R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,2
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+ ,3
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+ ,0
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+ ,3
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+ ,20
+ ,19
+ ,31
+ ,0
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+ ,3
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+ ,39
+ ,14
+ ,19
+ ,0
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+ ,3
+ ,1182
+ ,29
+ ,11
+ ,34
+ ,3
+ ,91005
+ ,3
+ ,528
+ ,16
+ ,4
+ ,6
+ ,1
+ ,40248
+ ,3
+ ,642
+ ,27
+ ,16
+ ,11
+ ,0
+ ,64187
+ ,3
+ ,947
+ ,21
+ ,20
+ ,24
+ ,0
+ ,50857
+ ,3
+ ,819
+ ,19
+ ,12
+ ,16
+ ,1
+ ,56613
+ ,3
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+ ,35
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+ ,72
+ ,0
+ ,62792
+ ,3
+ ,894
+ ,14
+ ,16
+ ,21
+ ,0
+ ,72535
+ ,3)
+ ,dim=c(7
+ ,289)
+ ,dimnames=list(c('Pageviews'
+ ,'Logins'
+ ,'Compendiums_Reviewed'
+ ,'Totblogs'
+ ,'Shared_Compendiums'
+ ,'Time_in_rfc'
+ ,'Month
')
+ ,1:289))
> y <- array(NA,dim=c(7,289),dimnames=list(c('Pageviews','Logins','Compendiums_Reviewed','Totblogs','Shared_Compendiums','Time_in_rfc','Month
'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '6'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Time_in_rfc Pageviews Logins Compendiums_Reviewed Totblogs
1 210907 1418 56 30 145
2 120982 869 56 28 101
3 176508 1530 54 38 98
4 179321 2172 89 30 132
5 123185 901 40 22 60
6 52746 463 25 26 38
7 385534 3201 92 25 144
8 33170 371 18 18 5
9 101645 1192 63 11 28
10 149061 1583 44 26 84
11 165446 1439 33 25 79
12 237213 1764 84 38 127
13 173326 1495 88 44 78
14 133131 1373 55 30 60
15 258873 2187 60 40 131
16 180083 1491 66 34 84
17 324799 4041 154 47 133
18 230964 1706 53 30 150
19 236785 2152 119 31 91
20 135473 1036 41 23 132
21 202925 1882 61 36 136
22 215147 1929 58 36 124
23 344297 2242 75 30 118
24 153935 1220 33 25 70
25 132943 1289 40 39 107
26 174724 2515 92 34 119
27 174415 2147 100 31 89
28 225548 2352 112 31 112
29 223632 1638 73 33 108
30 124817 1222 40 25 52
31 221698 1812 45 33 112
32 210767 1677 60 35 116
33 170266 1579 62 42 123
34 260561 1731 75 43 125
35 84853 807 31 30 27
36 294424 2452 77 33 162
37 101011 829 34 13 32
38 215641 1940 46 32 64
39 325107 2662 99 36 92
40 7176 186 17 0 0
41 167542 1499 66 28 83
42 106408 865 30 14 41
43 96560 1793 76 17 47
44 265769 2527 146 32 120
45 269651 2747 67 30 105
46 149112 1324 56 35 79
47 175824 2702 107 20 65
48 152871 1383 58 28 70
49 111665 1179 34 28 55
50 116408 2099 61 39 39
51 362301 4308 119 34 67
52 78800 918 42 26 21
53 183167 1831 66 39 127
54 277965 3373 89 39 152
55 150629 1713 44 33 113
56 168809 1438 66 28 99
57 24188 496 24 4 7
58 329267 2253 259 39 141
59 65029 744 17 18 21
60 101097 1161 64 14 35
61 218946 2352 41 29 109
62 244052 2144 68 44 133
63 341570 4691 168 21 123
64 103597 1112 43 16 26
65 233328 2694 132 28 230
66 256462 1973 105 35 166
67 206161 1769 71 28 68
68 311473 3148 112 38 147
69 235800 2474 94 23 179
70 177939 2084 82 36 61
71 207176 1954 70 32 101
72 196553 1226 57 29 108
73 174184 1389 53 25 90
74 143246 1496 103 27 114
75 187559 2269 121 36 103
76 187681 1833 62 28 142
77 119016 1268 52 23 79
78 182192 1943 52 40 88
79 73566 893 32 23 25
80 194979 1762 62 40 83
81 167488 1403 45 28 113
82 143756 1425 46 34 118
83 275541 1857 63 33 110
84 243199 1840 75 28 129
85 182999 1502 88 34 51
86 135649 1441 46 30 93
87 152299 1420 53 33 76
88 120221 1416 37 22 49
89 346485 2970 90 38 118
90 145790 1317 63 26 38
91 193339 1644 78 35 141
92 80953 870 25 8 58
93 122774 1654 45 24 27
94 130585 1054 46 29 91
95 112611 937 41 20 48
96 286468 3004 144 29 63
97 241066 2008 82 45 56
98 148446 2547 91 37 144
99 204713 1885 71 33 73
100 182079 1626 63 33 168
101 140344 1468 53 25 64
102 220516 2445 62 32 97
103 243060 1964 63 29 117
104 162765 1381 32 28 100
105 182613 1369 39 28 149
106 232138 1659 62 31 187
107 265318 2888 117 52 127
108 85574 1290 34 21 37
109 310839 2845 92 24 245
110 225060 1982 93 41 87
111 232317 1904 54 33 177
112 144966 1391 144 32 49
113 43287 602 14 19 49
114 155754 1743 61 20 73
115 164709 1559 109 31 177
116 201940 2014 38 31 94
117 235454 2143 73 32 117
118 220801 2146 75 18 60
119 99466 874 50 23 55
120 92661 1590 61 17 39
121 133328 1590 55 20 64
122 61361 1210 77 12 26
123 125930 2072 75 17 64
124 100750 1281 72 30 58
125 224549 1401 50 31 95
126 82316 834 32 10 25
127 102010 1105 53 13 26
128 101523 1272 42 22 76
129 243511 1944 71 42 129
130 22938 391 10 1 11
131 41566 761 35 9 2
132 152474 1605 65 32 101
133 61857 530 25 11 28
134 99923 1988 66 25 36
135 132487 1386 41 36 89
136 317394 2395 86 31 193
137 21054 387 16 0 4
138 209641 1742 42 24 84
139 22648 620 19 13 23
140 31414 449 19 8 39
141 46698 800 45 13 14
142 131698 1684 65 19 78
143 91735 1050 35 18 14
144 244749 2699 95 33 101
145 184510 1606 49 40 82
146 79863 1502 37 22 24
147 128423 1204 64 38 36
148 97839 1138 38 24 75
149 38214 568 34 8 16
150 151101 1459 32 35 55
151 272458 2158 65 43 131
152 172494 1111 52 43 131
153 108043 1421 62 14 39
154 328107 2833 65 41 144
155 250579 1955 83 38 139
156 351067 2922 95 45 211
157 158015 1002 29 31 78
158 98866 1060 18 13 50
159 85439 956 33 28 39
160 229242 2186 247 31 90
161 351619 3604 139 40 166
162 84207 1035 29 30 12
163 120445 1417 118 16 57
164 324598 3261 110 37 133
165 131069 1587 67 30 69
166 204271 1424 42 35 119
167 165543 1701 65 32 119
168 141722 1249 94 27 65
169 116048 946 64 20 61
170 250047 1926 81 18 49
171 299775 3352 95 31 101
172 195838 1641 67 31 196
173 173260 2035 63 21 15
174 254488 2312 83 39 136
175 104389 1369 45 41 89
176 136084 1577 30 13 40
177 199476 2201 70 32 123
178 92499 961 32 18 21
179 224330 1900 83 39 163
180 135781 1254 31 14 29
181 74408 1335 67 7 35
182 81240 1597 66 17 13
183 14688 207 10 0 5
184 181633 1645 70 30 96
185 271856 2429 103 37 151
186 7199 151 5 0 6
187 46660 474 20 5 13
188 17547 141 5 1 3
189 133368 1639 36 16 56
190 95227 872 34 32 23
191 152601 1318 48 24 57
192 98146 1018 40 17 14
193 79619 1383 43 11 43
194 59194 1314 31 24 20
195 139942 1335 42 22 72
196 118612 1403 46 12 87
197 72880 910 33 19 21
198 65475 616 18 13 56
199 99643 1407 55 17 59
200 71965 771 35 15 82
201 77272 766 59 16 43
202 49289 473 19 24 25
203 135131 1376 66 15 38
204 108446 1232 60 17 25
205 89746 1521 36 18 38
206 44296 572 25 20 12
207 77648 1059 47 16 29
208 181528 1544 54 16 47
209 134019 1230 53 18 45
210 124064 1206 40 22 40
211 92630 1205 40 8 30
212 121848 1255 39 17 41
213 52915 613 14 18 25
214 81872 721 45 16 23
215 58981 1109 36 23 14
216 53515 740 28 22 16
217 60812 1126 44 13 26
218 56375 728 30 13 21
219 65490 689 22 16 27
220 80949 592 17 16 9
221 76302 995 31 20 33
222 104011 1613 55 22 42
223 98104 2048 54 17 68
224 67989 705 21 18 32
225 30989 301 14 17 6
226 135458 1803 81 12 67
227 73504 799 35 7 33
228 63123 861 43 17 77
229 61254 1186 46 14 46
230 74914 1451 30 23 30
231 31774 628 23 17 0
232 81437 1161 38 14 36
233 87186 1463 54 15 46
234 50090 742 20 17 18
235 65745 979 53 21 48
236 56653 675 45 18 29
237 158399 1241 39 18 28
238 46455 676 20 17 34
239 73624 1049 24 17 33
240 38395 620 31 16 34
241 91899 1081 35 15 33
242 139526 1688 151 21 80
243 52164 736 52 16 32
244 51567 617 30 14 30
245 70551 812 31 15 41
246 84856 1051 29 17 41
247 102538 1656 57 15 51
248 86678 705 40 15 18
249 85709 945 44 10 34
250 34662 554 25 6 31
251 150580 1597 77 22 39
252 99611 982 35 21 54
253 19349 222 11 1 14
254 99373 1212 63 18 24
255 86230 1143 44 17 24
256 30837 435 19 4 8
257 31706 532 13 10 26
258 89806 882 42 16 19
259 62088 608 38 16 11
260 40151 459 29 9 14
261 27634 578 20 16 1
262 76990 826 27 17 39
263 37460 509 20 7 5
264 54157 717 19 15 37
265 49862 637 37 14 32
266 84337 857 26 14 38
267 64175 830 42 18 47
268 59382 652 49 12 47
269 119308 707 30 16 37
270 76702 954 49 21 51
271 103425 1461 67 19 45
272 70344 672 28 16 21
273 43410 778 19 1 1
274 104838 1141 49 16 42
275 62215 680 27 10 26
276 69304 1090 30 19 21
277 53117 616 22 12 4
278 19764 285 12 2 10
279 86680 1145 31 14 43
280 84105 733 20 17 34
281 77945 888 20 19 31
282 89113 849 39 14 19
283 91005 1182 29 11 34
284 40248 528 16 4 6
285 64187 642 27 16 11
286 50857 947 21 20 24
287 56613 819 19 12 16
288 62792 757 35 15 72
289 72535 894 14 16 21
Shared_Compendiums Month\r t
1 3 3 1
2 4 3 2
3 12 1 3
4 2 3 4
5 1 1 5
6 3 11 6
7 0 3 7
8 0 11 8
9 0 3 9
10 5 1 10
11 0 3 11
12 0 3 12
13 7 3 13
14 7 3 14
15 3 3 15
16 9 3 16
17 0 3 17
18 4 3 18
19 3 3 19
20 0 11 20
21 7 3 21
22 0 3 22
23 1 1 23
24 5 1 24
25 7 11 25
26 0 3 26
27 0 3 27
28 5 3 28
29 0 3 29
30 0 1 30
31 0 11 31
32 3 11 32
33 4 3 33
34 1 3 34
35 4 11 35
36 2 3 36
37 0 3 37
38 0 11 38
39 0 3 39
40 0 11 40
41 2 3 41
42 1 1 42
43 0 3 43
44 2 3 44
45 10 3 45
46 6 3 46
47 0 3 47
48 5 11 48
49 4 11 49
50 1 11 50
51 2 3 51
52 2 11 52
53 0 2 53
54 8 3 54
55 3 1 55
56 0 1 56
57 0 11 57
58 8 3 58
59 5 11 59
60 3 3 60
61 1 1 61
62 5 3 62
63 1 3 63
64 1 3 64
65 5 3 65
66 0 3 66
67 12 1 67
68 8 3 68
69 8 3 69
70 8 3 70
71 8 3 71
72 2 3 72
73 0 3 73
74 5 3 74
75 8 3 75
76 2 3 76
77 5 3 77
78 12 3 78
79 6 3 79
80 7 3 80
81 2 3 81
82 0 3 82
83 4 3 83
84 3 3 84
85 6 3 85
86 2 3 86
87 0 3 87
88 1 11 88
89 0 3 89
90 5 11 90
91 2 3 91
92 0 10 92
93 0 1 93
94 5 3 94
95 0 3 95
96 1 3 96
97 0 3 97
98 1 3 98
99 1 3 99
100 2 3 100
101 6 3 101
102 1 3 102
103 4 3 103
104 2 3 104
105 3 3 105
106 0 11 106
107 10 3 107
108 0 3 108
109 9 3 109
110 7 3 110
111 0 3 111
112 0 2 112
113 4 11 113
114 4 3 114
115 0 3 115
116 0 1 116
117 0 3 117
118 1 3 118
119 0 1 119
120 1 3 120
121 0 3 121
122 0 3 122
123 4 3 123
124 0 11 124
125 4 11 125
126 4 3 126
127 3 3 127
128 0 3 128
129 0 3 129
130 0 11 130
131 5 3 131
132 0 3 132
133 4 11 133
134 0 3 134
135 0 11 135
136 1 3 136
137 0 10 137
138 5 11 138
139 0 3 139
140 0 11 140
141 0 3 141
142 0 3 142
143 0 3 143
144 2 3 144
145 7 3 145
146 1 3 146
147 8 3 147
148 2 11 148
149 0 9 149
150 2 3 150
151 0 3 151
152 0 3 152
153 1 3 153
154 3 3 154
155 0 3 155
156 3 3 156
157 0 11 157
158 0 3 158
159 0 11 159
160 4 3 160
161 4 3 161
162 11 1 162
163 0 3 163
164 0 3 164
165 4 3 165
166 0 3 166
167 1 3 167
168 0 3 168
169 0 3 169
170 0 3 170
171 9 3 171
172 1 3 172
173 3 8 173
174 10 3 174
175 5 1 175
176 0 3 176
177 2 3 177
178 0 3 178
179 1 3 179
180 2 3 180
181 4 3 181
182 0 3 182
183 0 10 183
184 2 3 184
185 1 3 185
186 0 10 186
187 0 10 187
188 0 10 188
189 1 3 189
190 0 3 190
191 2 3 191
192 0 3 192
193 3 3 193
194 6 3 194
195 0 3 195
196 2 3 196
197 0 3 197
198 2 3 198
199 1 3 199
200 1 3 200
201 2 3 201
202 1 3 202
203 0 3 203
204 1 3 204
205 3 3 205
206 0 3 206
207 0 3 207
208 0 3 208
209 0 3 209
210 1 3 210
211 4 3 211
212 0 3 212
213 0 3 213
214 0 3 214
215 7 3 215
216 2 3 216
217 0 3 217
218 7 3 218
219 3 3 219
220 0 3 220
221 0 3 221
222 6 3 222
223 2 3 223
224 0 3 224
225 0 3 225
226 3 3 226
227 0 3 227
228 1 3 228
229 1 3 229
230 0 3 230
231 1 3 231
232 0 3 232
233 0 3 233
234 0 3 234
235 0 3 235
236 0 3 236
237 0 3 237
238 0 3 238
239 0 3 239
240 0 3 240
241 0 3 241
242 0 3 242
243 0 3 243
244 2 3 244
245 0 3 245
246 1 3 246
247 1 3 247
248 0 3 248
249 0 3 249
250 0 3 250
251 0 3 251
252 0 3 252
253 0 10 253
254 1 3 254
255 0 3 255
256 0 3 256
257 0 3 257
258 0 3 258
259 1 3 259
260 0 3 260
261 0 3 261
262 0 3 262
263 0 3 263
264 0 3 264
265 0 3 265
266 0 3 266
267 0 3 267
268 0 3 268
269 0 3 269
270 0 3 270
271 1 3 271
272 0 3 272
273 0 11 273
274 1 3 274
275 0 3 275
276 6 3 276
277 3 11 277
278 1 11 278
279 2 3 279
280 0 3 280
281 0 3 281
282 0 3 282
283 3 3 283
284 1 3 284
285 0 3 285
286 0 3 286
287 1 3 287
288 0 3 288
289 0 3 289
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Pageviews Logins
-6343.21 61.84 102.13
Compendiums_Reviewed Totblogs Shared_Compendiums
1218.03 460.60 -904.83
`Month\\r` t
104.71 -47.05
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-118194 -15423 1162 15966 115333
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -6343.206 9372.587 -0.677 0.4991
Pageviews 61.837 4.225 14.635 < 2e-16 ***
Logins 102.134 77.836 1.312 0.1905
Compendiums_Reviewed 1218.028 260.875 4.669 4.69e-06 ***
Totblogs 460.599 56.429 8.162 1.11e-14 ***
Shared_Compendiums -904.832 685.378 -1.320 0.1878
`Month\\r` 104.713 662.243 0.158 0.8745
t -47.053 26.359 -1.785 0.0753 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 28800 on 281 degrees of freedom
Multiple R-squared: 0.8806, Adjusted R-squared: 0.8776
F-statistic: 296.1 on 7 and 281 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.5332685 9.334629e-01 4.667315e-01
[2,] 0.9371504 1.256991e-01 6.284956e-02
[3,] 0.8995910 2.008180e-01 1.004090e-01
[4,] 0.8383986 3.232028e-01 1.616014e-01
[5,] 0.7695612 4.608775e-01 2.304388e-01
[6,] 0.7393017 5.213966e-01 2.606983e-01
[7,] 0.8227950 3.544100e-01 1.772050e-01
[8,] 0.7957795 4.084411e-01 2.042205e-01
[9,] 0.7804816 4.390367e-01 2.195184e-01
[10,] 0.7975167 4.049666e-01 2.024833e-01
[11,] 0.7775111 4.449778e-01 2.224889e-01
[12,] 0.7222538 5.554924e-01 2.777462e-01
[13,] 0.9687753 6.244933e-02 3.122466e-02
[14,] 0.9595714 8.085710e-02 4.042855e-02
[15,] 0.9464765 1.070469e-01 5.352345e-02
[16,] 0.9962746 7.450739e-03 3.725370e-03
[17,] 0.9961885 7.623074e-03 3.811537e-03
[18,] 0.9941052 1.178964e-02 5.894818e-03
[19,] 0.9943238 1.135235e-02 5.676174e-03
[20,] 0.9923966 1.520685e-02 7.603427e-03
[21,] 0.9922775 1.544499e-02 7.722495e-03
[22,] 0.9912668 1.746643e-02 8.733214e-03
[23,] 0.9902112 1.957761e-02 9.788805e-03
[24,] 0.9941907 1.161868e-02 5.809340e-03
[25,] 0.9920459 1.590829e-02 7.954146e-03
[26,] 0.9894418 2.111634e-02 1.055817e-02
[27,] 0.9859444 2.811124e-02 1.405562e-02
[28,] 0.9854511 2.909779e-02 1.454889e-02
[29,] 0.9950429 9.914286e-03 4.957143e-03
[30,] 0.9933690 1.326203e-02 6.631016e-03
[31,] 0.9910823 1.783534e-02 8.917671e-03
[32,] 0.9889976 2.200471e-02 1.100236e-02
[33,] 0.9965913 6.817301e-03 3.408650e-03
[34,] 0.9959806 8.038811e-03 4.019406e-03
[35,] 0.9947048 1.059035e-02 5.295176e-03
[36,] 0.9928069 1.438610e-02 7.193050e-03
[37,] 0.9958316 8.336845e-03 4.168422e-03
[38,] 0.9946389 1.072215e-02 5.361076e-03
[39,] 0.9929568 1.408640e-02 7.043200e-03
[40,] 0.9976487 4.702570e-03 2.351285e-03
[41,] 0.9973149 5.370290e-03 2.685145e-03
[42,] 0.9964507 7.098677e-03 3.549338e-03
[43,] 0.9974533 5.093376e-03 2.546688e-03
[44,] 0.9986051 2.789801e-03 1.394901e-03
[45,] 0.9990693 1.861439e-03 9.307193e-04
[46,] 0.9986877 2.624600e-03 1.312300e-03
[47,] 0.9981765 3.646977e-03 1.823488e-03
[48,] 0.9995596 8.807777e-04 4.403888e-04
[49,] 0.9993936 1.212793e-03 6.063967e-04
[50,] 0.9991426 1.714838e-03 8.574191e-04
[51,] 0.9987952 2.409500e-03 1.204750e-03
[52,] 0.9983586 3.282701e-03 1.641350e-03
[53,] 0.9988062 2.387579e-03 1.193790e-03
[54,] 0.9984261 3.147776e-03 1.573888e-03
[55,] 0.9997662 4.676091e-04 2.338046e-04
[56,] 0.9996976 6.047380e-04 3.023690e-04
[57,] 0.9998167 3.666051e-04 1.833026e-04
[58,] 0.9997497 5.006356e-04 2.503178e-04
[59,] 0.9996786 6.428463e-04 3.214232e-04
[60,] 0.9995677 8.646108e-04 4.323054e-04
[61,] 0.9994309 1.138124e-03 5.690622e-04
[62,] 0.9995963 8.074847e-04 4.037424e-04
[63,] 0.9995191 9.617059e-04 4.808530e-04
[64,] 0.9995329 9.342277e-04 4.671138e-04
[65,] 0.9996032 7.935040e-04 3.967520e-04
[66,] 0.9994932 1.013634e-03 5.068169e-04
[67,] 0.9993263 1.347491e-03 6.737455e-04
[68,] 0.9990898 1.820410e-03 9.102049e-04
[69,] 0.9987679 2.464267e-03 1.232133e-03
[70,] 0.9984262 3.147650e-03 1.573825e-03
[71,] 0.9979009 4.198211e-03 2.099105e-03
[72,] 0.9979063 4.187422e-03 2.093711e-03
[73,] 0.9997240 5.519523e-04 2.759761e-04
[74,] 0.9998159 3.682384e-04 1.841192e-04
[75,] 0.9998300 3.399209e-04 1.699604e-04
[76,] 0.9998065 3.869506e-04 1.934753e-04
[77,] 0.9997299 5.401631e-04 2.700816e-04
[78,] 0.9996472 7.055663e-04 3.527831e-04
[79,] 0.9998996 2.008451e-04 1.004226e-04
[80,] 0.9998924 2.152296e-04 1.076148e-04
[81,] 0.9998553 2.894733e-04 1.447367e-04
[82,] 0.9997976 4.048301e-04 2.024151e-04
[83,] 0.9997451 5.097404e-04 2.548702e-04
[84,] 0.9996500 7.000826e-04 3.500413e-04
[85,] 0.9995649 8.701943e-04 4.350972e-04
[86,] 0.9995882 8.236549e-04 4.118274e-04
[87,] 0.9996554 6.892818e-04 3.446409e-04
[88,] 0.9999986 2.744818e-06 1.372409e-06
[89,] 0.9999983 3.428388e-06 1.714194e-06
[90,] 0.9999981 3.858996e-06 1.929498e-06
[91,] 0.9999971 5.803497e-06 2.901748e-06
[92,] 0.9999957 8.537893e-06 4.268946e-06
[93,] 0.9999975 4.958882e-06 2.479441e-06
[94,] 0.9999964 7.111464e-06 3.555732e-06
[95,] 0.9999949 1.015330e-05 5.076651e-06
[96,] 0.9999936 1.286434e-05 6.432171e-06
[97,] 0.9999929 1.423536e-05 7.117678e-06
[98,] 0.9999926 1.484099e-05 7.420493e-06
[99,] 0.9999895 2.097835e-05 1.048917e-05
[100,] 0.9999880 2.408714e-05 1.204357e-05
[101,] 0.9999824 3.523748e-05 1.761874e-05
[102,] 0.9999762 4.761881e-05 2.380941e-05
[103,] 0.9999742 5.163465e-05 2.581733e-05
[104,] 0.9999628 7.432629e-05 3.716314e-05
[105,] 0.9999802 3.961543e-05 1.980772e-05
[106,] 0.9999719 5.627684e-05 2.813842e-05
[107,] 0.9999639 7.213290e-05 3.606645e-05
[108,] 0.9999797 4.050686e-05 2.025343e-05
[109,] 0.9999718 5.634150e-05 2.817075e-05
[110,] 0.9999762 4.757775e-05 2.378888e-05
[111,] 0.9999670 6.600474e-05 3.300237e-05
[112,] 0.9999696 6.073278e-05 3.036639e-05
[113,] 0.9999799 4.020408e-05 2.010204e-05
[114,] 0.9999859 2.813221e-05 1.406610e-05
[115,] 0.9999976 4.868383e-06 2.434192e-06
[116,] 0.9999973 5.371573e-06 2.685787e-06
[117,] 0.9999967 6.546475e-06 3.273238e-06
[118,] 0.9999967 6.621498e-06 3.310749e-06
[119,] 0.9999959 8.275861e-06 4.137931e-06
[120,] 0.9999940 1.190958e-05 5.954791e-06
[121,] 0.9999913 1.740396e-05 8.701979e-06
[122,] 0.9999905 1.909231e-05 9.546154e-06
[123,] 0.9999878 2.431305e-05 1.215653e-05
[124,] 0.9999978 4.429150e-06 2.214575e-06
[125,] 0.9999985 3.022249e-06 1.511124e-06
[126,] 0.9999994 1.207356e-06 6.036780e-07
[127,] 0.9999991 1.798642e-06 8.993208e-07
[128,] 0.9999995 9.592878e-07 4.796439e-07
[129,] 0.9999995 9.519687e-07 4.759843e-07
[130,] 0.9999994 1.231732e-06 6.158662e-07
[131,] 0.9999992 1.654424e-06 8.272119e-07
[132,] 0.9999991 1.727158e-06 8.635788e-07
[133,] 0.9999987 2.554494e-06 1.277247e-06
[134,] 0.9999981 3.702041e-06 1.851020e-06
[135,] 0.9999977 4.675950e-06 2.337975e-06
[136,] 0.9999988 2.332308e-06 1.166154e-06
[137,] 0.9999984 3.247395e-06 1.623697e-06
[138,] 0.9999987 2.666456e-06 1.333228e-06
[139,] 0.9999982 3.524267e-06 1.762133e-06
[140,] 0.9999974 5.263056e-06 2.631528e-06
[141,] 0.9999976 4.865502e-06 2.432751e-06
[142,] 0.9999963 7.358986e-06 3.679493e-06
[143,] 0.9999948 1.034996e-05 5.174979e-06
[144,] 0.9999975 5.073760e-06 2.536880e-06
[145,] 0.9999973 5.444067e-06 2.722034e-06
[146,] 0.9999977 4.511912e-06 2.255956e-06
[147,] 0.9999978 4.415338e-06 2.207669e-06
[148,] 0.9999967 6.602685e-06 3.301343e-06
[149,] 0.9999968 6.395747e-06 3.197873e-06
[150,] 0.9999953 9.327457e-06 4.663729e-06
[151,] 0.9999934 1.318189e-05 6.590947e-06
[152,] 0.9999916 1.685461e-05 8.427306e-06
[153,] 0.9999890 2.208141e-05 1.104070e-05
[154,] 0.9999857 2.868968e-05 1.434484e-05
[155,] 0.9999833 3.348714e-05 1.674357e-05
[156,] 0.9999872 2.569324e-05 1.284662e-05
[157,] 0.9999846 3.079632e-05 1.539816e-05
[158,] 0.9999775 4.496262e-05 2.248131e-05
[159,] 0.9999696 6.078240e-05 3.039120e-05
[160,] 0.9999996 7.966052e-07 3.983026e-07
[161,] 0.9999997 5.062242e-07 2.531121e-07
[162,] 0.9999997 6.982007e-07 3.491004e-07
[163,] 0.9999996 7.615331e-07 3.807666e-07
[164,] 0.9999999 2.009599e-07 1.004800e-07
[165,] 1.0000000 9.900364e-08 4.950182e-08
[166,] 0.9999999 1.312695e-07 6.563477e-08
[167,] 0.9999999 1.951782e-07 9.758909e-08
[168,] 0.9999999 2.957506e-07 1.478753e-07
[169,] 0.9999998 4.561488e-07 2.280744e-07
[170,] 0.9999999 1.442914e-07 7.214572e-08
[171,] 0.9999999 2.081131e-07 1.040565e-07
[172,] 0.9999999 1.096307e-07 5.481533e-08
[173,] 0.9999999 1.734641e-07 8.673206e-08
[174,] 0.9999999 1.902262e-07 9.511312e-08
[175,] 1.0000000 5.358859e-08 2.679430e-08
[176,] 1.0000000 8.071012e-08 4.035506e-08
[177,] 0.9999999 1.299159e-07 6.495794e-08
[178,] 0.9999999 2.050862e-07 1.025431e-07
[179,] 0.9999998 3.149745e-07 1.574873e-07
[180,] 0.9999997 5.082332e-07 2.541166e-07
[181,] 0.9999999 1.645669e-07 8.228347e-08
[182,] 0.9999999 2.374204e-07 1.187102e-07
[183,] 0.9999999 2.915876e-07 1.457938e-07
[184,] 0.9999999 2.369970e-07 1.184985e-07
[185,] 0.9999999 2.063581e-07 1.031791e-07
[186,] 0.9999999 2.938983e-07 1.469492e-07
[187,] 0.9999998 4.827842e-07 2.413921e-07
[188,] 0.9999997 6.797916e-07 3.398958e-07
[189,] 0.9999995 9.882165e-07 4.941083e-07
[190,] 0.9999992 1.543417e-06 7.717086e-07
[191,] 0.9999988 2.459402e-06 1.229701e-06
[192,] 0.9999980 4.028233e-06 2.014116e-06
[193,] 0.9999979 4.239353e-06 2.119677e-06
[194,] 0.9999968 6.424804e-06 3.212402e-06
[195,] 0.9999959 8.204553e-06 4.102276e-06
[196,] 0.9999942 1.169243e-05 5.846213e-06
[197,] 0.9999915 1.696763e-05 8.483815e-06
[198,] 0.9999996 7.526830e-07 3.763415e-07
[199,] 0.9999998 3.357816e-07 1.678908e-07
[200,] 0.9999999 1.873110e-07 9.365548e-08
[201,] 0.9999999 2.316708e-07 1.158354e-07
[202,] 0.9999999 1.219797e-07 6.098985e-08
[203,] 0.9999999 2.180585e-07 1.090292e-07
[204,] 0.9999999 2.548690e-07 1.274345e-07
[205,] 0.9999998 3.497973e-07 1.748987e-07
[206,] 0.9999997 5.871613e-07 2.935806e-07
[207,] 0.9999997 6.923057e-07 3.461529e-07
[208,] 0.9999994 1.109299e-06 5.546494e-07
[209,] 0.9999993 1.419205e-06 7.096024e-07
[210,] 0.9999997 6.630007e-07 3.315004e-07
[211,] 0.9999994 1.159827e-06 5.799134e-07
[212,] 0.9999991 1.858902e-06 9.294511e-07
[213,] 0.9999996 7.302040e-07 3.651020e-07
[214,] 0.9999995 1.045702e-06 5.228512e-07
[215,] 0.9999991 1.840060e-06 9.200298e-07
[216,] 0.9999987 2.646978e-06 1.323489e-06
[217,] 0.9999985 3.051112e-06 1.525556e-06
[218,] 0.9999975 5.019005e-06 2.509503e-06
[219,] 0.9999973 5.404211e-06 2.702105e-06
[220,] 0.9999986 2.729849e-06 1.364925e-06
[221,] 0.9999983 3.395024e-06 1.697512e-06
[222,] 0.9999970 6.002605e-06 3.001303e-06
[223,] 0.9999974 5.146464e-06 2.573232e-06
[224,] 0.9999962 7.617713e-06 3.808857e-06
[225,] 0.9999961 7.742480e-06 3.871240e-06
[226,] 0.9999935 1.305129e-05 6.525645e-06
[227,] 0.9999999 1.564610e-07 7.823049e-08
[228,] 0.9999999 2.609118e-07 1.304559e-07
[229,] 0.9999998 4.883316e-07 2.441658e-07
[230,] 0.9999998 4.932889e-07 2.466444e-07
[231,] 0.9999995 9.541574e-07 4.770787e-07
[232,] 0.9999993 1.440956e-06 7.204778e-07
[233,] 0.9999993 1.338517e-06 6.692586e-07
[234,] 0.9999986 2.750042e-06 1.375021e-06
[235,] 0.9999972 5.657916e-06 2.828958e-06
[236,] 0.9999944 1.121577e-05 5.607885e-06
[237,] 0.9999942 1.167689e-05 5.838445e-06
[238,] 0.9999941 1.181264e-05 5.906320e-06
[239,] 0.9999893 2.136368e-05 1.068184e-05
[240,] 0.9999820 3.597558e-05 1.798779e-05
[241,] 0.9999779 4.411969e-05 2.205984e-05
[242,] 0.9999663 6.747951e-05 3.373975e-05
[243,] 0.9999343 1.313377e-04 6.566884e-05
[244,] 0.9998726 2.548539e-04 1.274270e-04
[245,] 0.9997561 4.878329e-04 2.439165e-04
[246,] 0.9995512 8.976886e-04 4.488443e-04
[247,] 0.9993693 1.261303e-03 6.306517e-04
[248,] 0.9991764 1.647283e-03 8.236413e-04
[249,] 0.9986109 2.778104e-03 1.389052e-03
[250,] 0.9975253 4.949482e-03 2.474741e-03
[251,] 0.9979450 4.109920e-03 2.054960e-03
[252,] 0.9962611 7.477808e-03 3.738904e-03
[253,] 0.9946603 1.067943e-02 5.339717e-03
[254,] 0.9937138 1.257244e-02 6.286219e-03
[255,] 0.9937318 1.253631e-02 6.268155e-03
[256,] 0.9887381 2.252382e-02 1.126191e-02
[257,] 0.9894767 2.104658e-02 1.052329e-02
[258,] 0.9887261 2.254779e-02 1.127390e-02
[259,] 0.9984810 3.038046e-03 1.519023e-03
[260,] 0.9977864 4.427123e-03 2.213562e-03
[261,] 0.9977461 4.507710e-03 2.253855e-03
[262,] 0.9945676 1.086487e-02 5.432434e-03
[263,] 0.9917863 1.642734e-02 8.213668e-03
[264,] 0.9810440 3.791194e-02 1.895597e-02
[265,] 0.9692391 6.152171e-02 3.076086e-02
[266,] 0.9468148 1.063704e-01 5.318519e-02
[267,] 0.8896161 2.207677e-01 1.103839e-01
[268,] 0.7697641 4.604717e-01 2.302359e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1pzd31353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2423j1353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3bqg21353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4obis1353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5ba8x1353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5 6
22966.2254 -9356.2229 2196.7258 -53390.8644 16330.9491 -19420.9831
7 8 9 10 11 12
87780.3571 -10269.4953 1658.8366 -12446.0121 12801.4155 21366.6510
13 14 15 16 17 18
-4652.8113 -8543.1072 17898.2052 15965.9949 -52489.1784 24922.4291
19 20 21 22 23 24
21522.9768 -15458.4215 -12821.0139 -3958.5188 115333.4262 24323.2801
25 26 27 28 29 30
-34935.3356 -79163.0475 -40014.1708 -8805.8305 32341.9391 -1584.4023
31 32 33 34 35 36
19922.1360 14290.1593 -30315.9201 44445.5101 -6734.7384 29657.1475
37 38 39 40 41 42
23472.4206 29504.0476 72026.8267 1011.5810 5541.5586 23037.9470
43 44 45 46 47 48
-56377.4366 10256.7395 25234.0312 -3874.9120 -48245.6804 7054.6118
49 50 51 52 53 54
-13034.3113 -76634.7472 21720.4702 -14149.1398 -34168.1452 -41405.1841
55 56 57 58 59 60
-40492.6184 2316.5633 -9157.1016 67045.7677 -1819.1374 1161.5384
61 62 63 64 65 66
-6195.6249 3146.9297 -37997.8627 8924.2237 -73172.2191 13778.5706
67 68 69 70 71 72
44344.1059 7846.7155 -20731.7067 -14687.5182 10309.0670 41078.7856
73 74 75 76 77 78
20439.2360 -31141.1905 -39600.3893 -20092.7934 -14929.3954 -11964.0636
79 80 81 82 83 84
-9276.7421 8866.9520 1632.8307 -34935.4797 76969.0405 40933.6408
85 86 87 88 89 90
31686.7248 -25646.9151 -5999.8057 -10247.6673 63219.3805 22695.5714
91 92 93 94 95 96
-11741.6367 -2232.1969 -15154.1672 -1550.0224 14512.4083 33114.0674
97 98 99 100 101 102
38511.5654 -118194.1154 18673.0352 -29933.1990 436.1727 -8928.4148
103 104 105 106 107 108
40460.5009 6667.9683 4925.6239 9506.9570 -26937.1544 -29177.7217
109 110 111 112 113 114
2739.5971 20528.9046 -1404.0305 -5898.5326 -26952.7242 -1229.1839
115 116 117 118 119 120
-50671.5244 4161.5177 14149.7385 43365.3537 -1195.6808 -37978.9352
121 122 123 124 125 126
-12725.9576 -36147.9915 -44604.3480 -38045.9749 65985.7934 19357.7846
127 128 129 130 131 132
15176.7972 -31173.0567 17573.6520 2762.1412 -4232.6590 -26669.7508
133 134 135 136 137 138
15303.8777 -64447.0834 -30704.8020 47190.5489 5388.9818 45917.8918
139 140 141 142 143 144
-31489.9782 -14220.0160 -16986.5548 -25432.1841 7616.6100 -3951.7111
145 146 147 148 149 150
12891.2141 -40841.8940 4753.0287 -26224.8690 -5083.9128 4545.8727
151 152 153 154 155 156
32796.3624 -1049.9564 -7041.8715 46009.6082 24225.3332 24764.0212
157 158 159 160 161 162
31985.9288 6079.9042 -16442.5932 6804.2089 6606.7515 -1009.5985
163 164 165 166 167 168
-11273.1711 19133.2486 -24818.6892 28323.6811 -25276.1638 5995.7574
169 170 171 172 173 174
12537.9025 92211.0785 20735.3094 -25488.0357 24860.6607 16164.7647
175 176 177 178 179 180
-56796.8618 15555.7215 -23239.1544 12613.1162 -8860.9556 40970.2286
181 182 183 184 185 186
-21469.0401 -36355.4731 12470.1873 8500.5613 12156.3724 8635.2646
187 188 189 190 191 192
17323.7650 19859.5031 -1114.0958 3231.3447 27536.9479 19019.3126
193 194 195 196 197 198
-25672.0784 -43083.7943 8345.1547 -10470.2505 -4278.3825 1072.5145
199 200 201 202 203 204
-24562.8583 -18980.7781 1881.3863 -6209.3647 23110.6038 10446.4838
205 206 207 208 209 210
-29022.1581 -7793.7182 -9714.0874 55216.5177 25758.5275 16998.1139
211 212 213 214 215 216
10045.8756 16673.0705 -3808.8997 18707.8995 -25256.4138 -11267.9243
217 218 219 220 221 222
-24880.3301 5407.3699 7761.1184 35352.2664 -11524.1718 -25586.7869
223 224 225 226 227 228
-67748.2572 2154.5857 4092.1401 -10405.1912 13505.9375 -33020.7336
229 230 231 232 233 234
-37313.3286 -42856.3273 -12311.8855 -10925.0305 -31261.7801 -9793.3000
235 236 237 238 239 240
-30807.0074 -7831.1095 60035.8495 -16528.4532 -12325.3779 -20936.9476
241 242 243 244 245 246
5377.5378 -25287.0608 -15423.4507 -1200.9795 -2424.4675 -4178.3101
247 248 249 250 251 252
-28890.0649 30134.7625 12684.0656 -5943.3290 17041.9758 2748.1988
253 254 255 256 257 258
14031.7684 3899.0110 -2676.4694 11515.1650 -8553.0664 20905.3210
259 260 261 262 263 264
15175.7496 9658.2255 -11789.4809 2842.3915 11517.2046 -8981.9918
265 266 267 268 269 270
-6600.4070 12677.4847 -16419.5198 -3565.3295 54681.1336 -17630.5132
271 272 273 274 275 276
-17945.5346 15596.4161 9718.6834 10270.6177 12221.1902 -9532.4188
277 278 279 280 281 282
17259.4080 13049.7293 -3180.7627 19573.0696 2821.1941 26124.6472
283 284 285 286 287 288
7953.0655 18625.2671 16614.3159 -25775.8727 2480.3725 -19446.2881
289
6289.4691
> postscript(file="/var/wessaorg/rcomp/tmp/6wzdg1353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 22966.2254 NA
1 -9356.2229 22966.2254
2 2196.7258 -9356.2229
3 -53390.8644 2196.7258
4 16330.9491 -53390.8644
5 -19420.9831 16330.9491
6 87780.3571 -19420.9831
7 -10269.4953 87780.3571
8 1658.8366 -10269.4953
9 -12446.0121 1658.8366
10 12801.4155 -12446.0121
11 21366.6510 12801.4155
12 -4652.8113 21366.6510
13 -8543.1072 -4652.8113
14 17898.2052 -8543.1072
15 15965.9949 17898.2052
16 -52489.1784 15965.9949
17 24922.4291 -52489.1784
18 21522.9768 24922.4291
19 -15458.4215 21522.9768
20 -12821.0139 -15458.4215
21 -3958.5188 -12821.0139
22 115333.4262 -3958.5188
23 24323.2801 115333.4262
24 -34935.3356 24323.2801
25 -79163.0475 -34935.3356
26 -40014.1708 -79163.0475
27 -8805.8305 -40014.1708
28 32341.9391 -8805.8305
29 -1584.4023 32341.9391
30 19922.1360 -1584.4023
31 14290.1593 19922.1360
32 -30315.9201 14290.1593
33 44445.5101 -30315.9201
34 -6734.7384 44445.5101
35 29657.1475 -6734.7384
36 23472.4206 29657.1475
37 29504.0476 23472.4206
38 72026.8267 29504.0476
39 1011.5810 72026.8267
40 5541.5586 1011.5810
41 23037.9470 5541.5586
42 -56377.4366 23037.9470
43 10256.7395 -56377.4366
44 25234.0312 10256.7395
45 -3874.9120 25234.0312
46 -48245.6804 -3874.9120
47 7054.6118 -48245.6804
48 -13034.3113 7054.6118
49 -76634.7472 -13034.3113
50 21720.4702 -76634.7472
51 -14149.1398 21720.4702
52 -34168.1452 -14149.1398
53 -41405.1841 -34168.1452
54 -40492.6184 -41405.1841
55 2316.5633 -40492.6184
56 -9157.1016 2316.5633
57 67045.7677 -9157.1016
58 -1819.1374 67045.7677
59 1161.5384 -1819.1374
60 -6195.6249 1161.5384
61 3146.9297 -6195.6249
62 -37997.8627 3146.9297
63 8924.2237 -37997.8627
64 -73172.2191 8924.2237
65 13778.5706 -73172.2191
66 44344.1059 13778.5706
67 7846.7155 44344.1059
68 -20731.7067 7846.7155
69 -14687.5182 -20731.7067
70 10309.0670 -14687.5182
71 41078.7856 10309.0670
72 20439.2360 41078.7856
73 -31141.1905 20439.2360
74 -39600.3893 -31141.1905
75 -20092.7934 -39600.3893
76 -14929.3954 -20092.7934
77 -11964.0636 -14929.3954
78 -9276.7421 -11964.0636
79 8866.9520 -9276.7421
80 1632.8307 8866.9520
81 -34935.4797 1632.8307
82 76969.0405 -34935.4797
83 40933.6408 76969.0405
84 31686.7248 40933.6408
85 -25646.9151 31686.7248
86 -5999.8057 -25646.9151
87 -10247.6673 -5999.8057
88 63219.3805 -10247.6673
89 22695.5714 63219.3805
90 -11741.6367 22695.5714
91 -2232.1969 -11741.6367
92 -15154.1672 -2232.1969
93 -1550.0224 -15154.1672
94 14512.4083 -1550.0224
95 33114.0674 14512.4083
96 38511.5654 33114.0674
97 -118194.1154 38511.5654
98 18673.0352 -118194.1154
99 -29933.1990 18673.0352
100 436.1727 -29933.1990
101 -8928.4148 436.1727
102 40460.5009 -8928.4148
103 6667.9683 40460.5009
104 4925.6239 6667.9683
105 9506.9570 4925.6239
106 -26937.1544 9506.9570
107 -29177.7217 -26937.1544
108 2739.5971 -29177.7217
109 20528.9046 2739.5971
110 -1404.0305 20528.9046
111 -5898.5326 -1404.0305
112 -26952.7242 -5898.5326
113 -1229.1839 -26952.7242
114 -50671.5244 -1229.1839
115 4161.5177 -50671.5244
116 14149.7385 4161.5177
117 43365.3537 14149.7385
118 -1195.6808 43365.3537
119 -37978.9352 -1195.6808
120 -12725.9576 -37978.9352
121 -36147.9915 -12725.9576
122 -44604.3480 -36147.9915
123 -38045.9749 -44604.3480
124 65985.7934 -38045.9749
125 19357.7846 65985.7934
126 15176.7972 19357.7846
127 -31173.0567 15176.7972
128 17573.6520 -31173.0567
129 2762.1412 17573.6520
130 -4232.6590 2762.1412
131 -26669.7508 -4232.6590
132 15303.8777 -26669.7508
133 -64447.0834 15303.8777
134 -30704.8020 -64447.0834
135 47190.5489 -30704.8020
136 5388.9818 47190.5489
137 45917.8918 5388.9818
138 -31489.9782 45917.8918
139 -14220.0160 -31489.9782
140 -16986.5548 -14220.0160
141 -25432.1841 -16986.5548
142 7616.6100 -25432.1841
143 -3951.7111 7616.6100
144 12891.2141 -3951.7111
145 -40841.8940 12891.2141
146 4753.0287 -40841.8940
147 -26224.8690 4753.0287
148 -5083.9128 -26224.8690
149 4545.8727 -5083.9128
150 32796.3624 4545.8727
151 -1049.9564 32796.3624
152 -7041.8715 -1049.9564
153 46009.6082 -7041.8715
154 24225.3332 46009.6082
155 24764.0212 24225.3332
156 31985.9288 24764.0212
157 6079.9042 31985.9288
158 -16442.5932 6079.9042
159 6804.2089 -16442.5932
160 6606.7515 6804.2089
161 -1009.5985 6606.7515
162 -11273.1711 -1009.5985
163 19133.2486 -11273.1711
164 -24818.6892 19133.2486
165 28323.6811 -24818.6892
166 -25276.1638 28323.6811
167 5995.7574 -25276.1638
168 12537.9025 5995.7574
169 92211.0785 12537.9025
170 20735.3094 92211.0785
171 -25488.0357 20735.3094
172 24860.6607 -25488.0357
173 16164.7647 24860.6607
174 -56796.8618 16164.7647
175 15555.7215 -56796.8618
176 -23239.1544 15555.7215
177 12613.1162 -23239.1544
178 -8860.9556 12613.1162
179 40970.2286 -8860.9556
180 -21469.0401 40970.2286
181 -36355.4731 -21469.0401
182 12470.1873 -36355.4731
183 8500.5613 12470.1873
184 12156.3724 8500.5613
185 8635.2646 12156.3724
186 17323.7650 8635.2646
187 19859.5031 17323.7650
188 -1114.0958 19859.5031
189 3231.3447 -1114.0958
190 27536.9479 3231.3447
191 19019.3126 27536.9479
192 -25672.0784 19019.3126
193 -43083.7943 -25672.0784
194 8345.1547 -43083.7943
195 -10470.2505 8345.1547
196 -4278.3825 -10470.2505
197 1072.5145 -4278.3825
198 -24562.8583 1072.5145
199 -18980.7781 -24562.8583
200 1881.3863 -18980.7781
201 -6209.3647 1881.3863
202 23110.6038 -6209.3647
203 10446.4838 23110.6038
204 -29022.1581 10446.4838
205 -7793.7182 -29022.1581
206 -9714.0874 -7793.7182
207 55216.5177 -9714.0874
208 25758.5275 55216.5177
209 16998.1139 25758.5275
210 10045.8756 16998.1139
211 16673.0705 10045.8756
212 -3808.8997 16673.0705
213 18707.8995 -3808.8997
214 -25256.4138 18707.8995
215 -11267.9243 -25256.4138
216 -24880.3301 -11267.9243
217 5407.3699 -24880.3301
218 7761.1184 5407.3699
219 35352.2664 7761.1184
220 -11524.1718 35352.2664
221 -25586.7869 -11524.1718
222 -67748.2572 -25586.7869
223 2154.5857 -67748.2572
224 4092.1401 2154.5857
225 -10405.1912 4092.1401
226 13505.9375 -10405.1912
227 -33020.7336 13505.9375
228 -37313.3286 -33020.7336
229 -42856.3273 -37313.3286
230 -12311.8855 -42856.3273
231 -10925.0305 -12311.8855
232 -31261.7801 -10925.0305
233 -9793.3000 -31261.7801
234 -30807.0074 -9793.3000
235 -7831.1095 -30807.0074
236 60035.8495 -7831.1095
237 -16528.4532 60035.8495
238 -12325.3779 -16528.4532
239 -20936.9476 -12325.3779
240 5377.5378 -20936.9476
241 -25287.0608 5377.5378
242 -15423.4507 -25287.0608
243 -1200.9795 -15423.4507
244 -2424.4675 -1200.9795
245 -4178.3101 -2424.4675
246 -28890.0649 -4178.3101
247 30134.7625 -28890.0649
248 12684.0656 30134.7625
249 -5943.3290 12684.0656
250 17041.9758 -5943.3290
251 2748.1988 17041.9758
252 14031.7684 2748.1988
253 3899.0110 14031.7684
254 -2676.4694 3899.0110
255 11515.1650 -2676.4694
256 -8553.0664 11515.1650
257 20905.3210 -8553.0664
258 15175.7496 20905.3210
259 9658.2255 15175.7496
260 -11789.4809 9658.2255
261 2842.3915 -11789.4809
262 11517.2046 2842.3915
263 -8981.9918 11517.2046
264 -6600.4070 -8981.9918
265 12677.4847 -6600.4070
266 -16419.5198 12677.4847
267 -3565.3295 -16419.5198
268 54681.1336 -3565.3295
269 -17630.5132 54681.1336
270 -17945.5346 -17630.5132
271 15596.4161 -17945.5346
272 9718.6834 15596.4161
273 10270.6177 9718.6834
274 12221.1902 10270.6177
275 -9532.4188 12221.1902
276 17259.4080 -9532.4188
277 13049.7293 17259.4080
278 -3180.7627 13049.7293
279 19573.0696 -3180.7627
280 2821.1941 19573.0696
281 26124.6472 2821.1941
282 7953.0655 26124.6472
283 18625.2671 7953.0655
284 16614.3159 18625.2671
285 -25775.8727 16614.3159
286 2480.3725 -25775.8727
287 -19446.2881 2480.3725
288 6289.4691 -19446.2881
289 NA 6289.4691
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -9356.2229 22966.2254
[2,] 2196.7258 -9356.2229
[3,] -53390.8644 2196.7258
[4,] 16330.9491 -53390.8644
[5,] -19420.9831 16330.9491
[6,] 87780.3571 -19420.9831
[7,] -10269.4953 87780.3571
[8,] 1658.8366 -10269.4953
[9,] -12446.0121 1658.8366
[10,] 12801.4155 -12446.0121
[11,] 21366.6510 12801.4155
[12,] -4652.8113 21366.6510
[13,] -8543.1072 -4652.8113
[14,] 17898.2052 -8543.1072
[15,] 15965.9949 17898.2052
[16,] -52489.1784 15965.9949
[17,] 24922.4291 -52489.1784
[18,] 21522.9768 24922.4291
[19,] -15458.4215 21522.9768
[20,] -12821.0139 -15458.4215
[21,] -3958.5188 -12821.0139
[22,] 115333.4262 -3958.5188
[23,] 24323.2801 115333.4262
[24,] -34935.3356 24323.2801
[25,] -79163.0475 -34935.3356
[26,] -40014.1708 -79163.0475
[27,] -8805.8305 -40014.1708
[28,] 32341.9391 -8805.8305
[29,] -1584.4023 32341.9391
[30,] 19922.1360 -1584.4023
[31,] 14290.1593 19922.1360
[32,] -30315.9201 14290.1593
[33,] 44445.5101 -30315.9201
[34,] -6734.7384 44445.5101
[35,] 29657.1475 -6734.7384
[36,] 23472.4206 29657.1475
[37,] 29504.0476 23472.4206
[38,] 72026.8267 29504.0476
[39,] 1011.5810 72026.8267
[40,] 5541.5586 1011.5810
[41,] 23037.9470 5541.5586
[42,] -56377.4366 23037.9470
[43,] 10256.7395 -56377.4366
[44,] 25234.0312 10256.7395
[45,] -3874.9120 25234.0312
[46,] -48245.6804 -3874.9120
[47,] 7054.6118 -48245.6804
[48,] -13034.3113 7054.6118
[49,] -76634.7472 -13034.3113
[50,] 21720.4702 -76634.7472
[51,] -14149.1398 21720.4702
[52,] -34168.1452 -14149.1398
[53,] -41405.1841 -34168.1452
[54,] -40492.6184 -41405.1841
[55,] 2316.5633 -40492.6184
[56,] -9157.1016 2316.5633
[57,] 67045.7677 -9157.1016
[58,] -1819.1374 67045.7677
[59,] 1161.5384 -1819.1374
[60,] -6195.6249 1161.5384
[61,] 3146.9297 -6195.6249
[62,] -37997.8627 3146.9297
[63,] 8924.2237 -37997.8627
[64,] -73172.2191 8924.2237
[65,] 13778.5706 -73172.2191
[66,] 44344.1059 13778.5706
[67,] 7846.7155 44344.1059
[68,] -20731.7067 7846.7155
[69,] -14687.5182 -20731.7067
[70,] 10309.0670 -14687.5182
[71,] 41078.7856 10309.0670
[72,] 20439.2360 41078.7856
[73,] -31141.1905 20439.2360
[74,] -39600.3893 -31141.1905
[75,] -20092.7934 -39600.3893
[76,] -14929.3954 -20092.7934
[77,] -11964.0636 -14929.3954
[78,] -9276.7421 -11964.0636
[79,] 8866.9520 -9276.7421
[80,] 1632.8307 8866.9520
[81,] -34935.4797 1632.8307
[82,] 76969.0405 -34935.4797
[83,] 40933.6408 76969.0405
[84,] 31686.7248 40933.6408
[85,] -25646.9151 31686.7248
[86,] -5999.8057 -25646.9151
[87,] -10247.6673 -5999.8057
[88,] 63219.3805 -10247.6673
[89,] 22695.5714 63219.3805
[90,] -11741.6367 22695.5714
[91,] -2232.1969 -11741.6367
[92,] -15154.1672 -2232.1969
[93,] -1550.0224 -15154.1672
[94,] 14512.4083 -1550.0224
[95,] 33114.0674 14512.4083
[96,] 38511.5654 33114.0674
[97,] -118194.1154 38511.5654
[98,] 18673.0352 -118194.1154
[99,] -29933.1990 18673.0352
[100,] 436.1727 -29933.1990
[101,] -8928.4148 436.1727
[102,] 40460.5009 -8928.4148
[103,] 6667.9683 40460.5009
[104,] 4925.6239 6667.9683
[105,] 9506.9570 4925.6239
[106,] -26937.1544 9506.9570
[107,] -29177.7217 -26937.1544
[108,] 2739.5971 -29177.7217
[109,] 20528.9046 2739.5971
[110,] -1404.0305 20528.9046
[111,] -5898.5326 -1404.0305
[112,] -26952.7242 -5898.5326
[113,] -1229.1839 -26952.7242
[114,] -50671.5244 -1229.1839
[115,] 4161.5177 -50671.5244
[116,] 14149.7385 4161.5177
[117,] 43365.3537 14149.7385
[118,] -1195.6808 43365.3537
[119,] -37978.9352 -1195.6808
[120,] -12725.9576 -37978.9352
[121,] -36147.9915 -12725.9576
[122,] -44604.3480 -36147.9915
[123,] -38045.9749 -44604.3480
[124,] 65985.7934 -38045.9749
[125,] 19357.7846 65985.7934
[126,] 15176.7972 19357.7846
[127,] -31173.0567 15176.7972
[128,] 17573.6520 -31173.0567
[129,] 2762.1412 17573.6520
[130,] -4232.6590 2762.1412
[131,] -26669.7508 -4232.6590
[132,] 15303.8777 -26669.7508
[133,] -64447.0834 15303.8777
[134,] -30704.8020 -64447.0834
[135,] 47190.5489 -30704.8020
[136,] 5388.9818 47190.5489
[137,] 45917.8918 5388.9818
[138,] -31489.9782 45917.8918
[139,] -14220.0160 -31489.9782
[140,] -16986.5548 -14220.0160
[141,] -25432.1841 -16986.5548
[142,] 7616.6100 -25432.1841
[143,] -3951.7111 7616.6100
[144,] 12891.2141 -3951.7111
[145,] -40841.8940 12891.2141
[146,] 4753.0287 -40841.8940
[147,] -26224.8690 4753.0287
[148,] -5083.9128 -26224.8690
[149,] 4545.8727 -5083.9128
[150,] 32796.3624 4545.8727
[151,] -1049.9564 32796.3624
[152,] -7041.8715 -1049.9564
[153,] 46009.6082 -7041.8715
[154,] 24225.3332 46009.6082
[155,] 24764.0212 24225.3332
[156,] 31985.9288 24764.0212
[157,] 6079.9042 31985.9288
[158,] -16442.5932 6079.9042
[159,] 6804.2089 -16442.5932
[160,] 6606.7515 6804.2089
[161,] -1009.5985 6606.7515
[162,] -11273.1711 -1009.5985
[163,] 19133.2486 -11273.1711
[164,] -24818.6892 19133.2486
[165,] 28323.6811 -24818.6892
[166,] -25276.1638 28323.6811
[167,] 5995.7574 -25276.1638
[168,] 12537.9025 5995.7574
[169,] 92211.0785 12537.9025
[170,] 20735.3094 92211.0785
[171,] -25488.0357 20735.3094
[172,] 24860.6607 -25488.0357
[173,] 16164.7647 24860.6607
[174,] -56796.8618 16164.7647
[175,] 15555.7215 -56796.8618
[176,] -23239.1544 15555.7215
[177,] 12613.1162 -23239.1544
[178,] -8860.9556 12613.1162
[179,] 40970.2286 -8860.9556
[180,] -21469.0401 40970.2286
[181,] -36355.4731 -21469.0401
[182,] 12470.1873 -36355.4731
[183,] 8500.5613 12470.1873
[184,] 12156.3724 8500.5613
[185,] 8635.2646 12156.3724
[186,] 17323.7650 8635.2646
[187,] 19859.5031 17323.7650
[188,] -1114.0958 19859.5031
[189,] 3231.3447 -1114.0958
[190,] 27536.9479 3231.3447
[191,] 19019.3126 27536.9479
[192,] -25672.0784 19019.3126
[193,] -43083.7943 -25672.0784
[194,] 8345.1547 -43083.7943
[195,] -10470.2505 8345.1547
[196,] -4278.3825 -10470.2505
[197,] 1072.5145 -4278.3825
[198,] -24562.8583 1072.5145
[199,] -18980.7781 -24562.8583
[200,] 1881.3863 -18980.7781
[201,] -6209.3647 1881.3863
[202,] 23110.6038 -6209.3647
[203,] 10446.4838 23110.6038
[204,] -29022.1581 10446.4838
[205,] -7793.7182 -29022.1581
[206,] -9714.0874 -7793.7182
[207,] 55216.5177 -9714.0874
[208,] 25758.5275 55216.5177
[209,] 16998.1139 25758.5275
[210,] 10045.8756 16998.1139
[211,] 16673.0705 10045.8756
[212,] -3808.8997 16673.0705
[213,] 18707.8995 -3808.8997
[214,] -25256.4138 18707.8995
[215,] -11267.9243 -25256.4138
[216,] -24880.3301 -11267.9243
[217,] 5407.3699 -24880.3301
[218,] 7761.1184 5407.3699
[219,] 35352.2664 7761.1184
[220,] -11524.1718 35352.2664
[221,] -25586.7869 -11524.1718
[222,] -67748.2572 -25586.7869
[223,] 2154.5857 -67748.2572
[224,] 4092.1401 2154.5857
[225,] -10405.1912 4092.1401
[226,] 13505.9375 -10405.1912
[227,] -33020.7336 13505.9375
[228,] -37313.3286 -33020.7336
[229,] -42856.3273 -37313.3286
[230,] -12311.8855 -42856.3273
[231,] -10925.0305 -12311.8855
[232,] -31261.7801 -10925.0305
[233,] -9793.3000 -31261.7801
[234,] -30807.0074 -9793.3000
[235,] -7831.1095 -30807.0074
[236,] 60035.8495 -7831.1095
[237,] -16528.4532 60035.8495
[238,] -12325.3779 -16528.4532
[239,] -20936.9476 -12325.3779
[240,] 5377.5378 -20936.9476
[241,] -25287.0608 5377.5378
[242,] -15423.4507 -25287.0608
[243,] -1200.9795 -15423.4507
[244,] -2424.4675 -1200.9795
[245,] -4178.3101 -2424.4675
[246,] -28890.0649 -4178.3101
[247,] 30134.7625 -28890.0649
[248,] 12684.0656 30134.7625
[249,] -5943.3290 12684.0656
[250,] 17041.9758 -5943.3290
[251,] 2748.1988 17041.9758
[252,] 14031.7684 2748.1988
[253,] 3899.0110 14031.7684
[254,] -2676.4694 3899.0110
[255,] 11515.1650 -2676.4694
[256,] -8553.0664 11515.1650
[257,] 20905.3210 -8553.0664
[258,] 15175.7496 20905.3210
[259,] 9658.2255 15175.7496
[260,] -11789.4809 9658.2255
[261,] 2842.3915 -11789.4809
[262,] 11517.2046 2842.3915
[263,] -8981.9918 11517.2046
[264,] -6600.4070 -8981.9918
[265,] 12677.4847 -6600.4070
[266,] -16419.5198 12677.4847
[267,] -3565.3295 -16419.5198
[268,] 54681.1336 -3565.3295
[269,] -17630.5132 54681.1336
[270,] -17945.5346 -17630.5132
[271,] 15596.4161 -17945.5346
[272,] 9718.6834 15596.4161
[273,] 10270.6177 9718.6834
[274,] 12221.1902 10270.6177
[275,] -9532.4188 12221.1902
[276,] 17259.4080 -9532.4188
[277,] 13049.7293 17259.4080
[278,] -3180.7627 13049.7293
[279,] 19573.0696 -3180.7627
[280,] 2821.1941 19573.0696
[281,] 26124.6472 2821.1941
[282,] 7953.0655 26124.6472
[283,] 18625.2671 7953.0655
[284,] 16614.3159 18625.2671
[285,] -25775.8727 16614.3159
[286,] 2480.3725 -25775.8727
[287,] -19446.2881 2480.3725
[288,] 6289.4691 -19446.2881
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -9356.2229 22966.2254
2 2196.7258 -9356.2229
3 -53390.8644 2196.7258
4 16330.9491 -53390.8644
5 -19420.9831 16330.9491
6 87780.3571 -19420.9831
7 -10269.4953 87780.3571
8 1658.8366 -10269.4953
9 -12446.0121 1658.8366
10 12801.4155 -12446.0121
11 21366.6510 12801.4155
12 -4652.8113 21366.6510
13 -8543.1072 -4652.8113
14 17898.2052 -8543.1072
15 15965.9949 17898.2052
16 -52489.1784 15965.9949
17 24922.4291 -52489.1784
18 21522.9768 24922.4291
19 -15458.4215 21522.9768
20 -12821.0139 -15458.4215
21 -3958.5188 -12821.0139
22 115333.4262 -3958.5188
23 24323.2801 115333.4262
24 -34935.3356 24323.2801
25 -79163.0475 -34935.3356
26 -40014.1708 -79163.0475
27 -8805.8305 -40014.1708
28 32341.9391 -8805.8305
29 -1584.4023 32341.9391
30 19922.1360 -1584.4023
31 14290.1593 19922.1360
32 -30315.9201 14290.1593
33 44445.5101 -30315.9201
34 -6734.7384 44445.5101
35 29657.1475 -6734.7384
36 23472.4206 29657.1475
37 29504.0476 23472.4206
38 72026.8267 29504.0476
39 1011.5810 72026.8267
40 5541.5586 1011.5810
41 23037.9470 5541.5586
42 -56377.4366 23037.9470
43 10256.7395 -56377.4366
44 25234.0312 10256.7395
45 -3874.9120 25234.0312
46 -48245.6804 -3874.9120
47 7054.6118 -48245.6804
48 -13034.3113 7054.6118
49 -76634.7472 -13034.3113
50 21720.4702 -76634.7472
51 -14149.1398 21720.4702
52 -34168.1452 -14149.1398
53 -41405.1841 -34168.1452
54 -40492.6184 -41405.1841
55 2316.5633 -40492.6184
56 -9157.1016 2316.5633
57 67045.7677 -9157.1016
58 -1819.1374 67045.7677
59 1161.5384 -1819.1374
60 -6195.6249 1161.5384
61 3146.9297 -6195.6249
62 -37997.8627 3146.9297
63 8924.2237 -37997.8627
64 -73172.2191 8924.2237
65 13778.5706 -73172.2191
66 44344.1059 13778.5706
67 7846.7155 44344.1059
68 -20731.7067 7846.7155
69 -14687.5182 -20731.7067
70 10309.0670 -14687.5182
71 41078.7856 10309.0670
72 20439.2360 41078.7856
73 -31141.1905 20439.2360
74 -39600.3893 -31141.1905
75 -20092.7934 -39600.3893
76 -14929.3954 -20092.7934
77 -11964.0636 -14929.3954
78 -9276.7421 -11964.0636
79 8866.9520 -9276.7421
80 1632.8307 8866.9520
81 -34935.4797 1632.8307
82 76969.0405 -34935.4797
83 40933.6408 76969.0405
84 31686.7248 40933.6408
85 -25646.9151 31686.7248
86 -5999.8057 -25646.9151
87 -10247.6673 -5999.8057
88 63219.3805 -10247.6673
89 22695.5714 63219.3805
90 -11741.6367 22695.5714
91 -2232.1969 -11741.6367
92 -15154.1672 -2232.1969
93 -1550.0224 -15154.1672
94 14512.4083 -1550.0224
95 33114.0674 14512.4083
96 38511.5654 33114.0674
97 -118194.1154 38511.5654
98 18673.0352 -118194.1154
99 -29933.1990 18673.0352
100 436.1727 -29933.1990
101 -8928.4148 436.1727
102 40460.5009 -8928.4148
103 6667.9683 40460.5009
104 4925.6239 6667.9683
105 9506.9570 4925.6239
106 -26937.1544 9506.9570
107 -29177.7217 -26937.1544
108 2739.5971 -29177.7217
109 20528.9046 2739.5971
110 -1404.0305 20528.9046
111 -5898.5326 -1404.0305
112 -26952.7242 -5898.5326
113 -1229.1839 -26952.7242
114 -50671.5244 -1229.1839
115 4161.5177 -50671.5244
116 14149.7385 4161.5177
117 43365.3537 14149.7385
118 -1195.6808 43365.3537
119 -37978.9352 -1195.6808
120 -12725.9576 -37978.9352
121 -36147.9915 -12725.9576
122 -44604.3480 -36147.9915
123 -38045.9749 -44604.3480
124 65985.7934 -38045.9749
125 19357.7846 65985.7934
126 15176.7972 19357.7846
127 -31173.0567 15176.7972
128 17573.6520 -31173.0567
129 2762.1412 17573.6520
130 -4232.6590 2762.1412
131 -26669.7508 -4232.6590
132 15303.8777 -26669.7508
133 -64447.0834 15303.8777
134 -30704.8020 -64447.0834
135 47190.5489 -30704.8020
136 5388.9818 47190.5489
137 45917.8918 5388.9818
138 -31489.9782 45917.8918
139 -14220.0160 -31489.9782
140 -16986.5548 -14220.0160
141 -25432.1841 -16986.5548
142 7616.6100 -25432.1841
143 -3951.7111 7616.6100
144 12891.2141 -3951.7111
145 -40841.8940 12891.2141
146 4753.0287 -40841.8940
147 -26224.8690 4753.0287
148 -5083.9128 -26224.8690
149 4545.8727 -5083.9128
150 32796.3624 4545.8727
151 -1049.9564 32796.3624
152 -7041.8715 -1049.9564
153 46009.6082 -7041.8715
154 24225.3332 46009.6082
155 24764.0212 24225.3332
156 31985.9288 24764.0212
157 6079.9042 31985.9288
158 -16442.5932 6079.9042
159 6804.2089 -16442.5932
160 6606.7515 6804.2089
161 -1009.5985 6606.7515
162 -11273.1711 -1009.5985
163 19133.2486 -11273.1711
164 -24818.6892 19133.2486
165 28323.6811 -24818.6892
166 -25276.1638 28323.6811
167 5995.7574 -25276.1638
168 12537.9025 5995.7574
169 92211.0785 12537.9025
170 20735.3094 92211.0785
171 -25488.0357 20735.3094
172 24860.6607 -25488.0357
173 16164.7647 24860.6607
174 -56796.8618 16164.7647
175 15555.7215 -56796.8618
176 -23239.1544 15555.7215
177 12613.1162 -23239.1544
178 -8860.9556 12613.1162
179 40970.2286 -8860.9556
180 -21469.0401 40970.2286
181 -36355.4731 -21469.0401
182 12470.1873 -36355.4731
183 8500.5613 12470.1873
184 12156.3724 8500.5613
185 8635.2646 12156.3724
186 17323.7650 8635.2646
187 19859.5031 17323.7650
188 -1114.0958 19859.5031
189 3231.3447 -1114.0958
190 27536.9479 3231.3447
191 19019.3126 27536.9479
192 -25672.0784 19019.3126
193 -43083.7943 -25672.0784
194 8345.1547 -43083.7943
195 -10470.2505 8345.1547
196 -4278.3825 -10470.2505
197 1072.5145 -4278.3825
198 -24562.8583 1072.5145
199 -18980.7781 -24562.8583
200 1881.3863 -18980.7781
201 -6209.3647 1881.3863
202 23110.6038 -6209.3647
203 10446.4838 23110.6038
204 -29022.1581 10446.4838
205 -7793.7182 -29022.1581
206 -9714.0874 -7793.7182
207 55216.5177 -9714.0874
208 25758.5275 55216.5177
209 16998.1139 25758.5275
210 10045.8756 16998.1139
211 16673.0705 10045.8756
212 -3808.8997 16673.0705
213 18707.8995 -3808.8997
214 -25256.4138 18707.8995
215 -11267.9243 -25256.4138
216 -24880.3301 -11267.9243
217 5407.3699 -24880.3301
218 7761.1184 5407.3699
219 35352.2664 7761.1184
220 -11524.1718 35352.2664
221 -25586.7869 -11524.1718
222 -67748.2572 -25586.7869
223 2154.5857 -67748.2572
224 4092.1401 2154.5857
225 -10405.1912 4092.1401
226 13505.9375 -10405.1912
227 -33020.7336 13505.9375
228 -37313.3286 -33020.7336
229 -42856.3273 -37313.3286
230 -12311.8855 -42856.3273
231 -10925.0305 -12311.8855
232 -31261.7801 -10925.0305
233 -9793.3000 -31261.7801
234 -30807.0074 -9793.3000
235 -7831.1095 -30807.0074
236 60035.8495 -7831.1095
237 -16528.4532 60035.8495
238 -12325.3779 -16528.4532
239 -20936.9476 -12325.3779
240 5377.5378 -20936.9476
241 -25287.0608 5377.5378
242 -15423.4507 -25287.0608
243 -1200.9795 -15423.4507
244 -2424.4675 -1200.9795
245 -4178.3101 -2424.4675
246 -28890.0649 -4178.3101
247 30134.7625 -28890.0649
248 12684.0656 30134.7625
249 -5943.3290 12684.0656
250 17041.9758 -5943.3290
251 2748.1988 17041.9758
252 14031.7684 2748.1988
253 3899.0110 14031.7684
254 -2676.4694 3899.0110
255 11515.1650 -2676.4694
256 -8553.0664 11515.1650
257 20905.3210 -8553.0664
258 15175.7496 20905.3210
259 9658.2255 15175.7496
260 -11789.4809 9658.2255
261 2842.3915 -11789.4809
262 11517.2046 2842.3915
263 -8981.9918 11517.2046
264 -6600.4070 -8981.9918
265 12677.4847 -6600.4070
266 -16419.5198 12677.4847
267 -3565.3295 -16419.5198
268 54681.1336 -3565.3295
269 -17630.5132 54681.1336
270 -17945.5346 -17630.5132
271 15596.4161 -17945.5346
272 9718.6834 15596.4161
273 10270.6177 9718.6834
274 12221.1902 10270.6177
275 -9532.4188 12221.1902
276 17259.4080 -9532.4188
277 13049.7293 17259.4080
278 -3180.7627 13049.7293
279 19573.0696 -3180.7627
280 2821.1941 19573.0696
281 26124.6472 2821.1941
282 7953.0655 26124.6472
283 18625.2671 7953.0655
284 16614.3159 18625.2671
285 -25775.8727 16614.3159
286 2480.3725 -25775.8727
287 -19446.2881 2480.3725
288 6289.4691 -19446.2881
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/7pb831353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/86fe01353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9pplc1353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/105nww1353256744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/116lym1353256744.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12yau01353256744.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13qj0b1353256744.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/144hpu1353256744.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/15evdx1353256744.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/164yp31353256744.tab")
+ }
>
> try(system("convert tmp/1pzd31353256744.ps tmp/1pzd31353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/2423j1353256744.ps tmp/2423j1353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/3bqg21353256744.ps tmp/3bqg21353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/4obis1353256744.ps tmp/4obis1353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ba8x1353256744.ps tmp/5ba8x1353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/6wzdg1353256744.ps tmp/6wzdg1353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/7pb831353256744.ps tmp/7pb831353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/86fe01353256744.ps tmp/86fe01353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/9pplc1353256744.ps tmp/9pplc1353256744.png",intern=TRUE))
character(0)
> try(system("convert tmp/105nww1353256744.ps tmp/105nww1353256744.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.765 1.288 14.084