 -0.9145048551 -0.8926455359 36 37 38 39 40 -1.0126305431 -0.3777611549 -0.1939054328 -0.2445107327 -0.4092139387 41 42 43 44 45 -0.7619611622 -0.4925744295 -0.4791127884 -0.2384392078 -0.0250877104 46 47 48 49 50 -0.0709219052 -0.1546094827 -0.1973709887 -0.2241968618 -0.2275810234 51 52 53 54 55 -0.0370014233 0.0252520253 -0.0792197254 0.2931896393 0.3991497770 56 57 58 59 60 0.4907240329 0.0710898397 0.0580907620 0.3121058888 0.0323336794 61 62 63 64 65 0.4476154722 0.4202215358 0.3872511339 0.2794041469 0.3095535054 66 67 68 69 70 0.1309049573 0.0789604587 0.0478617229 0.0280709277 0.0575499095 71 72 73 74 75 -0.1063240564 0.0233266266 -0.1436106172 -0.4083991282 -0.7278451652 76 77 78 79 80 -0.8486317707 -0.8317453968 -0.8560883212 -0.7139228616 -0.5912082707 81 82 83 84 85 -0.3788287423 0.2750626823 0.5194520246 0.7584551631 0.9615109681 86 87 88 89 90 0.7812526925 0.1623658360 0.5220331623 0.7671414770 0.6380344354 91 92 93 94 95 0.6781740518 0.4586390566 0.5473506482 0.5603264716 0.4661429284 96 97 98 99 100 0.1676732869 0.1518149575 0.0839527668 0.1546901638 0.7643832437 101 102 103 104 105 0.7586667977 0.6028388064 0.3358491547 0.0287593418 0.0898862038 106 107 108 109 110 0.2959080064 0.5063741842 0.5800306506 0.4505976315 0.3115265761 111 112 113 114 115 0.3955063833 0.1875835070 0.1966000499 0.0780207696 -0.1309316701 116 117 118 119 120 -0.3492521364 -0.5943350723 -0.3902855847 -0.1061055528 -0.2178453772 121 122 123 124 125 -0.1685874339 -0.1586778067 0.1020972459 0.1800406903 0.1720703989 126 127 128 129 130 0.0737873658 -0.2396421886 -0.5110060481 -0.2571295065 -0.5846383774 131 132 133 134 135 -0.5243528092 -0.4177281682 -0.5555074421 -0.3850471891 -0.3443543993 136 137 138 139 140 -0.0815975768 -0.1715536641 -0.0817454734 -0.2541403591 -0.4771799020 141 142 143 144 145 -0.0631121992 0.1355027393 -0.1039129958 -0.3243157644 -0.4967244262 146 147 148 149 150 -0.0315715934 -0.0146499620 0.2686211123 0.0735910976 0.2788899030 151 152 153 154 155 0.4393076264 -0.0167255085 0.2250521558 0.4176693007 0.9061298811 156 157 158 159 160 0.5623008539 0.6396722064 0.6934157803 0.2553604385 -0.2033935823 161 162 163 164 165 0.1881643153 0.3876943985 -0.0839649472 0.0121554345 0.0346863477 166 167 168 169 170 0.0663369673 0.0568819757 0.2239665875 0.0612158668 0.2541959879 171 172 173 174 175 -0.0006166712 0.1012483177 0.0558805226 0.2042874591 0.1846765095 176 177 178 179 180 -0.4836652448 -0.1254355054 -0.0815582870 -0.2626332424 -0.5119805798 181 182 183 184 185 -0.5919793895 -0.3815317810 -0.4725494155 -0.4609253945 -0.3647487078 186 187 188 189 190 -0.4275128583 -0.3875319172 -0.1218517382 -0.3972344667 -0.3703562015 191 -0.4186329329 > postscript(file="/var/fisher/rcomp/tmp/6l0771352721092.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 = 191 Frequency = 1 lag(myerror, k = 1) myerror 0 1.0132480402 NA 1 1.1819584151 1.0132480402 2 1.0502514790 1.1819584151 3 1.3363787181 1.0502514790 4 -0.7057991503 1.3363787181 5 -0.5972216730 -0.7057991503 6 -0.4006108230 -0.5972216730 7 -0.3605861809 -0.4006108230 8 -0.5860067097 -0.3605861809 9 -0.5100207502 -0.5860067097 10 0.3555702940 -0.5100207502 11 0.3143197015 0.3555702940 12 0.3568999202 0.3143197015 13 0.3666149832 0.3568999202 14 0.4743016479 0.3666149832 15 0.3086933049 0.4743016479 16 -0.2986707039 0.3086933049 17 -0.4349026309 -0.2986707039 18 -0.2836087689 -0.4349026309 19 0.0325928039 -0.2836087689 20 0.3895976423 0.0325928039 21 0.2863546950 0.3895976423 22 0.0177605342 0.2863546950 23 -0.0565594251 0.0177605342 24 -0.0318910168 -0.0565594251 25 0.1794918634 -0.0318910168 26 -0.1517113344 0.1794918634 27 0.0220004967 -0.1517113344 28 0.1140323571 0.0220004967 29 0.1111550718 0.1140323571 30 -0.6403332785 0.1111550718 31 -0.7164683397 -0.6403332785 32 -0.6803785072 -0.7164683397 33 -0.9145048551 -0.6803785072 34 -0.8926455359 -0.9145048551 35 -1.0126305431 -0.8926455359 36 -0.3777611549 -1.0126305431 37 -0.1939054328 -0.3777611549 38 -0.2445107327 -0.1939054328 39 -0.4092139387 -0.2445107327 40 -0.7619611622 -0.4092139387 41 -0.4925744295 -0.7619611622 42 -0.4791127884 -0.4925744295 43 -0.2384392078 -0.4791127884 44 -0.0250877104 -0.2384392078 45 -0.0709219052 -0.0250877104 46 -0.1546094827 -0.0709219052 47 -0.1973709887 -0.1546094827 48 -0.2241968618 -0.1973709887 49 -0.2275810234 -0.2241968618 50 -0.0370014233 -0.2275810234 51 0.0252520253 -0.0370014233 52 -0.0792197254 0.0252520253 53 0.2931896393 -0.0792197254 54 0.3991497770 0.2931896393 55 0.4907240329 0.3991497770 56 0.0710898397 0.4907240329 57 0.0580907620 0.0710898397 58 0.3121058888 0.0580907620 59 0.0323336794 0.3121058888 60 0.4476154722 0.0323336794 61 0.4202215358 0.4476154722 62 0.3872511339 0.4202215358 63 0.2794041469 0.3872511339 64 0.3095535054 0.2794041469 65 0.1309049573 0.3095535054 66 0.0789604587 0.1309049573 67 0.0478617229 0.0789604587 68 0.0280709277 0.0478617229 69 0.0575499095 0.0280709277 70 -0.1063240564 0.0575499095 71 0.0233266266 -0.1063240564 72 -0.1436106172 0.0233266266 73 -0.4083991282 -0.1436106172 74 -0.7278451652 -0.4083991282 75 -0.8486317707 -0.7278451652 76 -0.8317453968 -0.8486317707 77 -0.8560883212 -0.8317453968 78 -0.7139228616 -0.8560883212 79 -0.5912082707 -0.7139228616 80 -0.3788287423 -0.5912082707 81 0.2750626823 -0.3788287423 82 0.5194520246 0.2750626823 83 0.7584551631 0.5194520246 84 0.9615109681 0.7584551631 85 0.7812526925 0.9615109681 86 0.1623658360 0.7812526925 87 0.5220331623 0.1623658360 88 0.7671414770 0.5220331623 89 0.6380344354 0.7671414770 90 0.6781740518 0.6380344354 91 0.4586390566 0.6781740518 92 0.5473506482 0.4586390566 93 0.5603264716 0.5473506482 94 0.4661429284 0.5603264716 95 0.1676732869 0.4661429284 96 0.1518149575 0.1676732869 97 0.0839527668 0.1518149575 98 0.1546901638 0.0839527668 99 0.7643832437 0.1546901638 100 0.7586667977 0.7643832437 101 0.6028388064 0.7586667977 102 0.3358491547 0.6028388064 103 0.0287593418 0.3358491547 104 0.0898862038 0.0287593418 105 0.2959080064 0.0898862038 106 0.5063741842 0.2959080064 107 0.5800306506 0.5063741842 108 0.4505976315 0.5800306506 109 0.3115265761 0.4505976315 110 0.3955063833 0.3115265761 111 0.1875835070 0.3955063833 112 0.1966000499 0.1875835070 113 0.0780207696 0.1966000499 114 -0.1309316701 0.0780207696 115 -0.3492521364 -0.1309316701 116 -0.5943350723 -0.3492521364 117 -0.3902855847 -0.5943350723 118 -0.1061055528 -0.3902855847 119 -0.2178453772 -0.1061055528 120 -0.1685874339 -0.2178453772 121 -0.1586778067 -0.1685874339 122 0.1020972459 -0.1586778067 123 0.1800406903 0.1020972459 124 0.1720703989 0.1800406903 125 0.0737873658 0.1720703989 126 -0.2396421886 0.0737873658 127 -0.5110060481 -0.2396421886 128 -0.2571295065 -0.5110060481 129 -0.5846383774 -0.2571295065 130 -0.5243528092 -0.5846383774 131 -0.4177281682 -0.5243528092 132 -0.5555074421 -0.4177281682 133 -0.3850471891 -0.5555074421 134 -0.3443543993 -0.3850471891 135 -0.0815975768 -0.3443543993 136 -0.1715536641 -0.0815975768 137 -0.0817454734 -0.1715536641 138 -0.2541403591 -0.0817454734 139 -0.4771799020 -0.2541403591 140 -0.0631121992 -0.4771799020 141 0.1355027393 -0.0631121992 142 -0.1039129958 0.1355027393 143 -0.3243157644 -0.1039129958 144 -0.4967244262 -0.3243157644 145 -0.0315715934 -0.4967244262 146 -0.0146499620 -0.0315715934 147 0.2686211123 -0.0146499620 148 0.0735910976 0.2686211123 149 0.2788899030 0.0735910976 150 0.4393076264 0.2788899030 151 -0.0167255085 0.4393076264 152 0.2250521558 -0.0167255085 153 0.4176693007 0.2250521558 154 0.9061298811 0.4176693007 155 0.5623008539 0.9061298811 156 0.6396722064 0.5623008539 157 0.6934157803 0.6396722064 158 0.2553604385 0.6934157803 159 -0.2033935823 0.2553604385 160 0.1881643153 -0.2033935823 161 0.3876943985 0.1881643153 162 -0.0839649472 0.3876943985 163 0.0121554345 -0.0839649472 164 0.0346863477 0.0121554345 165 0.0663369673 0.0346863477 166 0.0568819757 0.0663369673 167 0.2239665875 0.0568819757 168 0.0612158668 0.2239665875 169 0.2541959879 0.0612158668 170 -0.0006166712 0.2541959879 171 0.1012483177 -0.0006166712 172 0.0558805226 0.1012483177 173 0.2042874591 0.0558805226 174 0.1846765095 0.2042874591 175 -0.4836652448 0.1846765095 176 -0.1254355054 -0.4836652448 177 -0.0815582870 -0.1254355054 178 -0.2626332424 -0.0815582870 179 -0.5119805798 -0.2626332424 180 -0.5919793895 -0.5119805798 181 -0.3815317810 -0.5919793895 182 -0.4725494155 -0.3815317810 183 -0.4609253945 -0.4725494155 184 -0.3647487078 -0.4609253945 185 -0.4275128583 -0.3647487078 186 -0.3875319172 -0.4275128583 187 -0.1218517382 -0.3875319172 188 -0.3972344667 -0.1218517382 189 -0.3703562015 -0.3972344667 190 -0.4186329329 -0.3703562015 191 NA -0.4186329329 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.1819584151 1.0132480402 [2,] 1.0502514790 1.1819584151 [3,] 1.3363787181 1.0502514790 [4,] -0.7057991503 1.3363787181 [5,] -0.5972216730 -0.7057991503 [6,] -0.4006108230 -0.5972216730 [7,] -0.3605861809 -0.4006108230 [8,] -0.5860067097 -0.3605861809 [9,] -0.5100207502 -0.5860067097 [10,] 0.3555702940 -0.5100207502 [11,] 0.3143197015 0.3555702940 [12,] 0.3568999202 0.3143197015 [13,] 0.3666149832 0.3568999202 [14,] 0.4743016479 0.3666149832 [15,] 0.3086933049 0.4743016479 [16,] -0.2986707039 0.3086933049 [17,] -0.4349026309 -0.2986707039 [18,] -0.2836087689 -0.4349026309 [19,] 0.0325928039 -0.2836087689 [20,] 0.3895976423 0.0325928039 [21,] 0.2863546950 0.3895976423 [22,] 0.0177605342 0.2863546950 [23,] -0.0565594251 0.0177605342 [24,] -0.0318910168 -0.0565594251 [25,] 0.1794918634 -0.0318910168 [26,] -0.1517113344 0.1794918634 [27,] 0.0220004967 -0.1517113344 [28,] 0.1140323571 0.0220004967 [29,] 0.1111550718 0.1140323571 [30,] -0.6403332785 0.1111550718 [31,] -0.7164683397 -0.6403332785 [32,] -0.6803785072 -0.7164683397 [33,] -0.9145048551 -0.6803785072 [34,] -0.8926455359 -0.9145048551 [35,] -1.0126305431 -0.8926455359 [36,] -0.3777611549 -1.0126305431 [37,] -0.1939054328 -0.3777611549 [38,] -0.2445107327 -0.1939054328 [39,] -0.4092139387 -0.2445107327 [40,] -0.7619611622 -0.4092139387 [41,] -0.4925744295 -0.7619611622 [42,] -0.4791127884 -0.4925744295 [43,] -0.2384392078 -0.4791127884 [44,] -0.0250877104 -0.2384392078 [45,] -0.0709219052 -0.0250877104 [46,] -0.1546094827 -0.0709219052 [47,] -0.1973709887 -0.1546094827 [48,] -0.2241968618 -0.1973709887 [49,] -0.2275810234 -0.2241968618 [50,] -0.0370014233 -0.2275810234 [51,] 0.0252520253 -0.0370014233 [52,] -0.0792197254 0.0252520253 [53,] 0.2931896393 -0.0792197254 [54,] 0.3991497770 0.2931896393 [55,] 0.4907240329 0.3991497770 [56,] 0.0710898397 0.4907240329 [57,] 0.0580907620 0.0710898397 [58,] 0.3121058888 0.0580907620 [59,] 0.0323336794 0.3121058888 [60,] 0.4476154722 0.0323336794 [61,] 0.4202215358 0.4476154722 [62,] 0.3872511339 0.4202215358 [63,] 0.2794041469 0.3872511339 [64,] 0.3095535054 0.2794041469 [65,] 0.1309049573 0.3095535054 [66,] 0.0789604587 0.1309049573 [67,] 0.0478617229 0.0789604587 [68,] 0.0280709277 0.0478617229 [69,] 0.0575499095 0.0280709277 [70,] -0.1063240564 0.0575499095 [71,] 0.0233266266 -0.1063240564 [72,] -0.1436106172 0.0233266266 [73,] -0.4083991282 -0.1436106172 [74,] -0.7278451652 -0.4083991282 [75,] -0.8486317707 -0.7278451652 [76,] -0.8317453968 -0.8486317707 [77,] -0.8560883212 -0.8317453968 [78,] -0.7139228616 -0.8560883212 [79,] -0.5912082707 -0.7139228616 [80,] -0.3788287423 -0.5912082707 [81,] 0.2750626823 -0.3788287423 [82,] 0.5194520246 0.2750626823 [83,] 0.7584551631 0.5194520246 [84,] 0.9615109681 0.7584551631 [85,] 0.7812526925 0.9615109681 [86,] 0.1623658360 0.7812526925 [87,] 0.5220331623 0.1623658360 [88,] 0.7671414770 0.5220331623 [89,] 0.6380344354 0.7671414770 [90,] 0.6781740518 0.6380344354 [91,] 0.4586390566 0.6781740518 [92,] 0.5473506482 0.4586390566 [93,] 0.5603264716 0.5473506482 [94,] 0.4661429284 0.5603264716 [95,] 0.1676732869 0.4661429284 [96,] 0.1518149575 0.1676732869 [97,] 0.0839527668 0.1518149575 [98,] 0.1546901638 0.0839527668 [99,] 0.7643832437 0.1546901638 [100,] 0.7586667977 0.7643832437 [101,] 0.6028388064 0.7586667977 [102,] 0.3358491547 0.6028388064 [103,] 0.0287593418 0.3358491547 [104,] 0.0898862038 0.0287593418 [105,] 0.2959080064 0.0898862038 [106,] 0.5063741842 0.2959080064 [107,] 0.5800306506 0.5063741842 [108,] 0.4505976315 0.5800306506 [109,] 0.3115265761 0.4505976315 [110,] 0.3955063833 0.3115265761 [111,] 0.1875835070 0.3955063833 [112,] 0.1966000499 0.1875835070 [113,] 0.0780207696 0.1966000499 [114,] -0.1309316701 0.0780207696 [115,] -0.3492521364 -0.1309316701 [116,] -0.5943350723 -0.3492521364 [117,] -0.3902855847 -0.5943350723 [118,] -0.1061055528 -0.3902855847 [119,] -0.2178453772 -0.1061055528 [120,] -0.1685874339 -0.2178453772 [121,] -0.1586778067 -0.1685874339 [122,] 0.1020972459 -0.1586778067 [123,] 0.1800406903 0.1020972459 [124,] 0.1720703989 0.1800406903 [125,] 0.0737873658 0.1720703989 [126,] -0.2396421886 0.0737873658 [127,] -0.5110060481 -0.2396421886 [128,] -0.2571295065 -0.5110060481 [129,] -0.5846383774 -0.2571295065 [130,] -0.5243528092 -0.5846383774 [131,] -0.4177281682 -0.5243528092 [132,] -0.5555074421 -0.4177281682 [133,] -0.3850471891 -0.5555074421 [134,] -0.3443543993 -0.3850471891 [135,] -0.0815975768 -0.3443543993 [136,] -0.1715536641 -0.0815975768 [137,] -0.0817454734 -0.1715536641 [138,] -0.2541403591 -0.0817454734 [139,] -0.4771799020 -0.2541403591 [140,] -0.0631121992 -0.4771799020 [141,] 0.1355027393 -0.0631121992 [142,] -0.1039129958 0.1355027393 [143,] -0.3243157644 -0.1039129958 [144,] -0.4967244262 -0.3243157644 [145,] -0.0315715934 -0.4967244262 [146,] -0.0146499620 -0.0315715934 [147,] 0.2686211123 -0.0146499620 [148,] 0.0735910976 0.2686211123 [149,] 0.2788899030 0.0735910976 [150,] 0.4393076264 0.2788899030 [151,] -0.0167255085 0.4393076264 [152,] 0.2250521558 -0.0167255085 [153,] 0.4176693007 0.2250521558 [154,] 0.9061298811 0.4176693007 [155,] 0.5623008539 0.9061298811 [156,] 0.6396722064 0.5623008539 [157,] 0.6934157803 0.6396722064 [158,] 0.2553604385 0.6934157803 [159,] -0.2033935823 0.2553604385 [160,] 0.1881643153 -0.2033935823 [161,] 0.3876943985 0.1881643153 [162,] -0.0839649472 0.3876943985 [163,] 0.0121554345 -0.0839649472 [164,] 0.0346863477 0.0121554345 [165,] 0.0663369673 0.0346863477 [166,] 0.0568819757 0.0663369673 [167,] 0.2239665875 0.0568819757 [168,] 0.0612158668 0.2239665875 [169,] 0.2541959879 0.0612158668 [170,] -0.0006166712 0.2541959879 [171,] 0.1012483177 -0.0006166712 [172,] 0.0558805226 0.1012483177 [173,] 0.2042874591 0.0558805226 [174,] 0.1846765095 0.2042874591 [175,] -0.4836652448 0.1846765095 [176,] -0.1254355054 -0.4836652448 [177,] -0.0815582870 -0.1254355054 [178,] -0.2626332424 -0.0815582870 [179,] -0.5119805798 -0.2626332424 [180,] -0.5919793895 -0.5119805798 [181,] -0.3815317810 -0.5919793895 [182,] -0.4725494155 -0.3815317810 [183,] -0.4609253945 -0.4725494155 [184,] -0.3647487078 -0.4609253945 [185,] -0.4275128583 -0.3647487078 [186,] -0.3875319172 -0.4275128583 [187,] -0.1218517382 -0.3875319172 [188,] -0.3972344667 -0.1218517382 [189,] -0.3703562015 -0.3972344667 [190,] -0.4186329329 -0.3703562015 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.1819584151 1.0132480402 2 1.0502514790 1.1819584151 3 1.3363787181 1.0502514790 4 -0.7057991503 1.3363787181 5 -0.5972216730 -0.7057991503 6 -0.4006108230 -0.5972216730 7 -0.3605861809 -0.4006108230 8 -0.5860067097 -0.3605861809 9 -0.5100207502 -0.5860067097 10 0.3555702940 -0.5100207502 11 0.3143197015 0.3555702940 12 0.3568999202 0.3143197015 13 0.3666149832 0.3568999202 14 0.4743016479 0.3666149832 15 0.3086933049 0.4743016479 16 -0.2986707039 0.3086933049 17 -0.4349026309 -0.2986707039 18 -0.2836087689 -0.4349026309 19 0.0325928039 -0.2836087689 20 0.3895976423 0.0325928039 21 0.2863546950 0.3895976423 22 0.0177605342 0.2863546950 23 -0.0565594251 0.0177605342 24 -0.0318910168 -0.0565594251 25 0.1794918634 -0.0318910168 26 -0.1517113344 0.1794918634 27 0.0220004967 -0.1517113344 28 0.1140323571 0.0220004967 29 0.1111550718 0.1140323571 30 -0.6403332785 0.1111550718 31 -0.7164683397 -0.6403332785 32 -0.6803785072 -0.7164683397 33 -0.9145048551 -0.6803785072 34 -0.8926455359 -0.9145048551 35 -1.0126305431 -0.8926455359 36 -0.3777611549 -1.0126305431 37 -0.1939054328 -0.3777611549 38 -0.2445107327 -0.1939054328 39 -0.4092139387 -0.2445107327 40 -0.7619611622 -0.4092139387 41 -0.4925744295 -0.7619611622 42 -0.4791127884 -0.4925744295 43 -0.2384392078 -0.4791127884 44 -0.0250877104 -0.2384392078 45 -0.0709219052 -0.0250877104 46 -0.1546094827 -0.0709219052 47 -0.1973709887 -0.1546094827 48 -0.2241968618 -0.1973709887 49 -0.2275810234 -0.2241968618 50 -0.0370014233 -0.2275810234 51 0.0252520253 -0.0370014233 52 -0.0792197254 0.0252520253 53 0.2931896393 -0.0792197254 54 0.3991497770 0.2931896393 55 0.4907240329 0.3991497770 56 0.0710898397 0.4907240329 57 0.0580907620 0.0710898397 58 0.3121058888 0.0580907620 59 0.0323336794 0.3121058888 60 0.4476154722 0.0323336794 61 0.4202215358 0.4476154722 62 0.3872511339 0.4202215358 63 0.2794041469 0.3872511339 64 0.3095535054 0.2794041469 65 0.1309049573 0.3095535054 66 0.0789604587 0.1309049573 67 0.0478617229 0.0789604587 68 0.0280709277 0.0478617229 69 0.0575499095 0.0280709277 70 -0.1063240564 0.0575499095 71 0.0233266266 -0.1063240564 72 -0.1436106172 0.0233266266 73 -0.4083991282 -0.1436106172 74 -0.7278451652 -0.4083991282 75 -0.8486317707 -0.7278451652 76 -0.8317453968 -0.8486317707 77 -0.8560883212 -0.8317453968 78 -0.7139228616 -0.8560883212 79 -0.5912082707 -0.7139228616 80 -0.3788287423 -0.5912082707 81 0.2750626823 -0.3788287423 82 0.5194520246 0.2750626823 83 0.7584551631 0.5194520246 84 0.9615109681 0.7584551631 85 0.7812526925 0.9615109681 86 0.1623658360 0.7812526925 87 0.5220331623 0.1623658360 88 0.7671414770 0.5220331623 89 0.6380344354 0.7671414770 90 0.6781740518 0.6380344354 91 0.4586390566 0.6781740518 92 0.5473506482 0.4586390566 93 0.5603264716 0.5473506482 94 0.4661429284 0.5603264716 95 0.1676732869 0.4661429284 96 0.1518149575 0.1676732869 97 0.0839527668 0.1518149575 98 0.1546901638 0.0839527668 99 0.7643832437 0.1546901638 100 0.7586667977 0.7643832437 101 0.6028388064 0.7586667977 102 0.3358491547 0.6028388064 103 0.0287593418 0.3358491547 104 0.0898862038 0.0287593418 105 0.2959080064 0.0898862038 106 0.5063741842 0.2959080064 107 0.5800306506 0.5063741842 108 0.4505976315 0.5800306506 109 0.3115265761 0.4505976315 110 0.3955063833 0.3115265761 111 0.1875835070 0.3955063833 112 0.1966000499 0.1875835070 113 0.0780207696 0.1966000499 114 -0.1309316701 0.0780207696 115 -0.3492521364 -0.1309316701 116 -0.5943350723 -0.3492521364 117 -0.3902855847 -0.5943350723 118 -0.1061055528 -0.3902855847 119 -0.2178453772 -0.1061055528 120 -0.1685874339 -0.2178453772 121 -0.1586778067 -0.1685874339 122 0.1020972459 -0.1586778067 123 0.1800406903 0.1020972459 124 0.1720703989 0.1800406903 125 0.0737873658 0.1720703989 126 -0.2396421886 0.0737873658 127 -0.5110060481 -0.2396421886 128 -0.2571295065 -0.5110060481 129 -0.5846383774 -0.2571295065 130 -0.5243528092 -0.5846383774 131 -0.4177281682 -0.5243528092 132 -0.5555074421 -0.4177281682 133 -0.3850471891 -0.5555074421 134 -0.3443543993 -0.3850471891 135 -0.0815975768 -0.3443543993 136 -0.1715536641 -0.0815975768 137 -0.0817454734 -0.1715536641 138 -0.2541403591 -0.0817454734 139 -0.4771799020 -0.2541403591 140 -0.0631121992 -0.4771799020 141 0.1355027393 -0.0631121992 142 -0.1039129958 0.1355027393 143 -0.3243157644 -0.1039129958 144 -0.4967244262 -0.3243157644 145 -0.0315715934 -0.4967244262 146 -0.0146499620 -0.0315715934 147 0.2686211123 -0.0146499620 148 0.0735910976 0.2686211123 149 0.2788899030 0.0735910976 150 0.4393076264 0.2788899030 151 -0.0167255085 0.4393076264 152 0.2250521558 -0.0167255085 153 0.4176693007 0.2250521558 154 0.9061298811 0.4176693007 155 0.5623008539 0.9061298811 156 0.6396722064 0.5623008539 157 0.6934157803 0.6396722064 158 0.2553604385 0.6934157803 159 -0.2033935823 0.2553604385 160 0.1881643153 -0.2033935823 161 0.3876943985 0.1881643153 162 -0.0839649472 0.3876943985 163 0.0121554345 -0.0839649472 164 0.0346863477 0.0121554345 165 0.0663369673 0.0346863477 166 0.0568819757 0.0663369673 167 0.2239665875 0.0568819757 168 0.0612158668 0.2239665875 169 0.2541959879 0.0612158668 170 -0.0006166712 0.2541959879 171 0.1012483177 -0.0006166712 172 0.0558805226 0.1012483177 173 0.2042874591 0.0558805226 174 0.1846765095 0.2042874591 175 -0.4836652448 0.1846765095 176 -0.1254355054 -0.4836652448 177 -0.0815582870 -0.1254355054 178 -0.2626332424 -0.0815582870 179 -0.5119805798 -0.2626332424 180 -0.5919793895 -0.5119805798 181 -0.3815317810 -0.5919793895 182 -0.4725494155 -0.3815317810 183 -0.4609253945 -0.4725494155 184 -0.3647487078 -0.4609253945 185 -0.4275128583 -0.3647487078 186 -0.3875319172 -0.4275128583 187 -0.1218517382 -0.3875319172 188 -0.3972344667 -0.1218517382 189 -0.3703562015 -0.3972344667 190 -0.4186329329 -0.3703562015 > 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/7fi041352721092.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/8tg101352721092.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/92byp1352721092.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/10yrom1352721092.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/11qxsn1352721092.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/12p8eu1352721092.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/138bht1352721092.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14kcjp1352721092.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/15fhbw1352721092.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/16tjsz1352721092.tab") + } > > try(system("convert tmp/1y0uw1352721092.ps tmp/1y0uw1352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/2f7vx1352721092.ps tmp/2f7vx1352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/3x09l1352721092.ps tmp/3x09l1352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/49ssy1352721092.ps tmp/49ssy1352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/5czl41352721092.ps tmp/5czl41352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/6l0771352721092.ps tmp/6l0771352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/7fi041352721092.ps tmp/7fi041352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/8tg101352721092.ps tmp/8tg101352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/92byp1352721092.ps tmp/92byp1352721092.png",intern=TRUE)) character(0) > try(system("convert tmp/10yrom1352721092.ps tmp/10yrom1352721092.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.806 1.235 10.044