R version 2.15.1 (2012-06-22) -- "Roasted Marshmallows"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
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> x <- array(list(210907
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+ ,9927
+ ,86680
+ ,31
+ ,361
+ ,52
+ ,49
+ ,7747
+ ,43527
+ ,84105
+ ,20
+ ,261
+ ,66
+ ,63
+ ,5432
+ ,27184
+ ,77945
+ ,20
+ ,299
+ ,76
+ ,67
+ ,4913
+ ,21610
+ ,89113
+ ,39
+ ,300
+ ,43
+ ,32
+ ,2650
+ ,20484
+ ,91005
+ ,29
+ ,450
+ ,39
+ ,23
+ ,2370
+ ,20156
+ ,40248
+ ,16
+ ,183
+ ,14
+ ,7
+ ,775
+ ,6012
+ ,64187
+ ,27
+ ,238
+ ,61
+ ,54
+ ,5576
+ ,18475
+ ,50857
+ ,21
+ ,165
+ ,71
+ ,37
+ ,1352
+ ,12645
+ ,56613
+ ,19
+ ,234
+ ,44
+ ,35
+ ,3080
+ ,11017
+ ,62792
+ ,35
+ ,176
+ ,60
+ ,51
+ ,10205
+ ,37623
+ ,72535
+ ,14
+ ,329
+ ,64
+ ,39
+ ,6095
+ ,35873)
+ ,dim=c(7
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'feedback_messages_p1'
+ ,'feedback_messages_p120'
+ ,'totrevisions'
+ ,'totseconds
')
+ ,1:289))
> y <- array(NA,dim=c(7,289),dimnames=list(c('time_in_rfc','logins','compendium_views_info','feedback_messages_p1','feedback_messages_p120','totrevisions','totseconds
'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '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
time_in_rfc logins compendium_views_info feedback_messages_p1
1 210907 56 396 115
2 120982 56 297 109
3 176508 54 559 146
4 179321 89 967 116
5 123185 40 270 68
6 52746 25 143 101
7 385534 92 1562 96
8 33170 18 109 67
9 101645 63 371 44
10 149061 44 656 100
11 165446 33 511 93
12 237213 84 655 140
13 173326 88 465 166
14 133131 55 525 99
15 258873 60 885 139
16 180083 66 497 130
17 324799 154 1436 181
18 230964 53 612 116
19 236785 119 865 116
20 135473 41 385 88
21 202925 61 567 139
22 215147 58 639 135
23 344297 75 963 108
24 153935 33 398 89
25 132943 40 410 156
26 174724 92 966 129
27 174415 100 801 118
28 225548 112 892 118
29 223632 73 513 125
30 124817 40 469 95
31 221698 45 683 126
32 210767 60 643 135
33 170266 62 535 154
34 260561 75 625 165
35 84853 31 264 113
36 294424 77 992 127
37 101011 34 238 52
38 215641 46 818 121
39 325107 99 937 136
40 7176 17 70 0
41 167542 66 507 108
42 106408 30 260 46
43 96560 76 503 54
44 265769 146 927 124
45 269651 67 1269 115
46 149112 56 537 128
47 175824 107 910 80
48 152871 58 532 97
49 111665 34 345 104
50 116408 61 918 59
51 362301 119 1635 125
52 78800 42 330 82
53 183167 66 557 149
54 277965 89 1178 149
55 150629 44 740 122
56 168809 66 452 118
57 24188 24 218 12
58 329267 259 764 144
59 65029 17 255 67
60 101097 64 454 52
61 218946 41 866 108
62 244052 68 574 166
63 341570 168 1276 80
64 103597 43 379 60
65 233328 132 825 107
66 256462 105 798 127
67 206161 71 663 107
68 311473 112 1069 146
69 235800 94 921 84
70 177939 82 858 141
71 207176 70 711 123
72 196553 57 503 111
73 174184 53 382 98
74 143246 103 464 105
75 187559 121 717 135
76 187681 62 690 107
77 119016 52 462 85
78 182192 52 657 155
79 73566 32 385 88
80 194979 62 577 155
81 167488 45 619 104
82 143756 46 479 132
83 275541 63 817 127
84 243199 75 752 108
85 182999 88 430 129
86 135649 46 451 116
87 152299 53 537 122
88 120221 37 519 85
89 346485 90 1000 147
90 145790 63 637 99
91 193339 78 465 87
92 80953 25 437 28
93 122774 45 711 90
94 130585 46 299 109
95 112611 41 248 78
96 286468 144 1162 111
97 241066 82 714 158
98 148446 91 905 141
99 204713 71 649 122
100 182079 63 512 124
101 140344 53 472 93
102 220516 62 905 124
103 243060 63 786 112
104 162765 32 489 108
105 182613 39 479 99
106 232138 62 617 117
107 265318 117 925 199
108 85574 34 351 78
109 310839 92 1144 91
110 225060 93 669 158
111 232317 54 707 126
112 144966 144 458 122
113 43287 14 214 71
114 155754 61 599 75
115 164709 109 572 115
116 201940 38 897 119
117 235454 73 819 124
118 220801 75 720 72
119 99466 50 273 91
120 92661 61 508 45
121 133328 55 506 78
122 61361 77 451 39
123 125930 75 699 68
124 100750 72 407 119
125 224549 50 465 117
126 82316 32 245 39
127 102010 53 370 50
128 101523 42 316 88
129 243511 71 603 155
130 22938 10 154 0
131 41566 35 229 36
132 152474 65 577 123
133 61857 25 192 32
134 99923 66 617 99
135 132487 41 411 136
136 317394 86 975 117
137 21054 16 146 0
138 209641 42 705 88
139 22648 19 184 39
140 31414 19 200 25
141 46698 45 274 52
142 131698 65 502 75
143 91735 35 382 71
144 244749 95 964 124
145 184510 49 537 151
146 79863 37 438 71
147 128423 64 369 145
148 97839 38 417 87
149 38214 34 276 27
150 151101 32 514 131
151 272458 65 822 162
152 172494 52 389 165
153 108043 62 466 54
154 328107 65 1255 159
155 250579 83 694 147
156 351067 95 1024 170
157 158015 29 400 119
158 98866 18 397 49
159 85439 33 350 104
160 229242 247 719 120
161 351619 139 1277 150
162 84207 29 356 112
163 120445 118 457 59
164 324598 110 1402 136
165 131069 67 600 107
166 204271 42 480 130
167 165543 65 595 115
168 141722 94 436 107
169 116048 64 230 75
170 250047 81 651 71
171 299775 95 1367 120
172 195838 67 564 116
173 173260 63 716 79
174 254488 83 747 150
175 104389 45 467 156
176 136084 30 671 51
177 199476 70 861 118
178 92499 32 319 71
179 224330 83 612 144
180 135781 31 433 47
181 74408 67 434 28
182 81240 66 503 68
183 14688 10 85 0
184 181633 70 564 110
185 271856 103 824 147
186 7199 5 74 0
187 46660 20 259 15
188 17547 5 69 4
189 133368 36 535 64
190 95227 34 239 111
191 152601 48 438 85
192 98146 40 459 68
193 79619 43 426 40
194 59194 31 288 80
195 139942 42 498 88
196 118612 46 454 48
197 72880 33 376 76
198 65475 18 225 51
199 99643 55 555 67
200 71965 35 252 59
201 77272 59 208 61
202 49289 19 130 76
203 135131 66 481 60
204 108446 60 389 68
205 89746 36 565 71
206 44296 25 173 76
207 77648 47 278 62
208 181528 54 609 61
209 134019 53 422 67
210 124064 40 445 88
211 92630 40 387 30
212 121848 39 339 64
213 52915 14 181 68
214 81872 45 245 64
215 58981 36 384 91
216 53515 28 212 88
217 60812 44 399 52
218 56375 30 229 49
219 65490 22 224 62
220 80949 17 203 61
221 76302 31 333 76
222 104011 55 384 88
223 98104 54 636 66
224 67989 21 185 71
225 30989 14 93 68
226 135458 81 581 48
227 73504 35 248 25
228 63123 43 304 68
229 61254 46 344 41
230 74914 30 407 90
231 31774 23 170 66
232 81437 38 312 54
233 87186 54 507 59
234 50090 20 224 60
235 65745 53 340 77
236 56653 45 168 68
237 158399 39 443 72
238 46455 20 204 67
239 73624 24 367 64
240 38395 31 210 63
241 91899 35 335 59
242 139526 151 364 84
243 52164 52 178 64
244 51567 30 206 56
245 70551 31 279 54
246 84856 29 387 67
247 102538 57 490 58
248 86678 40 238 59
249 85709 44 343 40
250 34662 25 232 22
251 150580 77 530 83
252 99611 35 291 81
253 19349 11 67 2
254 99373 63 397 72
255 86230 44 467 61
256 30837 19 178 15
257 31706 13 175 32
258 89806 42 299 62
259 62088 38 154 58
260 40151 29 106 36
261 27634 20 189 59
262 76990 27 194 68
263 37460 20 135 21
264 54157 19 201 55
265 49862 37 207 54
266 84337 26 280 55
267 64175 42 260 72
268 59382 49 227 41
269 119308 30 239 61
270 76702 49 333 67
271 103425 67 428 76
272 70344 28 230 64
273 43410 19 292 3
274 104838 49 350 63
275 62215 27 186 40
276 69304 30 326 69
277 53117 22 155 48
278 19764 12 75 8
279 86680 31 361 52
280 84105 20 261 66
281 77945 20 299 76
282 89113 39 300 43
283 91005 29 450 39
284 40248 16 183 14
285 64187 27 238 61
286 50857 21 165 71
287 56613 19 234 44
288 62792 35 176 60
289 72535 14 329 64
feedback_messages_p120 totrevisions totseconds\r t
1 94 24188 146283 1
2 103 18273 98364 2
3 93 14130 86146 3
4 103 32287 96933 4
5 51 8654 79234 5
6 70 9245 42551 6
7 91 33251 195663 7
8 22 1271 6853 8
9 38 5279 21529 9
10 93 27101 95757 10
11 60 16373 85584 11
12 123 19716 143983 12
13 148 17753 75851 13
14 90 9028 59238 14
15 124 18653 93163 15
16 70 8828 96037 16
17 168 29498 151511 17
18 115 27563 136368 18
19 71 18293 112642 19
20 66 22530 94728 20
21 134 15977 105499 21
22 117 35082 121527 22
23 108 16116 127766 23
24 84 15849 98958 24
25 156 16026 77900 25
26 120 26569 85646 26
27 114 24785 98579 27
28 94 17569 130767 28
29 120 23825 131741 29
30 81 7869 53907 30
31 110 14975 178812 31
32 133 37791 146761 32
33 122 9605 82036 33
34 158 27295 163253 34
35 109 2746 27032 35
36 124 34461 171975 36
37 39 8098 65990 37
38 92 4787 86572 38
39 126 24919 159676 39
40 0 603 1929 40
41 70 16329 85371 41
42 37 12558 58391 42
43 38 7784 31580 43
44 120 28522 136815 44
45 93 22265 120642 45
46 95 14459 69107 46
47 77 14526 50495 47
48 90 22240 108016 48
49 80 11802 46341 49
50 31 7623 78348 50
51 110 11912 79336 51
52 66 7935 56968 52
53 138 18220 93176 53
54 133 19199 161632 54
55 113 19918 87850 55
56 100 21884 127969 56
57 7 2694 15049 57
58 140 15808 155135 58
59 61 3597 25109 59
60 41 5296 45824 60
61 96 25239 102996 61
62 164 29801 160604 62
63 78 18450 158051 63
64 49 7132 44547 64
65 102 34861 162647 65
66 124 35940 174141 66
67 99 16688 60622 67
68 129 24683 179566 68
69 62 46230 184301 69
70 73 10387 75661 70
71 114 21436 96144 71
72 99 30546 129847 72
73 70 19746 117286 73
74 104 15977 71180 74
75 116 22583 109377 75
76 91 17274 85298 76
77 74 16469 73631 77
78 138 14251 86767 78
79 67 3007 23824 79
80 151 16851 93487 80
81 72 21113 82981 81
82 120 17401 73815 82
83 115 23958 94552 83
84 105 23567 132190 84
85 104 13065 128754 85
86 108 15358 66363 86
87 98 14587 67808 87
88 69 12770 61724 88
89 111 24021 131722 89
90 99 9648 68580 90
91 71 20537 106175 91
92 27 7905 55792 92
93 69 4527 25157 93
94 107 30495 76669 94
95 73 7117 57283 95
96 107 17719 105805 96
97 93 27056 129484 97
98 129 33473 72413 98
99 69 9758 87831 99
100 118 21115 96971 100
101 73 7236 71299 101
102 119 13790 77494 102
103 104 32902 120336 103
104 107 25131 93913 104
105 99 30910 136048 105
106 90 35947 181248 106
107 197 29848 146123 107
108 36 6943 32036 108
109 85 42705 186646 109
110 139 31808 102255 110
111 106 26675 168237 111
112 50 8435 64219 112
113 64 7409 19630 113
114 31 14993 76825 114
115 63 36867 115338 115
116 92 33835 109427 116
117 106 24164 118168 117
118 63 12607 84845 118
119 69 22609 153197 119
120 41 5892 29877 120
121 56 17014 63506 121
122 25 5394 22445 122
123 65 9178 47695 123
124 93 6440 68370 124
125 114 21916 146304 125
126 38 4011 38233 126
127 44 5818 42071 127
128 87 18647 50517 128
129 110 20556 103950 129
130 0 238 5841 130
131 27 70 2341 131
132 83 22392 84396 132
133 30 3913 24610 133
134 80 12237 35753 134
135 98 8388 55515 135
136 82 22120 209056 136
137 0 338 6622 137
138 60 11727 115814 138
139 28 3704 11609 139
140 9 3988 13155 140
141 33 3030 18274 141
142 59 13520 72875 142
143 49 1421 10112 143
144 115 20923 142775 144
145 140 20237 68847 145
146 49 3219 17659 146
147 120 3769 20112 147
148 66 12252 61023 148
149 21 1888 13983 149
150 124 14497 65176 150
151 152 28864 132432 151
152 139 21721 112494 152
153 38 4821 45109 153
154 144 33644 170875 154
155 120 15923 180759 155
156 160 42935 214921 156
157 114 18864 100226 157
158 39 4977 32043 158
159 78 7785 54454 159
160 119 17939 78876 160
161 141 23436 170745 161
162 101 325 6940 162
163 56 13539 49025 163
164 133 34538 122037 164
165 83 12198 53782 165
166 116 26924 127748 166
167 90 12716 86839 167
168 36 8172 44830 168
169 50 10855 77395 169
170 61 11932 89324 170
171 97 14300 103300 171
172 98 25515 112283 172
173 78 2805 10901 173
174 117 29402 120691 174
175 148 16440 58106 175
176 41 11221 57140 176
177 105 28732 122422 177
178 55 5250 25899 178
179 132 28608 139296 179
180 44 8092 52678 180
181 21 4473 23853 181
182 50 1572 17306 182
183 0 2065 7953 183
184 73 14817 89455 184
185 86 16714 147866 185
186 0 556 4245 186
187 13 2089 21509 187
188 4 2658 7670 188
189 57 10695 66675 189
190 48 1669 14336 190
191 46 16267 53608 191
192 48 7768 30059 192
193 32 7252 29668 193
194 68 6387 22097 194
195 87 18715 96841 195
196 43 7936 41907 196
197 67 8643 27080 197
198 46 7294 35885 198
199 46 4570 41247 199
200 56 7185 28313 200
201 48 10058 36845 201
202 44 2342 16548 202
203 60 8509 36134 203
204 65 13275 55764 204
205 55 6816 28910 205
206 38 1930 13339 206
207 52 8086 25319 207
208 60 10737 66956 208
209 54 8033 47487 209
210 86 7058 52785 210
211 24 6782 44683 211
212 52 5401 35619 212
213 49 6521 21920 213
214 61 10856 45608 214
215 61 2154 7721 215
216 81 6117 20634 216
217 43 5238 29788 217
218 40 4820 31931 218
219 40 5615 37754 219
220 56 4272 32505 220
221 68 8702 40557 221
222 79 15340 94238 222
223 47 8030 44197 223
224 57 9526 43228 224
225 41 1278 4103 225
226 29 4236 44144 226
227 3 3023 32868 227
228 60 7196 27640 228
229 30 3394 14063 229
230 79 6371 28990 230
231 47 1574 4694 231
232 40 9620 42648 232
233 48 6978 64329 233
234 36 4911 21928 234
235 42 8645 25836 235
236 49 8987 22779 236
237 57 5544 40820 237
238 12 3083 27530 238
239 40 6909 32378 239
240 43 3189 10824 240
241 33 6745 39613 241
242 77 16724 60865 242
243 43 4850 19787 243
244 45 7025 20107 244
245 47 6047 36605 245
246 43 7377 40961 246
247 45 9078 48231 247
248 50 4605 39725 248
249 35 3238 21455 249
250 7 8100 23430 250
251 71 9653 62991 251
252 67 8914 49363 252
253 0 786 9604 253
254 62 6700 24552 254
255 54 5788 31493 255
256 4 593 3439 256
257 25 4506 19555 257
258 40 6382 21228 258
259 38 5621 23177 259
260 19 3997 22094 260
261 17 520 2342 261
262 67 8891 38798 262
263 14 999 3255 263
264 30 7067 24261 264
265 54 4639 18511 265
266 35 5654 40798 266
267 59 6928 28893 267
268 24 1514 21425 268
269 58 9238 50276 269
270 42 8204 37643 270
271 46 5926 30377 271
272 61 5785 27126 272
273 3 4 13 273
274 52 5930 42097 274
275 25 3710 24451 275
276 40 705 14335 276
277 32 443 5084 277
278 4 2416 9927 278
279 49 7747 43527 279
280 63 5432 27184 280
281 67 4913 21610 281
282 32 2650 20484 282
283 23 2370 20156 283
284 7 775 6012 284
285 54 5576 18475 285
286 37 1352 12645 286
287 35 3080 11017 287
288 51 10205 37623 288
289 39 6095 35873 289
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins compendium_views_info
-1.106e+04 1.944e+02 1.276e+02
feedback_messages_p1 feedback_messages_p120 totrevisions
1.372e+02 1.939e+02 -8.747e-01
`totseconds\\r` t
8.458e-01 2.448e+01
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-76485 -11555 1296 9787 87580
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.106e+04 5.536e+03 -1.999 0.046610 *
logins 1.944e+02 5.324e+01 3.652 0.000311 ***
compendium_views_info 1.276e+02 7.455e+00 17.120 < 2e-16 ***
feedback_messages_p1 1.372e+02 9.415e+01 1.458 0.146077
feedback_messages_p120 1.939e+02 1.002e+02 1.934 0.054113 .
totrevisions -8.747e-01 2.765e-01 -3.163 0.001732 **
`totseconds\\r` 8.458e-01 6.123e-02 13.812 < 2e-16 ***
t 2.448e+01 1.875e+01 1.306 0.192704
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21470 on 281 degrees of freedom
Multiple R-squared: 0.9337, Adjusted R-squared: 0.932
F-statistic: 565.2 on 7 and 281 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.0388236 7.764719e-02 9.611764e-01
[2,] 0.2526166 5.052331e-01 7.473834e-01
[3,] 0.3843292 7.686585e-01 6.156708e-01
[4,] 0.2678956 5.357913e-01 7.321044e-01
[5,] 0.6281363 7.437275e-01 3.718637e-01
[6,] 0.6109964 7.780073e-01 3.890036e-01
[7,] 0.6361518 7.276964e-01 3.638482e-01
[8,] 0.5788456 8.423088e-01 4.211544e-01
[9,] 0.5053045 9.893910e-01 4.946955e-01
[10,] 0.4318942 8.637884e-01 5.681058e-01
[11,] 0.3693564 7.387127e-01 6.306436e-01
[12,] 0.3709913 7.419827e-01 6.290087e-01
[13,] 0.7232533 5.534935e-01 2.767467e-01
[14,] 0.7930292 4.139416e-01 2.069708e-01
[15,] 0.8540635 2.918730e-01 1.459365e-01
[16,] 0.9038249 1.923502e-01 9.617508e-02
[17,] 0.9108088 1.783824e-01 8.919121e-02
[18,] 0.9453242 1.093516e-01 5.467582e-02
[19,] 0.9411971 1.176058e-01 5.880288e-02
[20,] 0.9315955 1.368091e-01 6.840453e-02
[21,] 0.9969323 6.135391e-03 3.067695e-03
[22,] 0.9954492 9.101517e-03 4.550758e-03
[23,] 0.9932579 1.348420e-02 6.742101e-03
[24,] 0.9914665 1.706690e-02 8.533450e-03
[25,] 0.9878641 2.427183e-02 1.213592e-02
[26,] 0.9836583 3.268333e-02 1.634166e-02
[27,] 0.9779607 4.407851e-02 2.203926e-02
[28,] 0.9706161 5.876778e-02 2.938389e-02
[29,] 0.9847253 3.054941e-02 1.527471e-02
[30,] 0.9799680 4.006394e-02 2.003197e-02
[31,] 0.9763424 4.731529e-02 2.365764e-02
[32,] 0.9737452 5.250962e-02 2.625481e-02
[33,] 0.9660337 6.793267e-02 3.396634e-02
[34,] 0.9572293 8.554142e-02 4.277071e-02
[35,] 0.9499395 1.001209e-01 5.006046e-02
[36,] 0.9363860 1.272280e-01 6.361398e-02
[37,] 0.9209531 1.580938e-01 7.904690e-02
[38,] 0.9194294 1.611413e-01 8.057065e-02
[39,] 0.9084348 1.831304e-01 9.156518e-02
[40,] 0.9940390 1.192195e-02 5.960973e-03
[41,] 0.9987299 2.540227e-03 1.270113e-03
[42,] 0.9988195 2.360919e-03 1.180459e-03
[43,] 0.9983268 3.346493e-03 1.673246e-03
[44,] 0.9993577 1.284585e-03 6.422927e-04
[45,] 0.9995335 9.330807e-04 4.665404e-04
[46,] 0.9993616 1.276822e-03 6.384111e-04
[47,] 0.9991277 1.744566e-03 8.722830e-04
[48,] 0.9991788 1.642330e-03 8.211649e-04
[49,] 0.9988591 2.281706e-03 1.140853e-03
[50,] 0.9984279 3.144155e-03 1.572077e-03
[51,] 0.9985214 2.957112e-03 1.478556e-03
[52,] 0.9980457 3.908661e-03 1.954330e-03
[53,] 0.9974986 5.002723e-03 2.501361e-03
[54,] 0.9968438 6.312310e-03 3.156155e-03
[55,] 0.9968926 6.214835e-03 3.107417e-03
[56,] 0.9959493 8.101441e-03 4.050721e-03
[57,] 0.9989953 2.009304e-03 1.004652e-03
[58,] 0.9986668 2.666326e-03 1.333163e-03
[59,] 0.9986473 2.705318e-03 1.352659e-03
[60,] 0.9984711 3.057884e-03 1.528942e-03
[61,] 0.9982506 3.498824e-03 1.749412e-03
[62,] 0.9981858 3.628417e-03 1.814209e-03
[63,] 0.9981068 3.786425e-03 1.893212e-03
[64,] 0.9974895 5.021086e-03 2.510543e-03
[65,] 0.9977861 4.427814e-03 2.213907e-03
[66,] 0.9972970 5.406040e-03 2.703020e-03
[67,] 0.9966493 6.701499e-03 3.350749e-03
[68,] 0.9956887 8.622607e-03 4.311304e-03
[69,] 0.9947265 1.054706e-02 5.273530e-03
[70,] 0.9932905 1.341907e-02 6.709537e-03
[71,] 0.9928038 1.439239e-02 7.196195e-03
[72,] 0.9907635 1.847300e-02 9.236499e-03
[73,] 0.9994321 1.135872e-03 5.679359e-04
[74,] 0.9993340 1.332090e-03 6.660452e-04
[75,] 0.9991788 1.642465e-03 8.212326e-04
[76,] 0.9988797 2.240632e-03 1.120316e-03
[77,] 0.9985096 2.980804e-03 1.490402e-03
[78,] 0.9980909 3.818104e-03 1.909052e-03
[79,] 0.9999651 6.973974e-05 3.486987e-05
[80,] 0.9999640 7.209722e-05 3.604861e-05
[81,] 0.9999743 5.131581e-05 2.565791e-05
[82,] 0.9999723 5.532138e-05 2.766069e-05
[83,] 0.9999627 7.451763e-05 3.725882e-05
[84,] 0.9999587 8.262486e-05 4.131243e-05
[85,] 0.9999499 1.002301e-04 5.011504e-05
[86,] 0.9999321 1.357696e-04 6.788482e-05
[87,] 0.9999210 1.579973e-04 7.899863e-05
[88,] 0.9999863 2.749509e-05 1.374754e-05
[89,] 0.9999859 2.825005e-05 1.412502e-05
[90,] 0.9999809 3.828494e-05 1.914247e-05
[91,] 0.9999725 5.491153e-05 2.745577e-05
[92,] 0.9999621 7.572648e-05 3.786324e-05
[93,] 0.9999718 5.648771e-05 2.824385e-05
[94,] 0.9999617 7.657729e-05 3.828865e-05
[95,] 0.9999457 1.086984e-04 5.434918e-05
[96,] 0.9999258 1.484616e-04 7.423079e-05
[97,] 0.9999446 1.108710e-04 5.543549e-05
[98,] 0.9999221 1.557673e-04 7.788363e-05
[99,] 0.9998914 2.171252e-04 1.085626e-04
[100,] 0.9998940 2.119192e-04 1.059596e-04
[101,] 0.9998799 2.401846e-04 1.200923e-04
[102,] 0.9998362 3.276932e-04 1.638466e-04
[103,] 0.9997879 4.242544e-04 2.121272e-04
[104,] 0.9997181 5.638194e-04 2.819097e-04
[105,] 0.9996707 6.585672e-04 3.292836e-04
[106,] 0.9995909 8.181301e-04 4.090650e-04
[107,] 0.9994648 1.070349e-03 5.351747e-04
[108,] 0.9997452 5.096032e-04 2.548016e-04
[109,] 0.9999937 1.259980e-05 6.299898e-06
[110,] 0.9999913 1.730666e-05 8.653331e-06
[111,] 0.9999875 2.494223e-05 1.247111e-05
[112,] 0.9999903 1.942250e-05 9.711251e-06
[113,] 0.9999909 1.823433e-05 9.117166e-06
[114,] 0.9999970 5.960832e-06 2.980416e-06
[115,] 0.9999971 5.867478e-06 2.933739e-06
[116,] 0.9999962 7.637645e-06 3.818822e-06
[117,] 0.9999946 1.084753e-05 5.423764e-06
[118,] 0.9999922 1.566968e-05 7.834838e-06
[119,] 0.9999985 2.986158e-06 1.493079e-06
[120,] 0.9999978 4.421228e-06 2.210614e-06
[121,] 0.9999967 6.633816e-06 3.316908e-06
[122,] 0.9999957 8.610298e-06 4.305149e-06
[123,] 0.9999946 1.088892e-05 5.444461e-06
[124,] 0.9999971 5.842851e-06 2.921426e-06
[125,] 0.9999957 8.617731e-06 4.308866e-06
[126,] 0.9999937 1.260886e-05 6.304430e-06
[127,] 0.9999907 1.856134e-05 9.280670e-06
[128,] 0.9999877 2.468121e-05 1.234061e-05
[129,] 0.9999848 3.038148e-05 1.519074e-05
[130,] 0.9999783 4.346652e-05 2.173326e-05
[131,] 0.9999748 5.034052e-05 2.517026e-05
[132,] 0.9999667 6.661731e-05 3.330866e-05
[133,] 0.9999627 7.467734e-05 3.733867e-05
[134,] 0.9999741 5.174630e-05 2.587315e-05
[135,] 0.9999791 4.172391e-05 2.086195e-05
[136,] 0.9999710 5.799342e-05 2.899671e-05
[137,] 0.9999743 5.138511e-05 2.569256e-05
[138,] 0.9999748 5.045061e-05 2.522530e-05
[139,] 0.9999704 5.910141e-05 2.955071e-05
[140,] 0.9999590 8.206764e-05 4.103382e-05
[141,] 0.9999666 6.684297e-05 3.342148e-05
[142,] 0.9999528 9.438618e-05 4.719309e-05
[143,] 0.9999355 1.289846e-04 6.449229e-05
[144,] 0.9999087 1.825818e-04 9.129090e-05
[145,] 0.9999309 1.382804e-04 6.914018e-05
[146,] 0.9999090 1.820134e-04 9.100668e-05
[147,] 0.9998742 2.515276e-04 1.257638e-04
[148,] 0.9998506 2.988466e-04 1.494233e-04
[149,] 0.9998765 2.470036e-04 1.235018e-04
[150,] 0.9998355 3.289341e-04 1.644670e-04
[151,] 0.9997776 4.447659e-04 2.223829e-04
[152,] 0.9997015 5.969074e-04 2.984537e-04
[153,] 0.9996213 7.574687e-04 3.787343e-04
[154,] 0.9995837 8.325473e-04 4.162736e-04
[155,] 0.9995309 9.381750e-04 4.690875e-04
[156,] 0.9995262 9.475779e-04 4.737890e-04
[157,] 0.9994236 1.152747e-03 5.763736e-04
[158,] 0.9993642 1.271506e-03 6.357532e-04
[159,] 0.9991585 1.682916e-03 8.414582e-04
[160,] 0.9999736 5.282717e-05 2.641359e-05
[161,] 0.9999639 7.227219e-05 3.613609e-05
[162,] 0.9999548 9.048840e-05 4.524420e-05
[163,] 0.9999953 9.396897e-06 4.698449e-06
[164,] 0.9999986 2.845856e-06 1.422928e-06
[165,] 0.9999993 1.454108e-06 7.270540e-07
[166,] 0.9999989 2.162409e-06 1.081205e-06
[167,] 0.9999991 1.844470e-06 9.222348e-07
[168,] 0.9999990 2.085863e-06 1.042932e-06
[169,] 0.9999984 3.268467e-06 1.634233e-06
[170,] 0.9999992 1.569404e-06 7.847020e-07
[171,] 0.9999989 2.133654e-06 1.066827e-06
[172,] 0.9999989 2.160659e-06 1.080329e-06
[173,] 0.9999983 3.414577e-06 1.707289e-06
[174,] 0.9999978 4.341204e-06 2.170602e-06
[175,] 0.9999972 5.670884e-06 2.835442e-06
[176,] 0.9999957 8.583750e-06 4.291875e-06
[177,] 0.9999937 1.255554e-05 6.277768e-06
[178,] 0.9999905 1.898757e-05 9.493784e-06
[179,] 0.9999859 2.814335e-05 1.407167e-05
[180,] 0.9999944 1.123582e-05 5.617910e-06
[181,] 0.9999999 2.822640e-07 1.411320e-07
[182,] 0.9999998 3.778904e-07 1.889452e-07
[183,] 0.9999997 6.165555e-07 3.082777e-07
[184,] 0.9999996 8.722925e-07 4.361463e-07
[185,] 0.9999994 1.274385e-06 6.371925e-07
[186,] 0.9999994 1.296687e-06 6.483433e-07
[187,] 0.9999990 1.976461e-06 9.882305e-07
[188,] 0.9999984 3.220024e-06 1.610012e-06
[189,] 0.9999985 3.092274e-06 1.546137e-06
[190,] 0.9999975 4.982331e-06 2.491165e-06
[191,] 0.9999962 7.567482e-06 3.783741e-06
[192,] 0.9999944 1.119697e-05 5.598487e-06
[193,] 0.9999966 6.733796e-06 3.366898e-06
[194,] 0.9999947 1.060185e-05 5.300924e-06
[195,] 0.9999929 1.429732e-05 7.148662e-06
[196,] 0.9999887 2.253418e-05 1.126709e-05
[197,] 0.9999849 3.020904e-05 1.510452e-05
[198,] 0.9999982 3.692174e-06 1.846087e-06
[199,] 0.9999994 1.177230e-06 5.886148e-07
[200,] 0.9999991 1.847674e-06 9.238368e-07
[201,] 0.9999987 2.681019e-06 1.340510e-06
[202,] 0.9999999 2.374651e-07 1.187325e-07
[203,] 0.9999998 3.048597e-07 1.524299e-07
[204,] 0.9999998 4.639715e-07 2.319858e-07
[205,] 0.9999997 6.906314e-07 3.453157e-07
[206,] 0.9999994 1.122580e-06 5.612898e-07
[207,] 0.9999995 9.304711e-07 4.652355e-07
[208,] 0.9999992 1.520052e-06 7.600261e-07
[209,] 0.9999987 2.595554e-06 1.297777e-06
[210,] 0.9999988 2.347263e-06 1.173631e-06
[211,] 0.9999981 3.864902e-06 1.932451e-06
[212,] 0.9999995 9.592663e-07 4.796331e-07
[213,] 0.9999996 7.471232e-07 3.735616e-07
[214,] 0.9999993 1.310265e-06 6.551324e-07
[215,] 0.9999989 2.191728e-06 1.095864e-06
[216,] 0.9999984 3.231509e-06 1.615754e-06
[217,] 0.9999982 3.632232e-06 1.816116e-06
[218,] 0.9999974 5.199228e-06 2.599614e-06
[219,] 0.9999954 9.217213e-06 4.608606e-06
[220,] 0.9999955 9.057660e-06 4.528830e-06
[221,] 0.9999936 1.283401e-05 6.417007e-06
[222,] 0.9999892 2.159108e-05 1.079554e-05
[223,] 0.9999999 1.885257e-07 9.426284e-08
[224,] 0.9999998 3.717920e-07 1.858960e-07
[225,] 0.9999996 7.015961e-07 3.507981e-07
[226,] 0.9999994 1.163076e-06 5.815381e-07
[227,] 1.0000000 3.982356e-10 1.991178e-10
[228,] 1.0000000 9.761561e-10 4.880780e-10
[229,] 1.0000000 2.355029e-09 1.177514e-09
[230,] 1.0000000 3.982188e-09 1.991094e-09
[231,] 1.0000000 4.652459e-09 2.326229e-09
[232,] 1.0000000 1.118849e-08 5.594245e-09
[233,] 1.0000000 2.271198e-08 1.135599e-08
[234,] 1.0000000 5.367089e-08 2.683544e-08
[235,] 1.0000000 9.541220e-08 4.770610e-08
[236,] 0.9999999 2.190776e-07 1.095388e-07
[237,] 0.9999998 3.454601e-07 1.727300e-07
[238,] 0.9999996 7.775638e-07 3.887819e-07
[239,] 0.9999993 1.384559e-06 6.922797e-07
[240,] 0.9999986 2.770741e-06 1.385371e-06
[241,] 0.9999970 5.950769e-06 2.975384e-06
[242,] 0.9999938 1.247598e-05 6.237991e-06
[243,] 0.9999870 2.604073e-05 1.302037e-05
[244,] 0.9999771 4.581459e-05 2.290730e-05
[245,] 0.9999783 4.334921e-05 2.167461e-05
[246,] 0.9999542 9.150494e-05 4.575247e-05
[247,] 0.9999607 7.856388e-05 3.928194e-05
[248,] 0.9999900 2.009557e-05 1.004778e-05
[249,] 0.9999858 2.834693e-05 1.417346e-05
[250,] 0.9999680 6.405254e-05 3.202627e-05
[251,] 0.9999300 1.400544e-04 7.002722e-05
[252,] 0.9998418 3.163918e-04 1.581959e-04
[253,] 0.9997044 5.912433e-04 2.956217e-04
[254,] 0.9996382 7.235319e-04 3.617659e-04
[255,] 0.9995947 8.105542e-04 4.052771e-04
[256,] 0.9991000 1.800085e-03 9.000426e-04
[257,] 0.9988399 2.320112e-03 1.160056e-03
[258,] 0.9992206 1.558807e-03 7.794033e-04
[259,] 0.9999992 1.658581e-06 8.292906e-07
[260,] 0.9999963 7.356235e-06 3.678117e-06
[261,] 0.9999891 2.171285e-05 1.085643e-05
[262,] 0.9999530 9.398412e-05 4.699206e-05
[263,] 0.9998079 3.842678e-04 1.921339e-04
[264,] 0.9993659 1.268219e-03 6.341094e-04
[265,] 0.9990607 1.878647e-03 9.393235e-04
[266,] 0.9981185 3.762937e-03 1.881468e-03
[267,] 0.9929980 1.400395e-02 7.001977e-03
[268,] 0.9794342 4.113155e-02 2.056578e-02
> postscript(file="/var/wessaorg/rcomp/tmp/14adi1351594950.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2rulj1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3rt3o1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/47iu41351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5cawf1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5 6
23945.09362 -18935.22952 7085.73648 -40069.66872 13224.74904 -14781.92461
7 8 9 10 11 12
11954.33509 8482.65031 25890.44086 -21439.45552 22145.50418 460.67495
13 14 15 16 17 18
7514.79623 -7088.88745 39353.26299 9574.01385 -37530.76851 23729.44720
19 20 21 22 23 24
4889.75856 3653.51517 8939.22989 19530.20743 87579.74030 8865.42613
25 26 27 28 29 30
-20231.28787 -46195.93075 -36851.19733 -29349.01945 23314.71338 58.36216
31 32 33 34 35 36
-40673.11729 -8068.56562 -5584.82377 8964.45771 -1762.14403 6244.74845
37 38 39 40 41 42
10755.48601 8951.62061 40029.58048 3917.00649 13745.81159 25539.16634
43 44 45 46 47 48
-7084.43018 -1996.34401 -11754.49233 -2162.55634 -7122.91010 -19081.97890
49 50 51 52 53 54
12232.89382 -76484.99808 45134.82635 -26983.91912 -1061.23972 -46094.09416
55 56 57 58 59 60
-38186.25162 -16691.97961 -12009.59910 26754.60325 -313.93286 -8906.79573
61 62 63 64 65 66
11546.25649 2772.54881 11926.57711 7188.42121 -29691.20836 -13672.82537
67 68 69 70 71 72
46606.06153 -12672.63415 -29640.38682 -26573.30173 10596.99775 13043.66821
73 74 75 76 77 78
15454.90441 -7549.29241 -32023.32835 7402.76547 -14763.18316 -11564.16408
79 80 81 82 83 84
-15249.92290 3510.69609 8867.79498 -5856.70679 69309.64283 15276.97934
85 86 87 88 89 90
-15344.45638 -1450.12427 2056.46559 -10381.69848 78148.32167 -21244.73501
91 92 93 94 95 96
30119.44586 -20222.23772 -10981.60671 18369.01537 14644.91640 8906.39868
97 98 99 100 101 102
17120.54541 -52416.66001 20844.97124 9657.72421 -2501.24189 7951.40083
103 104 105 106 107 108
30502.66856 9636.36035 1579.44101 -5554.09240 -30027.96068 3878.46943
109 110 111 112 113 114
5859.30972 22669.27401 -16872.06334 -6539.14600 -10723.57527 7549.21190
115 116 117 118 119 120
-14539.83918 -8833.67829 8553.60785 39669.95245 -72607.36568 -10151.13096
121 122 123 124 125 126
5762.82812 -27560.42531 -24060.84179 -43720.49772 20754.48546 11256.22988
127 128 129 130 131 132
6549.92527 5596.88986 48114.84767 4487.59974 1296.18710 -10740.56450
133 134 135 136 137 138
12699.40193 -32507.10582 2538.43538 -5455.43381 1713.62403 7774.87921
139 140 141 142 143 144
-14228.51618 -2983.65073 -15749.97026 -8965.28274 17184.41190 -30988.82757
145 146 147 148 149 150
25566.72249 -7107.82460 19471.78701 -20961.11279 -14158.91216 2206.80813
151 152 153 154 155 156
23812.39522 -5658.52949 -4883.72958 -2248.61042 -29258.10427 10575.74428
157 158 159 160 161 162
1844.12986 14858.58249 -27117.29395 6036.01706 -3106.78884 -306.84835
163 164 165 166 167 168
-2328.44638 13862.02298 -17106.55761 17016.83530 -11614.96272 22317.07607
169 170 171 172 173 174
5225.95173 71429.57832 3571.29741 10112.82388 43723.72408 30185.09816
175 176 177 178 179 180
-42050.30446 -2096.35610 -32255.57618 14549.81669 -1379.29585 28689.75075
181 182 183 184 185 186
-11555.02623 -21471.38121 3558.87265 10650.52446 5906.57632 188.80935
187 188 189 190 191 192
-4743.00971 8743.51513 -2349.13525 29321.48178 42058.73733 882.46417
193 194 195 196 197 198
-7216.80055 -14540.86243 -19974.02640 14562.17289 -14047.49445 -412.55318
199 200 201 202 203 204
-24696.34363 2549.23807 5354.62244 4214.76027 24016.27411 -4284.90757
205 206 207 208 209 210
-22217.08555 -4014.19727 6093.25789 32029.97564 22999.81765 -1806.87193
211 212 213 214 215 216
727.48537 32606.08832 1274.61872 -2009.46540 -20189.33599 -13091.68767
217 218 219 220 221 222
-29001.99312 -10228.11289 -4957.37604 14429.72962 -16876.53264 -43742.83110
223 224 225 226 227 228
-36492.08792 -3148.12545 2320.80616 5244.49206 11385.52599 -16602.41641
229 230 231 232 233 234
-6506.06660 -24045.04586 -9748.66339 -3209.76616 -48370.46758 -6516.35559
235 236 237 238 239 240
-15643.18616 1511.79028 48930.06685 -10341.25465 -10549.44440 -12593.69250
241 242 243 244 245 246
5402.71121 5542.46580 -5161.98423 -2737.72729 -8212.36361 -10856.89150
247 248 249 250 251 252
-15603.71547 6156.44837 10755.32798 -11973.45835 2894.30804 2501.86052
253 254 255 256 257 258
5819.74957 4493.49738 -17521.97458 3997.21985 -10220.54836 19590.63777
259 260 261 262 263 264
9755.65752 1868.54156 -8620.83964 4271.62596 13491.47212 1708.34224
265 266 267 268 269 270
-8653.06751 4203.24457 -12343.90902 -1690.51577 33392.49005 -12871.30169
271 272 273 274 275 276
344.24924 1458.64554 5826.58539 5851.02339 9786.72986 -2561.27313
277 278 279 280 281 282
16636.19888 3961.00424 -7862.51466 11602.59334 2680.59832 20288.88370
283 284 285 286 287 288
7281.65029 10206.57272 3059.49344 3348.66896 7643.42403 -3478.04327
289
-9541.99670
> postscript(file="/var/wessaorg/rcomp/tmp/6mo3m1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 23945.09362 NA
1 -18935.22952 23945.09362
2 7085.73648 -18935.22952
3 -40069.66872 7085.73648
4 13224.74904 -40069.66872
5 -14781.92461 13224.74904
6 11954.33509 -14781.92461
7 8482.65031 11954.33509
8 25890.44086 8482.65031
9 -21439.45552 25890.44086
10 22145.50418 -21439.45552
11 460.67495 22145.50418
12 7514.79623 460.67495
13 -7088.88745 7514.79623
14 39353.26299 -7088.88745
15 9574.01385 39353.26299
16 -37530.76851 9574.01385
17 23729.44720 -37530.76851
18 4889.75856 23729.44720
19 3653.51517 4889.75856
20 8939.22989 3653.51517
21 19530.20743 8939.22989
22 87579.74030 19530.20743
23 8865.42613 87579.74030
24 -20231.28787 8865.42613
25 -46195.93075 -20231.28787
26 -36851.19733 -46195.93075
27 -29349.01945 -36851.19733
28 23314.71338 -29349.01945
29 58.36216 23314.71338
30 -40673.11729 58.36216
31 -8068.56562 -40673.11729
32 -5584.82377 -8068.56562
33 8964.45771 -5584.82377
34 -1762.14403 8964.45771
35 6244.74845 -1762.14403
36 10755.48601 6244.74845
37 8951.62061 10755.48601
38 40029.58048 8951.62061
39 3917.00649 40029.58048
40 13745.81159 3917.00649
41 25539.16634 13745.81159
42 -7084.43018 25539.16634
43 -1996.34401 -7084.43018
44 -11754.49233 -1996.34401
45 -2162.55634 -11754.49233
46 -7122.91010 -2162.55634
47 -19081.97890 -7122.91010
48 12232.89382 -19081.97890
49 -76484.99808 12232.89382
50 45134.82635 -76484.99808
51 -26983.91912 45134.82635
52 -1061.23972 -26983.91912
53 -46094.09416 -1061.23972
54 -38186.25162 -46094.09416
55 -16691.97961 -38186.25162
56 -12009.59910 -16691.97961
57 26754.60325 -12009.59910
58 -313.93286 26754.60325
59 -8906.79573 -313.93286
60 11546.25649 -8906.79573
61 2772.54881 11546.25649
62 11926.57711 2772.54881
63 7188.42121 11926.57711
64 -29691.20836 7188.42121
65 -13672.82537 -29691.20836
66 46606.06153 -13672.82537
67 -12672.63415 46606.06153
68 -29640.38682 -12672.63415
69 -26573.30173 -29640.38682
70 10596.99775 -26573.30173
71 13043.66821 10596.99775
72 15454.90441 13043.66821
73 -7549.29241 15454.90441
74 -32023.32835 -7549.29241
75 7402.76547 -32023.32835
76 -14763.18316 7402.76547
77 -11564.16408 -14763.18316
78 -15249.92290 -11564.16408
79 3510.69609 -15249.92290
80 8867.79498 3510.69609
81 -5856.70679 8867.79498
82 69309.64283 -5856.70679
83 15276.97934 69309.64283
84 -15344.45638 15276.97934
85 -1450.12427 -15344.45638
86 2056.46559 -1450.12427
87 -10381.69848 2056.46559
88 78148.32167 -10381.69848
89 -21244.73501 78148.32167
90 30119.44586 -21244.73501
91 -20222.23772 30119.44586
92 -10981.60671 -20222.23772
93 18369.01537 -10981.60671
94 14644.91640 18369.01537
95 8906.39868 14644.91640
96 17120.54541 8906.39868
97 -52416.66001 17120.54541
98 20844.97124 -52416.66001
99 9657.72421 20844.97124
100 -2501.24189 9657.72421
101 7951.40083 -2501.24189
102 30502.66856 7951.40083
103 9636.36035 30502.66856
104 1579.44101 9636.36035
105 -5554.09240 1579.44101
106 -30027.96068 -5554.09240
107 3878.46943 -30027.96068
108 5859.30972 3878.46943
109 22669.27401 5859.30972
110 -16872.06334 22669.27401
111 -6539.14600 -16872.06334
112 -10723.57527 -6539.14600
113 7549.21190 -10723.57527
114 -14539.83918 7549.21190
115 -8833.67829 -14539.83918
116 8553.60785 -8833.67829
117 39669.95245 8553.60785
118 -72607.36568 39669.95245
119 -10151.13096 -72607.36568
120 5762.82812 -10151.13096
121 -27560.42531 5762.82812
122 -24060.84179 -27560.42531
123 -43720.49772 -24060.84179
124 20754.48546 -43720.49772
125 11256.22988 20754.48546
126 6549.92527 11256.22988
127 5596.88986 6549.92527
128 48114.84767 5596.88986
129 4487.59974 48114.84767
130 1296.18710 4487.59974
131 -10740.56450 1296.18710
132 12699.40193 -10740.56450
133 -32507.10582 12699.40193
134 2538.43538 -32507.10582
135 -5455.43381 2538.43538
136 1713.62403 -5455.43381
137 7774.87921 1713.62403
138 -14228.51618 7774.87921
139 -2983.65073 -14228.51618
140 -15749.97026 -2983.65073
141 -8965.28274 -15749.97026
142 17184.41190 -8965.28274
143 -30988.82757 17184.41190
144 25566.72249 -30988.82757
145 -7107.82460 25566.72249
146 19471.78701 -7107.82460
147 -20961.11279 19471.78701
148 -14158.91216 -20961.11279
149 2206.80813 -14158.91216
150 23812.39522 2206.80813
151 -5658.52949 23812.39522
152 -4883.72958 -5658.52949
153 -2248.61042 -4883.72958
154 -29258.10427 -2248.61042
155 10575.74428 -29258.10427
156 1844.12986 10575.74428
157 14858.58249 1844.12986
158 -27117.29395 14858.58249
159 6036.01706 -27117.29395
160 -3106.78884 6036.01706
161 -306.84835 -3106.78884
162 -2328.44638 -306.84835
163 13862.02298 -2328.44638
164 -17106.55761 13862.02298
165 17016.83530 -17106.55761
166 -11614.96272 17016.83530
167 22317.07607 -11614.96272
168 5225.95173 22317.07607
169 71429.57832 5225.95173
170 3571.29741 71429.57832
171 10112.82388 3571.29741
172 43723.72408 10112.82388
173 30185.09816 43723.72408
174 -42050.30446 30185.09816
175 -2096.35610 -42050.30446
176 -32255.57618 -2096.35610
177 14549.81669 -32255.57618
178 -1379.29585 14549.81669
179 28689.75075 -1379.29585
180 -11555.02623 28689.75075
181 -21471.38121 -11555.02623
182 3558.87265 -21471.38121
183 10650.52446 3558.87265
184 5906.57632 10650.52446
185 188.80935 5906.57632
186 -4743.00971 188.80935
187 8743.51513 -4743.00971
188 -2349.13525 8743.51513
189 29321.48178 -2349.13525
190 42058.73733 29321.48178
191 882.46417 42058.73733
192 -7216.80055 882.46417
193 -14540.86243 -7216.80055
194 -19974.02640 -14540.86243
195 14562.17289 -19974.02640
196 -14047.49445 14562.17289
197 -412.55318 -14047.49445
198 -24696.34363 -412.55318
199 2549.23807 -24696.34363
200 5354.62244 2549.23807
201 4214.76027 5354.62244
202 24016.27411 4214.76027
203 -4284.90757 24016.27411
204 -22217.08555 -4284.90757
205 -4014.19727 -22217.08555
206 6093.25789 -4014.19727
207 32029.97564 6093.25789
208 22999.81765 32029.97564
209 -1806.87193 22999.81765
210 727.48537 -1806.87193
211 32606.08832 727.48537
212 1274.61872 32606.08832
213 -2009.46540 1274.61872
214 -20189.33599 -2009.46540
215 -13091.68767 -20189.33599
216 -29001.99312 -13091.68767
217 -10228.11289 -29001.99312
218 -4957.37604 -10228.11289
219 14429.72962 -4957.37604
220 -16876.53264 14429.72962
221 -43742.83110 -16876.53264
222 -36492.08792 -43742.83110
223 -3148.12545 -36492.08792
224 2320.80616 -3148.12545
225 5244.49206 2320.80616
226 11385.52599 5244.49206
227 -16602.41641 11385.52599
228 -6506.06660 -16602.41641
229 -24045.04586 -6506.06660
230 -9748.66339 -24045.04586
231 -3209.76616 -9748.66339
232 -48370.46758 -3209.76616
233 -6516.35559 -48370.46758
234 -15643.18616 -6516.35559
235 1511.79028 -15643.18616
236 48930.06685 1511.79028
237 -10341.25465 48930.06685
238 -10549.44440 -10341.25465
239 -12593.69250 -10549.44440
240 5402.71121 -12593.69250
241 5542.46580 5402.71121
242 -5161.98423 5542.46580
243 -2737.72729 -5161.98423
244 -8212.36361 -2737.72729
245 -10856.89150 -8212.36361
246 -15603.71547 -10856.89150
247 6156.44837 -15603.71547
248 10755.32798 6156.44837
249 -11973.45835 10755.32798
250 2894.30804 -11973.45835
251 2501.86052 2894.30804
252 5819.74957 2501.86052
253 4493.49738 5819.74957
254 -17521.97458 4493.49738
255 3997.21985 -17521.97458
256 -10220.54836 3997.21985
257 19590.63777 -10220.54836
258 9755.65752 19590.63777
259 1868.54156 9755.65752
260 -8620.83964 1868.54156
261 4271.62596 -8620.83964
262 13491.47212 4271.62596
263 1708.34224 13491.47212
264 -8653.06751 1708.34224
265 4203.24457 -8653.06751
266 -12343.90902 4203.24457
267 -1690.51577 -12343.90902
268 33392.49005 -1690.51577
269 -12871.30169 33392.49005
270 344.24924 -12871.30169
271 1458.64554 344.24924
272 5826.58539 1458.64554
273 5851.02339 5826.58539
274 9786.72986 5851.02339
275 -2561.27313 9786.72986
276 16636.19888 -2561.27313
277 3961.00424 16636.19888
278 -7862.51466 3961.00424
279 11602.59334 -7862.51466
280 2680.59832 11602.59334
281 20288.88370 2680.59832
282 7281.65029 20288.88370
283 10206.57272 7281.65029
284 3059.49344 10206.57272
285 3348.66896 3059.49344
286 7643.42403 3348.66896
287 -3478.04327 7643.42403
288 -9541.99670 -3478.04327
289 NA -9541.99670
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -18935.22952 23945.09362
[2,] 7085.73648 -18935.22952
[3,] -40069.66872 7085.73648
[4,] 13224.74904 -40069.66872
[5,] -14781.92461 13224.74904
[6,] 11954.33509 -14781.92461
[7,] 8482.65031 11954.33509
[8,] 25890.44086 8482.65031
[9,] -21439.45552 25890.44086
[10,] 22145.50418 -21439.45552
[11,] 460.67495 22145.50418
[12,] 7514.79623 460.67495
[13,] -7088.88745 7514.79623
[14,] 39353.26299 -7088.88745
[15,] 9574.01385 39353.26299
[16,] -37530.76851 9574.01385
[17,] 23729.44720 -37530.76851
[18,] 4889.75856 23729.44720
[19,] 3653.51517 4889.75856
[20,] 8939.22989 3653.51517
[21,] 19530.20743 8939.22989
[22,] 87579.74030 19530.20743
[23,] 8865.42613 87579.74030
[24,] -20231.28787 8865.42613
[25,] -46195.93075 -20231.28787
[26,] -36851.19733 -46195.93075
[27,] -29349.01945 -36851.19733
[28,] 23314.71338 -29349.01945
[29,] 58.36216 23314.71338
[30,] -40673.11729 58.36216
[31,] -8068.56562 -40673.11729
[32,] -5584.82377 -8068.56562
[33,] 8964.45771 -5584.82377
[34,] -1762.14403 8964.45771
[35,] 6244.74845 -1762.14403
[36,] 10755.48601 6244.74845
[37,] 8951.62061 10755.48601
[38,] 40029.58048 8951.62061
[39,] 3917.00649 40029.58048
[40,] 13745.81159 3917.00649
[41,] 25539.16634 13745.81159
[42,] -7084.43018 25539.16634
[43,] -1996.34401 -7084.43018
[44,] -11754.49233 -1996.34401
[45,] -2162.55634 -11754.49233
[46,] -7122.91010 -2162.55634
[47,] -19081.97890 -7122.91010
[48,] 12232.89382 -19081.97890
[49,] -76484.99808 12232.89382
[50,] 45134.82635 -76484.99808
[51,] -26983.91912 45134.82635
[52,] -1061.23972 -26983.91912
[53,] -46094.09416 -1061.23972
[54,] -38186.25162 -46094.09416
[55,] -16691.97961 -38186.25162
[56,] -12009.59910 -16691.97961
[57,] 26754.60325 -12009.59910
[58,] -313.93286 26754.60325
[59,] -8906.79573 -313.93286
[60,] 11546.25649 -8906.79573
[61,] 2772.54881 11546.25649
[62,] 11926.57711 2772.54881
[63,] 7188.42121 11926.57711
[64,] -29691.20836 7188.42121
[65,] -13672.82537 -29691.20836
[66,] 46606.06153 -13672.82537
[67,] -12672.63415 46606.06153
[68,] -29640.38682 -12672.63415
[69,] -26573.30173 -29640.38682
[70,] 10596.99775 -26573.30173
[71,] 13043.66821 10596.99775
[72,] 15454.90441 13043.66821
[73,] -7549.29241 15454.90441
[74,] -32023.32835 -7549.29241
[75,] 7402.76547 -32023.32835
[76,] -14763.18316 7402.76547
[77,] -11564.16408 -14763.18316
[78,] -15249.92290 -11564.16408
[79,] 3510.69609 -15249.92290
[80,] 8867.79498 3510.69609
[81,] -5856.70679 8867.79498
[82,] 69309.64283 -5856.70679
[83,] 15276.97934 69309.64283
[84,] -15344.45638 15276.97934
[85,] -1450.12427 -15344.45638
[86,] 2056.46559 -1450.12427
[87,] -10381.69848 2056.46559
[88,] 78148.32167 -10381.69848
[89,] -21244.73501 78148.32167
[90,] 30119.44586 -21244.73501
[91,] -20222.23772 30119.44586
[92,] -10981.60671 -20222.23772
[93,] 18369.01537 -10981.60671
[94,] 14644.91640 18369.01537
[95,] 8906.39868 14644.91640
[96,] 17120.54541 8906.39868
[97,] -52416.66001 17120.54541
[98,] 20844.97124 -52416.66001
[99,] 9657.72421 20844.97124
[100,] -2501.24189 9657.72421
[101,] 7951.40083 -2501.24189
[102,] 30502.66856 7951.40083
[103,] 9636.36035 30502.66856
[104,] 1579.44101 9636.36035
[105,] -5554.09240 1579.44101
[106,] -30027.96068 -5554.09240
[107,] 3878.46943 -30027.96068
[108,] 5859.30972 3878.46943
[109,] 22669.27401 5859.30972
[110,] -16872.06334 22669.27401
[111,] -6539.14600 -16872.06334
[112,] -10723.57527 -6539.14600
[113,] 7549.21190 -10723.57527
[114,] -14539.83918 7549.21190
[115,] -8833.67829 -14539.83918
[116,] 8553.60785 -8833.67829
[117,] 39669.95245 8553.60785
[118,] -72607.36568 39669.95245
[119,] -10151.13096 -72607.36568
[120,] 5762.82812 -10151.13096
[121,] -27560.42531 5762.82812
[122,] -24060.84179 -27560.42531
[123,] -43720.49772 -24060.84179
[124,] 20754.48546 -43720.49772
[125,] 11256.22988 20754.48546
[126,] 6549.92527 11256.22988
[127,] 5596.88986 6549.92527
[128,] 48114.84767 5596.88986
[129,] 4487.59974 48114.84767
[130,] 1296.18710 4487.59974
[131,] -10740.56450 1296.18710
[132,] 12699.40193 -10740.56450
[133,] -32507.10582 12699.40193
[134,] 2538.43538 -32507.10582
[135,] -5455.43381 2538.43538
[136,] 1713.62403 -5455.43381
[137,] 7774.87921 1713.62403
[138,] -14228.51618 7774.87921
[139,] -2983.65073 -14228.51618
[140,] -15749.97026 -2983.65073
[141,] -8965.28274 -15749.97026
[142,] 17184.41190 -8965.28274
[143,] -30988.82757 17184.41190
[144,] 25566.72249 -30988.82757
[145,] -7107.82460 25566.72249
[146,] 19471.78701 -7107.82460
[147,] -20961.11279 19471.78701
[148,] -14158.91216 -20961.11279
[149,] 2206.80813 -14158.91216
[150,] 23812.39522 2206.80813
[151,] -5658.52949 23812.39522
[152,] -4883.72958 -5658.52949
[153,] -2248.61042 -4883.72958
[154,] -29258.10427 -2248.61042
[155,] 10575.74428 -29258.10427
[156,] 1844.12986 10575.74428
[157,] 14858.58249 1844.12986
[158,] -27117.29395 14858.58249
[159,] 6036.01706 -27117.29395
[160,] -3106.78884 6036.01706
[161,] -306.84835 -3106.78884
[162,] -2328.44638 -306.84835
[163,] 13862.02298 -2328.44638
[164,] -17106.55761 13862.02298
[165,] 17016.83530 -17106.55761
[166,] -11614.96272 17016.83530
[167,] 22317.07607 -11614.96272
[168,] 5225.95173 22317.07607
[169,] 71429.57832 5225.95173
[170,] 3571.29741 71429.57832
[171,] 10112.82388 3571.29741
[172,] 43723.72408 10112.82388
[173,] 30185.09816 43723.72408
[174,] -42050.30446 30185.09816
[175,] -2096.35610 -42050.30446
[176,] -32255.57618 -2096.35610
[177,] 14549.81669 -32255.57618
[178,] -1379.29585 14549.81669
[179,] 28689.75075 -1379.29585
[180,] -11555.02623 28689.75075
[181,] -21471.38121 -11555.02623
[182,] 3558.87265 -21471.38121
[183,] 10650.52446 3558.87265
[184,] 5906.57632 10650.52446
[185,] 188.80935 5906.57632
[186,] -4743.00971 188.80935
[187,] 8743.51513 -4743.00971
[188,] -2349.13525 8743.51513
[189,] 29321.48178 -2349.13525
[190,] 42058.73733 29321.48178
[191,] 882.46417 42058.73733
[192,] -7216.80055 882.46417
[193,] -14540.86243 -7216.80055
[194,] -19974.02640 -14540.86243
[195,] 14562.17289 -19974.02640
[196,] -14047.49445 14562.17289
[197,] -412.55318 -14047.49445
[198,] -24696.34363 -412.55318
[199,] 2549.23807 -24696.34363
[200,] 5354.62244 2549.23807
[201,] 4214.76027 5354.62244
[202,] 24016.27411 4214.76027
[203,] -4284.90757 24016.27411
[204,] -22217.08555 -4284.90757
[205,] -4014.19727 -22217.08555
[206,] 6093.25789 -4014.19727
[207,] 32029.97564 6093.25789
[208,] 22999.81765 32029.97564
[209,] -1806.87193 22999.81765
[210,] 727.48537 -1806.87193
[211,] 32606.08832 727.48537
[212,] 1274.61872 32606.08832
[213,] -2009.46540 1274.61872
[214,] -20189.33599 -2009.46540
[215,] -13091.68767 -20189.33599
[216,] -29001.99312 -13091.68767
[217,] -10228.11289 -29001.99312
[218,] -4957.37604 -10228.11289
[219,] 14429.72962 -4957.37604
[220,] -16876.53264 14429.72962
[221,] -43742.83110 -16876.53264
[222,] -36492.08792 -43742.83110
[223,] -3148.12545 -36492.08792
[224,] 2320.80616 -3148.12545
[225,] 5244.49206 2320.80616
[226,] 11385.52599 5244.49206
[227,] -16602.41641 11385.52599
[228,] -6506.06660 -16602.41641
[229,] -24045.04586 -6506.06660
[230,] -9748.66339 -24045.04586
[231,] -3209.76616 -9748.66339
[232,] -48370.46758 -3209.76616
[233,] -6516.35559 -48370.46758
[234,] -15643.18616 -6516.35559
[235,] 1511.79028 -15643.18616
[236,] 48930.06685 1511.79028
[237,] -10341.25465 48930.06685
[238,] -10549.44440 -10341.25465
[239,] -12593.69250 -10549.44440
[240,] 5402.71121 -12593.69250
[241,] 5542.46580 5402.71121
[242,] -5161.98423 5542.46580
[243,] -2737.72729 -5161.98423
[244,] -8212.36361 -2737.72729
[245,] -10856.89150 -8212.36361
[246,] -15603.71547 -10856.89150
[247,] 6156.44837 -15603.71547
[248,] 10755.32798 6156.44837
[249,] -11973.45835 10755.32798
[250,] 2894.30804 -11973.45835
[251,] 2501.86052 2894.30804
[252,] 5819.74957 2501.86052
[253,] 4493.49738 5819.74957
[254,] -17521.97458 4493.49738
[255,] 3997.21985 -17521.97458
[256,] -10220.54836 3997.21985
[257,] 19590.63777 -10220.54836
[258,] 9755.65752 19590.63777
[259,] 1868.54156 9755.65752
[260,] -8620.83964 1868.54156
[261,] 4271.62596 -8620.83964
[262,] 13491.47212 4271.62596
[263,] 1708.34224 13491.47212
[264,] -8653.06751 1708.34224
[265,] 4203.24457 -8653.06751
[266,] -12343.90902 4203.24457
[267,] -1690.51577 -12343.90902
[268,] 33392.49005 -1690.51577
[269,] -12871.30169 33392.49005
[270,] 344.24924 -12871.30169
[271,] 1458.64554 344.24924
[272,] 5826.58539 1458.64554
[273,] 5851.02339 5826.58539
[274,] 9786.72986 5851.02339
[275,] -2561.27313 9786.72986
[276,] 16636.19888 -2561.27313
[277,] 3961.00424 16636.19888
[278,] -7862.51466 3961.00424
[279,] 11602.59334 -7862.51466
[280,] 2680.59832 11602.59334
[281,] 20288.88370 2680.59832
[282,] 7281.65029 20288.88370
[283,] 10206.57272 7281.65029
[284,] 3059.49344 10206.57272
[285,] 3348.66896 3059.49344
[286,] 7643.42403 3348.66896
[287,] -3478.04327 7643.42403
[288,] -9541.99670 -3478.04327
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -18935.22952 23945.09362
2 7085.73648 -18935.22952
3 -40069.66872 7085.73648
4 13224.74904 -40069.66872
5 -14781.92461 13224.74904
6 11954.33509 -14781.92461
7 8482.65031 11954.33509
8 25890.44086 8482.65031
9 -21439.45552 25890.44086
10 22145.50418 -21439.45552
11 460.67495 22145.50418
12 7514.79623 460.67495
13 -7088.88745 7514.79623
14 39353.26299 -7088.88745
15 9574.01385 39353.26299
16 -37530.76851 9574.01385
17 23729.44720 -37530.76851
18 4889.75856 23729.44720
19 3653.51517 4889.75856
20 8939.22989 3653.51517
21 19530.20743 8939.22989
22 87579.74030 19530.20743
23 8865.42613 87579.74030
24 -20231.28787 8865.42613
25 -46195.93075 -20231.28787
26 -36851.19733 -46195.93075
27 -29349.01945 -36851.19733
28 23314.71338 -29349.01945
29 58.36216 23314.71338
30 -40673.11729 58.36216
31 -8068.56562 -40673.11729
32 -5584.82377 -8068.56562
33 8964.45771 -5584.82377
34 -1762.14403 8964.45771
35 6244.74845 -1762.14403
36 10755.48601 6244.74845
37 8951.62061 10755.48601
38 40029.58048 8951.62061
39 3917.00649 40029.58048
40 13745.81159 3917.00649
41 25539.16634 13745.81159
42 -7084.43018 25539.16634
43 -1996.34401 -7084.43018
44 -11754.49233 -1996.34401
45 -2162.55634 -11754.49233
46 -7122.91010 -2162.55634
47 -19081.97890 -7122.91010
48 12232.89382 -19081.97890
49 -76484.99808 12232.89382
50 45134.82635 -76484.99808
51 -26983.91912 45134.82635
52 -1061.23972 -26983.91912
53 -46094.09416 -1061.23972
54 -38186.25162 -46094.09416
55 -16691.97961 -38186.25162
56 -12009.59910 -16691.97961
57 26754.60325 -12009.59910
58 -313.93286 26754.60325
59 -8906.79573 -313.93286
60 11546.25649 -8906.79573
61 2772.54881 11546.25649
62 11926.57711 2772.54881
63 7188.42121 11926.57711
64 -29691.20836 7188.42121
65 -13672.82537 -29691.20836
66 46606.06153 -13672.82537
67 -12672.63415 46606.06153
68 -29640.38682 -12672.63415
69 -26573.30173 -29640.38682
70 10596.99775 -26573.30173
71 13043.66821 10596.99775
72 15454.90441 13043.66821
73 -7549.29241 15454.90441
74 -32023.32835 -7549.29241
75 7402.76547 -32023.32835
76 -14763.18316 7402.76547
77 -11564.16408 -14763.18316
78 -15249.92290 -11564.16408
79 3510.69609 -15249.92290
80 8867.79498 3510.69609
81 -5856.70679 8867.79498
82 69309.64283 -5856.70679
83 15276.97934 69309.64283
84 -15344.45638 15276.97934
85 -1450.12427 -15344.45638
86 2056.46559 -1450.12427
87 -10381.69848 2056.46559
88 78148.32167 -10381.69848
89 -21244.73501 78148.32167
90 30119.44586 -21244.73501
91 -20222.23772 30119.44586
92 -10981.60671 -20222.23772
93 18369.01537 -10981.60671
94 14644.91640 18369.01537
95 8906.39868 14644.91640
96 17120.54541 8906.39868
97 -52416.66001 17120.54541
98 20844.97124 -52416.66001
99 9657.72421 20844.97124
100 -2501.24189 9657.72421
101 7951.40083 -2501.24189
102 30502.66856 7951.40083
103 9636.36035 30502.66856
104 1579.44101 9636.36035
105 -5554.09240 1579.44101
106 -30027.96068 -5554.09240
107 3878.46943 -30027.96068
108 5859.30972 3878.46943
109 22669.27401 5859.30972
110 -16872.06334 22669.27401
111 -6539.14600 -16872.06334
112 -10723.57527 -6539.14600
113 7549.21190 -10723.57527
114 -14539.83918 7549.21190
115 -8833.67829 -14539.83918
116 8553.60785 -8833.67829
117 39669.95245 8553.60785
118 -72607.36568 39669.95245
119 -10151.13096 -72607.36568
120 5762.82812 -10151.13096
121 -27560.42531 5762.82812
122 -24060.84179 -27560.42531
123 -43720.49772 -24060.84179
124 20754.48546 -43720.49772
125 11256.22988 20754.48546
126 6549.92527 11256.22988
127 5596.88986 6549.92527
128 48114.84767 5596.88986
129 4487.59974 48114.84767
130 1296.18710 4487.59974
131 -10740.56450 1296.18710
132 12699.40193 -10740.56450
133 -32507.10582 12699.40193
134 2538.43538 -32507.10582
135 -5455.43381 2538.43538
136 1713.62403 -5455.43381
137 7774.87921 1713.62403
138 -14228.51618 7774.87921
139 -2983.65073 -14228.51618
140 -15749.97026 -2983.65073
141 -8965.28274 -15749.97026
142 17184.41190 -8965.28274
143 -30988.82757 17184.41190
144 25566.72249 -30988.82757
145 -7107.82460 25566.72249
146 19471.78701 -7107.82460
147 -20961.11279 19471.78701
148 -14158.91216 -20961.11279
149 2206.80813 -14158.91216
150 23812.39522 2206.80813
151 -5658.52949 23812.39522
152 -4883.72958 -5658.52949
153 -2248.61042 -4883.72958
154 -29258.10427 -2248.61042
155 10575.74428 -29258.10427
156 1844.12986 10575.74428
157 14858.58249 1844.12986
158 -27117.29395 14858.58249
159 6036.01706 -27117.29395
160 -3106.78884 6036.01706
161 -306.84835 -3106.78884
162 -2328.44638 -306.84835
163 13862.02298 -2328.44638
164 -17106.55761 13862.02298
165 17016.83530 -17106.55761
166 -11614.96272 17016.83530
167 22317.07607 -11614.96272
168 5225.95173 22317.07607
169 71429.57832 5225.95173
170 3571.29741 71429.57832
171 10112.82388 3571.29741
172 43723.72408 10112.82388
173 30185.09816 43723.72408
174 -42050.30446 30185.09816
175 -2096.35610 -42050.30446
176 -32255.57618 -2096.35610
177 14549.81669 -32255.57618
178 -1379.29585 14549.81669
179 28689.75075 -1379.29585
180 -11555.02623 28689.75075
181 -21471.38121 -11555.02623
182 3558.87265 -21471.38121
183 10650.52446 3558.87265
184 5906.57632 10650.52446
185 188.80935 5906.57632
186 -4743.00971 188.80935
187 8743.51513 -4743.00971
188 -2349.13525 8743.51513
189 29321.48178 -2349.13525
190 42058.73733 29321.48178
191 882.46417 42058.73733
192 -7216.80055 882.46417
193 -14540.86243 -7216.80055
194 -19974.02640 -14540.86243
195 14562.17289 -19974.02640
196 -14047.49445 14562.17289
197 -412.55318 -14047.49445
198 -24696.34363 -412.55318
199 2549.23807 -24696.34363
200 5354.62244 2549.23807
201 4214.76027 5354.62244
202 24016.27411 4214.76027
203 -4284.90757 24016.27411
204 -22217.08555 -4284.90757
205 -4014.19727 -22217.08555
206 6093.25789 -4014.19727
207 32029.97564 6093.25789
208 22999.81765 32029.97564
209 -1806.87193 22999.81765
210 727.48537 -1806.87193
211 32606.08832 727.48537
212 1274.61872 32606.08832
213 -2009.46540 1274.61872
214 -20189.33599 -2009.46540
215 -13091.68767 -20189.33599
216 -29001.99312 -13091.68767
217 -10228.11289 -29001.99312
218 -4957.37604 -10228.11289
219 14429.72962 -4957.37604
220 -16876.53264 14429.72962
221 -43742.83110 -16876.53264
222 -36492.08792 -43742.83110
223 -3148.12545 -36492.08792
224 2320.80616 -3148.12545
225 5244.49206 2320.80616
226 11385.52599 5244.49206
227 -16602.41641 11385.52599
228 -6506.06660 -16602.41641
229 -24045.04586 -6506.06660
230 -9748.66339 -24045.04586
231 -3209.76616 -9748.66339
232 -48370.46758 -3209.76616
233 -6516.35559 -48370.46758
234 -15643.18616 -6516.35559
235 1511.79028 -15643.18616
236 48930.06685 1511.79028
237 -10341.25465 48930.06685
238 -10549.44440 -10341.25465
239 -12593.69250 -10549.44440
240 5402.71121 -12593.69250
241 5542.46580 5402.71121
242 -5161.98423 5542.46580
243 -2737.72729 -5161.98423
244 -8212.36361 -2737.72729
245 -10856.89150 -8212.36361
246 -15603.71547 -10856.89150
247 6156.44837 -15603.71547
248 10755.32798 6156.44837
249 -11973.45835 10755.32798
250 2894.30804 -11973.45835
251 2501.86052 2894.30804
252 5819.74957 2501.86052
253 4493.49738 5819.74957
254 -17521.97458 4493.49738
255 3997.21985 -17521.97458
256 -10220.54836 3997.21985
257 19590.63777 -10220.54836
258 9755.65752 19590.63777
259 1868.54156 9755.65752
260 -8620.83964 1868.54156
261 4271.62596 -8620.83964
262 13491.47212 4271.62596
263 1708.34224 13491.47212
264 -8653.06751 1708.34224
265 4203.24457 -8653.06751
266 -12343.90902 4203.24457
267 -1690.51577 -12343.90902
268 33392.49005 -1690.51577
269 -12871.30169 33392.49005
270 344.24924 -12871.30169
271 1458.64554 344.24924
272 5826.58539 1458.64554
273 5851.02339 5826.58539
274 9786.72986 5851.02339
275 -2561.27313 9786.72986
276 16636.19888 -2561.27313
277 3961.00424 16636.19888
278 -7862.51466 3961.00424
279 11602.59334 -7862.51466
280 2680.59832 11602.59334
281 20288.88370 2680.59832
282 7281.65029 20288.88370
283 10206.57272 7281.65029
284 3059.49344 10206.57272
285 3348.66896 3059.49344
286 7643.42403 3348.66896
287 -3478.04327 7643.42403
288 -9541.99670 -3478.04327
> 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/760nm1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8nafa1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9cvva1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10duzm1351594950.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/112ys81351594950.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/12qnai1351594950.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/13pck11351594950.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/14isup1351594950.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/15bf6x1351594950.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/16xtm31351594950.tab")
+ }
>
> try(system("convert tmp/14adi1351594950.ps tmp/14adi1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/2rulj1351594950.ps tmp/2rulj1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/3rt3o1351594950.ps tmp/3rt3o1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/47iu41351594950.ps tmp/47iu41351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/5cawf1351594950.ps tmp/5cawf1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/6mo3m1351594950.ps tmp/6mo3m1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/760nm1351594950.ps tmp/760nm1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/8nafa1351594950.ps tmp/8nafa1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/9cvva1351594950.ps tmp/9cvva1351594950.png",intern=TRUE))
character(0)
> try(system("convert tmp/10duzm1351594950.ps tmp/10duzm1351594950.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
14.591 1.054 15.889