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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in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '10' > 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 Motivatie\r I1 I2 I3 E1 E2 E3 A Happiness Depression t 1 127 26 21 21 23 17 23 4 14 12 1 2 108 20 16 15 24 17 20 4 18 11 2 3 110 19 19 18 22 18 20 6 11 14 3 4 102 19 18 11 20 21 21 8 12 12 4 5 104 20 16 8 24 20 24 8 16 21 5 6 140 25 23 19 27 28 22 4 18 12 6 7 112 25 17 4 28 19 23 4 14 22 7 8 115 22 12 20 27 22 20 8 14 11 8 9 121 26 19 16 24 16 25 5 15 10 9 10 112 22 16 14 23 18 23 4 15 13 10 11 118 17 19 10 24 25 27 4 17 10 11 12 122 22 20 13 27 17 27 4 19 8 12 13 105 19 13 14 27 14 22 4 10 15 13 14 111 24 20 8 28 11 24 4 16 14 14 15 151 26 27 23 27 27 25 4 18 10 15 16 106 21 17 11 23 20 22 8 14 14 16 17 100 13 8 9 24 22 28 4 14 14 17 18 149 26 25 24 28 22 28 4 17 11 18 19 122 20 26 5 27 21 27 4 14 10 19 20 115 22 13 15 25 23 25 8 16 13 20 21 86 14 19 5 19 17 16 4 18 7 21 22 124 21 15 19 24 24 28 7 11 14 22 23 69 7 5 6 20 14 21 4 14 12 23 24 117 23 16 13 28 17 24 4 12 14 24 25 113 17 14 11 26 23 27 5 17 11 25 26 123 25 24 17 23 24 14 4 9 9 26 27 123 25 24 17 23 24 14 4 16 11 27 28 84 19 9 5 20 8 27 4 14 15 28 29 97 20 19 9 11 22 20 4 15 14 29 30 121 23 19 15 24 23 21 4 11 13 30 31 132 22 25 17 25 25 22 4 16 9 31 32 119 22 19 17 23 21 21 4 13 15 32 33 98 21 18 20 18 24 12 15 17 10 33 34 87 15 15 12 20 15 20 10 15 11 34 35 101 20 12 7 20 22 24 4 14 13 35 36 115 22 21 16 24 21 19 8 16 8 36 37 109 18 12 7 23 25 28 4 9 20 37 38 109 20 15 14 25 16 23 4 15 12 38 39 159 28 28 24 28 28 27 4 17 10 39 40 129 22 25 15 26 23 22 4 13 10 40 41 119 18 19 15 26 21 27 7 15 9 41 42 119 23 20 10 23 21 26 4 16 14 42 43 122 20 24 14 22 26 22 6 16 8 43 44 131 25 26 18 24 22 21 5 12 14 44 45 120 26 25 12 21 21 19 4 12 11 45 46 82 15 12 9 20 18 24 16 11 13 46 47 86 17 12 9 22 12 19 5 15 9 47 48 105 23 15 8 20 25 26 12 15 11 48 49 114 21 17 18 25 17 22 6 17 15 49 50 100 13 14 10 20 24 28 9 13 11 50 51 100 18 16 17 22 15 21 9 16 10 51 52 99 19 11 14 23 13 23 4 14 14 52 53 132 22 20 16 25 26 28 5 11 18 53 54 82 16 11 10 23 16 10 4 12 14 54 55 132 24 22 19 23 24 24 4 12 11 55 56 107 18 20 10 22 21 21 5 15 12 56 57 114 20 19 14 24 20 21 4 16 13 57 58 110 24 17 10 25 14 24 4 15 9 58 59 105 14 21 4 21 25 24 4 12 10 59 60 121 22 23 19 12 25 25 5 12 15 60 61 109 24 18 9 17 20 25 4 8 20 61 62 106 18 17 12 20 22 23 6 13 12 62 63 124 21 27 16 23 20 21 4 11 12 63 64 120 23 25 11 23 26 16 4 14 14 64 65 91 17 19 18 20 18 17 18 15 13 65 66 126 22 22 11 28 22 25 4 10 11 66 67 138 24 24 24 24 24 24 6 11 17 67 68 118 21 20 17 24 17 23 4 12 12 68 69 128 22 19 18 24 24 25 4 15 13 69 70 98 16 11 9 24 20 23 5 15 14 70 71 133 21 22 19 28 19 28 4 14 13 71 72 130 23 22 18 25 20 26 4 16 15 72 73 103 22 16 12 21 15 22 5 15 13 73 74 124 24 20 23 25 23 19 10 15 10 74 75 142 24 24 22 25 26 26 5 13 11 75 76 96 16 16 14 18 22 18 8 12 19 76 77 93 16 16 14 17 20 18 8 17 13 77 78 129 21 22 16 26 24 25 5 13 17 78 79 150 26 24 23 28 26 27 4 15 13 79 80 88 15 16 7 21 21 12 4 13 9 80 81 125 25 27 10 27 25 15 4 15 11 81 82 92 18 11 12 22 13 21 5 16 10 82 83 0 23 21 12 21 20 23 4 15 9 83 84 117 20 20 12 25 22 22 4 16 12 84 85 112 17 20 17 22 23 21 8 15 12 85 86 144 25 27 21 23 28 24 4 14 13 86 87 130 24 20 16 26 22 27 5 15 13 87 88 87 17 12 11 19 20 22 14 14 12 88 89 92 19 8 14 25 6 28 8 13 15 89 90 114 20 21 13 21 21 26 8 7 22 90 91 81 15 18 9 13 20 10 4 17 13 91 92 127 27 24 19 24 18 19 4 13 15 92 93 115 22 16 13 25 23 22 6 15 13 93 94 123 23 18 19 26 20 21 4 14 15 94 95 115 16 20 13 25 24 24 7 13 10 95 96 117 19 20 13 25 22 25 7 16 11 96 97 117 25 19 13 22 21 21 4 12 16 97 98 103 19 17 14 21 18 20 6 14 11 98 99 108 19 16 12 23 21 21 4 17 11 99 100 139 26 26 22 25 23 24 7 15 10 100 101 113 21 15 11 24 23 23 4 17 10 101 102 97 20 22 5 21 15 18 4 12 16 102 103 117 24 17 18 21 21 24 8 16 12 103 104 133 22 23 19 25 24 24 4 11 11 104 105 115 20 21 14 22 23 19 4 15 16 105 106 103 18 19 15 20 21 20 10 9 19 106 107 95 18 14 12 20 21 18 8 16 11 107 108 117 24 17 19 23 20 20 6 15 16 108 109 113 24 12 15 28 11 27 4 10 15 109 110 127 22 24 17 23 22 23 4 10 24 110 111 126 23 18 8 28 27 26 4 15 14 111 112 119 22 20 10 24 25 23 5 11 15 112 113 97 20 16 12 18 18 17 4 13 11 113 114 105 18 20 12 20 20 21 6 14 15 114 115 140 25 22 20 28 24 25 4 18 12 115 116 91 18 12 12 21 10 23 5 16 10 116 117 112 16 16 12 21 27 27 7 14 14 117 118 113 20 17 14 25 21 24 8 14 13 118 119 102 19 22 6 19 21 20 5 14 9 119 120 92 15 12 10 18 18 27 8 14 15 120 121 98 19 14 18 21 15 21 10 12 15 121 122 122 19 23 18 22 24 24 8 14 14 122 123 100 16 15 7 24 22 21 5 15 11 123 124 84 17 17 18 15 14 15 12 15 8 124 125 142 28 28 9 28 28 25 4 15 11 125 126 124 23 20 17 26 18 25 5 13 11 126 127 137 25 23 22 23 26 22 4 17 8 127 128 105 20 13 11 26 17 24 6 17 10 128 129 106 17 18 15 20 19 21 4 19 11 129 130 125 23 23 17 22 22 22 4 15 13 130 131 104 16 19 15 20 18 23 7 13 11 131 132 130 23 23 22 23 24 22 7 9 20 132 133 79 11 12 9 22 15 20 10 15 10 133 134 108 18 16 13 24 18 23 4 15 15 134 135 136 24 23 20 23 26 25 5 15 12 135 136 98 23 13 14 22 11 23 8 16 14 136 137 120 21 22 14 26 26 22 11 11 23 137 138 108 16 18 12 23 21 25 7 14 14 138 139 139 24 23 20 27 23 26 4 11 16 139 140 123 23 20 20 23 23 22 8 15 11 140 141 90 18 10 8 21 15 24 6 13 12 141 142 119 20 17 17 26 22 24 7 15 10 142 143 105 9 18 9 23 26 25 5 16 14 143 144 110 24 15 18 21 16 20 4 14 12 144 145 135 25 23 22 27 20 26 8 15 12 145 146 101 20 17 10 19 18 21 4 16 11 146 147 114 21 17 13 23 22 26 8 16 12 147 148 118 25 22 15 25 16 21 6 11 13 148 149 120 22 20 18 23 19 22 4 12 11 149 150 108 21 20 18 22 20 16 9 9 19 150 151 114 21 19 12 22 19 26 5 16 12 151 152 122 22 18 12 25 23 28 6 13 17 152 153 132 27 22 20 25 24 18 4 16 9 153 154 130 24 20 12 28 25 25 4 12 12 154 155 130 24 22 16 28 21 23 4 9 19 155 156 112 21 18 16 20 21 21 5 13 18 156 157 114 18 16 18 25 23 20 6 13 15 157 158 103 16 16 16 19 27 25 16 14 14 158 159 115 22 16 13 25 23 22 6 19 11 159 160 108 20 16 17 22 18 21 6 13 9 160 161 94 18 17 13 18 16 16 4 12 18 161 162 105 20 18 17 20 16 18 4 13 16 162 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) I1 I2 I3 E1 E2 -7.232458 0.692849 0.902424 1.179034 1.377666 1.069563 E3 A Happiness Depression t 0.818835 -0.894605 0.078944 0.367180 -0.005065 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -111.448 -0.362 0.723 1.735 4.957 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.232458 10.797282 -0.670 0.503982 I1 0.692849 0.300188 2.308 0.022354 * I2 0.902424 0.259679 3.475 0.000667 *** I3 1.179034 0.202501 5.822 3.37e-08 *** E1 1.377666 0.289646 4.756 4.56e-06 *** E2 1.069563 0.221456 4.830 3.32e-06 *** E3 0.818835 0.228401 3.585 0.000454 *** A -0.894605 0.317894 -2.814 0.005542 ** Happiness 0.078944 0.376672 0.210 0.834275 Depression 0.367180 0.282124 1.301 0.195075 t -0.005065 0.015988 -0.317 0.751847 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 9.253 on 151 degrees of freedom Multiple R-squared: 0.7629, Adjusted R-squared: 0.7472 F-statistic: 48.59 on 10 and 151 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,] 4.379716e-46 8.759431e-46 1.000000e+00 [2,] 2.401802e-61 4.803603e-61 1.000000e+00 [3,] 8.093106e-76 1.618621e-75 1.000000e+00 [4,] 9.336955e-95 1.867391e-94 1.000000e+00 [5,] 6.977239e-111 1.395448e-110 1.000000e+00 [6,] 1.437772e-119 2.875545e-119 1.000000e+00 [7,] 2.394665e-134 4.789331e-134 1.000000e+00 [8,] 9.074254e-153 1.814851e-152 1.000000e+00 [9,] 2.019333e-171 4.038667e-171 1.000000e+00 [10,] 4.592650e-178 9.185300e-178 1.000000e+00 [11,] 3.150352e-194 6.300705e-194 1.000000e+00 [12,] 6.556079e-217 1.311216e-216 1.000000e+00 [13,] 5.723299e-230 1.144660e-229 1.000000e+00 [14,] 2.973983e-244 5.947966e-244 1.000000e+00 [15,] 1.472343e-261 2.944687e-261 1.000000e+00 [16,] 1.639901e-266 3.279802e-266 1.000000e+00 [17,] 1.158135e-294 2.316270e-294 1.000000e+00 [18,] 1.633267e-308 3.266534e-308 1.000000e+00 [19,] 4.940656e-324 9.881313e-324 1.000000e+00 [20,] 0.000000e+00 0.000000e+00 1.000000e+00 [21,] 0.000000e+00 0.000000e+00 1.000000e+00 [22,] 0.000000e+00 0.000000e+00 1.000000e+00 [23,] 0.000000e+00 0.000000e+00 1.000000e+00 [24,] 0.000000e+00 0.000000e+00 1.000000e+00 [25,] 0.000000e+00 0.000000e+00 1.000000e+00 [26,] 0.000000e+00 0.000000e+00 1.000000e+00 [27,] 0.000000e+00 0.000000e+00 1.000000e+00 [28,] 0.000000e+00 0.000000e+00 1.000000e+00 [29,] 0.000000e+00 0.000000e+00 1.000000e+00 [30,] 0.000000e+00 0.000000e+00 1.000000e+00 [31,] 0.000000e+00 0.000000e+00 1.000000e+00 [32,] 0.000000e+00 0.000000e+00 1.000000e+00 [33,] 0.000000e+00 0.000000e+00 1.000000e+00 [34,] 0.000000e+00 0.000000e+00 1.000000e+00 [35,] 0.000000e+00 0.000000e+00 1.000000e+00 [36,] 0.000000e+00 0.000000e+00 1.000000e+00 [37,] 0.000000e+00 0.000000e+00 1.000000e+00 [38,] 0.000000e+00 0.000000e+00 1.000000e+00 [39,] 0.000000e+00 0.000000e+00 1.000000e+00 [40,] 0.000000e+00 0.000000e+00 1.000000e+00 [41,] 0.000000e+00 0.000000e+00 1.000000e+00 [42,] 0.000000e+00 0.000000e+00 1.000000e+00 [43,] 0.000000e+00 0.000000e+00 1.000000e+00 [44,] 0.000000e+00 0.000000e+00 1.000000e+00 [45,] 0.000000e+00 0.000000e+00 1.000000e+00 [46,] 0.000000e+00 0.000000e+00 1.000000e+00 [47,] 0.000000e+00 0.000000e+00 1.000000e+00 [48,] 0.000000e+00 0.000000e+00 1.000000e+00 [49,] 0.000000e+00 0.000000e+00 1.000000e+00 [50,] 0.000000e+00 0.000000e+00 1.000000e+00 [51,] 0.000000e+00 0.000000e+00 1.000000e+00 [52,] 0.000000e+00 0.000000e+00 1.000000e+00 [53,] 0.000000e+00 0.000000e+00 1.000000e+00 [54,] 0.000000e+00 0.000000e+00 1.000000e+00 [55,] 0.000000e+00 0.000000e+00 1.000000e+00 [56,] 0.000000e+00 0.000000e+00 1.000000e+00 [57,] 0.000000e+00 0.000000e+00 1.000000e+00 [58,] 0.000000e+00 0.000000e+00 1.000000e+00 [59,] 0.000000e+00 0.000000e+00 1.000000e+00 [60,] 0.000000e+00 0.000000e+00 1.000000e+00 [61,] 0.000000e+00 0.000000e+00 1.000000e+00 [62,] 0.000000e+00 0.000000e+00 1.000000e+00 [63,] 0.000000e+00 0.000000e+00 1.000000e+00 [64,] 0.000000e+00 0.000000e+00 1.000000e+00 [65,] 0.000000e+00 0.000000e+00 1.000000e+00 [66,] 0.000000e+00 0.000000e+00 1.000000e+00 [67,] 0.000000e+00 0.000000e+00 1.000000e+00 [68,] 0.000000e+00 0.000000e+00 1.000000e+00 [69,] 0.000000e+00 0.000000e+00 1.000000e+00 [70,] 1.000000e+00 0.000000e+00 0.000000e+00 [71,] 1.000000e+00 0.000000e+00 0.000000e+00 [72,] 1.000000e+00 0.000000e+00 0.000000e+00 [73,] 1.000000e+00 0.000000e+00 0.000000e+00 [74,] 1.000000e+00 0.000000e+00 0.000000e+00 [75,] 1.000000e+00 0.000000e+00 0.000000e+00 [76,] 1.000000e+00 0.000000e+00 0.000000e+00 [77,] 1.000000e+00 0.000000e+00 0.000000e+00 [78,] 1.000000e+00 0.000000e+00 0.000000e+00 [79,] 1.000000e+00 0.000000e+00 0.000000e+00 [80,] 1.000000e+00 0.000000e+00 0.000000e+00 [81,] 1.000000e+00 0.000000e+00 0.000000e+00 [82,] 1.000000e+00 0.000000e+00 0.000000e+00 [83,] 1.000000e+00 0.000000e+00 0.000000e+00 [84,] 1.000000e+00 0.000000e+00 0.000000e+00 [85,] 1.000000e+00 0.000000e+00 0.000000e+00 [86,] 1.000000e+00 0.000000e+00 0.000000e+00 [87,] 1.000000e+00 0.000000e+00 0.000000e+00 [88,] 1.000000e+00 0.000000e+00 0.000000e+00 [89,] 1.000000e+00 0.000000e+00 0.000000e+00 [90,] 1.000000e+00 0.000000e+00 0.000000e+00 [91,] 1.000000e+00 0.000000e+00 0.000000e+00 [92,] 1.000000e+00 0.000000e+00 0.000000e+00 [93,] 1.000000e+00 0.000000e+00 0.000000e+00 [94,] 1.000000e+00 0.000000e+00 0.000000e+00 [95,] 1.000000e+00 0.000000e+00 0.000000e+00 [96,] 1.000000e+00 0.000000e+00 0.000000e+00 [97,] 1.000000e+00 0.000000e+00 0.000000e+00 [98,] 1.000000e+00 0.000000e+00 0.000000e+00 [99,] 1.000000e+00 0.000000e+00 0.000000e+00 [100,] 1.000000e+00 0.000000e+00 0.000000e+00 [101,] 1.000000e+00 0.000000e+00 0.000000e+00 [102,] 1.000000e+00 0.000000e+00 0.000000e+00 [103,] 1.000000e+00 0.000000e+00 0.000000e+00 [104,] 1.000000e+00 0.000000e+00 0.000000e+00 [105,] 1.000000e+00 0.000000e+00 0.000000e+00 [106,] 1.000000e+00 0.000000e+00 0.000000e+00 [107,] 1.000000e+00 0.000000e+00 0.000000e+00 [108,] 1.000000e+00 0.000000e+00 0.000000e+00 [109,] 1.000000e+00 0.000000e+00 0.000000e+00 [110,] 1.000000e+00 0.000000e+00 0.000000e+00 [111,] 1.000000e+00 0.000000e+00 0.000000e+00 [112,] 1.000000e+00 0.000000e+00 0.000000e+00 [113,] 1.000000e+00 0.000000e+00 0.000000e+00 [114,] 1.000000e+00 0.000000e+00 0.000000e+00 [115,] 1.000000e+00 0.000000e+00 0.000000e+00 [116,] 1.000000e+00 0.000000e+00 0.000000e+00 [117,] 1.000000e+00 1.131555e-314 5.657775e-315 [118,] 1.000000e+00 1.041841e-303 5.209206e-304 [119,] 1.000000e+00 6.876388e-286 3.438194e-286 [120,] 1.000000e+00 3.337249e-265 1.668624e-265 [121,] 1.000000e+00 5.752831e-267 2.876416e-267 [122,] 1.000000e+00 6.910654e-251 3.455327e-251 [123,] 1.000000e+00 7.024794e-226 3.512397e-226 [124,] 1.000000e+00 1.997487e-208 9.987435e-209 [125,] 1.000000e+00 3.239113e-200 1.619556e-200 [126,] 1.000000e+00 5.989013e-183 2.994506e-183 [127,] 1.000000e+00 3.648691e-164 1.824345e-164 [128,] 1.000000e+00 6.186090e-149 3.093045e-149 [129,] 1.000000e+00 3.008593e-139 1.504296e-139 [130,] 1.000000e+00 1.977733e-126 9.888666e-127 [131,] 1.000000e+00 1.345267e-109 6.726335e-110 [132,] 1.000000e+00 3.473220e-96 1.736610e-96 [133,] 1.000000e+00 4.902209e-76 2.451105e-76 [134,] 1.000000e+00 2.402673e-60 1.201336e-60 [135,] 1.000000e+00 6.606407e-49 3.303203e-49 > postscript(file="/var/wessaorg/rcomp/tmp/1v7z31353431275.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/295d81353431275.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/37lbd1353431275.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4op8j1353431275.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/54gtq1353431275.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 1.877809e+00 -2.434692e-01 -8.638794e-01 1.469283e+00 -2.394553e+00 6 7 8 9 10 -6.235901e-01 -1.444932e+00 -2.470865e+00 3.222593e+00 9.444576e-01 11 12 13 14 15 1.226340e+00 2.327610e+00 -2.007747e+00 1.377180e+00 7.507316e-01 16 17 18 19 20 2.722693e-01 -1.708216e+00 6.171461e-01 3.148603e+00 -7.179939e-01 21 22 23 24 25 2.725313e+00 -5.514644e-01 -1.742994e+00 -2.663969e-01 -4.584486e-01 26 27 28 29 30 2.084982e+00 8.030766e-01 2.940311e+00 4.957349e+00 6.945694e-01 31 32 33 34 35 1.358246e+00 -3.359781e-01 -8.628078e-01 7.662803e-02 2.434566e+00 36 37 38 39 40 1.230320e+00 -9.621691e-01 1.253684e-01 1.399179e+00 1.393010e+00 41 42 43 44 45 5.220697e-01 2.408809e+00 2.464072e+00 1.043755e+00 4.379764e+00 46 47 48 49 50 -1.531988e-01 1.534672e+00 3.501458e+00 -1.753696e+00 8.903966e-01 51 52 53 54 55 1.060544e-01 -1.925770e-01 -8.370398e-01 -2.793710e+00 2.211949e+00 56 57 58 59 60 1.123711e+00 -9.713295e-02 3.788389e+00 2.801580e+00 4.412357e+00 61 62 63 64 65 3.378940e+00 1.603895e+00 1.802517e+00 8.275085e-01 -2.165659e+00 66 67 68 69 70 1.675483e+00 -1.139881e+00 1.080181e+00 3.871661e-01 -1.176635e+00 71 72 73 74 75 -3.365708e-01 2.706862e-01 2.299071e+00 -6.967237e-01 1.254831e+00 76 77 78 79 80 -2.247743e+00 8.247122e-02 -1.395162e+00 -2.832664e-02 5.826132e-01 81 82 83 84 85 1.302431e+00 1.231058e+00 -1.114478e+02 5.268170e-01 -7.451076e-01 86 87 88 89 90 1.635425e+00 1.189010e+00 5.331063e-01 -3.702890e-01 -6.022461e-01 91 92 93 94 95 1.419472e+00 1.102174e+00 4.877603e-02 -1.312829e+00 5.310520e-02 96 97 98 99 100 6.959011e-01 1.720257e+00 1.380638e+00 8.372976e-01 2.035767e+00 101 102 103 104 105 1.755907e+00 2.186373e+00 2.005697e+00 1.267013e+00 -4.971494e-01 106 107 108 109 110 -1.665195e+00 6.223795e-01 -7.374282e-01 4.744725e-01 -2.228057e+00 111 112 113 114 115 6.944407e-01 1.178933e+00 2.903489e+00 7.563076e-01 9.594839e-02 116 117 118 119 120 2.449522e+00 2.510670e-01 -1.507527e-01 4.793553e+00 1.213358e+00 121 122 123 124 125 -8.542932e-01 -1.119341e-02 4.402602e-01 2.210531e+00 3.948646e+00 126 127 128 129 130 1.708522e+00 2.649607e+00 1.022774e+00 1.147225e+00 1.923574e+00 131 132 133 134 135 1.537154e+00 -1.891036e+00 -7.943344e-01 -5.890969e-01 1.868312e+00 136 137 138 139 140 1.593951e+00 -4.098447e+00 -1.477048e-01 -2.797866e-01 1.009944e+00 141 142 143 144 145 2.327558e+00 1.144637e-01 -2.030249e+00 2.220823e+00 6.397369e-01 146 147 148 149 150 3.636436e+00 1.739704e+00 2.097736e+00 2.043106e+00 -2.265448e+00 151 152 153 154 155 3.036687e+00 4.979486e-01 2.026985e+00 1.627550e+00 -1.305876e+00 156 157 158 159 160 -7.567325e-03 -2.689650e+00 -8.129619e-01 8.016392e-01 1.983935e+00 161 162 -8.251348e-02 1.807084e-01 > postscript(file="/var/wessaorg/rcomp/tmp/6gtam1353431275.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 1.877809e+00 NA 1 -2.434692e-01 1.877809e+00 2 -8.638794e-01 -2.434692e-01 3 1.469283e+00 -8.638794e-01 4 -2.394553e+00 1.469283e+00 5 -6.235901e-01 -2.394553e+00 6 -1.444932e+00 -6.235901e-01 7 -2.470865e+00 -1.444932e+00 8 3.222593e+00 -2.470865e+00 9 9.444576e-01 3.222593e+00 10 1.226340e+00 9.444576e-01 11 2.327610e+00 1.226340e+00 12 -2.007747e+00 2.327610e+00 13 1.377180e+00 -2.007747e+00 14 7.507316e-01 1.377180e+00 15 2.722693e-01 7.507316e-01 16 -1.708216e+00 2.722693e-01 17 6.171461e-01 -1.708216e+00 18 3.148603e+00 6.171461e-01 19 -7.179939e-01 3.148603e+00 20 2.725313e+00 -7.179939e-01 21 -5.514644e-01 2.725313e+00 22 -1.742994e+00 -5.514644e-01 23 -2.663969e-01 -1.742994e+00 24 -4.584486e-01 -2.663969e-01 25 2.084982e+00 -4.584486e-01 26 8.030766e-01 2.084982e+00 27 2.940311e+00 8.030766e-01 28 4.957349e+00 2.940311e+00 29 6.945694e-01 4.957349e+00 30 1.358246e+00 6.945694e-01 31 -3.359781e-01 1.358246e+00 32 -8.628078e-01 -3.359781e-01 33 7.662803e-02 -8.628078e-01 34 2.434566e+00 7.662803e-02 35 1.230320e+00 2.434566e+00 36 -9.621691e-01 1.230320e+00 37 1.253684e-01 -9.621691e-01 38 1.399179e+00 1.253684e-01 39 1.393010e+00 1.399179e+00 40 5.220697e-01 1.393010e+00 41 2.408809e+00 5.220697e-01 42 2.464072e+00 2.408809e+00 43 1.043755e+00 2.464072e+00 44 4.379764e+00 1.043755e+00 45 -1.531988e-01 4.379764e+00 46 1.534672e+00 -1.531988e-01 47 3.501458e+00 1.534672e+00 48 -1.753696e+00 3.501458e+00 49 8.903966e-01 -1.753696e+00 50 1.060544e-01 8.903966e-01 51 -1.925770e-01 1.060544e-01 52 -8.370398e-01 -1.925770e-01 53 -2.793710e+00 -8.370398e-01 54 2.211949e+00 -2.793710e+00 55 1.123711e+00 2.211949e+00 56 -9.713295e-02 1.123711e+00 57 3.788389e+00 -9.713295e-02 58 2.801580e+00 3.788389e+00 59 4.412357e+00 2.801580e+00 60 3.378940e+00 4.412357e+00 61 1.603895e+00 3.378940e+00 62 1.802517e+00 1.603895e+00 63 8.275085e-01 1.802517e+00 64 -2.165659e+00 8.275085e-01 65 1.675483e+00 -2.165659e+00 66 -1.139881e+00 1.675483e+00 67 1.080181e+00 -1.139881e+00 68 3.871661e-01 1.080181e+00 69 -1.176635e+00 3.871661e-01 70 -3.365708e-01 -1.176635e+00 71 2.706862e-01 -3.365708e-01 72 2.299071e+00 2.706862e-01 73 -6.967237e-01 2.299071e+00 74 1.254831e+00 -6.967237e-01 75 -2.247743e+00 1.254831e+00 76 8.247122e-02 -2.247743e+00 77 -1.395162e+00 8.247122e-02 78 -2.832664e-02 -1.395162e+00 79 5.826132e-01 -2.832664e-02 80 1.302431e+00 5.826132e-01 81 1.231058e+00 1.302431e+00 82 -1.114478e+02 1.231058e+00 83 5.268170e-01 -1.114478e+02 84 -7.451076e-01 5.268170e-01 85 1.635425e+00 -7.451076e-01 86 1.189010e+00 1.635425e+00 87 5.331063e-01 1.189010e+00 88 -3.702890e-01 5.331063e-01 89 -6.022461e-01 -3.702890e-01 90 1.419472e+00 -6.022461e-01 91 1.102174e+00 1.419472e+00 92 4.877603e-02 1.102174e+00 93 -1.312829e+00 4.877603e-02 94 5.310520e-02 -1.312829e+00 95 6.959011e-01 5.310520e-02 96 1.720257e+00 6.959011e-01 97 1.380638e+00 1.720257e+00 98 8.372976e-01 1.380638e+00 99 2.035767e+00 8.372976e-01 100 1.755907e+00 2.035767e+00 101 2.186373e+00 1.755907e+00 102 2.005697e+00 2.186373e+00 103 1.267013e+00 2.005697e+00 104 -4.971494e-01 1.267013e+00 105 -1.665195e+00 -4.971494e-01 106 6.223795e-01 -1.665195e+00 107 -7.374282e-01 6.223795e-01 108 4.744725e-01 -7.374282e-01 109 -2.228057e+00 4.744725e-01 110 6.944407e-01 -2.228057e+00 111 1.178933e+00 6.944407e-01 112 2.903489e+00 1.178933e+00 113 7.563076e-01 2.903489e+00 114 9.594839e-02 7.563076e-01 115 2.449522e+00 9.594839e-02 116 2.510670e-01 2.449522e+00 117 -1.507527e-01 2.510670e-01 118 4.793553e+00 -1.507527e-01 119 1.213358e+00 4.793553e+00 120 -8.542932e-01 1.213358e+00 121 -1.119341e-02 -8.542932e-01 122 4.402602e-01 -1.119341e-02 123 2.210531e+00 4.402602e-01 124 3.948646e+00 2.210531e+00 125 1.708522e+00 3.948646e+00 126 2.649607e+00 1.708522e+00 127 1.022774e+00 2.649607e+00 128 1.147225e+00 1.022774e+00 129 1.923574e+00 1.147225e+00 130 1.537154e+00 1.923574e+00 131 -1.891036e+00 1.537154e+00 132 -7.943344e-01 -1.891036e+00 133 -5.890969e-01 -7.943344e-01 134 1.868312e+00 -5.890969e-01 135 1.593951e+00 1.868312e+00 136 -4.098447e+00 1.593951e+00 137 -1.477048e-01 -4.098447e+00 138 -2.797866e-01 -1.477048e-01 139 1.009944e+00 -2.797866e-01 140 2.327558e+00 1.009944e+00 141 1.144637e-01 2.327558e+00 142 -2.030249e+00 1.144637e-01 143 2.220823e+00 -2.030249e+00 144 6.397369e-01 2.220823e+00 145 3.636436e+00 6.397369e-01 146 1.739704e+00 3.636436e+00 147 2.097736e+00 1.739704e+00 148 2.043106e+00 2.097736e+00 149 -2.265448e+00 2.043106e+00 150 3.036687e+00 -2.265448e+00 151 4.979486e-01 3.036687e+00 152 2.026985e+00 4.979486e-01 153 1.627550e+00 2.026985e+00 154 -1.305876e+00 1.627550e+00 155 -7.567325e-03 -1.305876e+00 156 -2.689650e+00 -7.567325e-03 157 -8.129619e-01 -2.689650e+00 158 8.016392e-01 -8.129619e-01 159 1.983935e+00 8.016392e-01 160 -8.251348e-02 1.983935e+00 161 1.807084e-01 -8.251348e-02 162 NA 1.807084e-01 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -2.434692e-01 1.877809e+00 [2,] -8.638794e-01 -2.434692e-01 [3,] 1.469283e+00 -8.638794e-01 [4,] -2.394553e+00 1.469283e+00 [5,] -6.235901e-01 -2.394553e+00 [6,] -1.444932e+00 -6.235901e-01 [7,] -2.470865e+00 -1.444932e+00 [8,] 3.222593e+00 -2.470865e+00 [9,] 9.444576e-01 3.222593e+00 [10,] 1.226340e+00 9.444576e-01 [11,] 2.327610e+00 1.226340e+00 [12,] -2.007747e+00 2.327610e+00 [13,] 1.377180e+00 -2.007747e+00 [14,] 7.507316e-01 1.377180e+00 [15,] 2.722693e-01 7.507316e-01 [16,] -1.708216e+00 2.722693e-01 [17,] 6.171461e-01 -1.708216e+00 [18,] 3.148603e+00 6.171461e-01 [19,] -7.179939e-01 3.148603e+00 [20,] 2.725313e+00 -7.179939e-01 [21,] -5.514644e-01 2.725313e+00 [22,] -1.742994e+00 -5.514644e-01 [23,] -2.663969e-01 -1.742994e+00 [24,] -4.584486e-01 -2.663969e-01 [25,] 2.084982e+00 -4.584486e-01 [26,] 8.030766e-01 2.084982e+00 [27,] 2.940311e+00 8.030766e-01 [28,] 4.957349e+00 2.940311e+00 [29,] 6.945694e-01 4.957349e+00 [30,] 1.358246e+00 6.945694e-01 [31,] -3.359781e-01 1.358246e+00 [32,] -8.628078e-01 -3.359781e-01 [33,] 7.662803e-02 -8.628078e-01 [34,] 2.434566e+00 7.662803e-02 [35,] 1.230320e+00 2.434566e+00 [36,] -9.621691e-01 1.230320e+00 [37,] 1.253684e-01 -9.621691e-01 [38,] 1.399179e+00 1.253684e-01 [39,] 1.393010e+00 1.399179e+00 [40,] 5.220697e-01 1.393010e+00 [41,] 2.408809e+00 5.220697e-01 [42,] 2.464072e+00 2.408809e+00 [43,] 1.043755e+00 2.464072e+00 [44,] 4.379764e+00 1.043755e+00 [45,] -1.531988e-01 4.379764e+00 [46,] 1.534672e+00 -1.531988e-01 [47,] 3.501458e+00 1.534672e+00 [48,] -1.753696e+00 3.501458e+00 [49,] 8.903966e-01 -1.753696e+00 [50,] 1.060544e-01 8.903966e-01 [51,] -1.925770e-01 1.060544e-01 [52,] -8.370398e-01 -1.925770e-01 [53,] -2.793710e+00 -8.370398e-01 [54,] 2.211949e+00 -2.793710e+00 [55,] 1.123711e+00 2.211949e+00 [56,] -9.713295e-02 1.123711e+00 [57,] 3.788389e+00 -9.713295e-02 [58,] 2.801580e+00 3.788389e+00 [59,] 4.412357e+00 2.801580e+00 [60,] 3.378940e+00 4.412357e+00 [61,] 1.603895e+00 3.378940e+00 [62,] 1.802517e+00 1.603895e+00 [63,] 8.275085e-01 1.802517e+00 [64,] -2.165659e+00 8.275085e-01 [65,] 1.675483e+00 -2.165659e+00 [66,] -1.139881e+00 1.675483e+00 [67,] 1.080181e+00 -1.139881e+00 [68,] 3.871661e-01 1.080181e+00 [69,] -1.176635e+00 3.871661e-01 [70,] -3.365708e-01 -1.176635e+00 [71,] 2.706862e-01 -3.365708e-01 [72,] 2.299071e+00 2.706862e-01 [73,] -6.967237e-01 2.299071e+00 [74,] 1.254831e+00 -6.967237e-01 [75,] -2.247743e+00 1.254831e+00 [76,] 8.247122e-02 -2.247743e+00 [77,] -1.395162e+00 8.247122e-02 [78,] -2.832664e-02 -1.395162e+00 [79,] 5.826132e-01 -2.832664e-02 [80,] 1.302431e+00 5.826132e-01 [81,] 1.231058e+00 1.302431e+00 [82,] -1.114478e+02 1.231058e+00 [83,] 5.268170e-01 -1.114478e+02 [84,] -7.451076e-01 5.268170e-01 [85,] 1.635425e+00 -7.451076e-01 [86,] 1.189010e+00 1.635425e+00 [87,] 5.331063e-01 1.189010e+00 [88,] -3.702890e-01 5.331063e-01 [89,] -6.022461e-01 -3.702890e-01 [90,] 1.419472e+00 -6.022461e-01 [91,] 1.102174e+00 1.419472e+00 [92,] 4.877603e-02 1.102174e+00 [93,] -1.312829e+00 4.877603e-02 [94,] 5.310520e-02 -1.312829e+00 [95,] 6.959011e-01 5.310520e-02 [96,] 1.720257e+00 6.959011e-01 [97,] 1.380638e+00 1.720257e+00 [98,] 8.372976e-01 1.380638e+00 [99,] 2.035767e+00 8.372976e-01 [100,] 1.755907e+00 2.035767e+00 [101,] 2.186373e+00 1.755907e+00 [102,] 2.005697e+00 2.186373e+00 [103,] 1.267013e+00 2.005697e+00 [104,] -4.971494e-01 1.267013e+00 [105,] -1.665195e+00 -4.971494e-01 [106,] 6.223795e-01 -1.665195e+00 [107,] -7.374282e-01 6.223795e-01 [108,] 4.744725e-01 -7.374282e-01 [109,] -2.228057e+00 4.744725e-01 [110,] 6.944407e-01 -2.228057e+00 [111,] 1.178933e+00 6.944407e-01 [112,] 2.903489e+00 1.178933e+00 [113,] 7.563076e-01 2.903489e+00 [114,] 9.594839e-02 7.563076e-01 [115,] 2.449522e+00 9.594839e-02 [116,] 2.510670e-01 2.449522e+00 [117,] -1.507527e-01 2.510670e-01 [118,] 4.793553e+00 -1.507527e-01 [119,] 1.213358e+00 4.793553e+00 [120,] -8.542932e-01 1.213358e+00 [121,] -1.119341e-02 -8.542932e-01 [122,] 4.402602e-01 -1.119341e-02 [123,] 2.210531e+00 4.402602e-01 [124,] 3.948646e+00 2.210531e+00 [125,] 1.708522e+00 3.948646e+00 [126,] 2.649607e+00 1.708522e+00 [127,] 1.022774e+00 2.649607e+00 [128,] 1.147225e+00 1.022774e+00 [129,] 1.923574e+00 1.147225e+00 [130,] 1.537154e+00 1.923574e+00 [131,] -1.891036e+00 1.537154e+00 [132,] -7.943344e-01 -1.891036e+00 [133,] -5.890969e-01 -7.943344e-01 [134,] 1.868312e+00 -5.890969e-01 [135,] 1.593951e+00 1.868312e+00 [136,] -4.098447e+00 1.593951e+00 [137,] -1.477048e-01 -4.098447e+00 [138,] -2.797866e-01 -1.477048e-01 [139,] 1.009944e+00 -2.797866e-01 [140,] 2.327558e+00 1.009944e+00 [141,] 1.144637e-01 2.327558e+00 [142,] -2.030249e+00 1.144637e-01 [143,] 2.220823e+00 -2.030249e+00 [144,] 6.397369e-01 2.220823e+00 [145,] 3.636436e+00 6.397369e-01 [146,] 1.739704e+00 3.636436e+00 [147,] 2.097736e+00 1.739704e+00 [148,] 2.043106e+00 2.097736e+00 [149,] -2.265448e+00 2.043106e+00 [150,] 3.036687e+00 -2.265448e+00 [151,] 4.979486e-01 3.036687e+00 [152,] 2.026985e+00 4.979486e-01 [153,] 1.627550e+00 2.026985e+00 [154,] -1.305876e+00 1.627550e+00 [155,] -7.567325e-03 -1.305876e+00 [156,] -2.689650e+00 -7.567325e-03 [157,] -8.129619e-01 -2.689650e+00 [158,] 8.016392e-01 -8.129619e-01 [159,] 1.983935e+00 8.016392e-01 [160,] -8.251348e-02 1.983935e+00 [161,] 1.807084e-01 -8.251348e-02 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -2.434692e-01 1.877809e+00 2 -8.638794e-01 -2.434692e-01 3 1.469283e+00 -8.638794e-01 4 -2.394553e+00 1.469283e+00 5 -6.235901e-01 -2.394553e+00 6 -1.444932e+00 -6.235901e-01 7 -2.470865e+00 -1.444932e+00 8 3.222593e+00 -2.470865e+00 9 9.444576e-01 3.222593e+00 10 1.226340e+00 9.444576e-01 11 2.327610e+00 1.226340e+00 12 -2.007747e+00 2.327610e+00 13 1.377180e+00 -2.007747e+00 14 7.507316e-01 1.377180e+00 15 2.722693e-01 7.507316e-01 16 -1.708216e+00 2.722693e-01 17 6.171461e-01 -1.708216e+00 18 3.148603e+00 6.171461e-01 19 -7.179939e-01 3.148603e+00 20 2.725313e+00 -7.179939e-01 21 -5.514644e-01 2.725313e+00 22 -1.742994e+00 -5.514644e-01 23 -2.663969e-01 -1.742994e+00 24 -4.584486e-01 -2.663969e-01 25 2.084982e+00 -4.584486e-01 26 8.030766e-01 2.084982e+00 27 2.940311e+00 8.030766e-01 28 4.957349e+00 2.940311e+00 29 6.945694e-01 4.957349e+00 30 1.358246e+00 6.945694e-01 31 -3.359781e-01 1.358246e+00 32 -8.628078e-01 -3.359781e-01 33 7.662803e-02 -8.628078e-01 34 2.434566e+00 7.662803e-02 35 1.230320e+00 2.434566e+00 36 -9.621691e-01 1.230320e+00 37 1.253684e-01 -9.621691e-01 38 1.399179e+00 1.253684e-01 39 1.393010e+00 1.399179e+00 40 5.220697e-01 1.393010e+00 41 2.408809e+00 5.220697e-01 42 2.464072e+00 2.408809e+00 43 1.043755e+00 2.464072e+00 44 4.379764e+00 1.043755e+00 45 -1.531988e-01 4.379764e+00 46 1.534672e+00 -1.531988e-01 47 3.501458e+00 1.534672e+00 48 -1.753696e+00 3.501458e+00 49 8.903966e-01 -1.753696e+00 50 1.060544e-01 8.903966e-01 51 -1.925770e-01 1.060544e-01 52 -8.370398e-01 -1.925770e-01 53 -2.793710e+00 -8.370398e-01 54 2.211949e+00 -2.793710e+00 55 1.123711e+00 2.211949e+00 56 -9.713295e-02 1.123711e+00 57 3.788389e+00 -9.713295e-02 58 2.801580e+00 3.788389e+00 59 4.412357e+00 2.801580e+00 60 3.378940e+00 4.412357e+00 61 1.603895e+00 3.378940e+00 62 1.802517e+00 1.603895e+00 63 8.275085e-01 1.802517e+00 64 -2.165659e+00 8.275085e-01 65 1.675483e+00 -2.165659e+00 66 -1.139881e+00 1.675483e+00 67 1.080181e+00 -1.139881e+00 68 3.871661e-01 1.080181e+00 69 -1.176635e+00 3.871661e-01 70 -3.365708e-01 -1.176635e+00 71 2.706862e-01 -3.365708e-01 72 2.299071e+00 2.706862e-01 73 -6.967237e-01 2.299071e+00 74 1.254831e+00 -6.967237e-01 75 -2.247743e+00 1.254831e+00 76 8.247122e-02 -2.247743e+00 77 -1.395162e+00 8.247122e-02 78 -2.832664e-02 -1.395162e+00 79 5.826132e-01 -2.832664e-02 80 1.302431e+00 5.826132e-01 81 1.231058e+00 1.302431e+00 82 -1.114478e+02 1.231058e+00 83 5.268170e-01 -1.114478e+02 84 -7.451076e-01 5.268170e-01 85 1.635425e+00 -7.451076e-01 86 1.189010e+00 1.635425e+00 87 5.331063e-01 1.189010e+00 88 -3.702890e-01 5.331063e-01 89 -6.022461e-01 -3.702890e-01 90 1.419472e+00 -6.022461e-01 91 1.102174e+00 1.419472e+00 92 4.877603e-02 1.102174e+00 93 -1.312829e+00 4.877603e-02 94 5.310520e-02 -1.312829e+00 95 6.959011e-01 5.310520e-02 96 1.720257e+00 6.959011e-01 97 1.380638e+00 1.720257e+00 98 8.372976e-01 1.380638e+00 99 2.035767e+00 8.372976e-01 100 1.755907e+00 2.035767e+00 101 2.186373e+00 1.755907e+00 102 2.005697e+00 2.186373e+00 103 1.267013e+00 2.005697e+00 104 -4.971494e-01 1.267013e+00 105 -1.665195e+00 -4.971494e-01 106 6.223795e-01 -1.665195e+00 107 -7.374282e-01 6.223795e-01 108 4.744725e-01 -7.374282e-01 109 -2.228057e+00 4.744725e-01 110 6.944407e-01 -2.228057e+00 111 1.178933e+00 6.944407e-01 112 2.903489e+00 1.178933e+00 113 7.563076e-01 2.903489e+00 114 9.594839e-02 7.563076e-01 115 2.449522e+00 9.594839e-02 116 2.510670e-01 2.449522e+00 117 -1.507527e-01 2.510670e-01 118 4.793553e+00 -1.507527e-01 119 1.213358e+00 4.793553e+00 120 -8.542932e-01 1.213358e+00 121 -1.119341e-02 -8.542932e-01 122 4.402602e-01 -1.119341e-02 123 2.210531e+00 4.402602e-01 124 3.948646e+00 2.210531e+00 125 1.708522e+00 3.948646e+00 126 2.649607e+00 1.708522e+00 127 1.022774e+00 2.649607e+00 128 1.147225e+00 1.022774e+00 129 1.923574e+00 1.147225e+00 130 1.537154e+00 1.923574e+00 131 -1.891036e+00 1.537154e+00 132 -7.943344e-01 -1.891036e+00 133 -5.890969e-01 -7.943344e-01 134 1.868312e+00 -5.890969e-01 135 1.593951e+00 1.868312e+00 136 -4.098447e+00 1.593951e+00 137 -1.477048e-01 -4.098447e+00 138 -2.797866e-01 -1.477048e-01 139 1.009944e+00 -2.797866e-01 140 2.327558e+00 1.009944e+00 141 1.144637e-01 2.327558e+00 142 -2.030249e+00 1.144637e-01 143 2.220823e+00 -2.030249e+00 144 6.397369e-01 2.220823e+00 145 3.636436e+00 6.397369e-01 146 1.739704e+00 3.636436e+00 147 2.097736e+00 1.739704e+00 148 2.043106e+00 2.097736e+00 149 -2.265448e+00 2.043106e+00 150 3.036687e+00 -2.265448e+00 151 4.979486e-01 3.036687e+00 152 2.026985e+00 4.979486e-01 153 1.627550e+00 2.026985e+00 154 -1.305876e+00 1.627550e+00 155 -7.567325e-03 -1.305876e+00 156 -2.689650e+00 -7.567325e-03 157 -8.129619e-01 -2.689650e+00 158 8.016392e-01 -8.129619e-01 159 1.983935e+00 8.016392e-01 160 -8.251348e-02 1.983935e+00 161 1.807084e-01 -8.251348e-02 > 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/7zfrm1353431275.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/8a3c01353431275.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/9zib81353431275.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/108lgz1353431275.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11dou61353431275.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/1238p51353431275.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13gp7v1353431276.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14tiaz1353431276.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/15126p1353431276.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/16i0dn1353431276.tab") + } > > try(system("convert tmp/1v7z31353431275.ps tmp/1v7z31353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/295d81353431275.ps tmp/295d81353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/37lbd1353431275.ps tmp/37lbd1353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/4op8j1353431275.ps tmp/4op8j1353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/54gtq1353431275.ps tmp/54gtq1353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/6gtam1353431275.ps tmp/6gtam1353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/7zfrm1353431275.ps tmp/7zfrm1353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/8a3c01353431275.ps tmp/8a3c01353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/9zib81353431275.ps tmp/9zib81353431275.png",intern=TRUE)) character(0) > try(system("convert tmp/108lgz1353431275.ps tmp/108lgz1353431275.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 16.021 1.783 17.821