R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(32.5 + ,15.5 + ,-2.2 + ,3.1 + ,-6.6 + ,7.7 + ,14.4 + ,18.2 + ,-1.3 + ,3.2 + ,-6.2 + ,10.9 + ,11.5 + ,22.1 + ,-6.4 + ,6.0 + ,-4.0 + ,10.0 + ,17.4 + ,15.8 + ,3.0 + ,9.7 + ,-7.8 + ,0.4 + ,12.1 + ,18.7 + ,10.1 + ,4.4 + ,-6.1 + ,9.6 + ,5.0 + ,20.5 + ,12.8 + ,1.3 + ,-6.9 + ,2.4 + ,5.2 + ,15.9 + ,8.2 + ,-2.6 + ,-3.3 + ,1.6 + ,-1.0 + ,19.1 + ,-5.4 + ,2.3 + ,-6.9 + ,1.1 + ,-14.1 + ,12.9 + ,-9.4 + ,-6.1 + ,1.5 + ,2.9 + ,-13.9 + ,13.2 + ,3.6 + ,-4.2 + ,0.1 + ,4.4 + ,-5.8 + ,13.4 + ,-0.4 + ,-14.3 + ,-7.2 + ,-3.8 + ,-6.4 + ,14.3 + ,-1.8 + ,-5.7 + ,-10.7 + ,-0.4 + ,-17.0 + ,12.3 + ,-0.1 + ,-7.5 + ,-5.9 + ,-23.6 + ,-33.0 + ,8.7 + ,-0.9 + ,-12.2 + ,-23.8 + ,-7.9 + ,-7.8 + ,15.0 + ,5.2 + ,-15.9 + ,-15.3 + ,-4.6 + ,11.7 + ,16.7 + ,-1.9 + ,-11.2 + ,-13.5 + ,4.4 + ,6.1 + ,16.6 + ,-1.9 + ,-14.8 + ,-8.3 + ,-7.4 + ,-14.2 + ,17.0 + ,2.7 + ,-12.6 + ,-8.9 + ,-4.2 + ,7.7 + ,23.7 + ,6.0 + ,-12.0 + ,1.4 + ,-3.5 + ,-7.4 + ,15.6 + ,3.0 + ,-8.8 + ,-6.0 + ,-7.4 + ,8.2 + ,17.2 + 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+ ,-3.4 + ,-2.2 + ,6.8 + ,-7.8 + ,21.1 + ,-11.0 + ,-4.3 + ,2.3 + ,-14.9 + ,1.9 + ,20.0 + ,5.9 + ,-7.1 + ,-3.6 + ,-13.7 + ,30.8 + ,20.4 + ,12.2 + ,-13.4 + ,-3.8 + ,-15.7 + ,7.8 + ,11.3 + ,4.2 + ,-5.4 + ,-3.9 + ,-21.0 + ,2.9 + ,19.6 + ,3.3 + ,23.8 + ,-3.3 + ,-18.7 + ,13.7 + ,8.5 + ,1.7 + ,-2.4 + ,-15.8 + ,-29.9 + ,8.7 + ,-0.1 + ,-5.3 + ,1.7 + ,-18.4 + ,-32.5 + ,-33.0 + ,0.2 + ,-8.1 + ,-28.8 + ,-19.5 + ,-37.6 + ,5.1 + ,6.3 + ,-11.6 + ,-27.6 + ,-21.6 + ,-26.3 + ,-1.4 + ,1.5 + ,-21.8 + ,-5.9 + ,-23.0 + ,-39.7 + ,-12.1 + ,-1.9 + ,-21.4 + ,-22.7 + ,-22.2 + ,-41.9 + ,-34.9 + ,-7.3 + ,-12.1 + ,-45.5 + ,-19.4 + ,-39.5 + ,-25.6 + ,-2.2 + ,-19.0 + ,-8.9 + ,-17.2 + ,-38.9 + ,-11.2 + ,-6.2 + ,-12.6 + ,-16.8 + ,-18.5 + ,-3.6 + ,-40.0 + ,6.1 + ,-17.7 + ,6.5 + ,-11.1 + ,-35.7 + ,-32.4 + ,2.7 + ,-13.2 + ,4.2 + ,-13.6 + ,-21.7 + ,-39.1 + ,-4.5 + ,-14.7 + ,-5.6 + ,-17.4 + ,-30.4 + ,-48.4 + ,5.4 + ,-13.2 + ,7.9 + ,-14.5 + ,-37.1 + ,-37.9 + ,-1.4 + ,-0.3 + ,-18.3 + ,-15.2 + ,-45.2) + ,dim=c(6 + ,145) + ,dimnames=list(c('Personenwagens' + ,'voedingsproducten' + ,'schoenen' + ,'meubelen' + ,'textielartikelen' + ,'elektrischetoestellen') + ,1:145)) > y <- array(NA,dim=c(6,145),dimnames=list(c('Personenwagens','voedingsproducten','schoenen','meubelen','textielartikelen','elektrischetoestellen'),1:145)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '3' > 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 schoenen Personenwagens voedingsproducten meubelen textielartikelen 1 -2.2 32.5 15.5 3.1 -6.6 2 -1.3 14.4 18.2 3.2 -6.2 3 -6.4 11.5 22.1 6.0 -4.0 4 3.0 17.4 15.8 9.7 -7.8 5 10.1 12.1 18.7 4.4 -6.1 6 12.8 5.0 20.5 1.3 -6.9 7 8.2 5.2 15.9 -2.6 -3.3 8 -5.4 -1.0 19.1 2.3 -6.9 9 -9.4 -14.1 12.9 -6.1 1.5 10 3.6 -13.9 13.2 -4.2 0.1 11 -0.4 -5.8 13.4 -14.3 -7.2 12 -1.8 -6.4 14.3 -5.7 -10.7 13 -0.1 -17.0 12.3 -7.5 -5.9 14 -0.9 -33.0 8.7 -12.2 -23.8 15 5.2 -7.8 15.0 -15.9 -15.3 16 -1.9 11.7 16.7 -11.2 -13.5 17 -1.9 6.1 16.6 -14.8 -8.3 18 2.7 -14.2 17.0 -12.6 -8.9 19 6.0 7.7 23.7 -12.0 1.4 20 3.0 -7.4 15.6 -8.8 -6.0 21 6.6 8.2 17.2 -2.8 -13.3 22 2.9 28.4 18.5 -3.5 -13.6 23 1.5 -1.7 18.9 3.0 -9.4 24 -6.5 -31.6 9.4 -2.3 -9.4 25 -7.8 -0.4 17.0 -18.1 -11.2 26 -5.4 -8.6 17.8 1.1 -2.3 27 4.1 -2.5 7.4 -0.3 -7.3 28 -6.1 -28.5 9.4 -4.2 -11.9 29 -19.9 -35.3 2.3 -10.1 -13.3 30 -12.9 -16.1 6.2 -15.0 -11.2 31 -10.6 -15.3 3.7 -8.0 -25.2 32 -5.1 -14.4 10.8 -2.0 -24.8 33 3.0 -0.6 1.6 -4.7 -28.6 34 -9.2 -16.0 8.0 -6.8 -25.3 35 -3.3 -20.4 5.9 -14.5 -24.0 36 9.2 -19.9 11.1 -6.3 -20.1 37 6.3 -5.6 12.2 -8.0 -25.4 38 5.8 1.9 13.2 -9.1 -22.8 39 -2.2 1.2 26.6 -9.3 -25.7 40 1.8 8.3 20.2 -3.8 -13.2 41 1.6 17.0 16.0 6.5 -20.3 42 4.0 24.0 12.5 9.6 -21.1 43 -5.3 8.1 21.3 3.8 0.1 44 -7.3 15.1 16.0 0.2 -4.1 45 -8.1 3.9 12.7 -5.7 -11.6 46 -12.8 12.9 9.5 3.2 -9.1 47 2.7 21.7 10.5 8.1 -9.3 48 5.8 24.3 16.0 0.4 -6.5 49 -0.4 16.3 9.3 -7.9 -6.3 50 7.3 24.3 12.3 0.2 -7.3 51 -1.2 12.8 7.7 1.6 -0.9 52 4.9 26.1 9.2 -3.4 -3.5 53 2.7 0.8 13.0 1.7 -4.6 54 1.3 0.7 6.0 -5.4 -8.7 55 6.7 5.2 10.2 -2.5 -7.1 56 -0.4 0.4 5.7 -2.8 -2.5 57 -8.5 0.4 9.9 -3.4 -2.5 58 -0.9 5.7 4.9 -5.4 -3.9 59 -5.3 1.8 3.2 1.8 -20.5 60 -4.7 -1.4 8.6 -0.4 -5.9 61 4.7 12.8 8.5 3.7 -0.8 62 3.2 14.4 8.3 1.0 -10.6 63 13.4 9.8 4.9 -7.1 -8.1 64 11.1 14.2 7.5 1.6 -4.1 65 17.4 22.0 8.6 -12.5 5.3 66 5.8 13.5 5.1 -0.6 0.9 67 -0.2 7.6 -7.2 3.9 -7.8 68 11.2 15.2 3.5 3.6 -3.7 69 17.3 21.4 14.6 8.0 -8.0 70 4.9 7.2 15.9 -11.3 2.2 71 7.9 21.3 15.7 -7.4 6.1 72 9.2 22.3 10.3 1.1 5.4 73 9.7 8.5 3.5 0.0 7.4 74 4.7 0.3 12.0 2.1 7.5 75 3.5 10.4 9.3 3.3 5.5 76 -3.6 -3.0 15.0 1.6 6.0 77 10.6 22.5 11.5 1.5 1.5 78 6.1 18.3 11.2 3.5 5.7 79 7.9 14.8 17.8 -1.2 16.7 80 11.5 15.9 11.7 0.7 11.1 81 12.7 13.1 5.6 2.4 6.7 82 17.8 10.0 -4.2 6.5 12.0 83 14.3 7.0 9.3 6.0 11.2 84 -2.9 2.8 11.1 2.0 11.3 85 2.3 12.7 6.7 0.9 15.7 86 -3.8 13.2 2.4 -1.5 8.8 87 -0.9 8.6 13.3 2.4 4.7 88 -3.5 30.4 8.1 -1.2 3.4 89 -9.2 -18.5 14.0 -0.1 -2.8 90 -4.5 0.9 18.1 -0.1 3.0 91 -8.0 9.8 17.0 7.7 -6.7 92 -10.7 -6.4 17.7 -1.3 -10.4 93 -10.2 -5.3 10.6 -3.1 -8.7 94 -14.1 27.0 13.3 -2.4 -14.7 95 -27.6 -22.0 5.3 -3.8 -21.8 96 -15.6 -5.7 4.4 -11.1 -26.0 97 -23.6 -36.0 14.0 -11.2 -28.4 98 -15.9 -38.1 7.6 8.3 -26.7 99 -18.8 -48.0 4.5 -3.1 -26.2 100 -25.4 -55.5 -0.3 -40.9 -32.7 101 -20.0 -65.5 1.9 -44.2 -32.8 102 -20.2 -44.6 3.3 -45.2 -37.1 103 -9.2 -40.4 -1.4 -53.0 -36.3 104 -9.6 -13.2 -5.0 -44.3 -32.2 105 -9.6 -28.6 3.4 -41.6 -36.0 106 -16.4 -30.6 8.3 -44.3 -30.6 107 -11.4 -34.2 7.9 -41.3 -23.6 108 -17.3 -37.4 -2.6 -43.9 -16.3 109 -12.0 -7.5 7.1 -33.3 -32.4 110 1.6 5.8 10.2 -3.6 -25.8 111 8.8 13.3 5.4 -4.7 -23.1 112 10.5 2.4 -1.4 -4.8 -17.4 113 2.2 0.9 -5.8 -1.1 -10.5 114 1.4 -5.3 6.0 7.7 -7.8 115 11.5 -1.7 6.2 6.1 1.7 116 2.8 -4.4 5.1 1.6 4.6 117 4.3 -5.2 -4.0 2.1 -6.4 118 12.0 2.9 -2.1 -7.8 -0.1 119 11.4 2.0 -1.0 25.1 -3.3 120 4.9 -18.2 11.2 1.7 1.9 121 10.5 -13.5 3.4 0.2 2.5 122 6.2 12.5 25.7 -9.1 1.2 123 12.6 7.1 20.8 -17.9 1.6 124 17.4 3.5 25.6 -7.1 0.8 125 2.4 25.4 19.9 1.5 4.9 126 -8.0 5.9 10.6 -3.4 -2.2 127 -11.0 -7.8 21.1 -4.3 2.3 128 5.9 1.9 20.0 -7.1 -3.6 129 12.2 30.8 20.4 -13.4 -3.8 130 4.2 7.8 11.3 -5.4 -3.9 131 3.3 2.9 19.6 23.8 -3.3 132 1.7 13.7 8.5 -2.4 -15.8 133 -5.3 8.7 -0.1 1.7 -18.4 134 -8.1 -33.0 0.2 -28.8 -19.5 135 -11.6 5.1 6.3 -27.6 -21.6 136 -21.8 -1.4 1.5 -5.9 -23.0 137 -21.4 -12.1 -1.9 -22.7 -22.2 138 -12.1 -34.9 -7.3 -45.5 -19.4 139 -19.0 -25.6 -2.2 -8.9 -17.2 140 -12.6 -11.2 -6.2 -16.8 -18.5 141 -17.7 -40.0 6.1 6.5 -11.1 142 -13.2 -32.4 2.7 4.2 -13.6 143 -14.7 -39.1 -4.5 -5.6 -17.4 144 -13.2 -48.4 5.4 7.9 -14.5 145 -0.3 -37.9 -1.4 -18.3 -15.2 elektrischetoestellen t 1 7.7 1 2 10.9 2 3 10.0 3 4 0.4 4 5 9.6 5 6 2.4 6 7 1.6 7 8 1.1 8 9 2.9 9 10 4.4 10 11 -3.8 11 12 -0.4 12 13 -23.6 13 14 -7.9 14 15 -4.6 15 16 4.4 16 17 -7.4 17 18 -4.2 18 19 -3.5 19 20 -7.4 20 21 -3.3 21 22 -1.8 22 23 -11.3 23 24 10.7 24 25 1.9 25 26 5.1 26 27 3.8 27 28 -8.3 28 29 -13.1 29 30 -16.5 30 31 -21.1 31 32 -12.9 32 33 -13.5 33 34 -28.0 34 35 -11.5 35 36 -22.2 36 37 -6.2 37 38 4.9 38 39 -28.0 39 40 -23.2 40 41 -3.7 41 42 -3.3 42 43 -2.4 43 44 -3.6 44 45 -11.1 45 46 -12.3 46 47 -9.4 47 48 -6.6 48 49 -8.8 49 50 -17.1 50 51 -7.3 51 52 -16.9 52 53 -16.3 53 54 -8.9 54 55 -17.3 55 56 -19.2 56 57 -35.5 57 58 -6.5 58 59 -10.7 59 60 -11.5 60 61 -11.8 61 62 -11.4 62 63 -2.2 63 64 -3.6 64 65 -3.7 65 66 -0.2 66 67 5.9 67 68 -8.3 68 69 5.1 69 70 -3.7 70 71 -10.3 71 72 2.0 72 73 1.3 73 74 -0.1 74 75 -11.4 75 76 33.7 76 77 22.4 77 78 -3.8 78 79 9.9 79 80 15.8 80 81 13.5 81 82 12.8 82 83 13.7 83 84 12.6 84 85 9.0 85 86 44.7 86 87 7.2 87 88 -7.7 88 89 -12.5 89 90 -23.6 90 91 -25.1 91 92 -11.8 92 93 -26.6 93 94 -18.5 94 95 -28.6 95 96 -45.5 96 97 -43.2 97 98 -42.3 98 99 -50.0 99 100 -39.6 100 101 -44.6 101 102 -40.9 102 103 -46.1 103 104 -46.3 104 105 -45.5 105 106 -34.4 106 107 -35.1 107 108 -41.1 108 109 -35.8 109 110 -35.4 110 111 -12.8 111 112 -23.5 112 113 -7.8 113 114 -18.4 114 115 -6.9 115 116 -16.6 116 117 0.5 117 118 4.7 118 119 -8.3 119 120 8.6 120 121 3.5 121 122 2.8 122 123 -8.0 123 124 1.3 124 125 5.9 125 126 6.8 126 127 -14.9 127 128 -13.7 128 129 -15.7 129 130 -21.0 130 131 -18.7 131 132 -29.9 132 133 -32.5 133 134 -37.6 134 135 -26.3 135 136 -39.7 136 137 -41.9 137 138 -39.5 138 139 -38.9 139 140 -3.6 140 141 -35.7 141 142 -21.7 142 143 -30.4 143 144 -37.1 144 145 -45.2 145 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Personenwagens voedingsproducten 2.5355340 0.2061851 -0.0440014 meubelen textielartikelen elektrischetoestellen -0.0102547 0.1582519 0.1384410 t -0.0009146 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -17.9090 -5.0511 0.6692 4.5787 17.4785 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.5355340 2.1054102 1.204 0.2305 Personenwagens 0.2061851 0.0408500 5.047 1.39e-06 *** voedingsproducten -0.0440014 0.0971979 -0.453 0.6515 meubelen -0.0102547 0.0575432 -0.178 0.8588 textielartikelen 0.1582519 0.0839820 1.884 0.0616 . elektrischetoestellen 0.1384410 0.0580025 2.387 0.0184 * t -0.0009146 0.0183473 -0.050 0.9603 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 7.215 on 138 degrees of freedom Multiple R-squared: 0.499, Adjusted R-squared: 0.4772 F-statistic: 22.91 on 6 and 138 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,] 0.896680219 0.20663956 0.10331978 [2,] 0.872807727 0.25438455 0.12719227 [3,] 0.844938651 0.31012270 0.15506135 [4,] 0.763606923 0.47278615 0.23639308 [5,] 0.721215726 0.55756855 0.27878427 [6,] 0.632033501 0.73593300 0.36796650 [7,] 0.615570920 0.76885816 0.38442908 [8,] 0.537116039 0.92576792 0.46288396 [9,] 0.455171571 0.91034314 0.54482843 [10,] 0.378274225 0.75654845 0.62172578 [11,] 0.303723575 0.60744715 0.69627643 [12,] 0.241443156 0.48288631 0.75855684 [13,] 0.188032409 0.37606482 0.81196759 [14,] 0.151708026 0.30341605 0.84829197 [15,] 0.112542093 0.22508419 0.88745791 [16,] 0.127746805 0.25549361 0.87225319 [17,] 0.101036988 0.20207398 0.89896301 [18,] 0.113792894 0.22758579 0.88620711 [19,] 0.094792554 0.18958511 0.90520745 [20,] 0.202983307 0.40596661 0.79701669 [21,] 0.195609664 0.39121933 0.80439034 [22,] 0.160394551 0.32078910 0.83960545 [23,] 0.123776686 0.24755337 0.87622331 [24,] 0.161343196 0.32268639 0.83865680 [25,] 0.140519531 0.28103906 0.85948047 [26,] 0.115160836 0.23032167 0.88483916 [27,] 0.224330564 0.44866113 0.77566944 [28,] 0.232992395 0.46598479 0.76700761 [29,] 0.215050313 0.43010063 0.78494969 [30,] 0.249678344 0.49935669 0.75032166 [31,] 0.212559786 0.42511957 0.78744021 [32,] 0.177505006 0.35501001 0.82249499 [33,] 0.147125682 0.29425136 0.85287432 [34,] 0.133883896 0.26776779 0.86611610 [35,] 0.128429096 0.25685819 0.87157090 [36,] 0.112086726 0.22417345 0.88791327 [37,] 0.128553930 0.25710786 0.87144607 [38,] 0.128781123 0.25756225 0.87121888 [39,] 0.130173083 0.26034617 0.86982692 [40,] 0.113020772 0.22604154 0.88697923 [41,] 0.124252917 0.24850583 0.87574708 [42,] 0.106846548 0.21369310 0.89315345 [43,] 0.097170565 0.19434113 0.90282944 [44,] 0.088940753 0.17788151 0.91105925 [45,] 0.076739622 0.15347924 0.92326038 [46,] 0.085098713 0.17019743 0.91490129 [47,] 0.068546647 0.13709329 0.93145335 [48,] 0.063560480 0.12712096 0.93643952 [49,] 0.050203074 0.10040615 0.94979693 [50,] 0.039928352 0.07985670 0.96007165 [51,] 0.031219830 0.06243966 0.96878017 [52,] 0.027405939 0.05481188 0.97259406 [53,] 0.021278927 0.04255785 0.97872107 [54,] 0.041186468 0.08237294 0.95881353 [55,] 0.048291129 0.09658226 0.95170887 [56,] 0.069241481 0.13848296 0.93075852 [57,] 0.054673765 0.10934753 0.94532624 [58,] 0.043185372 0.08637074 0.95681463 [59,] 0.048589751 0.09717950 0.95141025 [60,] 0.078982230 0.15796446 0.92101777 [61,] 0.064219336 0.12843867 0.93578066 [62,] 0.050698580 0.10139716 0.94930142 [63,] 0.039859879 0.07971976 0.96014012 [64,] 0.034480412 0.06896082 0.96551959 [65,] 0.026554636 0.05310927 0.97344536 [66,] 0.019884312 0.03976862 0.98011569 [67,] 0.028381721 0.05676344 0.97161828 [68,] 0.021931474 0.04386295 0.97806853 [69,] 0.016338688 0.03267738 0.98366131 [70,] 0.011896969 0.02379394 0.98810303 [71,] 0.009224235 0.01844847 0.99077577 [72,] 0.008494371 0.01698874 0.99150563 [73,] 0.014539897 0.02907979 0.98546010 [74,] 0.017454532 0.03490906 0.98254547 [75,] 0.019092323 0.03818465 0.98090768 [76,] 0.016189425 0.03237885 0.98381057 [77,] 0.042072602 0.08414520 0.95792740 [78,] 0.039319846 0.07863969 0.96068015 [79,] 0.059537555 0.11907511 0.94046245 [80,] 0.055768379 0.11153676 0.94423162 [81,] 0.047846695 0.09569339 0.95215331 [82,] 0.047932271 0.09586454 0.95206773 [83,] 0.050647436 0.10129487 0.94935256 [84,] 0.051545589 0.10309118 0.94845441 [85,] 0.159185694 0.31837139 0.84081431 [86,] 0.409660668 0.81932134 0.59033933 [87,] 0.435101840 0.87020368 0.56489816 [88,] 0.458762968 0.91752594 0.54123703 [89,] 0.429444248 0.85888850 0.57055575 [90,] 0.412280427 0.82456085 0.58771957 [91,] 0.425039901 0.85007980 0.57496010 [92,] 0.382694126 0.76538825 0.61730587 [93,] 0.347866437 0.69573287 0.65213356 [94,] 0.345287820 0.69057564 0.65471218 [95,] 0.295397121 0.59079424 0.70460288 [96,] 0.270550646 0.54110129 0.72944935 [97,] 0.236245067 0.47249013 0.76375493 [98,] 0.197923732 0.39584746 0.80207627 [99,] 0.270223808 0.54044762 0.72977619 [100,] 0.295380229 0.59076046 0.70461977 [101,] 0.273090271 0.54618054 0.72690973 [102,] 0.270417303 0.54083461 0.72958270 [103,] 0.332010365 0.66402073 0.66798963 [104,] 0.278598493 0.55719699 0.72140151 [105,] 0.238661774 0.47732355 0.76133823 [106,] 0.224930688 0.44986138 0.77506931 [107,] 0.251168250 0.50233650 0.74883175 [108,] 0.203602096 0.40720419 0.79639790 [109,] 0.172588922 0.34517784 0.82741108 [110,] 0.187930891 0.37586178 0.81206911 [111,] 0.154496379 0.30899276 0.84550362 [112,] 0.250904492 0.50180898 0.74909551 [113,] 0.201745307 0.40349061 0.79825469 [114,] 0.195644031 0.39128806 0.80435597 [115,] 0.401330489 0.80266098 0.59866951 [116,] 0.363359529 0.72671906 0.63664047 [117,] 0.328154042 0.65630808 0.67184596 [118,] 0.690492636 0.61901473 0.30950736 [119,] 0.606747878 0.78650424 0.39325212 [120,] 0.518072896 0.96385421 0.48192710 [121,] 0.491822024 0.98364405 0.50817798 [122,] 0.434163316 0.86832663 0.56583668 [123,] 0.380923174 0.76184635 0.61907683 [124,] 0.764395502 0.47120900 0.23560450 [125,] 0.984794419 0.03041116 0.01520558 [126,] 0.949167138 0.10166572 0.05083286 > postscript(file="/var/wessaorg/rcomp/tmp/12rgf1353348882.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/29dru1353348882.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3mgoo1353348882.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/450wl1353348882.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/53b4q1353348882.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 145 Frequency = 1 1 2 3 4 5 6 -10.74335629 -6.49697417 -11.02136142 -1.14581437 5.57844991 10.91406802 7 8 9 10 11 12 5.57239158 -5.91836610 -9.15388518 3.85236811 0.37886588 -0.68553393 13 14 15 16 17 18 5.54670264 8.49916263 7.84148262 -4.68603455 -2.76110718 5.71746584 19 20 21 22 23 24 3.07698564 4.57868311 5.68267211 -2.29151448 3.25035893 -2.10185695 25 26 27 28 29 30 -8.15839754 -5.68612618 3.05632120 0.66915207 -11.21471819 -7.91282986 31 32 33 34 35 36 -2.96272813 1.52804153 7.03552322 -0.24307509 3.90368596 17.47854008 37 38 39 40 41 42 10.28565605 6.32475389 4.07120430 3.74033127 0.09224340 0.99887240 43 44 45 46 47 48 -8.17367301 -11.05539121 -7.52571441 -14.35950345 -0.94859640 0.94854300 49 50 51 52 53 54 -3.70806559 3.86574792 -4.81979249 0.29407713 3.62199157 1.48707601 55 56 57 58 59 60 7.08440341 0.30900280 -5.35484175 -2.88046000 -3.26795766 -3.99192900 61 62 63 64 65 66 1.75324914 1.38327202 10.63068316 7.18881296 10.31156950 0.64484909 67 68 69 70 71 72 -4.10051315 7.51816215 11.69963980 1.69177884 2.11320483 1.46544462 73 74 75 76 77 78 4.28162866 1.54679999 0.03963398 -10.38601008 0.67867105 0.01536750 79 80 81 82 83 84 -0.85727066 2.33732497 4.87930515 9.48839788 7.19876385 -8.95970074 85 86 87 88 89 90 -6.20282581 -16.46922547 -6.25988144 -11.35102812 -5.05109553 -3.55093234 91 92 93 94 95 96 -7.11077439 -7.78688581 -6.06374508 -16.66848711 -17.90902832 -6.37908105 97 98 99 100 101 102 -7.64797992 0.01065691 -0.11363495 -6.17631678 2.05744121 -2.23131366 103 104 105 106 107 108 8.21012156 1.51246832 5.57653738 -3.01351398 1.73197587 -4.32058737 109 110 111 112 113 114 -2.83497430 7.36480979 9.24080321 13.46818283 2.05725001 4.18616447 115 116 117 118 119 120 10.44174101 3.08875434 3.73276235 8.16721920 10.44562187 5.24576882 121 122 123 124 125 126 10.13011837 1.65871869 10.29904597 15.00328536 -5.95953195 -11.79847743 127 128 129 130 131 132 -9.22800632 6.36335532 6.96704882 4.14140820 4.50391450 3.44962834 133 134 135 136 137 138 -2.08349753 4.29589213 -8.01018494 -14.78108420 -12.31790495 0.43725032 139 140 141 142 143 144 -8.21084442 -9.71725191 -4.82516307 -3.60698955 -2.33614755 2.12496518 145 13.52520079 > postscript(file="/var/wessaorg/rcomp/tmp/67c431353348882.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 145 Frequency = 1 lag(myerror, k = 1) myerror 0 -10.74335629 NA 1 -6.49697417 -10.74335629 2 -11.02136142 -6.49697417 3 -1.14581437 -11.02136142 4 5.57844991 -1.14581437 5 10.91406802 5.57844991 6 5.57239158 10.91406802 7 -5.91836610 5.57239158 8 -9.15388518 -5.91836610 9 3.85236811 -9.15388518 10 0.37886588 3.85236811 11 -0.68553393 0.37886588 12 5.54670264 -0.68553393 13 8.49916263 5.54670264 14 7.84148262 8.49916263 15 -4.68603455 7.84148262 16 -2.76110718 -4.68603455 17 5.71746584 -2.76110718 18 3.07698564 5.71746584 19 4.57868311 3.07698564 20 5.68267211 4.57868311 21 -2.29151448 5.68267211 22 3.25035893 -2.29151448 23 -2.10185695 3.25035893 24 -8.15839754 -2.10185695 25 -5.68612618 -8.15839754 26 3.05632120 -5.68612618 27 0.66915207 3.05632120 28 -11.21471819 0.66915207 29 -7.91282986 -11.21471819 30 -2.96272813 -7.91282986 31 1.52804153 -2.96272813 32 7.03552322 1.52804153 33 -0.24307509 7.03552322 34 3.90368596 -0.24307509 35 17.47854008 3.90368596 36 10.28565605 17.47854008 37 6.32475389 10.28565605 38 4.07120430 6.32475389 39 3.74033127 4.07120430 40 0.09224340 3.74033127 41 0.99887240 0.09224340 42 -8.17367301 0.99887240 43 -11.05539121 -8.17367301 44 -7.52571441 -11.05539121 45 -14.35950345 -7.52571441 46 -0.94859640 -14.35950345 47 0.94854300 -0.94859640 48 -3.70806559 0.94854300 49 3.86574792 -3.70806559 50 -4.81979249 3.86574792 51 0.29407713 -4.81979249 52 3.62199157 0.29407713 53 1.48707601 3.62199157 54 7.08440341 1.48707601 55 0.30900280 7.08440341 56 -5.35484175 0.30900280 57 -2.88046000 -5.35484175 58 -3.26795766 -2.88046000 59 -3.99192900 -3.26795766 60 1.75324914 -3.99192900 61 1.38327202 1.75324914 62 10.63068316 1.38327202 63 7.18881296 10.63068316 64 10.31156950 7.18881296 65 0.64484909 10.31156950 66 -4.10051315 0.64484909 67 7.51816215 -4.10051315 68 11.69963980 7.51816215 69 1.69177884 11.69963980 70 2.11320483 1.69177884 71 1.46544462 2.11320483 72 4.28162866 1.46544462 73 1.54679999 4.28162866 74 0.03963398 1.54679999 75 -10.38601008 0.03963398 76 0.67867105 -10.38601008 77 0.01536750 0.67867105 78 -0.85727066 0.01536750 79 2.33732497 -0.85727066 80 4.87930515 2.33732497 81 9.48839788 4.87930515 82 7.19876385 9.48839788 83 -8.95970074 7.19876385 84 -6.20282581 -8.95970074 85 -16.46922547 -6.20282581 86 -6.25988144 -16.46922547 87 -11.35102812 -6.25988144 88 -5.05109553 -11.35102812 89 -3.55093234 -5.05109553 90 -7.11077439 -3.55093234 91 -7.78688581 -7.11077439 92 -6.06374508 -7.78688581 93 -16.66848711 -6.06374508 94 -17.90902832 -16.66848711 95 -6.37908105 -17.90902832 96 -7.64797992 -6.37908105 97 0.01065691 -7.64797992 98 -0.11363495 0.01065691 99 -6.17631678 -0.11363495 100 2.05744121 -6.17631678 101 -2.23131366 2.05744121 102 8.21012156 -2.23131366 103 1.51246832 8.21012156 104 5.57653738 1.51246832 105 -3.01351398 5.57653738 106 1.73197587 -3.01351398 107 -4.32058737 1.73197587 108 -2.83497430 -4.32058737 109 7.36480979 -2.83497430 110 9.24080321 7.36480979 111 13.46818283 9.24080321 112 2.05725001 13.46818283 113 4.18616447 2.05725001 114 10.44174101 4.18616447 115 3.08875434 10.44174101 116 3.73276235 3.08875434 117 8.16721920 3.73276235 118 10.44562187 8.16721920 119 5.24576882 10.44562187 120 10.13011837 5.24576882 121 1.65871869 10.13011837 122 10.29904597 1.65871869 123 15.00328536 10.29904597 124 -5.95953195 15.00328536 125 -11.79847743 -5.95953195 126 -9.22800632 -11.79847743 127 6.36335532 -9.22800632 128 6.96704882 6.36335532 129 4.14140820 6.96704882 130 4.50391450 4.14140820 131 3.44962834 4.50391450 132 -2.08349753 3.44962834 133 4.29589213 -2.08349753 134 -8.01018494 4.29589213 135 -14.78108420 -8.01018494 136 -12.31790495 -14.78108420 137 0.43725032 -12.31790495 138 -8.21084442 0.43725032 139 -9.71725191 -8.21084442 140 -4.82516307 -9.71725191 141 -3.60698955 -4.82516307 142 -2.33614755 -3.60698955 143 2.12496518 -2.33614755 144 13.52520079 2.12496518 145 NA 13.52520079 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -6.49697417 -10.74335629 [2,] -11.02136142 -6.49697417 [3,] -1.14581437 -11.02136142 [4,] 5.57844991 -1.14581437 [5,] 10.91406802 5.57844991 [6,] 5.57239158 10.91406802 [7,] -5.91836610 5.57239158 [8,] -9.15388518 -5.91836610 [9,] 3.85236811 -9.15388518 [10,] 0.37886588 3.85236811 [11,] -0.68553393 0.37886588 [12,] 5.54670264 -0.68553393 [13,] 8.49916263 5.54670264 [14,] 7.84148262 8.49916263 [15,] -4.68603455 7.84148262 [16,] -2.76110718 -4.68603455 [17,] 5.71746584 -2.76110718 [18,] 3.07698564 5.71746584 [19,] 4.57868311 3.07698564 [20,] 5.68267211 4.57868311 [21,] -2.29151448 5.68267211 [22,] 3.25035893 -2.29151448 [23,] -2.10185695 3.25035893 [24,] -8.15839754 -2.10185695 [25,] -5.68612618 -8.15839754 [26,] 3.05632120 -5.68612618 [27,] 0.66915207 3.05632120 [28,] -11.21471819 0.66915207 [29,] -7.91282986 -11.21471819 [30,] -2.96272813 -7.91282986 [31,] 1.52804153 -2.96272813 [32,] 7.03552322 1.52804153 [33,] -0.24307509 7.03552322 [34,] 3.90368596 -0.24307509 [35,] 17.47854008 3.90368596 [36,] 10.28565605 17.47854008 [37,] 6.32475389 10.28565605 [38,] 4.07120430 6.32475389 [39,] 3.74033127 4.07120430 [40,] 0.09224340 3.74033127 [41,] 0.99887240 0.09224340 [42,] -8.17367301 0.99887240 [43,] -11.05539121 -8.17367301 [44,] -7.52571441 -11.05539121 [45,] -14.35950345 -7.52571441 [46,] -0.94859640 -14.35950345 [47,] 0.94854300 -0.94859640 [48,] -3.70806559 0.94854300 [49,] 3.86574792 -3.70806559 [50,] -4.81979249 3.86574792 [51,] 0.29407713 -4.81979249 [52,] 3.62199157 0.29407713 [53,] 1.48707601 3.62199157 [54,] 7.08440341 1.48707601 [55,] 0.30900280 7.08440341 [56,] -5.35484175 0.30900280 [57,] -2.88046000 -5.35484175 [58,] -3.26795766 -2.88046000 [59,] -3.99192900 -3.26795766 [60,] 1.75324914 -3.99192900 [61,] 1.38327202 1.75324914 [62,] 10.63068316 1.38327202 [63,] 7.18881296 10.63068316 [64,] 10.31156950 7.18881296 [65,] 0.64484909 10.31156950 [66,] -4.10051315 0.64484909 [67,] 7.51816215 -4.10051315 [68,] 11.69963980 7.51816215 [69,] 1.69177884 11.69963980 [70,] 2.11320483 1.69177884 [71,] 1.46544462 2.11320483 [72,] 4.28162866 1.46544462 [73,] 1.54679999 4.28162866 [74,] 0.03963398 1.54679999 [75,] -10.38601008 0.03963398 [76,] 0.67867105 -10.38601008 [77,] 0.01536750 0.67867105 [78,] -0.85727066 0.01536750 [79,] 2.33732497 -0.85727066 [80,] 4.87930515 2.33732497 [81,] 9.48839788 4.87930515 [82,] 7.19876385 9.48839788 [83,] -8.95970074 7.19876385 [84,] -6.20282581 -8.95970074 [85,] -16.46922547 -6.20282581 [86,] -6.25988144 -16.46922547 [87,] -11.35102812 -6.25988144 [88,] -5.05109553 -11.35102812 [89,] -3.55093234 -5.05109553 [90,] -7.11077439 -3.55093234 [91,] -7.78688581 -7.11077439 [92,] -6.06374508 -7.78688581 [93,] -16.66848711 -6.06374508 [94,] -17.90902832 -16.66848711 [95,] -6.37908105 -17.90902832 [96,] -7.64797992 -6.37908105 [97,] 0.01065691 -7.64797992 [98,] -0.11363495 0.01065691 [99,] -6.17631678 -0.11363495 [100,] 2.05744121 -6.17631678 [101,] -2.23131366 2.05744121 [102,] 8.21012156 -2.23131366 [103,] 1.51246832 8.21012156 [104,] 5.57653738 1.51246832 [105,] -3.01351398 5.57653738 [106,] 1.73197587 -3.01351398 [107,] -4.32058737 1.73197587 [108,] -2.83497430 -4.32058737 [109,] 7.36480979 -2.83497430 [110,] 9.24080321 7.36480979 [111,] 13.46818283 9.24080321 [112,] 2.05725001 13.46818283 [113,] 4.18616447 2.05725001 [114,] 10.44174101 4.18616447 [115,] 3.08875434 10.44174101 [116,] 3.73276235 3.08875434 [117,] 8.16721920 3.73276235 [118,] 10.44562187 8.16721920 [119,] 5.24576882 10.44562187 [120,] 10.13011837 5.24576882 [121,] 1.65871869 10.13011837 [122,] 10.29904597 1.65871869 [123,] 15.00328536 10.29904597 [124,] -5.95953195 15.00328536 [125,] -11.79847743 -5.95953195 [126,] -9.22800632 -11.79847743 [127,] 6.36335532 -9.22800632 [128,] 6.96704882 6.36335532 [129,] 4.14140820 6.96704882 [130,] 4.50391450 4.14140820 [131,] 3.44962834 4.50391450 [132,] -2.08349753 3.44962834 [133,] 4.29589213 -2.08349753 [134,] -8.01018494 4.29589213 [135,] -14.78108420 -8.01018494 [136,] -12.31790495 -14.78108420 [137,] 0.43725032 -12.31790495 [138,] -8.21084442 0.43725032 [139,] -9.71725191 -8.21084442 [140,] -4.82516307 -9.71725191 [141,] -3.60698955 -4.82516307 [142,] -2.33614755 -3.60698955 [143,] 2.12496518 -2.33614755 [144,] 13.52520079 2.12496518 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -6.49697417 -10.74335629 2 -11.02136142 -6.49697417 3 -1.14581437 -11.02136142 4 5.57844991 -1.14581437 5 10.91406802 5.57844991 6 5.57239158 10.91406802 7 -5.91836610 5.57239158 8 -9.15388518 -5.91836610 9 3.85236811 -9.15388518 10 0.37886588 3.85236811 11 -0.68553393 0.37886588 12 5.54670264 -0.68553393 13 8.49916263 5.54670264 14 7.84148262 8.49916263 15 -4.68603455 7.84148262 16 -2.76110718 -4.68603455 17 5.71746584 -2.76110718 18 3.07698564 5.71746584 19 4.57868311 3.07698564 20 5.68267211 4.57868311 21 -2.29151448 5.68267211 22 3.25035893 -2.29151448 23 -2.10185695 3.25035893 24 -8.15839754 -2.10185695 25 -5.68612618 -8.15839754 26 3.05632120 -5.68612618 27 0.66915207 3.05632120 28 -11.21471819 0.66915207 29 -7.91282986 -11.21471819 30 -2.96272813 -7.91282986 31 1.52804153 -2.96272813 32 7.03552322 1.52804153 33 -0.24307509 7.03552322 34 3.90368596 -0.24307509 35 17.47854008 3.90368596 36 10.28565605 17.47854008 37 6.32475389 10.28565605 38 4.07120430 6.32475389 39 3.74033127 4.07120430 40 0.09224340 3.74033127 41 0.99887240 0.09224340 42 -8.17367301 0.99887240 43 -11.05539121 -8.17367301 44 -7.52571441 -11.05539121 45 -14.35950345 -7.52571441 46 -0.94859640 -14.35950345 47 0.94854300 -0.94859640 48 -3.70806559 0.94854300 49 3.86574792 -3.70806559 50 -4.81979249 3.86574792 51 0.29407713 -4.81979249 52 3.62199157 0.29407713 53 1.48707601 3.62199157 54 7.08440341 1.48707601 55 0.30900280 7.08440341 56 -5.35484175 0.30900280 57 -2.88046000 -5.35484175 58 -3.26795766 -2.88046000 59 -3.99192900 -3.26795766 60 1.75324914 -3.99192900 61 1.38327202 1.75324914 62 10.63068316 1.38327202 63 7.18881296 10.63068316 64 10.31156950 7.18881296 65 0.64484909 10.31156950 66 -4.10051315 0.64484909 67 7.51816215 -4.10051315 68 11.69963980 7.51816215 69 1.69177884 11.69963980 70 2.11320483 1.69177884 71 1.46544462 2.11320483 72 4.28162866 1.46544462 73 1.54679999 4.28162866 74 0.03963398 1.54679999 75 -10.38601008 0.03963398 76 0.67867105 -10.38601008 77 0.01536750 0.67867105 78 -0.85727066 0.01536750 79 2.33732497 -0.85727066 80 4.87930515 2.33732497 81 9.48839788 4.87930515 82 7.19876385 9.48839788 83 -8.95970074 7.19876385 84 -6.20282581 -8.95970074 85 -16.46922547 -6.20282581 86 -6.25988144 -16.46922547 87 -11.35102812 -6.25988144 88 -5.05109553 -11.35102812 89 -3.55093234 -5.05109553 90 -7.11077439 -3.55093234 91 -7.78688581 -7.11077439 92 -6.06374508 -7.78688581 93 -16.66848711 -6.06374508 94 -17.90902832 -16.66848711 95 -6.37908105 -17.90902832 96 -7.64797992 -6.37908105 97 0.01065691 -7.64797992 98 -0.11363495 0.01065691 99 -6.17631678 -0.11363495 100 2.05744121 -6.17631678 101 -2.23131366 2.05744121 102 8.21012156 -2.23131366 103 1.51246832 8.21012156 104 5.57653738 1.51246832 105 -3.01351398 5.57653738 106 1.73197587 -3.01351398 107 -4.32058737 1.73197587 108 -2.83497430 -4.32058737 109 7.36480979 -2.83497430 110 9.24080321 7.36480979 111 13.46818283 9.24080321 112 2.05725001 13.46818283 113 4.18616447 2.05725001 114 10.44174101 4.18616447 115 3.08875434 10.44174101 116 3.73276235 3.08875434 117 8.16721920 3.73276235 118 10.44562187 8.16721920 119 5.24576882 10.44562187 120 10.13011837 5.24576882 121 1.65871869 10.13011837 122 10.29904597 1.65871869 123 15.00328536 10.29904597 124 -5.95953195 15.00328536 125 -11.79847743 -5.95953195 126 -9.22800632 -11.79847743 127 6.36335532 -9.22800632 128 6.96704882 6.36335532 129 4.14140820 6.96704882 130 4.50391450 4.14140820 131 3.44962834 4.50391450 132 -2.08349753 3.44962834 133 4.29589213 -2.08349753 134 -8.01018494 4.29589213 135 -14.78108420 -8.01018494 136 -12.31790495 -14.78108420 137 0.43725032 -12.31790495 138 -8.21084442 0.43725032 139 -9.71725191 -8.21084442 140 -4.82516307 -9.71725191 141 -3.60698955 -4.82516307 142 -2.33614755 -3.60698955 143 2.12496518 -2.33614755 144 13.52520079 2.12496518 > 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/75ijv1353348882.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/8ujeb1353348882.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/9cuje1353348882.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/10d6xx1353348882.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11i37a1353348882.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/122ynl1353348882.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13st7v1353348882.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14vtkl1353348882.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/1534bu1353348882.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/16569q1353348882.tab") + } > > try(system("convert tmp/12rgf1353348882.ps tmp/12rgf1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/29dru1353348882.ps tmp/29dru1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/3mgoo1353348882.ps tmp/3mgoo1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/450wl1353348882.ps tmp/450wl1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/53b4q1353348882.ps tmp/53b4q1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/67c431353348882.ps tmp/67c431353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/75ijv1353348882.ps tmp/75ijv1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/8ujeb1353348882.ps tmp/8ujeb1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/9cuje1353348882.ps tmp/9cuje1353348882.png",intern=TRUE)) character(0) > try(system("convert tmp/10d6xx1353348882.ps tmp/10d6xx1353348882.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.292 0.808 8.108