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.
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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(2.45
+ ,2.44
+ ,2.46
+ ,2.45
+ ,2.45
+ ,2.43
+ ,2.42
+ ,2.43
+ ,2.46
+ ,2.47
+ ,2.48
+ ,2.49
+ ,0.55
+ ,0.55
+ ,0.55
+ ,0.55
+ ,0.56
+ ,0.55
+ ,0.55
+ ,0.56
+ ,0.55
+ ,0.56
+ ,0.56
+ ,0.56
+ ,1.41
+ ,1.37
+ ,1.4
+ ,1.38
+ ,1.44
+ ,1.43
+ ,1.45
+ ,1.47
+ ,1.47
+ ,1.44
+ ,1.45
+ ,1.45
+ ,1.1
+ ,1.1
+ ,1.1
+ ,1.09
+ ,1.09
+ ,1.08
+ ,1.08
+ ,1.08
+ ,1.08
+ ,1.08
+ ,1.08
+ ,1.06
+ ,1.65
+ ,1.65
+ ,1.64
+ ,1.64
+ ,1.64
+ ,1.63
+ ,1.63
+ ,1.63
+ ,1.63
+ ,1.63
+ ,1.62
+ ,1.61
+ ,1.65
+ ,1.65
+ ,1.65
+ ,1.65
+ ,1.64
+ ,1.64
+ ,1.64
+ ,1.64
+ ,1.64
+ ,1.63
+ ,1.63
+ ,1.62
+ ,4.15
+ ,4.14
+ ,4.13
+ ,4.13
+ ,4.12
+ ,4.11
+ ,4.11
+ ,4.1
+ ,4.1
+ ,4.1
+ ,4.08
+ ,4.06
+ ,5.64
+ ,5.64
+ ,5.63
+ ,5.61
+ ,5.59
+ ,5.58
+ ,5.58
+ ,5.57
+ ,5.56
+ ,5.55
+ ,5.51
+ ,5.44
+ ,6.64
+ ,6.61
+ ,6.63
+ ,6.62
+ ,6.59
+ ,6.57
+ ,6.52
+ ,6.51
+ ,6.51
+ ,6.48
+ ,6.49
+ ,6.47
+ ,1.6
+ ,1.6
+ ,1.6
+ ,1.59
+ ,1.58
+ ,1.58
+ ,1.58
+ ,1.57
+ ,1.58
+ ,1.57
+ ,1.57
+ ,1.56
+ ,0.98
+ ,0.98
+ ,0.98
+ ,0.98
+ ,0.97
+ ,0.97
+ ,0.97
+ ,0.97
+ ,0.97
+ ,0.97
+ ,0.97
+ ,0.96
+ ,1.03
+ ,1.03
+ ,1.02
+ ,1.02
+ ,1.02
+ ,1.02
+ ,1.02
+ ,1.03
+ ,1.03
+ ,1.02
+ ,1.02
+ ,1.02
+ ,4.72
+ ,4.6
+ ,4.62
+ ,4.63
+ ,4.65
+ ,4.61
+ ,4.65
+ ,4.59
+ ,4.65
+ ,4.65
+ ,4.63
+ ,4.48
+ ,3.17
+ ,3.16
+ ,3.16
+ ,3.15
+ ,3.19
+ ,3.2
+ ,3.2
+ ,3.2
+ ,3.22
+ ,3.21
+ ,3.2
+ ,3.15
+ ,7.3
+ ,7.29
+ ,7.27
+ ,7.26
+ ,7.2
+ ,7.19
+ ,7.18
+ ,7.15
+ ,7.14
+ ,7.12
+ ,7.11
+ ,7.08
+ ,3.25
+ ,3.23
+ ,3.23
+ ,3.25
+ ,3.25
+ ,3.27
+ ,3.27
+ ,3.29
+ ,3.27
+ ,3.28
+ ,3.29
+ ,3.24
+ ,0.65
+ ,0.65
+ ,0.65
+ ,0.65
+ ,0.65
+ ,0.65
+ ,0.66
+ ,0.65
+ ,0.66
+ ,0.65
+ ,0.65
+ ,0.65
+ ,4.1
+ ,4.1
+ ,4.11
+ ,4.12
+ ,4.15
+ ,4.13
+ ,4.12
+ ,4.12
+ ,4.18
+ ,4.19
+ ,4.2
+ ,4.19
+ ,6.58
+ ,6.57
+ ,6.56
+ ,6.43
+ ,6.45
+ ,6.41
+ ,6.33
+ ,6.39
+ ,6.39
+ ,6.39
+ ,6.39
+ ,6.4
+ ,15.21
+ ,15.19
+ ,15.17
+ ,15.19
+ ,15.18
+ ,15.15
+ ,15.2
+ ,15.06
+ ,14.97
+ ,15.13
+ ,15.05
+ ,15.16
+ ,10.99
+ ,11
+ ,10.9
+ ,10.99
+ ,11.04
+ ,11.03
+ ,10.99
+ ,11
+ ,10.87
+ ,10.88
+ ,10.91
+ ,10.92
+ ,8.19
+ ,8.3
+ ,8.18
+ ,8.24
+ ,8.3
+ ,8.34
+ ,8.3
+ ,8.27
+ ,8.22
+ ,8.22
+ ,8.22
+ ,8.12
+ ,5.89
+ ,5.88
+ ,5.89
+ ,5.91
+ ,5.89
+ ,5.87
+ ,5.87
+ ,5.84
+ ,5.83
+ ,5.83
+ ,5.83
+ ,5.8
+ ,15
+ ,15.18
+ ,15.18
+ ,15.18
+ ,15.05
+ ,15
+ ,15.13
+ ,15.08
+ ,14.98
+ ,15.1
+ ,14.95
+ ,15.12)
+ ,dim=c(12
+ ,24)
+ ,dimnames=list(c('2005/12'
+ ,'2005/11'
+ ,'2005/10'
+ ,'2005/09'
+ ,'2005/08'
+ ,'2005/07'
+ ,'2005/06'
+ ,'2005/05'
+ ,'2005/04'
+ ,'2005/03'
+ ,'2005/02'
+ ,'2005/01')
+ ,1:24))
> y <- array(NA,dim=c(12,24),dimnames=list(c('2005/12','2005/11','2005/10','2005/09','2005/08','2005/07','2005/06','2005/05','2005/04','2005/03','2005/02','2005/01'),1:24))
> 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 = '1'
> par3 <- 'Linear Trend'
> par2 <- 'Do not include Seasonal Dummies'
> par1 <- '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
2005/12 2005/11 2005/10 2005/09 2005/08 2005/07 2005/06 2005/05 2005/04
1 2.45 2.44 2.46 2.45 2.45 2.43 2.42 2.43 2.46
2 0.55 0.55 0.55 0.55 0.56 0.55 0.55 0.56 0.55
3 1.41 1.37 1.40 1.38 1.44 1.43 1.45 1.47 1.47
4 1.10 1.10 1.10 1.09 1.09 1.08 1.08 1.08 1.08
5 1.65 1.65 1.64 1.64 1.64 1.63 1.63 1.63 1.63
6 1.65 1.65 1.65 1.65 1.64 1.64 1.64 1.64 1.64
7 4.15 4.14 4.13 4.13 4.12 4.11 4.11 4.10 4.10
8 5.64 5.64 5.63 5.61 5.59 5.58 5.58 5.57 5.56
9 6.64 6.61 6.63 6.62 6.59 6.57 6.52 6.51 6.51
10 1.60 1.60 1.60 1.59 1.58 1.58 1.58 1.57 1.58
11 0.98 0.98 0.98 0.98 0.97 0.97 0.97 0.97 0.97
12 1.03 1.03 1.02 1.02 1.02 1.02 1.02 1.03 1.03
13 4.72 4.60 4.62 4.63 4.65 4.61 4.65 4.59 4.65
14 3.17 3.16 3.16 3.15 3.19 3.20 3.20 3.20 3.22
15 7.30 7.29 7.27 7.26 7.20 7.19 7.18 7.15 7.14
16 3.25 3.23 3.23 3.25 3.25 3.27 3.27 3.29 3.27
17 0.65 0.65 0.65 0.65 0.65 0.65 0.66 0.65 0.66
18 4.10 4.10 4.11 4.12 4.15 4.13 4.12 4.12 4.18
19 6.58 6.57 6.56 6.43 6.45 6.41 6.33 6.39 6.39
20 15.21 15.19 15.17 15.19 15.18 15.15 15.20 15.06 14.97
21 10.99 11.00 10.90 10.99 11.04 11.03 10.99 11.00 10.87
22 8.19 8.30 8.18 8.24 8.30 8.34 8.30 8.27 8.22
23 5.89 5.88 5.89 5.91 5.89 5.87 5.87 5.84 5.83
24 15.00 15.18 15.18 15.18 15.05 15.00 15.13 15.08 14.98
2005/03 2005/02 2005/01 t
1 2.47 2.48 2.49 1
2 0.56 0.56 0.56 2
3 1.44 1.45 1.45 3
4 1.08 1.08 1.06 4
5 1.63 1.62 1.61 5
6 1.63 1.63 1.62 6
7 4.10 4.08 4.06 7
8 5.55 5.51 5.44 8
9 6.48 6.49 6.47 9
10 1.57 1.57 1.56 10
11 0.97 0.97 0.96 11
12 1.02 1.02 1.02 12
13 4.65 4.63 4.48 13
14 3.21 3.20 3.15 14
15 7.12 7.11 7.08 15
16 3.28 3.29 3.24 16
17 0.65 0.65 0.65 17
18 4.19 4.20 4.19 18
19 6.39 6.39 6.40 19
20 15.13 15.05 15.16 20
21 10.88 10.91 10.92 21
22 8.22 8.22 8.12 22
23 5.83 5.83 5.80 23
24 15.10 14.95 15.12 24
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) `2005/11` `2005/10` `2005/09` `2005/08` `2005/07`
0.0047289 0.1299333 1.3813444 -0.6893953 1.0657528 -1.1150220
`2005/06` `2005/05` `2005/04` `2005/03` `2005/02` `2005/01`
0.9806615 -0.1074636 -0.9610608 -1.1981282 2.0985233 -0.5864878
t
-0.0006417
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-0.034116 -0.012283 0.001512 0.011578 0.027850
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.0047289 0.0122928 0.385 0.7078
`2005/11` 0.1299333 0.4300361 0.302 0.7682
`2005/10` 1.3813444 0.3827263 3.609 0.0041 **
`2005/09` -0.6893953 0.3633953 -1.897 0.0844 .
`2005/08` 1.0657528 0.5808556 1.835 0.0937 .
`2005/07` -1.1150220 0.6344992 -1.757 0.1066
`2005/06` 0.9806615 0.6264250 1.565 0.1458
`2005/05` -0.1074636 0.3751970 -0.286 0.7799
`2005/04` -0.9610608 0.4706693 -2.042 0.0659 .
`2005/03` -1.1981282 0.7373641 -1.625 0.1325
`2005/02` 2.0985233 0.8199424 2.559 0.0265 *
`2005/01` -0.5864878 0.1940418 -3.022 0.0116 *
t -0.0006417 0.0011731 -0.547 0.5953
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.02427 on 11 degrees of freedom
Multiple R-squared: 1, Adjusted R-squared: 1
F-statistic: 5.77e+04 on 12 and 11 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
+ }
> postscript(file="/var/fisher/rcomp/tmp/1xg4o1353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/2q8gt1353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/3ffat1353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/43vn31353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/501o71353445036.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 = 24
Frequency = 1
1 2 3 4 5
-0.0142652686 -0.0154291931 -0.0119068535 -0.0264312728 0.0097474194
6 7 8 9 10
0.0003780975 0.0278504926 0.0096050282 -0.0087341721 -0.0033231623
11 12 13 14 15
-0.0004520327 0.0237263778 0.0052231176 0.0170673079 0.0156018435
16 17 18 19 20
0.0124713629 0.0068561324 0.0026467202 -0.0015398180 0.0112803940
21 22 23 24
0.0186154942 -0.0341163205 -0.0314604424 -0.0134112523
> postscript(file="/var/fisher/rcomp/tmp/6739c1353445036.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 = 24
Frequency = 1
lag(myerror, k = 1) myerror
0 -0.0142652686 NA
1 -0.0154291931 -0.0142652686
2 -0.0119068535 -0.0154291931
3 -0.0264312728 -0.0119068535
4 0.0097474194 -0.0264312728
5 0.0003780975 0.0097474194
6 0.0278504926 0.0003780975
7 0.0096050282 0.0278504926
8 -0.0087341721 0.0096050282
9 -0.0033231623 -0.0087341721
10 -0.0004520327 -0.0033231623
11 0.0237263778 -0.0004520327
12 0.0052231176 0.0237263778
13 0.0170673079 0.0052231176
14 0.0156018435 0.0170673079
15 0.0124713629 0.0156018435
16 0.0068561324 0.0124713629
17 0.0026467202 0.0068561324
18 -0.0015398180 0.0026467202
19 0.0112803940 -0.0015398180
20 0.0186154942 0.0112803940
21 -0.0341163205 0.0186154942
22 -0.0314604424 -0.0341163205
23 -0.0134112523 -0.0314604424
24 NA -0.0134112523
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -0.0154291931 -0.0142652686
[2,] -0.0119068535 -0.0154291931
[3,] -0.0264312728 -0.0119068535
[4,] 0.0097474194 -0.0264312728
[5,] 0.0003780975 0.0097474194
[6,] 0.0278504926 0.0003780975
[7,] 0.0096050282 0.0278504926
[8,] -0.0087341721 0.0096050282
[9,] -0.0033231623 -0.0087341721
[10,] -0.0004520327 -0.0033231623
[11,] 0.0237263778 -0.0004520327
[12,] 0.0052231176 0.0237263778
[13,] 0.0170673079 0.0052231176
[14,] 0.0156018435 0.0170673079
[15,] 0.0124713629 0.0156018435
[16,] 0.0068561324 0.0124713629
[17,] 0.0026467202 0.0068561324
[18,] -0.0015398180 0.0026467202
[19,] 0.0112803940 -0.0015398180
[20,] 0.0186154942 0.0112803940
[21,] -0.0341163205 0.0186154942
[22,] -0.0314604424 -0.0341163205
[23,] -0.0134112523 -0.0314604424
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -0.0154291931 -0.0142652686
2 -0.0119068535 -0.0154291931
3 -0.0264312728 -0.0119068535
4 0.0097474194 -0.0264312728
5 0.0003780975 0.0097474194
6 0.0278504926 0.0003780975
7 0.0096050282 0.0278504926
8 -0.0087341721 0.0096050282
9 -0.0033231623 -0.0087341721
10 -0.0004520327 -0.0033231623
11 0.0237263778 -0.0004520327
12 0.0052231176 0.0237263778
13 0.0170673079 0.0052231176
14 0.0156018435 0.0170673079
15 0.0124713629 0.0156018435
16 0.0068561324 0.0124713629
17 0.0026467202 0.0068561324
18 -0.0015398180 0.0026467202
19 0.0112803940 -0.0015398180
20 0.0186154942 0.0112803940
21 -0.0341163205 0.0186154942
22 -0.0314604424 -0.0341163205
23 -0.0134112523 -0.0314604424
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/7ve7k1353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/8rtv31353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/92wtu1353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
Warning messages:
1: In sqrt(crit * p * (1 - hh)/hh) : NaNs produced
2: In sqrt(crit * p * (1 - hh)/hh) : NaNs produced
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/fisher/rcomp/tmp/108k861353445036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
>
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> 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/fisher/rcomp/tmp/11nvl71353445036.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/fisher/rcomp/tmp/12n49v1353445036.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/fisher/rcomp/tmp/13m99v1353445036.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/fisher/rcomp/tmp/14m2d51353445036.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/fisher/rcomp/tmp/15br2h1353445036.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/fisher/rcomp/tmp/16qm6z1353445036.tab")
+ }
>
> try(system("convert tmp/1xg4o1353445036.ps tmp/1xg4o1353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/2q8gt1353445036.ps tmp/2q8gt1353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ffat1353445036.ps tmp/3ffat1353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/43vn31353445036.ps tmp/43vn31353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/501o71353445036.ps tmp/501o71353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/6739c1353445036.ps tmp/6739c1353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/7ve7k1353445036.ps tmp/7ve7k1353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/8rtv31353445036.ps tmp/8rtv31353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/92wtu1353445036.ps tmp/92wtu1353445036.png",intern=TRUE))
character(0)
> try(system("convert tmp/108k861353445036.ps tmp/108k861353445036.png",intern=TRUE))
convert: unable to open image `tmp/108k861353445036.ps': @ error/blob.c/OpenBlob/2587.
convert: missing an image filename `tmp/108k861353445036.png' @ error/convert.c/ConvertImageCommand/3011.
character(0)
attr(,"status")
[1] 1
Warning message:
running command 'convert tmp/108k861353445036.ps tmp/108k861353445036.png' had status 1
>
>
> proc.time()
user system elapsed
5.277 1.215 6.489