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(1830 + ,67.643 + ,64.033 + ,131.676 + ,1831 + ,69.371 + ,65.679 + ,135.050 + ,1832 + ,66.294 + ,62.776 + ,129.070 + ,1833 + ,70.768 + ,67.024 + ,137.792 + ,1834 + ,71.774 + ,67.988 + ,139.762 + ,1835 + ,73.388 + ,69.529 + ,142.917 + ,1836 + ,74.040 + ,70.158 + ,144.198 + ,1837 + ,73.238 + ,69.410 + ,142.648 + ,1838 + ,78.121 + ,74.049 + ,152.170 + ,1839 + ,69.825 + ,66.197 + ,136.022 + ,1840 + ,71.099 + ,67.043 + ,138.142 + ,1841 + ,70.676 + ,67.459 + ,138.135 + ,1842 + ,69.515 + ,65.512 + ,135.027 + ,1843 + ,68.246 + ,64.665 + ,132.911 + ,1844 + ,68.594 + ,65.382 + ,133.976 + ,1845 + ,70.405 + ,66.607 + ,137.012 + ,1846 + ,61.223 + ,58.387 + ,119.610 + ,1847 + ,60.542 + ,57.564 + ,118.106 + ,1848 + ,61.952 + ,58.431 + ,120.383 + ,1849 + ,68.173 + ,65.012 + ,133.185 + ,1850 + ,67.240 + ,64.176 + ,131.416 + ,1851 + ,68.739 + ,65.509 + ,134.248 + ,1852 + ,69.234 + ,65.163 + ,134.397 + ,1853 + ,65.570 + ,62.158 + ,127.728 + ,1854 + ,67.408 + ,64.429 + ,131.837 + ,1855 + ,64.630 + ,61.325 + ,125.955 + ,1856 + ,68.848 + ,65.339 + ,134.187 + ,1857 + ,73.370 + ,69.921 + ,143.291 + ,1858 + ,74.292 + ,70.782 + ,145.074 + ,1859 + ,76.525 + ,73.287 + ,149.812 + ,1860 + ,74.368 + ,70.300 + ,144.668 + ,1861 + ,75.674 + ,71.579 + ,147.253 + ,1862 + ,74.868 + ,70.700 + ,145.568 + ,1863 + ,79.824 + ,75.740 + ,155.564 + ,1864 + ,80.022 + ,75.850 + ,155.872 + ,1865 + ,79.942 + ,76.381 + ,156.323 + ,1866 + ,80.622 + ,77.388 + ,158.010 + ,1867 + ,80.079 + ,75.519 + ,155.598 + ,1868 + ,79.212 + ,75.573 + ,154.785 + ,1869 + ,80.626 + ,76.668 + ,157.294 + ,1870 + ,83.551 + ,79.387 + ,162.938 + ,1871 + ,80.407 + ,76.876 + ,157.283 + ,1872 + ,85.053 + ,81.021 + ,166.074 + ,1873 + ,86.399 + ,82.883 + ,169.282 + ,1874 + ,88.536 + ,84.016 + ,172.552 + ,1875 + ,89.008 + ,85.047 + ,174.055 + ,1876 + ,89.652 + ,85.757 + ,175.409 + ,1877 + ,88.904 + ,84.792 + ,173.696 + ,1878 + ,87.472 + ,83.811 + ,171.283 + ,1879 + ,88.631 + ,84.691 + ,173.322 + ,1880 + ,87.221 + ,83.496 + ,170.717 + ,1881 + ,88.759 + ,85.470 + ,174.229 + ,1882 + ,90.127 + ,85.212 + ,175.339 + ,1883 + ,88.709 + ,84.802 + ,173.511 + ,1884 + ,90.030 + ,85.809 + ,175.839 + ,1885 + ,88.697 + ,85.119 + ,173.816 + ,1886 + ,88.762 + ,85.228 + ,173.990 + ,1887 + ,89.475 + ,85.302 + ,174.777 + ,1888 + ,88.936 + ,85.883 + ,174.819 + ,1889 + ,90.411 + ,86.315 + ,176.726 + ,1890 + ,90.004 + ,86.195 + ,176.199 + ,1891 + ,92.725 + ,88.227 + ,180.952 + ,1892 + ,90.252 + ,86.411 + ,176.663 + ,1893 + ,93.226 + ,89.120 + ,182.346 + ,1894 + ,92.575 + ,88.030 + ,180.605 + ,1895 + ,93.125 + ,89.372 + ,182.497 + ,1896 + ,95.987 + ,91.869 + ,187.856 + ,1897 + ,97.175 + ,92.845 + ,190.020 + ,1898 + ,97.321 + ,92.787 + ,190.108 + ,1899 + ,98.577 + ,94.711 + ,193.288 + ,1900 + ,99.026 + ,94.204 + ,193.230 + ,1901 + ,101.851 + ,97.217 + ,199.068 + ,1902 + ,99.958 + ,95.118 + ,195.076 + ,1903 + ,97.875 + ,93.688 + ,191.563 + ,1904 + ,97.927 + ,93.140 + ,191.067 + ,1905 + ,95.149 + ,91.516 + ,186.665 + ,1906 + ,94.551 + ,90.957 + ,185.508 + ,1907 + ,93.999 + ,90.372 + ,184.371 + ,1908 + ,93.297 + ,89.749 + ,183.046 + ,1909 + ,89.901 + ,85.813 + ,175.714 + ,1910 + ,89.742 + ,86.026 + ,175.768 + ,1911 + ,87.096 + ,83.933 + ,171.029 + ,1912 + ,86.863 + ,83.602 + ,170.465 + ,1913 + ,86.718 + ,83.384 + ,170.102 + ,1914 + ,80.020 + ,76.369 + ,156.389 + ,1915 + ,63.483 + ,60.808 + ,124.291 + ,1916 + ,51.289 + ,48.071 + ,99.360 + ,1917 + ,44.071 + ,42.604 + ,86.675 + ,1918 + ,43.654 + ,41.402 + ,85.056 + ,1919 + ,66.115 + ,62.121 + ,128.236 + ,1920 + ,84.518 + ,79.739 + ,164.257 + ,1921 + ,83.395 + ,79.006 + ,162.401 + ,1922 + ,78.307 + ,74.472 + ,152.779 + ,1923 + ,80.049 + ,75.956 + ,156.005 + ,1924 + ,78.346 + ,75.041 + ,153.387 + ,1925 + ,78.317 + ,74.873 + ,153.190 + ,1926 + ,75.918 + ,72.922 + ,148.840 + ,1927 + ,73.739 + ,70.472 + ,144.211 + ,1928 + ,74.530 + ,71.423 + ,145.953 + ,1929 + ,74.179 + ,71.363 + ,145.542 + ,1930 + ,76.974 + ,73.297 + ,150.271 + ,1931 + ,75.408 + ,72.081 + ,147.489 + ,1932 + ,73.336 + ,70.488 + ,143.824 + ,1933 + ,69.210 + ,65.544 + ,134.754 + ,1934 + ,67.286 + ,64.450 + ,131.736 + ,1935 + ,64.606 + ,61.698 + ,126.304 + ,1936 + ,64.159 + ,61.352 + ,125.511 + ,1937 + ,64.423 + ,61.072 + ,125.495 + ,1938 + ,66.411 + ,63.722 + ,130.133 + ,1939 + ,64.270 + ,61.987 + ,126.257 + ,1940 + ,56.521 + ,53.802 + ,110.323 + ,1941 + ,50.599 + ,47.818 + ,98.417 + ,1942 + ,54.751 + ,50.998 + ,105.749 + ,1943 + ,62.227 + ,58.438 + ,120.665 + ,1944 + ,63.932 + ,60.143 + ,124.075 + ,1945 + ,65.391 + ,61.854 + ,127.245 + ,1946 + ,75.744 + ,70.987 + ,146.731 + ,1947 + ,74.590 + ,70.389 + ,144.979 + ,1948 + ,76.035 + ,72.175 + ,148.210 + ,1949 + ,74.427 + ,70.243 + ,144.670 + ,1950 + ,73.354 + ,69.616 + ,142.970 + ,1951 + ,73.081 + ,69.443 + ,142.524 + ,1952 + ,75.309 + ,70.833 + ,146.142 + ,1953 + ,75.463 + ,71.059 + ,146.522 + ,1954 + ,75.910 + ,72.218 + ,148.128 + ,1955 + ,76.151 + ,72.647 + ,148.798 + ,1956 + ,76.882 + ,73.299 + ,150.181 + ,1957 + ,78.632 + ,73.756 + ,152.388 + ,1958 + ,80.137 + ,75.557 + ,155.694 + ,1959 + ,82.490 + ,78.172 + ,160.662 + ,1960 + ,79.896 + ,75.624 + ,155.520 + ,1961 + ,81.303 + ,76.959 + ,158.262 + ,1962 + ,79.344 + ,74.994 + ,154.338 + ,1963 + ,81.355 + ,76.841 + ,158.196 + ,1964 + ,82.328 + ,78.043 + ,160.371 + ,1965 + ,79.669 + ,75.187 + ,154.856 + ,1966 + ,77.249 + ,73.387 + ,150.636 + ,1967 + ,75.101 + ,70.798 + ,145.899 + ,1968 + ,72.520 + ,68.722 + ,141.242 + ,1969 + ,72.438 + ,68.396 + ,140.834 + ,1970 + ,72.653 + ,68.466 + ,141.119 + ,1971 + ,71.429 + ,67.675 + ,139.104 + ,1972 + ,69.189 + ,65.248 + ,134.437 + ,1973 + ,66.451 + ,62.974 + ,129.425 + ,1974 + ,63.354 + ,59.801 + ,123.155 + ,1975 + ,61.379 + ,57.894 + ,119.273 + ,1976 + ,61.880 + ,58.592 + ,120.472 + ,1977 + ,62.274 + ,59.249 + ,121.523 + ,1978 + ,62.429 + ,59.554 + ,121.983 + ,1979 + ,63.905 + ,59.753 + ,123.658 + ,1980 + ,63.917 + ,60.877 + ,124.794 + ,1981 + ,64.295 + ,60.532 + ,124.827 + ,1982 + ,61.930 + ,58.452 + ,120.382 + ,1983 + ,60.440 + ,56.955 + ,117.395 + ,1984 + ,59.353 + ,56.437 + ,115.790 + ,1985 + ,58.695 + ,55.588 + ,114.283 + ,1986 + ,60.569 + ,56.702 + ,117.271 + ,1987 + ,60.386 + ,57.062 + ,117.448 + ,1988 + ,60.938 + ,57.826 + ,118.764 + ,1989 + ,61.795 + ,58.755 + ,120.550 + ,1990 + ,63.304 + ,60.250 + ,123.554 + ,1991 + ,64.270 + ,61.142 + ,125.412 + ,1992 + ,63.492 + ,60.690 + ,124.182 + ,1993 + ,61.333 + ,58.495 + ,119.828 + ,1994 + ,59.341 + ,56.020 + ,115.361 + ,1995 + ,58.412 + ,55.814 + ,114.226 + ,1996 + ,58.725 + ,56.489 + ,115.214 + ,1997 + ,59.277 + ,56.587 + ,115.864 + ,1998 + ,58.562 + ,55.714 + ,114.276 + ,1999 + ,57.858 + ,55.611 + ,113.469 + ,2000 + ,58.790 + ,56.093 + ,114.883 + ,2001 + ,58.243 + ,55.929 + ,114.172 + ,2002 + ,57.044 + ,54.181 + ,111.225 + ,2003 + ,57.339 + ,54.810 + ,112.149 + ,2004 + ,59.429 + ,56.189 + ,115.618 + ,2005 + ,60.575 + ,57.427 + ,118.002 + ,2006 + ,61.950 + ,59.432 + ,121.382 + ,2007 + ,61.712 + ,58.951 + ,120.663 + ,2008 + ,65.731 + ,62.318 + ,128.049 + ,2009 + ,65.197 + ,62.100 + ,127.297) + ,dim=c(4 + ,180) + ,dimnames=list(c('Jaar' + ,'Jongens' + ,'Meisjes' + ,'Totaal') + ,1:180)) > y <- array(NA,dim=c(4,180),dimnames=list(c('Jaar','Jongens','Meisjes','Totaal'),1:180)) > 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' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '1' > #'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 Jaar Jongens Meisjes Totaal 1 1830 67.643 64.033 131.676 2 1831 69.371 65.679 135.050 3 1832 66.294 62.776 129.070 4 1833 70.768 67.024 137.792 5 1834 71.774 67.988 139.762 6 1835 73.388 69.529 142.917 7 1836 74.040 70.158 144.198 8 1837 73.238 69.410 142.648 9 1838 78.121 74.049 152.170 10 1839 69.825 66.197 136.022 11 1840 71.099 67.043 138.142 12 1841 70.676 67.459 138.135 13 1842 69.515 65.512 135.027 14 1843 68.246 64.665 132.911 15 1844 68.594 65.382 133.976 16 1845 70.405 66.607 137.012 17 1846 61.223 58.387 119.610 18 1847 60.542 57.564 118.106 19 1848 61.952 58.431 120.383 20 1849 68.173 65.012 133.185 21 1850 67.240 64.176 131.416 22 1851 68.739 65.509 134.248 23 1852 69.234 65.163 134.397 24 1853 65.570 62.158 127.728 25 1854 67.408 64.429 131.837 26 1855 64.630 61.325 125.955 27 1856 68.848 65.339 134.187 28 1857 73.370 69.921 143.291 29 1858 74.292 70.782 145.074 30 1859 76.525 73.287 149.812 31 1860 74.368 70.300 144.668 32 1861 75.674 71.579 147.253 33 1862 74.868 70.700 145.568 34 1863 79.824 75.740 155.564 35 1864 80.022 75.850 155.872 36 1865 79.942 76.381 156.323 37 1866 80.622 77.388 158.010 38 1867 80.079 75.519 155.598 39 1868 79.212 75.573 154.785 40 1869 80.626 76.668 157.294 41 1870 83.551 79.387 162.938 42 1871 80.407 76.876 157.283 43 1872 85.053 81.021 166.074 44 1873 86.399 82.883 169.282 45 1874 88.536 84.016 172.552 46 1875 89.008 85.047 174.055 47 1876 89.652 85.757 175.409 48 1877 88.904 84.792 173.696 49 1878 87.472 83.811 171.283 50 1879 88.631 84.691 173.322 51 1880 87.221 83.496 170.717 52 1881 88.759 85.470 174.229 53 1882 90.127 85.212 175.339 54 1883 88.709 84.802 173.511 55 1884 90.030 85.809 175.839 56 1885 88.697 85.119 173.816 57 1886 88.762 85.228 173.990 58 1887 89.475 85.302 174.777 59 1888 88.936 85.883 174.819 60 1889 90.411 86.315 176.726 61 1890 90.004 86.195 176.199 62 1891 92.725 88.227 180.952 63 1892 90.252 86.411 176.663 64 1893 93.226 89.120 182.346 65 1894 92.575 88.030 180.605 66 1895 93.125 89.372 182.497 67 1896 95.987 91.869 187.856 68 1897 97.175 92.845 190.020 69 1898 97.321 92.787 190.108 70 1899 98.577 94.711 193.288 71 1900 99.026 94.204 193.230 72 1901 101.851 97.217 199.068 73 1902 99.958 95.118 195.076 74 1903 97.875 93.688 191.563 75 1904 97.927 93.140 191.067 76 1905 95.149 91.516 186.665 77 1906 94.551 90.957 185.508 78 1907 93.999 90.372 184.371 79 1908 93.297 89.749 183.046 80 1909 89.901 85.813 175.714 81 1910 89.742 86.026 175.768 82 1911 87.096 83.933 171.029 83 1912 86.863 83.602 170.465 84 1913 86.718 83.384 170.102 85 1914 80.020 76.369 156.389 86 1915 63.483 60.808 124.291 87 1916 51.289 48.071 99.360 88 1917 44.071 42.604 86.675 89 1918 43.654 41.402 85.056 90 1919 66.115 62.121 128.236 91 1920 84.518 79.739 164.257 92 1921 83.395 79.006 162.401 93 1922 78.307 74.472 152.779 94 1923 80.049 75.956 156.005 95 1924 78.346 75.041 153.387 96 1925 78.317 74.873 153.190 97 1926 75.918 72.922 148.840 98 1927 73.739 70.472 144.211 99 1928 74.530 71.423 145.953 100 1929 74.179 71.363 145.542 101 1930 76.974 73.297 150.271 102 1931 75.408 72.081 147.489 103 1932 73.336 70.488 143.824 104 1933 69.210 65.544 134.754 105 1934 67.286 64.450 131.736 106 1935 64.606 61.698 126.304 107 1936 64.159 61.352 125.511 108 1937 64.423 61.072 125.495 109 1938 66.411 63.722 130.133 110 1939 64.270 61.987 126.257 111 1940 56.521 53.802 110.323 112 1941 50.599 47.818 98.417 113 1942 54.751 50.998 105.749 114 1943 62.227 58.438 120.665 115 1944 63.932 60.143 124.075 116 1945 65.391 61.854 127.245 117 1946 75.744 70.987 146.731 118 1947 74.590 70.389 144.979 119 1948 76.035 72.175 148.210 120 1949 74.427 70.243 144.670 121 1950 73.354 69.616 142.970 122 1951 73.081 69.443 142.524 123 1952 75.309 70.833 146.142 124 1953 75.463 71.059 146.522 125 1954 75.910 72.218 148.128 126 1955 76.151 72.647 148.798 127 1956 76.882 73.299 150.181 128 1957 78.632 73.756 152.388 129 1958 80.137 75.557 155.694 130 1959 82.490 78.172 160.662 131 1960 79.896 75.624 155.520 132 1961 81.303 76.959 158.262 133 1962 79.344 74.994 154.338 134 1963 81.355 76.841 158.196 135 1964 82.328 78.043 160.371 136 1965 79.669 75.187 154.856 137 1966 77.249 73.387 150.636 138 1967 75.101 70.798 145.899 139 1968 72.520 68.722 141.242 140 1969 72.438 68.396 140.834 141 1970 72.653 68.466 141.119 142 1971 71.429 67.675 139.104 143 1972 69.189 65.248 134.437 144 1973 66.451 62.974 129.425 145 1974 63.354 59.801 123.155 146 1975 61.379 57.894 119.273 147 1976 61.880 58.592 120.472 148 1977 62.274 59.249 121.523 149 1978 62.429 59.554 121.983 150 1979 63.905 59.753 123.658 151 1980 63.917 60.877 124.794 152 1981 64.295 60.532 124.827 153 1982 61.930 58.452 120.382 154 1983 60.440 56.955 117.395 155 1984 59.353 56.437 115.790 156 1985 58.695 55.588 114.283 157 1986 60.569 56.702 117.271 158 1987 60.386 57.062 117.448 159 1988 60.938 57.826 118.764 160 1989 61.795 58.755 120.550 161 1990 63.304 60.250 123.554 162 1991 64.270 61.142 125.412 163 1992 63.492 60.690 124.182 164 1993 61.333 58.495 119.828 165 1994 59.341 56.020 115.361 166 1995 58.412 55.814 114.226 167 1996 58.725 56.489 115.214 168 1997 59.277 56.587 115.864 169 1998 58.562 55.714 114.276 170 1999 57.858 55.611 113.469 171 2000 58.790 56.093 114.883 172 2001 58.243 55.929 114.172 173 2002 57.044 54.181 111.225 174 2003 57.339 54.810 112.149 175 2004 59.429 56.189 115.618 176 2005 60.575 57.427 118.002 177 2006 61.950 59.432 121.382 178 2007 61.712 58.951 120.663 179 2008 65.731 62.318 128.049 180 2009 65.197 62.100 127.297 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Jongens Meisjes Totaal 2047.6204 -2.5037 0.8194 NA > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -101.08 -30.17 10.32 40.32 73.89 Coefficients: (1 not defined because of singularities) Estimate Std. Error t value Pr(>|t|) (Intercept) 2047.6204 23.5776 86.846 <2e-16 *** Jongens -2.5037 7.5216 -0.333 0.740 Meisjes 0.8194 7.7784 0.105 0.916 Totaal NA NA NA NA --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 47.94 on 177 degrees of freedom Multiple R-squared: 0.1629, Adjusted R-squared: 0.1534 F-statistic: 17.22 on 2 and 177 DF, p-value: 1.465e-07 > 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,] 1.736239e-08 3.472478e-08 1.000000e+00 [2,] 4.994834e-11 9.989668e-11 1.000000e+00 [3,] 8.483634e-13 1.696727e-12 1.000000e+00 [4,] 2.982857e-15 5.965714e-15 1.000000e+00 [5,] 4.802873e-08 9.605746e-08 1.000000e+00 [6,] 2.405864e-08 4.811728e-08 1.000000e+00 [7,] 1.779010e-08 3.558020e-08 1.000000e+00 [8,] 8.985735e-09 1.797147e-08 1.000000e+00 [9,] 2.870090e-09 5.740180e-09 1.000000e+00 [10,] 1.483604e-09 2.967207e-09 1.000000e+00 [11,] 4.022928e-10 8.045857e-10 1.000000e+00 [12,] 1.023690e-10 2.047381e-10 1.000000e+00 [13,] 4.198816e-11 8.397632e-11 1.000000e+00 [14,] 1.911263e-11 3.822525e-11 1.000000e+00 [15,] 6.931772e-12 1.386354e-11 1.000000e+00 [16,] 3.595747e-12 7.191494e-12 1.000000e+00 [17,] 1.660042e-11 3.320084e-11 1.000000e+00 [18,] 1.318760e-11 2.637520e-11 1.000000e+00 [19,] 8.176994e-12 1.635399e-11 1.000000e+00 [20,] 7.189035e-12 1.437807e-11 1.000000e+00 [21,] 1.346199e-11 2.692398e-11 1.000000e+00 [22,] 2.755217e-11 5.510435e-11 1.000000e+00 [23,] 4.513540e-11 9.027079e-11 1.000000e+00 [24,] 2.821319e-11 5.642638e-11 1.000000e+00 [25,] 1.843176e-10 3.686352e-10 1.000000e+00 [26,] 6.226967e-10 1.245393e-09 1.000000e+00 [27,] 2.013871e-09 4.027742e-09 1.000000e+00 [28,] 2.338250e-09 4.676501e-09 1.000000e+00 [29,] 2.623987e-09 5.247973e-09 1.000000e+00 [30,] 1.682731e-09 3.365462e-09 1.000000e+00 [31,] 8.584928e-10 1.716986e-09 1.000000e+00 [32,] 1.738334e-09 3.476668e-09 1.000000e+00 [33,] 1.471680e-09 2.943359e-09 1.000000e+00 [34,] 1.379548e-09 2.759096e-09 1.000000e+00 [35,] 1.022281e-09 2.044562e-09 1.000000e+00 [36,] 7.550772e-10 1.510154e-09 1.000000e+00 [37,] 4.573752e-10 9.147505e-10 1.000000e+00 [38,] 2.245100e-10 4.490200e-10 1.000000e+00 [39,] 1.335207e-10 2.670414e-10 1.000000e+00 [40,] 6.344683e-11 1.268937e-10 1.000000e+00 [41,] 2.905762e-11 5.811524e-11 1.000000e+00 [42,] 1.478321e-11 2.956643e-11 1.000000e+00 [43,] 7.095942e-12 1.419188e-11 1.000000e+00 [44,] 3.557796e-12 7.115593e-12 1.000000e+00 [45,] 1.889138e-12 3.778276e-12 1.000000e+00 [46,] 7.947916e-13 1.589583e-12 1.000000e+00 [47,] 8.615459e-13 1.723092e-12 1.000000e+00 [48,] 4.814843e-13 9.629685e-13 1.000000e+00 [49,] 2.865141e-13 5.730281e-13 1.000000e+00 [50,] 1.392992e-13 2.785983e-13 1.000000e+00 [51,] 6.723068e-14 1.344614e-13 1.000000e+00 [52,] 5.077893e-14 1.015579e-13 1.000000e+00 [53,] 2.035387e-14 4.070774e-14 1.000000e+00 [54,] 1.327468e-14 2.654936e-14 1.000000e+00 [55,] 7.599392e-15 1.519878e-14 1.000000e+00 [56,] 4.943141e-15 9.886282e-15 1.000000e+00 [57,] 3.070550e-15 6.141101e-15 1.000000e+00 [58,] 1.442721e-15 2.885441e-15 1.000000e+00 [59,] 1.207466e-15 2.414933e-15 1.000000e+00 [60,] 5.008528e-16 1.001706e-15 1.000000e+00 [61,] 1.875713e-16 3.751426e-16 1.000000e+00 [62,] 6.943981e-17 1.388796e-16 1.000000e+00 [63,] 2.803626e-17 5.607252e-17 1.000000e+00 [64,] 9.670489e-18 1.934098e-17 1.000000e+00 [65,] 3.896718e-18 7.793436e-18 1.000000e+00 [66,] 1.287661e-18 2.575322e-18 1.000000e+00 [67,] 4.975130e-19 9.950259e-19 1.000000e+00 [68,] 1.891178e-19 3.782355e-19 1.000000e+00 [69,] 1.161340e-19 2.322680e-19 1.000000e+00 [70,] 5.556065e-20 1.111213e-19 1.000000e+00 [71,] 3.067415e-20 6.134831e-20 1.000000e+00 [72,] 2.119915e-20 4.239829e-20 1.000000e+00 [73,] 1.712931e-20 3.425862e-20 1.000000e+00 [74,] 2.059424e-19 4.118848e-19 1.000000e+00 [75,] 9.761808e-19 1.952362e-18 1.000000e+00 [76,] 4.313107e-18 8.626213e-18 1.000000e+00 [77,] 2.124891e-17 4.249782e-17 1.000000e+00 [78,] 1.122412e-16 2.244825e-16 1.000000e+00 [79,] 5.676947e-14 1.135389e-13 1.000000e+00 [80,] 1.842066e-09 3.684132e-09 1.000000e+00 [81,] 2.456111e-04 4.912223e-04 9.997544e-01 [82,] 1.201902e-02 2.403805e-02 9.879810e-01 [83,] 2.301129e-01 4.602258e-01 7.698871e-01 [84,] 5.664531e-01 8.670938e-01 4.335469e-01 [85,] 6.862640e-01 6.274720e-01 3.137360e-01 [86,] 7.560254e-01 4.879492e-01 2.439746e-01 [87,] 8.169676e-01 3.660647e-01 1.830324e-01 [88,] 8.658091e-01 2.683818e-01 1.341909e-01 [89,] 8.870811e-01 2.258378e-01 1.129189e-01 [90,] 9.089174e-01 1.821652e-01 9.108259e-02 [91,] 9.248595e-01 1.502810e-01 7.514052e-02 [92,] 9.487713e-01 1.024575e-01 5.122874e-02 [93,] 9.626037e-01 7.479253e-02 3.739626e-02 [94,] 9.715336e-01 5.693273e-02 2.846637e-02 [95,] 9.816870e-01 3.662602e-02 1.831301e-02 [96,] 9.880359e-01 2.392829e-02 1.196414e-02 [97,] 9.924434e-01 1.511317e-02 7.556584e-03 [98,] 9.971567e-01 5.686684e-03 2.843342e-03 [99,] 9.988893e-01 2.221397e-03 1.110698e-03 [100,] 9.996807e-01 6.385033e-04 3.192516e-04 [101,] 9.999252e-01 1.496495e-04 7.482477e-05 [102,] 9.999841e-01 3.189294e-05 1.594647e-05 [103,] 9.999973e-01 5.384804e-06 2.692402e-06 [104,] 9.999999e-01 2.155547e-07 1.077774e-07 [105,] 1.000000e+00 4.525853e-09 2.262927e-09 [106,] 1.000000e+00 1.817065e-11 9.085324e-12 [107,] 1.000000e+00 2.732714e-13 1.366357e-13 [108,] 1.000000e+00 6.683787e-15 3.341894e-15 [109,] 1.000000e+00 1.302121e-16 6.510606e-17 [110,] 1.000000e+00 1.248597e-18 6.242986e-19 [111,] 1.000000e+00 6.675976e-19 3.337988e-19 [112,] 1.000000e+00 2.700874e-19 1.350437e-19 [113,] 1.000000e+00 1.240405e-19 6.202024e-20 [114,] 1.000000e+00 5.913846e-20 2.956923e-20 [115,] 1.000000e+00 1.416778e-20 7.083888e-21 [116,] 1.000000e+00 2.559369e-21 1.279684e-21 [117,] 1.000000e+00 2.439986e-21 1.219993e-21 [118,] 1.000000e+00 2.539017e-21 1.269508e-21 [119,] 1.000000e+00 1.413359e-21 7.066796e-22 [120,] 1.000000e+00 5.407710e-22 2.703855e-22 [121,] 1.000000e+00 2.221938e-22 1.110969e-22 [122,] 1.000000e+00 5.365714e-22 2.682857e-22 [123,] 1.000000e+00 1.410159e-21 7.050796e-22 [124,] 1.000000e+00 3.839863e-21 1.919932e-21 [125,] 1.000000e+00 1.011596e-20 5.057979e-21 [126,] 1.000000e+00 2.928675e-20 1.464337e-20 [127,] 1.000000e+00 8.627951e-20 4.313976e-20 [128,] 1.000000e+00 2.447370e-19 1.223685e-19 [129,] 1.000000e+00 7.084318e-19 3.542159e-19 [130,] 1.000000e+00 1.877677e-18 9.388387e-19 [131,] 1.000000e+00 5.600134e-18 2.800067e-18 [132,] 1.000000e+00 1.778942e-17 8.894709e-18 [133,] 1.000000e+00 4.760195e-17 2.380098e-17 [134,] 1.000000e+00 1.513494e-16 7.567472e-17 [135,] 1.000000e+00 5.063743e-16 2.531872e-16 [136,] 1.000000e+00 1.396939e-15 6.984697e-16 [137,] 1.000000e+00 4.158633e-15 2.079317e-15 [138,] 1.000000e+00 6.279613e-15 3.139806e-15 [139,] 1.000000e+00 1.054071e-14 5.270355e-15 [140,] 1.000000e+00 1.699848e-14 8.499239e-15 [141,] 1.000000e+00 2.047148e-14 1.023574e-14 [142,] 1.000000e+00 1.497637e-14 7.488185e-15 [143,] 1.000000e+00 6.629571e-15 3.314785e-15 [144,] 1.000000e+00 2.805837e-14 1.402918e-14 [145,] 1.000000e+00 1.673506e-14 8.367530e-15 [146,] 1.000000e+00 4.534964e-14 2.267482e-14 [147,] 1.000000e+00 1.033905e-13 5.169527e-14 [148,] 1.000000e+00 2.988400e-13 1.494200e-13 [149,] 1.000000e+00 4.491628e-13 2.245814e-13 [150,] 1.000000e+00 1.039679e-12 5.198394e-13 [151,] 1.000000e+00 4.126441e-12 2.063220e-12 [152,] 1.000000e+00 9.197411e-12 4.598705e-12 [153,] 1.000000e+00 1.691757e-11 8.458786e-12 [154,] 1.000000e+00 3.041596e-11 1.520798e-11 [155,] 1.000000e+00 4.922256e-11 2.461128e-11 [156,] 1.000000e+00 4.820578e-11 2.410289e-11 [157,] 1.000000e+00 2.593634e-11 1.296817e-11 [158,] 1.000000e+00 1.631839e-11 8.159194e-12 [159,] 1.000000e+00 1.913098e-11 9.565488e-12 [160,] 1.000000e+00 6.518184e-11 3.259092e-11 [161,] 1.000000e+00 3.293859e-10 1.646929e-10 [162,] 1.000000e+00 6.808622e-10 3.404311e-10 [163,] 1.000000e+00 1.784915e-09 8.924577e-10 [164,] 1.000000e+00 1.937843e-08 9.689214e-09 [165,] 1.000000e+00 6.432559e-08 3.216280e-08 [166,] 9.999999e-01 1.797750e-07 8.988749e-08 [167,] 9.999946e-01 1.075913e-05 5.379563e-06 > postscript(file="/var/fisher/rcomp/tmp/1kfke1353253692.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2jppn1353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/37kmd1353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4urun1353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/504w91353253692.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 = 180 Frequency = 1 1 2 3 4 5 6 -100.7308550 -96.7531831 -101.0783697 -92.3575989 -89.6287722 -85.8504859 7 8 9 10 11 12 -83.7334722 -84.1285339 -74.7041327 -88.0409520 -84.5444324 -84.9443936 13 14 15 16 17 18 -85.2558010 -86.7389826 -85.4552135 -80.9247524 -96.1783297 -96.2089825 19 20 21 22 23 24 -92.3891632 -81.2060967 -81.8570376 -78.1962396 -75.6733696 -81.3846658 25 26 27 28 29 30 -77.6437258 -81.0555912 -72.7840299 -64.2167689 -61.6138547 -57.0756863 31 32 33 34 35 36 -59.0286066 -55.8067799 -56.1045113 -46.8259283 -45.4203263 -45.0557413 37 38 39 40 41 42 -43.1783670 -42.0063828 -43.2213684 -39.5783638 -33.4829698 -38.2971224 43 44 45 46 47 48 -29.0613084 -26.2170589 -20.7949935 -19.4580620 -17.4274519 -17.5094960 49 50 51 52 53 54 -19.2909827 -16.1102529 -17.6612999 -14.4281096 -9.7915904 -12.0059183 55 56 57 58 59 60 -8.5236511 -10.2957218 -9.2222968 -6.4977728 -7.3233727 -2.9843594 61 62 63 64 65 66 -2.9050474 3.2425322 -0.4611181 5.7651531 6.0283996 7.3057801 67 68 69 70 71 72 13.4253520 16.6000249 18.0130968 20.5812057 23.1208319 28.7249407 73 74 75 76 77 78 26.7053538 23.6618601 25.2411009 20.6164818 20.5773098 20.6746147 79 80 81 82 83 84 20.4274978 16.1500896 16.5774579 12.6676434 13.3555043 14.1710984 85 86 87 88 89 90 4.1493830 -23.5037286 -42.5971928 -55.1893242 -54.2484282 -13.9898124 91 92 93 94 95 96 18.6497014 17.4386500 9.4149436 13.5604151 11.0463345 12.1113902 97 98 99 100 101 102 8.7036390 6.2556037 8.4567803 8.6271357 15.0402955 13.1158742 103 104 105 106 107 108 10.2334884 4.9543387 2.0336108 -1.4213275 -1.2569740 0.6334514 109 110 111 112 113 114 4.4393880 1.5006035 -10.1938044 -19.1174533 -10.3277353 3.2936274 115 116 117 118 119 120 7.1653672 10.4162722 29.8535829 28.4542930 31.6086886 30.1658211 121 122 123 124 125 126 28.9930970 29.4513389 34.8906510 36.0910351 37.2604865 38.5123515 127 128 129 130 131 132 40.8083132 45.8153674 49.1076955 53.8561747 50.4493941 53.8782099 133 134 135 136 137 138 51.5835732 56.1050966 58.5562762 55.2391368 51.6550736 49.3985545 139 140 141 142 143 144 45.6375524 46.6993799 48.1803225 46.7639209 44.1443111 40.1524696 145 146 147 148 149 150 35.9984540 33.6162307 35.2986401 36.7467466 37.8848997 42.4173434 151 152 153 154 155 156 42.5263510 44.7554648 41.5385467 40.0346684 38.7375744 38.7858126 157 158 159 160 161 162 43.5649653 43.8117880 45.5678056 47.9522560 51.5053441 54.1930203 163 164 165 166 167 168 53.6154975 51.0085827 49.0492312 47.8920654 49.1226198 51.4243765 169 170 171 172 173 174 51.3495681 50.6713412 53.6098560 53.3747002 52.8050848 54.0282657 175 176 177 178 179 180 59.1310763 61.9859023 64.7855818 65.5838383 73.8873267 73.7289686 > postscript(file="/var/fisher/rcomp/tmp/6befg1353253692.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 = 180 Frequency = 1 lag(myerror, k = 1) myerror 0 -100.7308550 NA 1 -96.7531831 -100.7308550 2 -101.0783697 -96.7531831 3 -92.3575989 -101.0783697 4 -89.6287722 -92.3575989 5 -85.8504859 -89.6287722 6 -83.7334722 -85.8504859 7 -84.1285339 -83.7334722 8 -74.7041327 -84.1285339 9 -88.0409520 -74.7041327 10 -84.5444324 -88.0409520 11 -84.9443936 -84.5444324 12 -85.2558010 -84.9443936 13 -86.7389826 -85.2558010 14 -85.4552135 -86.7389826 15 -80.9247524 -85.4552135 16 -96.1783297 -80.9247524 17 -96.2089825 -96.1783297 18 -92.3891632 -96.2089825 19 -81.2060967 -92.3891632 20 -81.8570376 -81.2060967 21 -78.1962396 -81.8570376 22 -75.6733696 -78.1962396 23 -81.3846658 -75.6733696 24 -77.6437258 -81.3846658 25 -81.0555912 -77.6437258 26 -72.7840299 -81.0555912 27 -64.2167689 -72.7840299 28 -61.6138547 -64.2167689 29 -57.0756863 -61.6138547 30 -59.0286066 -57.0756863 31 -55.8067799 -59.0286066 32 -56.1045113 -55.8067799 33 -46.8259283 -56.1045113 34 -45.4203263 -46.8259283 35 -45.0557413 -45.4203263 36 -43.1783670 -45.0557413 37 -42.0063828 -43.1783670 38 -43.2213684 -42.0063828 39 -39.5783638 -43.2213684 40 -33.4829698 -39.5783638 41 -38.2971224 -33.4829698 42 -29.0613084 -38.2971224 43 -26.2170589 -29.0613084 44 -20.7949935 -26.2170589 45 -19.4580620 -20.7949935 46 -17.4274519 -19.4580620 47 -17.5094960 -17.4274519 48 -19.2909827 -17.5094960 49 -16.1102529 -19.2909827 50 -17.6612999 -16.1102529 51 -14.4281096 -17.6612999 52 -9.7915904 -14.4281096 53 -12.0059183 -9.7915904 54 -8.5236511 -12.0059183 55 -10.2957218 -8.5236511 56 -9.2222968 -10.2957218 57 -6.4977728 -9.2222968 58 -7.3233727 -6.4977728 59 -2.9843594 -7.3233727 60 -2.9050474 -2.9843594 61 3.2425322 -2.9050474 62 -0.4611181 3.2425322 63 5.7651531 -0.4611181 64 6.0283996 5.7651531 65 7.3057801 6.0283996 66 13.4253520 7.3057801 67 16.6000249 13.4253520 68 18.0130968 16.6000249 69 20.5812057 18.0130968 70 23.1208319 20.5812057 71 28.7249407 23.1208319 72 26.7053538 28.7249407 73 23.6618601 26.7053538 74 25.2411009 23.6618601 75 20.6164818 25.2411009 76 20.5773098 20.6164818 77 20.6746147 20.5773098 78 20.4274978 20.6746147 79 16.1500896 20.4274978 80 16.5774579 16.1500896 81 12.6676434 16.5774579 82 13.3555043 12.6676434 83 14.1710984 13.3555043 84 4.1493830 14.1710984 85 -23.5037286 4.1493830 86 -42.5971928 -23.5037286 87 -55.1893242 -42.5971928 88 -54.2484282 -55.1893242 89 -13.9898124 -54.2484282 90 18.6497014 -13.9898124 91 17.4386500 18.6497014 92 9.4149436 17.4386500 93 13.5604151 9.4149436 94 11.0463345 13.5604151 95 12.1113902 11.0463345 96 8.7036390 12.1113902 97 6.2556037 8.7036390 98 8.4567803 6.2556037 99 8.6271357 8.4567803 100 15.0402955 8.6271357 101 13.1158742 15.0402955 102 10.2334884 13.1158742 103 4.9543387 10.2334884 104 2.0336108 4.9543387 105 -1.4213275 2.0336108 106 -1.2569740 -1.4213275 107 0.6334514 -1.2569740 108 4.4393880 0.6334514 109 1.5006035 4.4393880 110 -10.1938044 1.5006035 111 -19.1174533 -10.1938044 112 -10.3277353 -19.1174533 113 3.2936274 -10.3277353 114 7.1653672 3.2936274 115 10.4162722 7.1653672 116 29.8535829 10.4162722 117 28.4542930 29.8535829 118 31.6086886 28.4542930 119 30.1658211 31.6086886 120 28.9930970 30.1658211 121 29.4513389 28.9930970 122 34.8906510 29.4513389 123 36.0910351 34.8906510 124 37.2604865 36.0910351 125 38.5123515 37.2604865 126 40.8083132 38.5123515 127 45.8153674 40.8083132 128 49.1076955 45.8153674 129 53.8561747 49.1076955 130 50.4493941 53.8561747 131 53.8782099 50.4493941 132 51.5835732 53.8782099 133 56.1050966 51.5835732 134 58.5562762 56.1050966 135 55.2391368 58.5562762 136 51.6550736 55.2391368 137 49.3985545 51.6550736 138 45.6375524 49.3985545 139 46.6993799 45.6375524 140 48.1803225 46.6993799 141 46.7639209 48.1803225 142 44.1443111 46.7639209 143 40.1524696 44.1443111 144 35.9984540 40.1524696 145 33.6162307 35.9984540 146 35.2986401 33.6162307 147 36.7467466 35.2986401 148 37.8848997 36.7467466 149 42.4173434 37.8848997 150 42.5263510 42.4173434 151 44.7554648 42.5263510 152 41.5385467 44.7554648 153 40.0346684 41.5385467 154 38.7375744 40.0346684 155 38.7858126 38.7375744 156 43.5649653 38.7858126 157 43.8117880 43.5649653 158 45.5678056 43.8117880 159 47.9522560 45.5678056 160 51.5053441 47.9522560 161 54.1930203 51.5053441 162 53.6154975 54.1930203 163 51.0085827 53.6154975 164 49.0492312 51.0085827 165 47.8920654 49.0492312 166 49.1226198 47.8920654 167 51.4243765 49.1226198 168 51.3495681 51.4243765 169 50.6713412 51.3495681 170 53.6098560 50.6713412 171 53.3747002 53.6098560 172 52.8050848 53.3747002 173 54.0282657 52.8050848 174 59.1310763 54.0282657 175 61.9859023 59.1310763 176 64.7855818 61.9859023 177 65.5838383 64.7855818 178 73.8873267 65.5838383 179 73.7289686 73.8873267 180 NA 73.7289686 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -96.7531831 -100.7308550 [2,] -101.0783697 -96.7531831 [3,] -92.3575989 -101.0783697 [4,] -89.6287722 -92.3575989 [5,] -85.8504859 -89.6287722 [6,] -83.7334722 -85.8504859 [7,] -84.1285339 -83.7334722 [8,] -74.7041327 -84.1285339 [9,] -88.0409520 -74.7041327 [10,] -84.5444324 -88.0409520 [11,] -84.9443936 -84.5444324 [12,] -85.2558010 -84.9443936 [13,] -86.7389826 -85.2558010 [14,] -85.4552135 -86.7389826 [15,] -80.9247524 -85.4552135 [16,] -96.1783297 -80.9247524 [17,] -96.2089825 -96.1783297 [18,] -92.3891632 -96.2089825 [19,] -81.2060967 -92.3891632 [20,] -81.8570376 -81.2060967 [21,] -78.1962396 -81.8570376 [22,] -75.6733696 -78.1962396 [23,] -81.3846658 -75.6733696 [24,] -77.6437258 -81.3846658 [25,] -81.0555912 -77.6437258 [26,] -72.7840299 -81.0555912 [27,] -64.2167689 -72.7840299 [28,] -61.6138547 -64.2167689 [29,] -57.0756863 -61.6138547 [30,] -59.0286066 -57.0756863 [31,] -55.8067799 -59.0286066 [32,] -56.1045113 -55.8067799 [33,] -46.8259283 -56.1045113 [34,] -45.4203263 -46.8259283 [35,] -45.0557413 -45.4203263 [36,] -43.1783670 -45.0557413 [37,] -42.0063828 -43.1783670 [38,] -43.2213684 -42.0063828 [39,] -39.5783638 -43.2213684 [40,] -33.4829698 -39.5783638 [41,] -38.2971224 -33.4829698 [42,] -29.0613084 -38.2971224 [43,] -26.2170589 -29.0613084 [44,] -20.7949935 -26.2170589 [45,] -19.4580620 -20.7949935 [46,] -17.4274519 -19.4580620 [47,] -17.5094960 -17.4274519 [48,] -19.2909827 -17.5094960 [49,] -16.1102529 -19.2909827 [50,] -17.6612999 -16.1102529 [51,] -14.4281096 -17.6612999 [52,] -9.7915904 -14.4281096 [53,] -12.0059183 -9.7915904 [54,] -8.5236511 -12.0059183 [55,] -10.2957218 -8.5236511 [56,] -9.2222968 -10.2957218 [57,] -6.4977728 -9.2222968 [58,] -7.3233727 -6.4977728 [59,] -2.9843594 -7.3233727 [60,] -2.9050474 -2.9843594 [61,] 3.2425322 -2.9050474 [62,] -0.4611181 3.2425322 [63,] 5.7651531 -0.4611181 [64,] 6.0283996 5.7651531 [65,] 7.3057801 6.0283996 [66,] 13.4253520 7.3057801 [67,] 16.6000249 13.4253520 [68,] 18.0130968 16.6000249 [69,] 20.5812057 18.0130968 [70,] 23.1208319 20.5812057 [71,] 28.7249407 23.1208319 [72,] 26.7053538 28.7249407 [73,] 23.6618601 26.7053538 [74,] 25.2411009 23.6618601 [75,] 20.6164818 25.2411009 [76,] 20.5773098 20.6164818 [77,] 20.6746147 20.5773098 [78,] 20.4274978 20.6746147 [79,] 16.1500896 20.4274978 [80,] 16.5774579 16.1500896 [81,] 12.6676434 16.5774579 [82,] 13.3555043 12.6676434 [83,] 14.1710984 13.3555043 [84,] 4.1493830 14.1710984 [85,] -23.5037286 4.1493830 [86,] -42.5971928 -23.5037286 [87,] -55.1893242 -42.5971928 [88,] -54.2484282 -55.1893242 [89,] -13.9898124 -54.2484282 [90,] 18.6497014 -13.9898124 [91,] 17.4386500 18.6497014 [92,] 9.4149436 17.4386500 [93,] 13.5604151 9.4149436 [94,] 11.0463345 13.5604151 [95,] 12.1113902 11.0463345 [96,] 8.7036390 12.1113902 [97,] 6.2556037 8.7036390 [98,] 8.4567803 6.2556037 [99,] 8.6271357 8.4567803 [100,] 15.0402955 8.6271357 [101,] 13.1158742 15.0402955 [102,] 10.2334884 13.1158742 [103,] 4.9543387 10.2334884 [104,] 2.0336108 4.9543387 [105,] -1.4213275 2.0336108 [106,] -1.2569740 -1.4213275 [107,] 0.6334514 -1.2569740 [108,] 4.4393880 0.6334514 [109,] 1.5006035 4.4393880 [110,] -10.1938044 1.5006035 [111,] -19.1174533 -10.1938044 [112,] -10.3277353 -19.1174533 [113,] 3.2936274 -10.3277353 [114,] 7.1653672 3.2936274 [115,] 10.4162722 7.1653672 [116,] 29.8535829 10.4162722 [117,] 28.4542930 29.8535829 [118,] 31.6086886 28.4542930 [119,] 30.1658211 31.6086886 [120,] 28.9930970 30.1658211 [121,] 29.4513389 28.9930970 [122,] 34.8906510 29.4513389 [123,] 36.0910351 34.8906510 [124,] 37.2604865 36.0910351 [125,] 38.5123515 37.2604865 [126,] 40.8083132 38.5123515 [127,] 45.8153674 40.8083132 [128,] 49.1076955 45.8153674 [129,] 53.8561747 49.1076955 [130,] 50.4493941 53.8561747 [131,] 53.8782099 50.4493941 [132,] 51.5835732 53.8782099 [133,] 56.1050966 51.5835732 [134,] 58.5562762 56.1050966 [135,] 55.2391368 58.5562762 [136,] 51.6550736 55.2391368 [137,] 49.3985545 51.6550736 [138,] 45.6375524 49.3985545 [139,] 46.6993799 45.6375524 [140,] 48.1803225 46.6993799 [141,] 46.7639209 48.1803225 [142,] 44.1443111 46.7639209 [143,] 40.1524696 44.1443111 [144,] 35.9984540 40.1524696 [145,] 33.6162307 35.9984540 [146,] 35.2986401 33.6162307 [147,] 36.7467466 35.2986401 [148,] 37.8848997 36.7467466 [149,] 42.4173434 37.8848997 [150,] 42.5263510 42.4173434 [151,] 44.7554648 42.5263510 [152,] 41.5385467 44.7554648 [153,] 40.0346684 41.5385467 [154,] 38.7375744 40.0346684 [155,] 38.7858126 38.7375744 [156,] 43.5649653 38.7858126 [157,] 43.8117880 43.5649653 [158,] 45.5678056 43.8117880 [159,] 47.9522560 45.5678056 [160,] 51.5053441 47.9522560 [161,] 54.1930203 51.5053441 [162,] 53.6154975 54.1930203 [163,] 51.0085827 53.6154975 [164,] 49.0492312 51.0085827 [165,] 47.8920654 49.0492312 [166,] 49.1226198 47.8920654 [167,] 51.4243765 49.1226198 [168,] 51.3495681 51.4243765 [169,] 50.6713412 51.3495681 [170,] 53.6098560 50.6713412 [171,] 53.3747002 53.6098560 [172,] 52.8050848 53.3747002 [173,] 54.0282657 52.8050848 [174,] 59.1310763 54.0282657 [175,] 61.9859023 59.1310763 [176,] 64.7855818 61.9859023 [177,] 65.5838383 64.7855818 [178,] 73.8873267 65.5838383 [179,] 73.7289686 73.8873267 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -96.7531831 -100.7308550 2 -101.0783697 -96.7531831 3 -92.3575989 -101.0783697 4 -89.6287722 -92.3575989 5 -85.8504859 -89.6287722 6 -83.7334722 -85.8504859 7 -84.1285339 -83.7334722 8 -74.7041327 -84.1285339 9 -88.0409520 -74.7041327 10 -84.5444324 -88.0409520 11 -84.9443936 -84.5444324 12 -85.2558010 -84.9443936 13 -86.7389826 -85.2558010 14 -85.4552135 -86.7389826 15 -80.9247524 -85.4552135 16 -96.1783297 -80.9247524 17 -96.2089825 -96.1783297 18 -92.3891632 -96.2089825 19 -81.2060967 -92.3891632 20 -81.8570376 -81.2060967 21 -78.1962396 -81.8570376 22 -75.6733696 -78.1962396 23 -81.3846658 -75.6733696 24 -77.6437258 -81.3846658 25 -81.0555912 -77.6437258 26 -72.7840299 -81.0555912 27 -64.2167689 -72.7840299 28 -61.6138547 -64.2167689 29 -57.0756863 -61.6138547 30 -59.0286066 -57.0756863 31 -55.8067799 -59.0286066 32 -56.1045113 -55.8067799 33 -46.8259283 -56.1045113 34 -45.4203263 -46.8259283 35 -45.0557413 -45.4203263 36 -43.1783670 -45.0557413 37 -42.0063828 -43.1783670 38 -43.2213684 -42.0063828 39 -39.5783638 -43.2213684 40 -33.4829698 -39.5783638 41 -38.2971224 -33.4829698 42 -29.0613084 -38.2971224 43 -26.2170589 -29.0613084 44 -20.7949935 -26.2170589 45 -19.4580620 -20.7949935 46 -17.4274519 -19.4580620 47 -17.5094960 -17.4274519 48 -19.2909827 -17.5094960 49 -16.1102529 -19.2909827 50 -17.6612999 -16.1102529 51 -14.4281096 -17.6612999 52 -9.7915904 -14.4281096 53 -12.0059183 -9.7915904 54 -8.5236511 -12.0059183 55 -10.2957218 -8.5236511 56 -9.2222968 -10.2957218 57 -6.4977728 -9.2222968 58 -7.3233727 -6.4977728 59 -2.9843594 -7.3233727 60 -2.9050474 -2.9843594 61 3.2425322 -2.9050474 62 -0.4611181 3.2425322 63 5.7651531 -0.4611181 64 6.0283996 5.7651531 65 7.3057801 6.0283996 66 13.4253520 7.3057801 67 16.6000249 13.4253520 68 18.0130968 16.6000249 69 20.5812057 18.0130968 70 23.1208319 20.5812057 71 28.7249407 23.1208319 72 26.7053538 28.7249407 73 23.6618601 26.7053538 74 25.2411009 23.6618601 75 20.6164818 25.2411009 76 20.5773098 20.6164818 77 20.6746147 20.5773098 78 20.4274978 20.6746147 79 16.1500896 20.4274978 80 16.5774579 16.1500896 81 12.6676434 16.5774579 82 13.3555043 12.6676434 83 14.1710984 13.3555043 84 4.1493830 14.1710984 85 -23.5037286 4.1493830 86 -42.5971928 -23.5037286 87 -55.1893242 -42.5971928 88 -54.2484282 -55.1893242 89 -13.9898124 -54.2484282 90 18.6497014 -13.9898124 91 17.4386500 18.6497014 92 9.4149436 17.4386500 93 13.5604151 9.4149436 94 11.0463345 13.5604151 95 12.1113902 11.0463345 96 8.7036390 12.1113902 97 6.2556037 8.7036390 98 8.4567803 6.2556037 99 8.6271357 8.4567803 100 15.0402955 8.6271357 101 13.1158742 15.0402955 102 10.2334884 13.1158742 103 4.9543387 10.2334884 104 2.0336108 4.9543387 105 -1.4213275 2.0336108 106 -1.2569740 -1.4213275 107 0.6334514 -1.2569740 108 4.4393880 0.6334514 109 1.5006035 4.4393880 110 -10.1938044 1.5006035 111 -19.1174533 -10.1938044 112 -10.3277353 -19.1174533 113 3.2936274 -10.3277353 114 7.1653672 3.2936274 115 10.4162722 7.1653672 116 29.8535829 10.4162722 117 28.4542930 29.8535829 118 31.6086886 28.4542930 119 30.1658211 31.6086886 120 28.9930970 30.1658211 121 29.4513389 28.9930970 122 34.8906510 29.4513389 123 36.0910351 34.8906510 124 37.2604865 36.0910351 125 38.5123515 37.2604865 126 40.8083132 38.5123515 127 45.8153674 40.8083132 128 49.1076955 45.8153674 129 53.8561747 49.1076955 130 50.4493941 53.8561747 131 53.8782099 50.4493941 132 51.5835732 53.8782099 133 56.1050966 51.5835732 134 58.5562762 56.1050966 135 55.2391368 58.5562762 136 51.6550736 55.2391368 137 49.3985545 51.6550736 138 45.6375524 49.3985545 139 46.6993799 45.6375524 140 48.1803225 46.6993799 141 46.7639209 48.1803225 142 44.1443111 46.7639209 143 40.1524696 44.1443111 144 35.9984540 40.1524696 145 33.6162307 35.9984540 146 35.2986401 33.6162307 147 36.7467466 35.2986401 148 37.8848997 36.7467466 149 42.4173434 37.8848997 150 42.5263510 42.4173434 151 44.7554648 42.5263510 152 41.5385467 44.7554648 153 40.0346684 41.5385467 154 38.7375744 40.0346684 155 38.7858126 38.7375744 156 43.5649653 38.7858126 157 43.8117880 43.5649653 158 45.5678056 43.8117880 159 47.9522560 45.5678056 160 51.5053441 47.9522560 161 54.1930203 51.5053441 162 53.6154975 54.1930203 163 51.0085827 53.6154975 164 49.0492312 51.0085827 165 47.8920654 49.0492312 166 49.1226198 47.8920654 167 51.4243765 49.1226198 168 51.3495681 51.4243765 169 50.6713412 51.3495681 170 53.6098560 50.6713412 171 53.3747002 53.6098560 172 52.8050848 53.3747002 173 54.0282657 52.8050848 174 59.1310763 54.0282657 175 61.9859023 59.1310763 176 64.7855818 61.9859023 177 65.5838383 64.7855818 178 73.8873267 65.5838383 179 73.7289686 73.8873267 > 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/7x9011353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/83bdm1353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9mg2g1353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10p55i1353253692.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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='') + } + } Error: subscript out of bounds Execution halted