R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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+ ,12 + ,12 + ,10 + ,24 + ,22 + ,16 + ,28 + ,21 + ,23 + ,4 + ,9 + ,19 + ,10 + ,21 + ,18 + ,16 + ,20 + ,21 + ,21 + ,5 + ,13 + ,18 + ,10 + ,18 + ,16 + ,18 + ,25 + ,23 + ,20 + ,6 + ,13 + ,15 + ,10 + ,16 + ,16 + ,16 + ,19 + ,27 + ,25 + ,16 + ,14 + ,14 + ,10 + ,22 + ,16 + ,13 + ,25 + ,23 + ,22 + ,6 + ,19 + ,11 + ,10 + ,20 + ,16 + ,17 + ,22 + ,18 + ,21 + ,6 + ,13 + ,9 + ,10 + ,18 + ,17 + ,13 + ,18 + ,16 + ,16 + ,4 + ,12 + ,18 + ,11 + ,20 + ,18 + ,17 + ,20 + ,16 + ,18 + ,4 + ,13 + ,16) + ,dim=c(10 + ,162) + ,dimnames=list(c('Month' + ,'I1' + ,'I2' + ,'I3' + ,'E1' + ,'E2' + ,'E3' + ,'A' + ,'Happiness' + ,'Depression ') + ,1:162)) > y <- array(NA,dim=c(10,162),dimnames=list(c('Month','I1','I2','I3','E1','E2','E3','A','Happiness','Depression '),1:162)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '2' > 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 I1 Month I2 I3 E1 E2 E3 A Happiness Depression\r 1 26 9 21 21 23 17 23 4 14 12 2 20 9 16 15 24 17 20 4 18 11 3 19 9 19 18 22 18 20 6 11 14 4 19 9 18 11 20 21 21 8 12 12 5 20 9 16 8 24 20 24 8 16 21 6 25 9 23 19 27 28 22 4 18 12 7 25 9 17 4 28 19 23 4 14 22 8 22 9 12 20 27 22 20 8 14 11 9 26 9 19 16 24 16 25 5 15 10 10 22 9 16 14 23 18 23 4 15 13 11 17 9 19 10 24 25 27 4 17 10 12 22 9 20 13 27 17 27 4 19 8 13 19 9 13 14 27 14 22 4 10 15 14 24 9 20 8 28 11 24 4 16 14 15 26 9 27 23 27 27 25 4 18 10 16 21 9 17 11 23 20 22 8 14 14 17 13 9 8 9 24 22 28 4 14 14 18 26 9 25 24 28 22 28 4 17 11 19 20 9 26 5 27 21 27 4 14 10 20 22 9 13 15 25 23 25 8 16 13 21 14 9 19 5 19 17 16 4 18 7 22 21 9 15 19 24 24 28 7 11 14 23 7 9 5 6 20 14 21 4 14 12 24 23 9 16 13 28 17 24 4 12 14 25 17 9 14 11 26 23 27 5 17 11 26 25 9 24 17 23 24 14 4 9 9 27 25 9 24 17 23 24 14 4 16 11 28 19 9 9 5 20 8 27 4 14 15 29 20 9 19 9 11 22 20 4 15 14 30 23 9 19 15 24 23 21 4 11 13 31 22 9 25 17 25 25 22 4 16 9 32 22 9 19 17 23 21 21 4 13 15 33 21 9 18 20 18 24 12 15 17 10 34 15 9 15 12 20 15 20 10 15 11 35 20 9 12 7 20 22 24 4 14 13 36 22 9 21 16 24 21 19 8 16 8 37 18 9 12 7 23 25 28 4 9 20 38 20 9 15 14 25 16 23 4 15 12 39 28 9 28 24 28 28 27 4 17 10 40 22 9 25 15 26 23 22 4 13 10 41 18 9 19 15 26 21 27 7 15 9 42 23 9 20 10 23 21 26 4 16 14 43 20 9 24 14 22 26 22 6 16 8 44 25 9 26 18 24 22 21 5 12 14 45 26 9 25 12 21 21 19 4 12 11 46 15 9 12 9 20 18 24 16 11 13 47 17 9 12 9 22 12 19 5 15 9 48 23 9 15 8 20 25 26 12 15 11 49 21 9 17 18 25 17 22 6 17 15 50 13 9 14 10 20 24 28 9 13 11 51 18 9 16 17 22 15 21 9 16 10 52 19 9 11 14 23 13 23 4 14 14 53 22 9 20 16 25 26 28 5 11 18 54 16 9 11 10 23 16 10 4 12 14 55 24 9 22 19 23 24 24 4 12 11 56 18 9 20 10 22 21 21 5 15 12 57 20 9 19 14 24 20 21 4 16 13 58 24 9 17 10 25 14 24 4 15 9 59 14 9 21 4 21 25 24 4 12 10 60 22 9 23 19 12 25 25 5 12 15 61 24 9 18 9 17 20 25 4 8 20 62 18 9 17 12 20 22 23 6 13 12 63 21 9 27 16 23 20 21 4 11 12 64 23 9 25 11 23 26 16 4 14 14 65 17 9 19 18 20 18 17 18 15 13 66 22 10 22 11 28 22 25 4 10 11 67 24 10 24 24 24 24 24 6 11 17 68 21 10 20 17 24 17 23 4 12 12 69 22 10 19 18 24 24 25 4 15 13 70 16 10 11 9 24 20 23 5 15 14 71 21 10 22 19 28 19 28 4 14 13 72 23 10 22 18 25 20 26 4 16 15 73 22 10 16 12 21 15 22 5 15 13 74 24 10 20 23 25 23 19 10 15 10 75 24 10 24 22 25 26 26 5 13 11 76 16 10 16 14 18 22 18 8 12 19 77 16 10 16 14 17 20 18 8 17 13 78 21 10 22 16 26 24 25 5 13 17 79 26 10 24 23 28 26 27 4 15 13 80 15 10 16 7 21 21 12 4 13 9 81 25 10 27 10 27 25 15 4 15 11 82 18 10 11 12 22 13 21 5 16 10 83 23 10 21 12 21 20 23 4 15 9 84 20 10 20 12 25 22 22 4 16 12 85 17 10 20 17 22 23 21 8 15 12 86 25 10 27 21 23 28 24 4 14 13 87 24 10 20 16 26 22 27 5 15 13 88 17 10 12 11 19 20 22 14 14 12 89 19 10 8 14 25 6 28 8 13 15 90 20 10 21 13 21 21 26 8 7 22 91 15 10 18 9 13 20 10 4 17 13 92 27 10 24 19 24 18 19 4 13 15 93 22 10 16 13 25 23 22 6 15 13 94 23 10 18 19 26 20 21 4 14 15 95 16 10 20 13 25 24 24 7 13 10 96 19 10 20 13 25 22 25 7 16 11 97 25 10 19 13 22 21 21 4 12 16 98 19 10 17 14 21 18 20 6 14 11 99 19 10 16 12 23 21 21 4 17 11 100 26 10 26 22 25 23 24 7 15 10 101 21 10 15 11 24 23 23 4 17 10 102 20 10 22 5 21 15 18 4 12 16 103 24 10 17 18 21 21 24 8 16 12 104 22 10 23 19 25 24 24 4 11 11 105 20 10 21 14 22 23 19 4 15 16 106 18 10 19 15 20 21 20 10 9 19 107 18 10 14 12 20 21 18 8 16 11 108 24 10 17 19 23 20 20 6 15 16 109 24 10 12 15 28 11 27 4 10 15 110 22 10 24 17 23 22 23 4 10 24 111 23 10 18 8 28 27 26 4 15 14 112 22 10 20 10 24 25 23 5 11 15 113 20 10 16 12 18 18 17 4 13 11 114 18 10 20 12 20 20 21 6 14 15 115 25 10 22 20 28 24 25 4 18 12 116 18 10 12 12 21 10 23 5 16 10 117 16 10 16 12 21 27 27 7 14 14 118 20 10 17 14 25 21 24 8 14 13 119 19 10 22 6 19 21 20 5 14 9 120 15 10 12 10 18 18 27 8 14 15 121 19 10 14 18 21 15 21 10 12 15 122 19 10 23 18 22 24 24 8 14 14 123 16 10 15 7 24 22 21 5 15 11 124 17 10 17 18 15 14 15 12 15 8 125 28 10 28 9 28 28 25 4 15 11 126 23 10 20 17 26 18 25 5 13 11 127 25 10 23 22 23 26 22 4 17 8 128 20 10 13 11 26 17 24 6 17 10 129 17 10 18 15 20 19 21 4 19 11 130 23 10 23 17 22 22 22 4 15 13 131 16 10 19 15 20 18 23 7 13 11 132 23 10 23 22 23 24 22 7 9 20 133 11 10 12 9 22 15 20 10 15 10 134 18 10 16 13 24 18 23 4 15 15 135 24 10 23 20 23 26 25 5 15 12 136 23 10 13 14 22 11 23 8 16 14 137 21 10 22 14 26 26 22 11 11 23 138 16 10 18 12 23 21 25 7 14 14 139 24 10 23 20 27 23 26 4 11 16 140 23 10 20 20 23 23 22 8 15 11 141 18 10 10 8 21 15 24 6 13 12 142 20 10 17 17 26 22 24 7 15 10 143 9 10 18 9 23 26 25 5 16 14 144 24 10 15 18 21 16 20 4 14 12 145 25 10 23 22 27 20 26 8 15 12 146 20 10 17 10 19 18 21 4 16 11 147 21 10 17 13 23 22 26 8 16 12 148 25 10 22 15 25 16 21 6 11 13 149 22 10 20 18 23 19 22 4 12 11 150 21 10 20 18 22 20 16 9 9 19 151 21 10 19 12 22 19 26 5 16 12 152 22 10 18 12 25 23 28 6 13 17 153 27 10 22 20 25 24 18 4 16 9 154 24 9 20 12 28 25 25 4 12 12 155 24 10 22 16 28 21 23 4 9 19 156 21 10 18 16 20 21 21 5 13 18 157 18 10 16 18 25 23 20 6 13 15 158 16 10 16 16 19 27 25 16 14 14 159 22 10 16 13 25 23 22 6 19 11 160 20 10 16 17 22 18 21 6 13 9 161 18 10 17 13 18 16 16 4 12 18 162 20 11 18 17 20 16 18 4 13 16 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Month I2 I3 9.93803 -0.52982 0.36663 0.26216 E1 E2 E3 A 0.26469 -0.12194 0.02341 -0.21130 Happiness `Depression\\r` 0.05384 0.12583 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -9.6678 -1.5391 0.0342 1.6773 7.7235 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.93803 4.65376 2.135 0.03432 * Month -0.52982 0.40171 -1.319 0.18918 I2 0.36663 0.06332 5.790 3.90e-08 *** I3 0.26216 0.05082 5.158 7.66e-07 *** E1 0.26469 0.07487 3.535 0.00054 *** E2 -0.12194 0.05885 -2.072 0.03996 * E3 0.02341 0.06152 0.381 0.70407 A -0.21130 0.08377 -2.522 0.01269 * Happiness 0.05384 0.10145 0.531 0.59636 `Depression\\r` 0.12583 0.07596 1.657 0.09967 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.491 on 152 degrees of freedom Multiple R-squared: 0.5618, Adjusted R-squared: 0.5359 F-statistic: 21.65 on 9 and 152 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,] 0.95232244 0.09535513 0.04767756 [2,] 0.91050914 0.17898171 0.08949086 [3,] 0.86180142 0.27639716 0.13819858 [4,] 0.79434701 0.41130598 0.20565299 [5,] 0.72940770 0.54118460 0.27059230 [6,] 0.65857452 0.68285097 0.34142548 [7,] 0.58889154 0.82221691 0.41110846 [8,] 0.56463305 0.87073391 0.43536695 [9,] 0.53393967 0.93212065 0.46606033 [10,] 0.44707155 0.89414311 0.55292845 [11,] 0.58387036 0.83225929 0.41612964 [12,] 0.52685560 0.94628879 0.47314440 [13,] 0.46209809 0.92419618 0.53790191 [14,] 0.50233058 0.99533884 0.49766942 [15,] 0.43884928 0.87769857 0.56115072 [16,] 0.63631868 0.72736264 0.36368132 [17,] 0.67886263 0.64227473 0.32113737 [18,] 0.63633444 0.72733112 0.36366556 [19,] 0.60082436 0.79835129 0.39917564 [20,] 0.55760611 0.88478779 0.44239389 [21,] 0.51982109 0.96035781 0.48017891 [22,] 0.57956821 0.84086358 0.42043179 [23,] 0.72789339 0.54421323 0.27210661 [24,] 0.68227300 0.63545400 0.31772700 [25,] 0.63058932 0.73882137 0.36941068 [26,] 0.57531025 0.84937950 0.42468975 [27,] 0.51663965 0.96672070 0.48336035 [28,] 0.48880157 0.97760315 0.51119843 [29,] 0.49620434 0.99240867 0.50379566 [30,] 0.46355440 0.92710880 0.53644560 [31,] 0.41632616 0.83265232 0.58367384 [32,] 0.38413698 0.76827396 0.61586302 [33,] 0.44080200 0.88160400 0.55919800 [34,] 0.38784441 0.77568883 0.61215559 [35,] 0.34657194 0.69314388 0.65342806 [36,] 0.75920990 0.48158020 0.24079010 [37,] 0.74670453 0.50659094 0.25329547 [38,] 0.77745511 0.44508978 0.22254489 [39,] 0.76297605 0.47404789 0.23702395 [40,] 0.72493163 0.55013673 0.27506837 [41,] 0.70778799 0.58442403 0.29221201 [42,] 0.68695488 0.62609024 0.31304512 [43,] 0.64531667 0.70936667 0.35468333 [44,] 0.64342244 0.71315512 0.35657756 [45,] 0.63171962 0.73656076 0.36828038 [46,] 0.71569872 0.56860255 0.28430128 [47,] 0.77908181 0.44183639 0.22091819 [48,] 0.74885212 0.50229575 0.25114788 [49,] 0.82709335 0.34581331 0.17290665 [50,] 0.79592785 0.40814430 0.20407215 [51,] 0.85076406 0.29847188 0.14923594 [52,] 0.82123943 0.35752114 0.17876057 [53,] 0.85170852 0.29658295 0.14829148 [54,] 0.82269211 0.35461578 0.17730789 [55,] 0.80832473 0.38335053 0.19167527 [56,] 0.78621064 0.42757872 0.21378936 [57,] 0.75247231 0.49505539 0.24752769 [58,] 0.71708393 0.56583215 0.28291607 [59,] 0.77159524 0.45680951 0.22840476 [60,] 0.74083253 0.51833495 0.25916747 [61,] 0.76480129 0.47039743 0.23519871 [62,] 0.75240705 0.49518591 0.24759295 [63,] 0.71514112 0.56971777 0.28485888 [64,] 0.71721052 0.56557896 0.28278948 [65,] 0.68484651 0.63030697 0.31515349 [66,] 0.67395019 0.65209961 0.32604981 [67,] 0.63619683 0.72760634 0.36380317 [68,] 0.61037981 0.77924039 0.38962019 [69,] 0.59637207 0.80725587 0.40362793 [70,] 0.56794392 0.86411216 0.43205608 [71,] 0.59090723 0.81818555 0.40909277 [72,] 0.55620107 0.88759786 0.44379893 [73,] 0.60093443 0.79813113 0.39906557 [74,] 0.55504506 0.88990988 0.44495494 [75,] 0.53130897 0.93738206 0.46869103 [76,] 0.55851535 0.88296929 0.44148465 [77,] 0.51591227 0.96817545 0.48408773 [78,] 0.49039283 0.98078567 0.50960717 [79,] 0.45692050 0.91384101 0.54307950 [80,] 0.43797082 0.87594165 0.56202918 [81,] 0.43844601 0.87689201 0.56155399 [82,] 0.39624644 0.79249289 0.60375356 [83,] 0.47990010 0.95980020 0.52009990 [84,] 0.45687061 0.91374121 0.54312939 [85,] 0.57128617 0.85742765 0.42871383 [86,] 0.52494317 0.95011367 0.47505683 [87,] 0.48023115 0.96046229 0.51976885 [88,] 0.43803077 0.87606154 0.56196923 [89,] 0.43565616 0.87131233 0.56434384 [90,] 0.38871117 0.77742233 0.61128883 [91,] 0.48681995 0.97363991 0.51318005 [92,] 0.46956166 0.93912332 0.53043834 [93,] 0.43551902 0.87103803 0.56448098 [94,] 0.40197314 0.80394629 0.59802686 [95,] 0.37023932 0.74047864 0.62976068 [96,] 0.37607278 0.75214557 0.62392722 [97,] 0.36215537 0.72431074 0.63784463 [98,] 0.34871027 0.69742054 0.65128973 [99,] 0.37644835 0.75289670 0.62355165 [100,] 0.37285559 0.74571117 0.62714441 [101,] 0.36782686 0.73565371 0.63217314 [102,] 0.33638406 0.67276811 0.66361594 [103,] 0.29281013 0.58562025 0.70718987 [104,] 0.25260538 0.50521077 0.74739462 [105,] 0.22080136 0.44160272 0.77919864 [106,] 0.18244045 0.36488090 0.81755955 [107,] 0.15696094 0.31392188 0.84303906 [108,] 0.13427766 0.26855532 0.86572234 [109,] 0.10647109 0.21294219 0.89352891 [110,] 0.11377375 0.22754750 0.88622625 [111,] 0.09042724 0.18085449 0.90957276 [112,] 0.07201068 0.14402136 0.92798932 [113,] 0.17794859 0.35589719 0.82205141 [114,] 0.14496371 0.28992741 0.85503629 [115,] 0.11992939 0.23985878 0.88007061 [116,] 0.09566669 0.19133337 0.90433331 [117,] 0.13802560 0.27605120 0.86197440 [118,] 0.10620271 0.21240543 0.89379729 [119,] 0.15340081 0.30680162 0.84659919 [120,] 0.12706718 0.25413436 0.87293282 [121,] 0.27571457 0.55142914 0.72428543 [122,] 0.29333719 0.58667437 0.70666281 [123,] 0.26058801 0.52117602 0.73941199 [124,] 0.24337769 0.48675537 0.75662231 [125,] 0.20956001 0.41912002 0.79043999 [126,] 0.23517644 0.47035287 0.76482356 [127,] 0.17952731 0.35905461 0.82047269 [128,] 0.13495401 0.26990802 0.86504599 [129,] 0.10264126 0.20528252 0.89735874 [130,] 0.08135104 0.16270208 0.91864896 [131,] 0.86751646 0.26496707 0.13248354 [132,] 0.98929094 0.02141813 0.01070906 [133,] 0.97963342 0.04073315 0.02036658 [134,] 0.95484832 0.09030337 0.04515168 [135,] 0.91073974 0.17852053 0.08926026 [136,] 0.83855137 0.32289726 0.16144863 [137,] 0.71488643 0.57022715 0.28511357 > postscript(file="/var/wessaorg/rcomp/tmp/1ijf51353336744.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/23jfr1353336744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3upix1353336744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4w2it1353336744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5v4111353336744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 162 Frequency = 1 1 2 3 4 5 6 1.65398568 -1.22394814 -3.03695772 0.65695269 0.57793661 0.53563447 7 8 9 10 11 12 4.23930799 1.80796150 3.67367179 1.26449154 -3.02174098 -0.80046898 13 14 15 16 17 18 -2.14117564 0.99078721 -0.92002249 1.72481576 -3.45766221 -1.46552051 19 20 21 22 23 24 -2.39767518 2.92705145 -3.78187459 0.39367183 -7.07253265 1.09353637 25 26 27 28 29 30 -2.13854622 2.31367468 1.68512062 2.47353688 3.08386350 1.50964486 31 32 33 34 35 36 -2.02458220 -0.35318876 2.86494192 -2.82665734 3.87836895 0.52225968 37 38 39 40 41 42 0.74491015 -1.01631974 0.31546308 -1.97313817 -3.48226629 1.96251805 43 44 45 46 47 48 -1.40705164 0.06646082 3.89116353 0.56337045 -0.61692332 7.72349178 49 50 51 52 53 54 -1.71542353 -3.12914689 -2.19617397 -0.58404125 -0.59971246 -1.75758961 55 56 57 58 59 60 0.87534591 -2.13895214 -1.86323488 3.40923101 -4.04854017 1.22686827 61 62 63 64 65 66 5.12335903 -0.63988679 -3.66084412 0.81869601 -1.99135073 0.01934637 67 68 69 70 71 72 -1.18207647 -1.55794501 0.06593014 -0.99710483 -3.98096892 -1.11531172 73 74 75 76 77 78 2.71690014 1.78759305 -0.28943019 -2.02565205 -1.51910393 -2.22335169 79 80 81 82 83 84 0.06029253 -1.60689767 2.04374614 0.38851541 2.76204708 -1.09412753 85 86 87 88 89 90 -3.56645280 0.17613385 1.61482235 2.66597995 0.31885860 -0.80819682 91 92 93 94 95 96 -1.54071456 2.23548600 2.58278146 0.04909079 -4.11215791 -1.66680165 97 98 99 100 101 102 4.41796959 -0.24461418 -0.12477213 1.09904056 2.56220409 0.01861201 103 104 105 106 107 108 4.16802169 -1.43700221 -1.44827664 -1.50172028 1.37181852 2.47613117 109 110 111 112 113 114 2.74556297 -2.55228578 3.21192507 2.14032241 2.14188835 -1.83832842 115 116 117 118 119 120 0.34725279 -0.12605781 -1.58626629 0.13973215 0.95504453 -0.81334312 121 122 123 124 125 126 -0.13301022 -3.07459204 -1.27113724 -0.48438411 4.80630177 0.27106525 127 128 129 130 131 132 1.65103068 1.43361967 -3.20198276 0.21730547 -3.78042504 -1.03811714 133 134 135 136 137 138 -4.81404026 -2.45987206 0.92079453 3.97083251 -0.76442681 -3.53372885 139 140 141 142 143 144 -1.02642859 1.48480268 2.36328541 -0.67715159 -9.66784188 3.64772802 145 146 147 148 149 150 0.21654883 1.77970843 2.02453305 2.24390236 -0.16229369 -0.42379910 151 152 153 154 155 156 0.81842029 1.57560765 3.79036197 2.09293114 -0.31930917 0.43332024 157 158 159 160 161 162 -2.82514062 -0.15702760 2.61905804 0.35293902 -1.53429802 -0.79812412 > postscript(file="/var/wessaorg/rcomp/tmp/6tsea1353336744.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 162 Frequency = 1 lag(myerror, k = 1) myerror 0 1.65398568 NA 1 -1.22394814 1.65398568 2 -3.03695772 -1.22394814 3 0.65695269 -3.03695772 4 0.57793661 0.65695269 5 0.53563447 0.57793661 6 4.23930799 0.53563447 7 1.80796150 4.23930799 8 3.67367179 1.80796150 9 1.26449154 3.67367179 10 -3.02174098 1.26449154 11 -0.80046898 -3.02174098 12 -2.14117564 -0.80046898 13 0.99078721 -2.14117564 14 -0.92002249 0.99078721 15 1.72481576 -0.92002249 16 -3.45766221 1.72481576 17 -1.46552051 -3.45766221 18 -2.39767518 -1.46552051 19 2.92705145 -2.39767518 20 -3.78187459 2.92705145 21 0.39367183 -3.78187459 22 -7.07253265 0.39367183 23 1.09353637 -7.07253265 24 -2.13854622 1.09353637 25 2.31367468 -2.13854622 26 1.68512062 2.31367468 27 2.47353688 1.68512062 28 3.08386350 2.47353688 29 1.50964486 3.08386350 30 -2.02458220 1.50964486 31 -0.35318876 -2.02458220 32 2.86494192 -0.35318876 33 -2.82665734 2.86494192 34 3.87836895 -2.82665734 35 0.52225968 3.87836895 36 0.74491015 0.52225968 37 -1.01631974 0.74491015 38 0.31546308 -1.01631974 39 -1.97313817 0.31546308 40 -3.48226629 -1.97313817 41 1.96251805 -3.48226629 42 -1.40705164 1.96251805 43 0.06646082 -1.40705164 44 3.89116353 0.06646082 45 0.56337045 3.89116353 46 -0.61692332 0.56337045 47 7.72349178 -0.61692332 48 -1.71542353 7.72349178 49 -3.12914689 -1.71542353 50 -2.19617397 -3.12914689 51 -0.58404125 -2.19617397 52 -0.59971246 -0.58404125 53 -1.75758961 -0.59971246 54 0.87534591 -1.75758961 55 -2.13895214 0.87534591 56 -1.86323488 -2.13895214 57 3.40923101 -1.86323488 58 -4.04854017 3.40923101 59 1.22686827 -4.04854017 60 5.12335903 1.22686827 61 -0.63988679 5.12335903 62 -3.66084412 -0.63988679 63 0.81869601 -3.66084412 64 -1.99135073 0.81869601 65 0.01934637 -1.99135073 66 -1.18207647 0.01934637 67 -1.55794501 -1.18207647 68 0.06593014 -1.55794501 69 -0.99710483 0.06593014 70 -3.98096892 -0.99710483 71 -1.11531172 -3.98096892 72 2.71690014 -1.11531172 73 1.78759305 2.71690014 74 -0.28943019 1.78759305 75 -2.02565205 -0.28943019 76 -1.51910393 -2.02565205 77 -2.22335169 -1.51910393 78 0.06029253 -2.22335169 79 -1.60689767 0.06029253 80 2.04374614 -1.60689767 81 0.38851541 2.04374614 82 2.76204708 0.38851541 83 -1.09412753 2.76204708 84 -3.56645280 -1.09412753 85 0.17613385 -3.56645280 86 1.61482235 0.17613385 87 2.66597995 1.61482235 88 0.31885860 2.66597995 89 -0.80819682 0.31885860 90 -1.54071456 -0.80819682 91 2.23548600 -1.54071456 92 2.58278146 2.23548600 93 0.04909079 2.58278146 94 -4.11215791 0.04909079 95 -1.66680165 -4.11215791 96 4.41796959 -1.66680165 97 -0.24461418 4.41796959 98 -0.12477213 -0.24461418 99 1.09904056 -0.12477213 100 2.56220409 1.09904056 101 0.01861201 2.56220409 102 4.16802169 0.01861201 103 -1.43700221 4.16802169 104 -1.44827664 -1.43700221 105 -1.50172028 -1.44827664 106 1.37181852 -1.50172028 107 2.47613117 1.37181852 108 2.74556297 2.47613117 109 -2.55228578 2.74556297 110 3.21192507 -2.55228578 111 2.14032241 3.21192507 112 2.14188835 2.14032241 113 -1.83832842 2.14188835 114 0.34725279 -1.83832842 115 -0.12605781 0.34725279 116 -1.58626629 -0.12605781 117 0.13973215 -1.58626629 118 0.95504453 0.13973215 119 -0.81334312 0.95504453 120 -0.13301022 -0.81334312 121 -3.07459204 -0.13301022 122 -1.27113724 -3.07459204 123 -0.48438411 -1.27113724 124 4.80630177 -0.48438411 125 0.27106525 4.80630177 126 1.65103068 0.27106525 127 1.43361967 1.65103068 128 -3.20198276 1.43361967 129 0.21730547 -3.20198276 130 -3.78042504 0.21730547 131 -1.03811714 -3.78042504 132 -4.81404026 -1.03811714 133 -2.45987206 -4.81404026 134 0.92079453 -2.45987206 135 3.97083251 0.92079453 136 -0.76442681 3.97083251 137 -3.53372885 -0.76442681 138 -1.02642859 -3.53372885 139 1.48480268 -1.02642859 140 2.36328541 1.48480268 141 -0.67715159 2.36328541 142 -9.66784188 -0.67715159 143 3.64772802 -9.66784188 144 0.21654883 3.64772802 145 1.77970843 0.21654883 146 2.02453305 1.77970843 147 2.24390236 2.02453305 148 -0.16229369 2.24390236 149 -0.42379910 -0.16229369 150 0.81842029 -0.42379910 151 1.57560765 0.81842029 152 3.79036197 1.57560765 153 2.09293114 3.79036197 154 -0.31930917 2.09293114 155 0.43332024 -0.31930917 156 -2.82514062 0.43332024 157 -0.15702760 -2.82514062 158 2.61905804 -0.15702760 159 0.35293902 2.61905804 160 -1.53429802 0.35293902 161 -0.79812412 -1.53429802 162 NA -0.79812412 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.22394814 1.65398568 [2,] -3.03695772 -1.22394814 [3,] 0.65695269 -3.03695772 [4,] 0.57793661 0.65695269 [5,] 0.53563447 0.57793661 [6,] 4.23930799 0.53563447 [7,] 1.80796150 4.23930799 [8,] 3.67367179 1.80796150 [9,] 1.26449154 3.67367179 [10,] -3.02174098 1.26449154 [11,] -0.80046898 -3.02174098 [12,] -2.14117564 -0.80046898 [13,] 0.99078721 -2.14117564 [14,] -0.92002249 0.99078721 [15,] 1.72481576 -0.92002249 [16,] -3.45766221 1.72481576 [17,] -1.46552051 -3.45766221 [18,] -2.39767518 -1.46552051 [19,] 2.92705145 -2.39767518 [20,] -3.78187459 2.92705145 [21,] 0.39367183 -3.78187459 [22,] -7.07253265 0.39367183 [23,] 1.09353637 -7.07253265 [24,] -2.13854622 1.09353637 [25,] 2.31367468 -2.13854622 [26,] 1.68512062 2.31367468 [27,] 2.47353688 1.68512062 [28,] 3.08386350 2.47353688 [29,] 1.50964486 3.08386350 [30,] -2.02458220 1.50964486 [31,] -0.35318876 -2.02458220 [32,] 2.86494192 -0.35318876 [33,] -2.82665734 2.86494192 [34,] 3.87836895 -2.82665734 [35,] 0.52225968 3.87836895 [36,] 0.74491015 0.52225968 [37,] -1.01631974 0.74491015 [38,] 0.31546308 -1.01631974 [39,] -1.97313817 0.31546308 [40,] -3.48226629 -1.97313817 [41,] 1.96251805 -3.48226629 [42,] -1.40705164 1.96251805 [43,] 0.06646082 -1.40705164 [44,] 3.89116353 0.06646082 [45,] 0.56337045 3.89116353 [46,] -0.61692332 0.56337045 [47,] 7.72349178 -0.61692332 [48,] -1.71542353 7.72349178 [49,] -3.12914689 -1.71542353 [50,] -2.19617397 -3.12914689 [51,] -0.58404125 -2.19617397 [52,] -0.59971246 -0.58404125 [53,] -1.75758961 -0.59971246 [54,] 0.87534591 -1.75758961 [55,] -2.13895214 0.87534591 [56,] -1.86323488 -2.13895214 [57,] 3.40923101 -1.86323488 [58,] -4.04854017 3.40923101 [59,] 1.22686827 -4.04854017 [60,] 5.12335903 1.22686827 [61,] -0.63988679 5.12335903 [62,] -3.66084412 -0.63988679 [63,] 0.81869601 -3.66084412 [64,] -1.99135073 0.81869601 [65,] 0.01934637 -1.99135073 [66,] -1.18207647 0.01934637 [67,] -1.55794501 -1.18207647 [68,] 0.06593014 -1.55794501 [69,] -0.99710483 0.06593014 [70,] -3.98096892 -0.99710483 [71,] -1.11531172 -3.98096892 [72,] 2.71690014 -1.11531172 [73,] 1.78759305 2.71690014 [74,] -0.28943019 1.78759305 [75,] -2.02565205 -0.28943019 [76,] -1.51910393 -2.02565205 [77,] -2.22335169 -1.51910393 [78,] 0.06029253 -2.22335169 [79,] -1.60689767 0.06029253 [80,] 2.04374614 -1.60689767 [81,] 0.38851541 2.04374614 [82,] 2.76204708 0.38851541 [83,] -1.09412753 2.76204708 [84,] -3.56645280 -1.09412753 [85,] 0.17613385 -3.56645280 [86,] 1.61482235 0.17613385 [87,] 2.66597995 1.61482235 [88,] 0.31885860 2.66597995 [89,] -0.80819682 0.31885860 [90,] -1.54071456 -0.80819682 [91,] 2.23548600 -1.54071456 [92,] 2.58278146 2.23548600 [93,] 0.04909079 2.58278146 [94,] -4.11215791 0.04909079 [95,] -1.66680165 -4.11215791 [96,] 4.41796959 -1.66680165 [97,] -0.24461418 4.41796959 [98,] -0.12477213 -0.24461418 [99,] 1.09904056 -0.12477213 [100,] 2.56220409 1.09904056 [101,] 0.01861201 2.56220409 [102,] 4.16802169 0.01861201 [103,] -1.43700221 4.16802169 [104,] -1.44827664 -1.43700221 [105,] -1.50172028 -1.44827664 [106,] 1.37181852 -1.50172028 [107,] 2.47613117 1.37181852 [108,] 2.74556297 2.47613117 [109,] -2.55228578 2.74556297 [110,] 3.21192507 -2.55228578 [111,] 2.14032241 3.21192507 [112,] 2.14188835 2.14032241 [113,] -1.83832842 2.14188835 [114,] 0.34725279 -1.83832842 [115,] -0.12605781 0.34725279 [116,] -1.58626629 -0.12605781 [117,] 0.13973215 -1.58626629 [118,] 0.95504453 0.13973215 [119,] -0.81334312 0.95504453 [120,] -0.13301022 -0.81334312 [121,] -3.07459204 -0.13301022 [122,] -1.27113724 -3.07459204 [123,] -0.48438411 -1.27113724 [124,] 4.80630177 -0.48438411 [125,] 0.27106525 4.80630177 [126,] 1.65103068 0.27106525 [127,] 1.43361967 1.65103068 [128,] -3.20198276 1.43361967 [129,] 0.21730547 -3.20198276 [130,] -3.78042504 0.21730547 [131,] -1.03811714 -3.78042504 [132,] -4.81404026 -1.03811714 [133,] -2.45987206 -4.81404026 [134,] 0.92079453 -2.45987206 [135,] 3.97083251 0.92079453 [136,] -0.76442681 3.97083251 [137,] -3.53372885 -0.76442681 [138,] -1.02642859 -3.53372885 [139,] 1.48480268 -1.02642859 [140,] 2.36328541 1.48480268 [141,] -0.67715159 2.36328541 [142,] -9.66784188 -0.67715159 [143,] 3.64772802 -9.66784188 [144,] 0.21654883 3.64772802 [145,] 1.77970843 0.21654883 [146,] 2.02453305 1.77970843 [147,] 2.24390236 2.02453305 [148,] -0.16229369 2.24390236 [149,] -0.42379910 -0.16229369 [150,] 0.81842029 -0.42379910 [151,] 1.57560765 0.81842029 [152,] 3.79036197 1.57560765 [153,] 2.09293114 3.79036197 [154,] -0.31930917 2.09293114 [155,] 0.43332024 -0.31930917 [156,] -2.82514062 0.43332024 [157,] -0.15702760 -2.82514062 [158,] 2.61905804 -0.15702760 [159,] 0.35293902 2.61905804 [160,] -1.53429802 0.35293902 [161,] -0.79812412 -1.53429802 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.22394814 1.65398568 2 -3.03695772 -1.22394814 3 0.65695269 -3.03695772 4 0.57793661 0.65695269 5 0.53563447 0.57793661 6 4.23930799 0.53563447 7 1.80796150 4.23930799 8 3.67367179 1.80796150 9 1.26449154 3.67367179 10 -3.02174098 1.26449154 11 -0.80046898 -3.02174098 12 -2.14117564 -0.80046898 13 0.99078721 -2.14117564 14 -0.92002249 0.99078721 15 1.72481576 -0.92002249 16 -3.45766221 1.72481576 17 -1.46552051 -3.45766221 18 -2.39767518 -1.46552051 19 2.92705145 -2.39767518 20 -3.78187459 2.92705145 21 0.39367183 -3.78187459 22 -7.07253265 0.39367183 23 1.09353637 -7.07253265 24 -2.13854622 1.09353637 25 2.31367468 -2.13854622 26 1.68512062 2.31367468 27 2.47353688 1.68512062 28 3.08386350 2.47353688 29 1.50964486 3.08386350 30 -2.02458220 1.50964486 31 -0.35318876 -2.02458220 32 2.86494192 -0.35318876 33 -2.82665734 2.86494192 34 3.87836895 -2.82665734 35 0.52225968 3.87836895 36 0.74491015 0.52225968 37 -1.01631974 0.74491015 38 0.31546308 -1.01631974 39 -1.97313817 0.31546308 40 -3.48226629 -1.97313817 41 1.96251805 -3.48226629 42 -1.40705164 1.96251805 43 0.06646082 -1.40705164 44 3.89116353 0.06646082 45 0.56337045 3.89116353 46 -0.61692332 0.56337045 47 7.72349178 -0.61692332 48 -1.71542353 7.72349178 49 -3.12914689 -1.71542353 50 -2.19617397 -3.12914689 51 -0.58404125 -2.19617397 52 -0.59971246 -0.58404125 53 -1.75758961 -0.59971246 54 0.87534591 -1.75758961 55 -2.13895214 0.87534591 56 -1.86323488 -2.13895214 57 3.40923101 -1.86323488 58 -4.04854017 3.40923101 59 1.22686827 -4.04854017 60 5.12335903 1.22686827 61 -0.63988679 5.12335903 62 -3.66084412 -0.63988679 63 0.81869601 -3.66084412 64 -1.99135073 0.81869601 65 0.01934637 -1.99135073 66 -1.18207647 0.01934637 67 -1.55794501 -1.18207647 68 0.06593014 -1.55794501 69 -0.99710483 0.06593014 70 -3.98096892 -0.99710483 71 -1.11531172 -3.98096892 72 2.71690014 -1.11531172 73 1.78759305 2.71690014 74 -0.28943019 1.78759305 75 -2.02565205 -0.28943019 76 -1.51910393 -2.02565205 77 -2.22335169 -1.51910393 78 0.06029253 -2.22335169 79 -1.60689767 0.06029253 80 2.04374614 -1.60689767 81 0.38851541 2.04374614 82 2.76204708 0.38851541 83 -1.09412753 2.76204708 84 -3.56645280 -1.09412753 85 0.17613385 -3.56645280 86 1.61482235 0.17613385 87 2.66597995 1.61482235 88 0.31885860 2.66597995 89 -0.80819682 0.31885860 90 -1.54071456 -0.80819682 91 2.23548600 -1.54071456 92 2.58278146 2.23548600 93 0.04909079 2.58278146 94 -4.11215791 0.04909079 95 -1.66680165 -4.11215791 96 4.41796959 -1.66680165 97 -0.24461418 4.41796959 98 -0.12477213 -0.24461418 99 1.09904056 -0.12477213 100 2.56220409 1.09904056 101 0.01861201 2.56220409 102 4.16802169 0.01861201 103 -1.43700221 4.16802169 104 -1.44827664 -1.43700221 105 -1.50172028 -1.44827664 106 1.37181852 -1.50172028 107 2.47613117 1.37181852 108 2.74556297 2.47613117 109 -2.55228578 2.74556297 110 3.21192507 -2.55228578 111 2.14032241 3.21192507 112 2.14188835 2.14032241 113 -1.83832842 2.14188835 114 0.34725279 -1.83832842 115 -0.12605781 0.34725279 116 -1.58626629 -0.12605781 117 0.13973215 -1.58626629 118 0.95504453 0.13973215 119 -0.81334312 0.95504453 120 -0.13301022 -0.81334312 121 -3.07459204 -0.13301022 122 -1.27113724 -3.07459204 123 -0.48438411 -1.27113724 124 4.80630177 -0.48438411 125 0.27106525 4.80630177 126 1.65103068 0.27106525 127 1.43361967 1.65103068 128 -3.20198276 1.43361967 129 0.21730547 -3.20198276 130 -3.78042504 0.21730547 131 -1.03811714 -3.78042504 132 -4.81404026 -1.03811714 133 -2.45987206 -4.81404026 134 0.92079453 -2.45987206 135 3.97083251 0.92079453 136 -0.76442681 3.97083251 137 -3.53372885 -0.76442681 138 -1.02642859 -3.53372885 139 1.48480268 -1.02642859 140 2.36328541 1.48480268 141 -0.67715159 2.36328541 142 -9.66784188 -0.67715159 143 3.64772802 -9.66784188 144 0.21654883 3.64772802 145 1.77970843 0.21654883 146 2.02453305 1.77970843 147 2.24390236 2.02453305 148 -0.16229369 2.24390236 149 -0.42379910 -0.16229369 150 0.81842029 -0.42379910 151 1.57560765 0.81842029 152 3.79036197 1.57560765 153 2.09293114 3.79036197 154 -0.31930917 2.09293114 155 0.43332024 -0.31930917 156 -2.82514062 0.43332024 157 -0.15702760 -2.82514062 158 2.61905804 -0.15702760 159 0.35293902 2.61905804 160 -1.53429802 0.35293902 161 -0.79812412 -1.53429802 > 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/7obz61353336744.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/806hc1353336744.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/9vlhz1353336744.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/10xyta1353336744.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11adrs1353336744.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12zno01353336744.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/139qk11353336744.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14ok691353336744.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/15dwp11353336744.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/162zt21353336745.tab") + } > > try(system("convert tmp/1ijf51353336744.ps tmp/1ijf51353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/23jfr1353336744.ps tmp/23jfr1353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/3upix1353336744.ps tmp/3upix1353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/4w2it1353336744.ps tmp/4w2it1353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/5v4111353336744.ps tmp/5v4111353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/6tsea1353336744.ps tmp/6tsea1353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/7obz61353336744.ps tmp/7obz61353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/806hc1353336744.ps tmp/806hc1353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/9vlhz1353336744.ps tmp/9vlhz1353336744.png",intern=TRUE)) character(0) > try(system("convert tmp/10xyta1353336744.ps tmp/10xyta1353336744.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.434 1.188 9.768