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Type 'q()' to quit R. > x <- array(list(1 + ,0.00007 + ,0.06545 + ,0.02182 + ,2.301442 + ,0.284654 + ,1 + ,0.00008 + ,0.09403 + ,0.03134 + ,2.486855 + ,0.368674 + ,1 + ,0.00009 + ,0.0827 + ,0.02757 + ,2.342259 + ,0.332634 + ,1 + ,0.00009 + ,0.08771 + ,0.02924 + ,2.405554 + ,0.368975 + ,1 + ,0.00011 + ,0.1047 + ,0.0349 + ,2.33218 + ,0.410335 + ,1 + ,0.00008 + ,0.06985 + ,0.02328 + ,2.18756 + ,0.357775 + ,1 + ,0.00003 + ,0.02337 + ,0.00779 + ,1.854785 + ,0.211756 + ,1 + ,0.00003 + ,0.02487 + ,0.00829 + ,2.064693 + ,0.163755 + ,1 + ,0.00006 + ,0.03218 + ,0.01073 + ,2.322511 + ,0.231571 + ,1 + ,0.00006 + ,0.04324 + ,0.01441 + ,2.432792 + ,0.271362 + ,1 + ,0.00006 + ,0.03237 + ,0.01079 + ,2.407313 + ,0.24974 + ,1 + ,0.00006 + ,0.04272 + ,0.01424 + ,2.642476 + ,0.275931 + ,1 + ,0.00002 + ,0.01968 + ,0.00656 + ,2.041277 + ,0.138512 + ,1 + ,0.00003 + ,0.02184 + ,0.00728 + ,2.519422 + ,0.199889 + ,1 + ,0.00002 + ,0.03191 + ,0.01064 + ,2.125618 + ,0.1701 + ,1 + ,0.00003 + ,0.02316 + ,0.00772 + 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+ ,0.00003 + ,0.03078 + ,0.01026 + ,2.555477 + ,0.148569) + ,dim=c(6 + ,195) + ,dimnames=list(c('status' + ,'MDVP:Jitter(Abs)' + ,'Shimmer:DDA' + ,'Shimmer:APQ3' + ,'D2' + ,'PPE') + ,1:195)) > y <- array(NA,dim=c(6,195),dimnames=list(c('status','MDVP:Jitter(Abs)','Shimmer:DDA','Shimmer:APQ3','D2','PPE'),1:195)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '1' > #'GNU S' R Code compiled by R2WASP v. 1.2.327 () > #Author: root > #To cite this work: Wessa P., (2013), Multiple Regression (v1.0.29) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_multipleregression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > # > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following objects 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 status MDVP:Jitter(Abs) Shimmer:DDA Shimmer:APQ3 D2 PPE 1 1 7.0e-05 0.06545 0.02182 2.301442 0.284654 2 1 8.0e-05 0.09403 0.03134 2.486855 0.368674 3 1 9.0e-05 0.08270 0.02757 2.342259 0.332634 4 1 9.0e-05 0.08771 0.02924 2.405554 0.368975 5 1 1.1e-04 0.10470 0.03490 2.332180 0.410335 6 1 8.0e-05 0.06985 0.02328 2.187560 0.357775 7 1 3.0e-05 0.02337 0.00779 1.854785 0.211756 8 1 3.0e-05 0.02487 0.00829 2.064693 0.163755 9 1 6.0e-05 0.03218 0.01073 2.322511 0.231571 10 1 6.0e-05 0.04324 0.01441 2.432792 0.271362 11 1 6.0e-05 0.03237 0.01079 2.407313 0.249740 12 1 6.0e-05 0.04272 0.01424 2.642476 0.275931 13 1 2.0e-05 0.01968 0.00656 2.041277 0.138512 14 1 3.0e-05 0.02184 0.00728 2.519422 0.199889 15 1 2.0e-05 0.03191 0.01064 2.125618 0.170100 16 1 3.0e-05 0.02316 0.00772 2.205546 0.234589 17 1 4.0e-05 0.02908 0.00969 2.264501 0.218164 18 1 4.0e-05 0.04322 0.01441 3.007463 0.430788 19 1 5.0e-05 0.07413 0.02471 3.109010 0.377429 20 1 5.0e-05 0.05164 0.01721 2.856676 0.322111 21 1 5.0e-05 0.05000 0.01667 2.739710 0.365391 22 1 3.0e-05 0.06062 0.02021 2.557536 0.259765 23 1 3.0e-05 0.06685 0.02228 2.916777 0.285695 24 1 3.0e-05 0.06562 0.02187 2.547508 0.253556 25 1 5.0e-05 0.02214 0.00738 2.692176 0.215961 26 1 6.0e-05 0.05197 0.01732 2.846369 0.219514 27 1 3.0e-05 0.02666 0.00889 2.589702 0.147403 28 1 3.0e-05 0.02650 0.00883 2.314209 0.162999 29 1 2.0e-05 0.02307 0.00769 2.241742 0.108514 30 1 3.0e-05 0.02380 0.00793 1.957961 0.135242 31 0 1.0e-05 0.01689 0.00563 1.743867 0.085569 32 0 1.0e-05 0.01513 0.00504 2.103106 0.068501 33 0 1.0e-05 0.01919 0.00640 1.512275 0.096320 34 0 9.0e-06 0.01407 0.00469 1.544609 0.056141 35 0 9.0e-06 0.01403 0.00468 1.423287 0.044539 36 0 1.0e-05 0.01758 0.00586 2.447064 0.057610 37 1 2.0e-05 0.03463 0.01154 2.477082 0.165827 38 1 2.0e-05 0.02814 0.00938 2.536527 0.173218 39 1 2.0e-05 0.02177 0.00726 2.269398 0.141929 40 1 2.0e-05 0.02488 0.00829 2.382544 0.160691 41 1 2.0e-05 0.02321 0.00774 2.374073 0.130554 42 1 1.0e-05 0.02226 0.00742 2.361532 0.115730 43 0 1.0e-05 0.03104 0.01035 2.416838 0.095032 44 0 1.0e-05 0.03017 0.01006 2.256699 0.117399 45 0 9.0e-06 0.02330 0.00777 2.330716 0.091470 46 0 9.0e-06 0.02542 0.00847 2.365800 0.102706 47 0 1.0e-05 0.02719 0.00906 2.392122 0.097336 48 0 7.0e-06 0.01841 0.00614 2.028612 0.086398 49 0 4.0e-05 0.02566 0.00855 2.079922 0.133867 50 0 3.0e-05 0.02789 0.00930 2.054419 0.128872 51 0 3.0e-05 0.03724 0.01241 1.840198 0.103561 52 0 4.0e-05 0.03429 0.01143 2.431854 0.105993 53 0 3.0e-05 0.03969 0.01323 1.972297 0.119308 54 0 4.0e-05 0.04188 0.01396 2.223719 0.147491 55 1 7.0e-05 0.04450 0.01483 1.986899 0.316700 56 1 8.0e-05 0.05368 0.01789 2.014606 0.344834 57 1 7.0e-05 0.06097 0.02032 1.922940 0.335041 58 1 6.0e-05 0.03568 0.01189 2.021591 0.314464 59 1 7.0e-05 0.04183 0.01394 1.827012 0.326197 60 1 8.0e-05 0.05414 0.01805 1.831691 0.316395 61 0 1.0e-05 0.02925 0.00975 2.460791 0.101516 62 0 1.0e-05 0.03039 0.01013 2.321560 0.098555 63 0 1.0e-05 0.02602 0.00867 2.278687 0.103224 64 0 1.0e-05 0.02647 0.00882 2.498224 0.093534 65 0 9.0e-06 0.02308 0.00769 2.003032 0.073581 66 0 1.0e-05 0.02827 0.00942 2.118596 0.091546 67 1 6.0e-05 0.05490 0.01830 2.359973 0.226156 68 1 7.0e-05 0.04914 0.01638 2.291558 0.226247 69 1 8.0e-05 0.09455 0.03152 2.118496 0.185580 70 1 5.0e-05 0.10070 0.03357 2.137075 0.141958 71 1 6.0e-05 0.05605 0.01868 2.277927 0.180828 72 1 7.0e-05 0.08247 0.02749 2.642276 0.242981 73 1 3.0e-05 0.02921 0.00974 2.205024 0.188180 74 1 5.0e-05 0.04120 0.01373 1.928708 0.225461 75 1 4.0e-05 0.04295 0.01432 2.225815 0.244512 76 1 5.0e-05 0.03851 0.01284 1.862092 0.228624 77 1 4.0e-05 0.07238 0.02413 2.007923 0.193918 78 1 4.0e-05 0.03852 0.01284 1.777901 0.232744 79 1 6.0e-05 0.05408 0.01803 2.017753 0.260015 80 1 1.0e-04 0.05320 0.01773 2.398422 0.277948 81 1 7.0e-05 0.06799 0.02266 2.645959 0.327978 82 1 7.0e-05 0.05377 0.01792 2.232576 0.260633 83 1 6.0e-05 0.04114 0.01371 2.428306 0.264666 84 1 4.0e-05 0.03831 0.01277 2.053601 0.177275 85 1 4.0e-05 0.08037 0.02679 3.099301 0.242119 86 1 2.0e-05 0.06321 0.02107 3.098256 0.200423 87 1 2.0e-05 0.06219 0.02073 2.654271 0.144614 88 1 3.0e-05 0.11012 0.03671 3.136550 0.220968 89 1 3.0e-05 0.11363 0.03788 3.007096 0.194052 90 1 4.0e-05 0.06892 0.02297 3.671155 0.332086 91 1 4.0e-05 0.10949 0.03650 3.317586 0.301952 92 1 3.0e-05 0.13262 0.04421 2.344876 0.134120 93 1 3.0e-05 0.07150 0.02383 2.344336 0.186489 94 1 3.0e-05 0.10024 0.03341 2.080121 0.160809 95 1 2.0e-05 0.06185 0.02062 2.143851 0.160812 96 1 2.0e-05 0.05439 0.01813 2.344348 0.164916 97 1 2.0e-05 0.05417 0.01806 2.473239 0.151709 98 1 1.0e-04 0.06406 0.02135 2.671825 0.340623 99 1 1.1e-04 0.07625 0.02542 2.441612 0.260375 100 1 1.5e-04 0.10833 0.03611 2.634633 0.378483 101 1 2.6e-04 0.16074 0.05358 2.991063 0.370961 102 1 1.2e-04 0.09669 0.03223 2.638279 0.356881 103 1 2.2e-04 0.16654 0.05551 2.690917 0.444774 104 1 2.0e-05 0.01567 0.00522 2.004055 0.113942 105 1 1.0e-05 0.01406 0.00469 2.065477 0.093193 106 1 2.0e-05 0.01979 0.00660 1.994387 0.112878 107 1 1.0e-05 0.01567 0.00522 2.129924 0.106802 108 1 2.0e-05 0.01898 0.00633 2.499148 0.105306 109 1 1.0e-05 0.01364 0.00455 2.296873 0.115130 110 1 4.0e-05 0.05312 0.01771 2.608749 0.185668 111 1 3.0e-05 0.03576 0.01192 2.550961 0.232520 112 1 3.0e-05 0.02855 0.00952 2.502336 0.136390 113 1 4.0e-05 0.03831 0.01277 2.376749 0.268144 114 1 3.0e-05 0.02583 0.00861 2.489191 0.177807 115 1 2.0e-05 0.03320 0.01107 2.938114 0.115515 116 1 6.0e-05 0.02389 0.00796 2.702355 0.274407 117 1 3.0e-05 0.01818 0.00606 2.640798 0.170106 118 1 3.0e-05 0.02270 0.00757 2.975889 0.282780 119 1 3.0e-05 0.01851 0.00617 2.816781 0.251972 120 1 2.0e-05 0.02038 0.00679 2.925862 0.220657 121 1 5.0e-05 0.02548 0.00849 2.686240 0.152428 122 1 3.0e-05 0.01603 0.00534 2.655744 0.234809 123 1 5.0e-05 0.07761 0.02587 2.090438 0.229892 124 1 5.0e-05 0.04115 0.01372 2.174306 0.215558 125 1 4.0e-05 0.03867 0.01289 1.929715 0.181988 126 1 5.0e-05 0.03706 0.01235 1.765957 0.222716 127 1 4.0e-05 0.04451 0.01484 1.821297 0.214075 128 1 4.0e-05 0.04641 0.01547 1.996146 0.196535 129 1 4.0e-05 0.01614 0.00538 2.328513 0.112856 130 1 2.0e-05 0.01428 0.00476 2.108873 0.183572 131 1 4.0e-05 0.02110 0.00703 2.539724 0.169923 132 1 3.0e-05 0.02164 0.00721 2.527742 0.170633 133 1 3.0e-05 0.01898 0.00633 2.516320 0.232209 134 1 3.0e-05 0.01471 0.00490 2.034827 0.141422 135 1 6.0e-05 0.08050 0.02683 2.375138 0.243080 136 1 4.0e-05 0.06688 0.02229 2.631793 0.228319 137 1 4.0e-05 0.07154 0.02385 2.445502 0.259451 138 1 4.0e-05 0.08689 0.02896 2.672362 0.274387 139 1 4.0e-05 0.09211 0.03070 2.419253 0.209191 140 1 3.0e-05 0.04543 0.01514 2.445646 0.184985 141 1 3.0e-05 0.05139 0.01713 2.963799 0.277227 142 1 4.0e-05 0.12047 0.04016 2.665133 0.231723 143 1 2.0e-05 0.06165 0.02055 2.465528 0.209863 144 1 2.0e-05 0.03350 0.01117 2.470746 0.189032 145 1 1.0e-05 0.04426 0.01475 2.576563 0.159777 146 1 2.0e-05 0.04137 0.01379 2.840556 0.232861 147 1 9.0e-05 0.11411 0.03804 3.413649 0.457533 148 1 8.0e-05 0.08595 0.02865 3.142364 0.336085 149 1 9.0e-05 0.10422 0.03474 3.274865 0.418646 150 1 8.0e-05 0.10546 0.03515 2.910213 0.270173 151 1 1.0e-04 0.08096 0.02699 2.958815 0.301487 152 1 1.6e-04 0.16942 0.05647 3.079221 0.527367 153 1 1.4e-04 0.12851 0.04284 3.184027 0.454721 154 1 6.0e-05 0.04019 0.01340 2.013530 0.168581 155 1 6.0e-05 0.04451 0.01484 2.451130 0.247455 156 1 5.0e-05 0.04977 0.01659 2.439597 0.206256 157 1 6.0e-05 0.03615 0.01205 2.699645 0.220546 158 1 1.5e-04 0.07830 0.02610 2.964568 0.261305 159 1 8.0e-05 0.04499 0.01500 2.892300 0.249703 160 1 5.0e-05 0.04079 0.01360 2.103014 0.216638 161 1 5.0e-05 0.04736 0.01579 2.151121 0.244948 162 1 5.0e-05 0.04933 0.01644 2.442906 0.238281 163 1 6.0e-05 0.05592 0.01864 2.408689 0.220520 164 1 5.0e-05 0.02902 0.00967 1.871871 0.212386 165 1 9.0e-05 0.04736 0.01579 2.560422 0.367233 166 0 1.0e-05 0.04231 0.01410 2.235197 0.119652 167 0 1.0e-05 0.02089 0.00696 1.852402 0.091604 168 0 1.0e-05 0.03557 0.01186 1.881767 0.075587 169 0 4.0e-05 0.03836 0.01279 2.882450 0.202879 170 0 2.0e-05 0.03529 0.01176 2.266432 0.100881 171 0 2.0e-05 0.03253 0.01084 2.095237 0.096220 172 0 3.0e-05 0.01992 0.00664 2.193412 0.160376 173 0 3.0e-05 0.02261 0.00754 1.889002 0.174152 174 0 3.0e-05 0.02245 0.00748 1.852542 0.179677 175 0 3.0e-05 0.02643 0.00881 1.872946 0.163118 176 0 3.0e-05 0.02436 0.00812 1.974857 0.184067 177 0 3.0e-05 0.02623 0.00874 2.004719 0.174429 178 1 2.0e-05 0.02184 0.00728 2.449763 0.132703 179 1 2.0e-05 0.02518 0.00839 2.251553 0.160306 180 1 3.0e-05 0.02175 0.00725 2.845109 0.192730 181 1 3.0e-05 0.03964 0.01321 2.264226 0.144105 182 1 3.0e-05 0.02849 0.00950 2.679185 0.197710 183 1 2.0e-05 0.03464 0.01155 2.209021 0.156368 184 0 4.0e-05 0.02592 0.00864 2.027228 0.215724 185 0 5.0e-05 0.02429 0.00810 2.120412 0.252404 186 0 3.0e-05 0.02001 0.00667 2.058658 0.214346 187 0 4.0e-05 0.02460 0.00820 2.161936 0.120605 188 0 2.0e-05 0.01892 0.00631 2.152083 0.138868 189 0 3.0e-05 0.01672 0.00557 1.913990 0.121777 190 0 3.0e-05 0.04363 0.01454 2.316346 0.112838 191 0 3.0e-05 0.07008 0.02336 2.657476 0.133050 192 0 3.0e-05 0.04812 0.01604 2.784312 0.168895 193 0 8.0e-05 0.03804 0.01268 2.679772 0.131728 194 0 4.0e-05 0.03794 0.01265 2.138608 0.123306 195 0 3.0e-05 0.03078 0.01026 2.555477 0.148569 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) `MDVP:Jitter(Abs)` `Shimmer:DDA` `Shimmer:APQ3` -6.120e-03 -1.668e+03 -2.533e+03 7.601e+03 D2 PPE 1.055e-01 2.729e+00 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.8580 -0.3740 0.1241 0.2974 0.5362 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -6.120e-03 1.709e-01 -0.036 0.971 `MDVP:Jitter(Abs)` -1.668e+03 1.285e+03 -1.298 0.196 `Shimmer:DDA` -2.533e+03 3.214e+03 -0.788 0.432 `Shimmer:APQ3` 7.601e+03 9.641e+03 0.788 0.431 D2 1.055e-01 8.232e-02 1.282 0.201 PPE 2.729e+00 4.824e-01 5.657 5.64e-08 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3659 on 189 degrees of freedom Multiple R-squared: 0.3007, Adjusted R-squared: 0.2822 F-statistic: 16.25 on 5 and 189 DF, p-value: 2.524e-13 > 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,] 1.442836e-47 2.885671e-47 1.0000000 [2,] 3.130498e-63 6.260997e-63 1.0000000 [3,] 1.259821e-82 2.519641e-82 1.0000000 [4,] 1.280103e-92 2.560207e-92 1.0000000 [5,] 1.978852e-122 3.957704e-122 1.0000000 [6,] 2.186668e-122 4.373335e-122 1.0000000 [7,] 1.105953e-137 2.211907e-137 1.0000000 [8,] 0.000000e+00 0.000000e+00 1.0000000 [9,] 4.620499e-181 9.240998e-181 1.0000000 [10,] 2.788338e-185 5.576676e-185 1.0000000 [11,] 2.242172e-199 4.484345e-199 1.0000000 [12,] 5.100971e-225 1.020194e-224 1.0000000 [13,] 3.146844e-260 6.293687e-260 1.0000000 [14,] 1.069536e-248 2.139071e-248 1.0000000 [15,] 5.908246e-260 1.181649e-259 1.0000000 [16,] 1.161027e-278 2.322054e-278 1.0000000 [17,] 9.105652e-298 1.821130e-297 1.0000000 [18,] 0.000000e+00 0.000000e+00 1.0000000 [19,] 0.000000e+00 0.000000e+00 1.0000000 [20,] 0.000000e+00 0.000000e+00 1.0000000 [21,] 0.000000e+00 0.000000e+00 1.0000000 [22,] 0.000000e+00 0.000000e+00 1.0000000 [23,] 1.742296e-05 3.484591e-05 0.9999826 [24,] 1.667354e-03 3.334708e-03 0.9983326 [25,] 5.087676e-03 1.017535e-02 0.9949123 [26,] 7.197695e-03 1.439539e-02 0.9928023 [27,] 6.512722e-03 1.302544e-02 0.9934873 [28,] 1.830662e-02 3.661325e-02 0.9816934 [29,] 1.628215e-02 3.256431e-02 0.9837178 [30,] 1.338787e-02 2.677575e-02 0.9866121 [31,] 1.398442e-02 2.796884e-02 0.9860156 [32,] 1.167067e-02 2.334133e-02 0.9883293 [33,] 1.130902e-02 2.261803e-02 0.9886910 [34,] 1.158706e-02 2.317413e-02 0.9884129 [35,] 2.353237e-02 4.706474e-02 0.9764676 [36,] 3.534889e-02 7.069779e-02 0.9646511 [37,] 4.628686e-02 9.257371e-02 0.9537131 [38,] 7.402093e-02 1.480419e-01 0.9259791 [39,] 9.630092e-02 1.926018e-01 0.9036991 [40,] 9.929163e-02 1.985833e-01 0.9007084 [41,] 1.662189e-01 3.324379e-01 0.8337811 [42,] 1.989001e-01 3.978002e-01 0.8010999 [43,] 1.958733e-01 3.917467e-01 0.8041267 [44,] 2.211813e-01 4.423625e-01 0.7788187 [45,] 2.224050e-01 4.448101e-01 0.7775950 [46,] 2.555897e-01 5.111795e-01 0.7444103 [47,] 2.245942e-01 4.491883e-01 0.7754058 [48,] 1.965087e-01 3.930175e-01 0.8034913 [49,] 1.650878e-01 3.301756e-01 0.8349122 [50,] 1.425908e-01 2.851815e-01 0.8574092 [51,] 1.196117e-01 2.392235e-01 0.8803883 [52,] 9.852452e-02 1.970490e-01 0.9014755 [53,] 1.093223e-01 2.186446e-01 0.8906777 [54,] 1.141953e-01 2.283905e-01 0.8858047 [55,] 1.230344e-01 2.460687e-01 0.8769656 [56,] 1.322489e-01 2.644977e-01 0.8677511 [57,] 1.253206e-01 2.506413e-01 0.8746794 [58,] 1.246841e-01 2.493682e-01 0.8753159 [59,] 1.187074e-01 2.374147e-01 0.8812926 [60,] 1.059594e-01 2.119189e-01 0.8940406 [61,] 1.620655e-01 3.241311e-01 0.8379345 [62,] 2.518109e-01 5.036217e-01 0.7481891 [63,] 2.493568e-01 4.987137e-01 0.7506432 [64,] 2.196225e-01 4.392450e-01 0.7803775 [65,] 2.116815e-01 4.233631e-01 0.7883185 [66,] 2.014665e-01 4.029330e-01 0.7985335 [67,] 1.785178e-01 3.570356e-01 0.8214822 [68,] 1.621504e-01 3.243008e-01 0.8378496 [69,] 1.665783e-01 3.331566e-01 0.8334217 [70,] 1.561353e-01 3.122707e-01 0.8438647 [71,] 1.351405e-01 2.702810e-01 0.8648595 [72,] 1.169976e-01 2.339951e-01 0.8830024 [73,] 9.824900e-02 1.964980e-01 0.9017510 [74,] 8.406855e-02 1.681371e-01 0.9159315 [75,] 7.042743e-02 1.408549e-01 0.9295726 [76,] 7.147866e-02 1.429573e-01 0.9285213 [77,] 6.006498e-02 1.201300e-01 0.9399350 [78,] 5.344941e-02 1.068988e-01 0.9465506 [79,] 5.708518e-02 1.141704e-01 0.9429148 [80,] 4.716168e-02 9.432336e-02 0.9528383 [81,] 3.952485e-02 7.904971e-02 0.9604751 [82,] 3.455384e-02 6.910767e-02 0.9654462 [83,] 2.887733e-02 5.775466e-02 0.9711227 [84,] 2.894763e-02 5.789526e-02 0.9710524 [85,] 2.735299e-02 5.470597e-02 0.9726470 [86,] 2.768911e-02 5.537821e-02 0.9723109 [87,] 2.711532e-02 5.423063e-02 0.9728847 [88,] 2.637946e-02 5.275893e-02 0.9736205 [89,] 2.526997e-02 5.053995e-02 0.9747300 [90,] 2.033012e-02 4.066023e-02 0.9796699 [91,] 1.641277e-02 3.282555e-02 0.9835872 [92,] 1.471701e-02 2.943403e-02 0.9852830 [93,] 1.222590e-02 2.445180e-02 0.9877741 [94,] 9.777216e-03 1.955443e-02 0.9902228 [95,] 8.841434e-03 1.768287e-02 0.9911586 [96,] 1.278533e-02 2.557065e-02 0.9872147 [97,] 1.709098e-02 3.418196e-02 0.9829090 [98,] 2.140971e-02 4.281942e-02 0.9785903 [99,] 2.793241e-02 5.586483e-02 0.9720676 [100,] 3.165617e-02 6.331233e-02 0.9683438 [101,] 3.478687e-02 6.957374e-02 0.9652131 [102,] 3.091000e-02 6.182001e-02 0.9690900 [103,] 2.507044e-02 5.014089e-02 0.9749296 [104,] 2.600591e-02 5.201182e-02 0.9739941 [105,] 2.058722e-02 4.117443e-02 0.9794128 [106,] 1.883183e-02 3.766365e-02 0.9811682 [107,] 1.913566e-02 3.827132e-02 0.9808643 [108,] 1.481480e-02 2.962959e-02 0.9851852 [109,] 1.349871e-02 2.699741e-02 0.9865013 [110,] 1.045620e-02 2.091241e-02 0.9895438 [111,] 7.882631e-03 1.576526e-02 0.9921174 [112,] 6.039451e-03 1.207890e-02 0.9939605 [113,] 6.300438e-03 1.260088e-02 0.9936996 [114,] 4.837805e-03 9.675610e-03 0.9951622 [115,] 4.150008e-03 8.300016e-03 0.9958500 [116,] 3.700944e-03 7.401888e-03 0.9962991 [117,] 4.013358e-03 8.026715e-03 0.9959866 [118,] 3.981974e-03 7.963949e-03 0.9960180 [119,] 4.252618e-03 8.505237e-03 0.9957474 [120,] 4.707419e-03 9.414838e-03 0.9952926 [121,] 6.825088e-03 1.365018e-02 0.9931749 [122,] 7.045374e-03 1.409075e-02 0.9929546 [123,] 6.914681e-03 1.382936e-02 0.9930853 [124,] 6.768404e-03 1.353681e-02 0.9932316 [125,] 5.620295e-03 1.124059e-02 0.9943797 [126,] 8.917893e-03 1.783579e-02 0.9910821 [127,] 7.841851e-03 1.568370e-02 0.9921581 [128,] 6.464586e-03 1.292917e-02 0.9935354 [129,] 5.131380e-03 1.026276e-02 0.9948686 [130,] 3.807291e-03 7.614582e-03 0.9961927 [131,] 3.694383e-03 7.388766e-03 0.9963056 [132,] 3.981838e-03 7.963676e-03 0.9960182 [133,] 2.867462e-03 5.734924e-03 0.9971325 [134,] 2.488906e-03 4.977811e-03 0.9975111 [135,] 2.565609e-03 5.131219e-03 0.9974344 [136,] 2.679943e-03 5.359886e-03 0.9973201 [137,] 3.568568e-03 7.137136e-03 0.9964314 [138,] 3.086518e-03 6.173035e-03 0.9969135 [139,] 3.256711e-03 6.513423e-03 0.9967433 [140,] 2.325024e-03 4.650047e-03 0.9976750 [141,] 1.971059e-03 3.942119e-03 0.9980289 [142,] 1.648182e-03 3.296364e-03 0.9983518 [143,] 1.133177e-03 2.266354e-03 0.9988668 [144,] 1.299501e-03 2.599002e-03 0.9987005 [145,] 3.157957e-03 6.315915e-03 0.9968420 [146,] 6.514373e-03 1.302875e-02 0.9934856 [147,] 5.225668e-03 1.045134e-02 0.9947743 [148,] 4.897375e-03 9.794751e-03 0.9951026 [149,] 4.233005e-03 8.466011e-03 0.9957670 [150,] 3.032459e-03 6.064919e-03 0.9969675 [151,] 2.437743e-03 4.875486e-03 0.9975623 [152,] 3.734726e-03 7.469453e-03 0.9962653 [153,] 4.714466e-03 9.428931e-03 0.9952855 [154,] 3.931394e-03 7.862788e-03 0.9960686 [155,] 6.970650e-03 1.394130e-02 0.9930293 [156,] 2.499062e-02 4.998124e-02 0.9750094 [157,] 6.527686e-02 1.305537e-01 0.9347231 [158,] 6.985474e-02 1.397095e-01 0.9301453 [159,] 6.677472e-02 1.335494e-01 0.9332253 [160,] 5.651379e-02 1.130276e-01 0.9434862 [161,] 1.097937e-01 2.195875e-01 0.8902063 [162,] 1.102506e-01 2.205012e-01 0.8897494 [163,] 1.003172e-01 2.006343e-01 0.8996828 [164,] 1.128537e-01 2.257075e-01 0.8871463 [165,] 9.911191e-02 1.982238e-01 0.9008881 [166,] 8.364568e-02 1.672914e-01 0.9163543 [167,] 6.753900e-02 1.350780e-01 0.9324610 [168,] 5.725730e-02 1.145146e-01 0.9427427 [169,] 4.894470e-02 9.788940e-02 0.9510553 [170,] 4.311952e-02 8.623904e-02 0.9568805 [171,] 5.444023e-02 1.088805e-01 0.9455598 [172,] 4.631788e-02 9.263577e-02 0.9536821 [173,] 3.272386e-01 6.544771e-01 0.6727614 [174,] 5.275743e-01 9.448513e-01 0.4724257 [175,] 1.000000e+00 0.000000e+00 0.0000000 [176,] 1.000000e+00 0.000000e+00 0.0000000 [177,] 1.000000e+00 0.000000e+00 0.0000000 [178,] 1.000000e+00 0.000000e+00 0.0000000 > postscript(file="/var/wessaorg/rcomp/tmp/1rc6q1386258491.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2g09w1386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3rc9n1386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4g1m61386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/56atr1386258491.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 = 195 Frequency = 1 1 2 3 4 5 6 0.05188220 -0.14096489 -0.05685098 -0.16468951 -0.21786765 -0.07003217 7 8 9 10 11 12 0.27328514 0.38152403 0.19105233 0.11710950 0.15778345 0.05738363 13 14 15 16 17 18 0.43826261 0.23613572 0.31296882 0.17404467 0.25230673 -0.46260457 19 20 21 22 23 24 -0.29797838 -0.08612475 -0.24190572 0.02797953 -0.03249330 0.09466695 25 26 27 28 29 30 0.20728438 0.21148040 0.34469359 0.38194370 0.49762000 0.49635606 31 32 33 34 35 36 -0.40144849 -0.36674859 -0.43259568 -0.30066384 -0.28152078 -0.39963675 37 38 39 40 41 42 0.33713012 0.28793017 0.37869779 0.36499557 0.39811967 0.44893052 43 44 45 46 47 48 -0.52924874 -0.57303920 -0.50903298 -0.49356668 -0.48072598 -0.46470378 49 50 51 52 53 54 -0.49682313 -0.54873767 -0.41010334 -0.48666416 -0.49332434 -0.58095575 55 56 57 58 59 60 0.05662328 -0.01004231 0.00678038 0.04588944 0.04864142 0.03601143 61 62 63 64 65 66 -0.52553374 -0.50321326 -0.48435755 -0.48126205 -0.37487622 -0.43648940 67 68 69 70 71 72 0.21818561 0.24412388 0.34666306 0.41126132 0.37541589 0.14820662 73 74 75 76 77 78 0.27300263 0.27969467 0.12830768 0.22848996 0.27767313 0.23478575 79 80 81 82 83 84 0.13689478 0.16552110 -0.05303618 0.18001139 0.13668946 0.35713977 85 86 87 88 89 90 0.05312744 0.14047967 0.34003291 0.05308079 0.13879717 -0.22284148 91 92 93 94 95 96 -0.17008753 0.36468270 0.29678681 0.38332875 0.32449576 0.32043756 97 98 99 100 101 102 0.31762649 -0.03867565 0.16576604 -0.09759593 0.04795650 -0.08444323 103 104 105 106 107 108 -0.16547347 0.53616731 0.51959500 0.48778214 0.52568966 0.45549834 109 110 111 112 113 114 0.43547980 0.24443124 0.13823275 0.38321529 0.07507097 0.29799905 115 116 117 118 119 120 0.37566562 0.08803995 0.30605358 -0.06390957 0.06395195 0.14580872 121 122 123 124 125 126 0.40529103 0.15410277 0.21073480 0.23014761 0.35720966 0.30600543 127 128 129 130 131 132 0.25343495 0.30742785 0.51272410 0.31031309 0.35807387 0.34050801 133 134 135 136 137 138 0.12406727 0.47499126 0.18556837 0.17081758 0.05299967 0.03287493 139 140 141 142 143 144 0.23542127 0.30055642 -0.03354211 0.08604823 0.18211212 0.22425291 145 146 147 148 149 150 0.32263708 0.08783370 -0.52322361 -0.14333807 -0.37319621 0.07860946 151 152 153 154 155 156 -0.01955263 -0.53304871 -0.41364668 0.39236675 0.12923578 0.24944621 157 158 159 160 161 162 0.20509703 0.19927483 0.10970993 0.23486706 0.14992688 0.18721698 163 164 165 166 167 168 0.22801902 0.32621106 -0.16024946 -0.53106882 -0.40562389 -0.42151922 169 170 171 172 173 174 -0.82555515 -0.46367496 -0.43179289 -0.62087269 -0.65274493 -0.61323831 175 176 177 178 179 180 -0.59712205 -0.66422089 -0.61647858 0.41014805 0.37975070 0.22133688 181 182 183 184 185 186 0.43355693 0.19724383 0.34055496 -0.74007579 -0.85801348 -0.75396279 187 188 189 190 191 192 -0.49420339 -0.59943657 -0.45944717 -0.48820604 -0.61520521 -0.71768141 193 194 195 -0.51783030 -0.52974782 -0.63117707 > postscript(file="/var/wessaorg/rcomp/tmp/6lktt1386258491.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 = 195 Frequency = 1 lag(myerror, k = 1) myerror 0 0.05188220 NA 1 -0.14096489 0.05188220 2 -0.05685098 -0.14096489 3 -0.16468951 -0.05685098 4 -0.21786765 -0.16468951 5 -0.07003217 -0.21786765 6 0.27328514 -0.07003217 7 0.38152403 0.27328514 8 0.19105233 0.38152403 9 0.11710950 0.19105233 10 0.15778345 0.11710950 11 0.05738363 0.15778345 12 0.43826261 0.05738363 13 0.23613572 0.43826261 14 0.31296882 0.23613572 15 0.17404467 0.31296882 16 0.25230673 0.17404467 17 -0.46260457 0.25230673 18 -0.29797838 -0.46260457 19 -0.08612475 -0.29797838 20 -0.24190572 -0.08612475 21 0.02797953 -0.24190572 22 -0.03249330 0.02797953 23 0.09466695 -0.03249330 24 0.20728438 0.09466695 25 0.21148040 0.20728438 26 0.34469359 0.21148040 27 0.38194370 0.34469359 28 0.49762000 0.38194370 29 0.49635606 0.49762000 30 -0.40144849 0.49635606 31 -0.36674859 -0.40144849 32 -0.43259568 -0.36674859 33 -0.30066384 -0.43259568 34 -0.28152078 -0.30066384 35 -0.39963675 -0.28152078 36 0.33713012 -0.39963675 37 0.28793017 0.33713012 38 0.37869779 0.28793017 39 0.36499557 0.37869779 40 0.39811967 0.36499557 41 0.44893052 0.39811967 42 -0.52924874 0.44893052 43 -0.57303920 -0.52924874 44 -0.50903298 -0.57303920 45 -0.49356668 -0.50903298 46 -0.48072598 -0.49356668 47 -0.46470378 -0.48072598 48 -0.49682313 -0.46470378 49 -0.54873767 -0.49682313 50 -0.41010334 -0.54873767 51 -0.48666416 -0.41010334 52 -0.49332434 -0.48666416 53 -0.58095575 -0.49332434 54 0.05662328 -0.58095575 55 -0.01004231 0.05662328 56 0.00678038 -0.01004231 57 0.04588944 0.00678038 58 0.04864142 0.04588944 59 0.03601143 0.04864142 60 -0.52553374 0.03601143 61 -0.50321326 -0.52553374 62 -0.48435755 -0.50321326 63 -0.48126205 -0.48435755 64 -0.37487622 -0.48126205 65 -0.43648940 -0.37487622 66 0.21818561 -0.43648940 67 0.24412388 0.21818561 68 0.34666306 0.24412388 69 0.41126132 0.34666306 70 0.37541589 0.41126132 71 0.14820662 0.37541589 72 0.27300263 0.14820662 73 0.27969467 0.27300263 74 0.12830768 0.27969467 75 0.22848996 0.12830768 76 0.27767313 0.22848996 77 0.23478575 0.27767313 78 0.13689478 0.23478575 79 0.16552110 0.13689478 80 -0.05303618 0.16552110 81 0.18001139 -0.05303618 82 0.13668946 0.18001139 83 0.35713977 0.13668946 84 0.05312744 0.35713977 85 0.14047967 0.05312744 86 0.34003291 0.14047967 87 0.05308079 0.34003291 88 0.13879717 0.05308079 89 -0.22284148 0.13879717 90 -0.17008753 -0.22284148 91 0.36468270 -0.17008753 92 0.29678681 0.36468270 93 0.38332875 0.29678681 94 0.32449576 0.38332875 95 0.32043756 0.32449576 96 0.31762649 0.32043756 97 -0.03867565 0.31762649 98 0.16576604 -0.03867565 99 -0.09759593 0.16576604 100 0.04795650 -0.09759593 101 -0.08444323 0.04795650 102 -0.16547347 -0.08444323 103 0.53616731 -0.16547347 104 0.51959500 0.53616731 105 0.48778214 0.51959500 106 0.52568966 0.48778214 107 0.45549834 0.52568966 108 0.43547980 0.45549834 109 0.24443124 0.43547980 110 0.13823275 0.24443124 111 0.38321529 0.13823275 112 0.07507097 0.38321529 113 0.29799905 0.07507097 114 0.37566562 0.29799905 115 0.08803995 0.37566562 116 0.30605358 0.08803995 117 -0.06390957 0.30605358 118 0.06395195 -0.06390957 119 0.14580872 0.06395195 120 0.40529103 0.14580872 121 0.15410277 0.40529103 122 0.21073480 0.15410277 123 0.23014761 0.21073480 124 0.35720966 0.23014761 125 0.30600543 0.35720966 126 0.25343495 0.30600543 127 0.30742785 0.25343495 128 0.51272410 0.30742785 129 0.31031309 0.51272410 130 0.35807387 0.31031309 131 0.34050801 0.35807387 132 0.12406727 0.34050801 133 0.47499126 0.12406727 134 0.18556837 0.47499126 135 0.17081758 0.18556837 136 0.05299967 0.17081758 137 0.03287493 0.05299967 138 0.23542127 0.03287493 139 0.30055642 0.23542127 140 -0.03354211 0.30055642 141 0.08604823 -0.03354211 142 0.18211212 0.08604823 143 0.22425291 0.18211212 144 0.32263708 0.22425291 145 0.08783370 0.32263708 146 -0.52322361 0.08783370 147 -0.14333807 -0.52322361 148 -0.37319621 -0.14333807 149 0.07860946 -0.37319621 150 -0.01955263 0.07860946 151 -0.53304871 -0.01955263 152 -0.41364668 -0.53304871 153 0.39236675 -0.41364668 154 0.12923578 0.39236675 155 0.24944621 0.12923578 156 0.20509703 0.24944621 157 0.19927483 0.20509703 158 0.10970993 0.19927483 159 0.23486706 0.10970993 160 0.14992688 0.23486706 161 0.18721698 0.14992688 162 0.22801902 0.18721698 163 0.32621106 0.22801902 164 -0.16024946 0.32621106 165 -0.53106882 -0.16024946 166 -0.40562389 -0.53106882 167 -0.42151922 -0.40562389 168 -0.82555515 -0.42151922 169 -0.46367496 -0.82555515 170 -0.43179289 -0.46367496 171 -0.62087269 -0.43179289 172 -0.65274493 -0.62087269 173 -0.61323831 -0.65274493 174 -0.59712205 -0.61323831 175 -0.66422089 -0.59712205 176 -0.61647858 -0.66422089 177 0.41014805 -0.61647858 178 0.37975070 0.41014805 179 0.22133688 0.37975070 180 0.43355693 0.22133688 181 0.19724383 0.43355693 182 0.34055496 0.19724383 183 -0.74007579 0.34055496 184 -0.85801348 -0.74007579 185 -0.75396279 -0.85801348 186 -0.49420339 -0.75396279 187 -0.59943657 -0.49420339 188 -0.45944717 -0.59943657 189 -0.48820604 -0.45944717 190 -0.61520521 -0.48820604 191 -0.71768141 -0.61520521 192 -0.51783030 -0.71768141 193 -0.52974782 -0.51783030 194 -0.63117707 -0.52974782 195 NA -0.63117707 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.14096489 0.05188220 [2,] -0.05685098 -0.14096489 [3,] -0.16468951 -0.05685098 [4,] -0.21786765 -0.16468951 [5,] -0.07003217 -0.21786765 [6,] 0.27328514 -0.07003217 [7,] 0.38152403 0.27328514 [8,] 0.19105233 0.38152403 [9,] 0.11710950 0.19105233 [10,] 0.15778345 0.11710950 [11,] 0.05738363 0.15778345 [12,] 0.43826261 0.05738363 [13,] 0.23613572 0.43826261 [14,] 0.31296882 0.23613572 [15,] 0.17404467 0.31296882 [16,] 0.25230673 0.17404467 [17,] -0.46260457 0.25230673 [18,] -0.29797838 -0.46260457 [19,] -0.08612475 -0.29797838 [20,] -0.24190572 -0.08612475 [21,] 0.02797953 -0.24190572 [22,] -0.03249330 0.02797953 [23,] 0.09466695 -0.03249330 [24,] 0.20728438 0.09466695 [25,] 0.21148040 0.20728438 [26,] 0.34469359 0.21148040 [27,] 0.38194370 0.34469359 [28,] 0.49762000 0.38194370 [29,] 0.49635606 0.49762000 [30,] -0.40144849 0.49635606 [31,] -0.36674859 -0.40144849 [32,] -0.43259568 -0.36674859 [33,] -0.30066384 -0.43259568 [34,] -0.28152078 -0.30066384 [35,] -0.39963675 -0.28152078 [36,] 0.33713012 -0.39963675 [37,] 0.28793017 0.33713012 [38,] 0.37869779 0.28793017 [39,] 0.36499557 0.37869779 [40,] 0.39811967 0.36499557 [41,] 0.44893052 0.39811967 [42,] -0.52924874 0.44893052 [43,] -0.57303920 -0.52924874 [44,] -0.50903298 -0.57303920 [45,] -0.49356668 -0.50903298 [46,] -0.48072598 -0.49356668 [47,] -0.46470378 -0.48072598 [48,] -0.49682313 -0.46470378 [49,] -0.54873767 -0.49682313 [50,] -0.41010334 -0.54873767 [51,] -0.48666416 -0.41010334 [52,] -0.49332434 -0.48666416 [53,] -0.58095575 -0.49332434 [54,] 0.05662328 -0.58095575 [55,] -0.01004231 0.05662328 [56,] 0.00678038 -0.01004231 [57,] 0.04588944 0.00678038 [58,] 0.04864142 0.04588944 [59,] 0.03601143 0.04864142 [60,] -0.52553374 0.03601143 [61,] -0.50321326 -0.52553374 [62,] -0.48435755 -0.50321326 [63,] -0.48126205 -0.48435755 [64,] -0.37487622 -0.48126205 [65,] -0.43648940 -0.37487622 [66,] 0.21818561 -0.43648940 [67,] 0.24412388 0.21818561 [68,] 0.34666306 0.24412388 [69,] 0.41126132 0.34666306 [70,] 0.37541589 0.41126132 [71,] 0.14820662 0.37541589 [72,] 0.27300263 0.14820662 [73,] 0.27969467 0.27300263 [74,] 0.12830768 0.27969467 [75,] 0.22848996 0.12830768 [76,] 0.27767313 0.22848996 [77,] 0.23478575 0.27767313 [78,] 0.13689478 0.23478575 [79,] 0.16552110 0.13689478 [80,] -0.05303618 0.16552110 [81,] 0.18001139 -0.05303618 [82,] 0.13668946 0.18001139 [83,] 0.35713977 0.13668946 [84,] 0.05312744 0.35713977 [85,] 0.14047967 0.05312744 [86,] 0.34003291 0.14047967 [87,] 0.05308079 0.34003291 [88,] 0.13879717 0.05308079 [89,] -0.22284148 0.13879717 [90,] -0.17008753 -0.22284148 [91,] 0.36468270 -0.17008753 [92,] 0.29678681 0.36468270 [93,] 0.38332875 0.29678681 [94,] 0.32449576 0.38332875 [95,] 0.32043756 0.32449576 [96,] 0.31762649 0.32043756 [97,] -0.03867565 0.31762649 [98,] 0.16576604 -0.03867565 [99,] -0.09759593 0.16576604 [100,] 0.04795650 -0.09759593 [101,] -0.08444323 0.04795650 [102,] -0.16547347 -0.08444323 [103,] 0.53616731 -0.16547347 [104,] 0.51959500 0.53616731 [105,] 0.48778214 0.51959500 [106,] 0.52568966 0.48778214 [107,] 0.45549834 0.52568966 [108,] 0.43547980 0.45549834 [109,] 0.24443124 0.43547980 [110,] 0.13823275 0.24443124 [111,] 0.38321529 0.13823275 [112,] 0.07507097 0.38321529 [113,] 0.29799905 0.07507097 [114,] 0.37566562 0.29799905 [115,] 0.08803995 0.37566562 [116,] 0.30605358 0.08803995 [117,] -0.06390957 0.30605358 [118,] 0.06395195 -0.06390957 [119,] 0.14580872 0.06395195 [120,] 0.40529103 0.14580872 [121,] 0.15410277 0.40529103 [122,] 0.21073480 0.15410277 [123,] 0.23014761 0.21073480 [124,] 0.35720966 0.23014761 [125,] 0.30600543 0.35720966 [126,] 0.25343495 0.30600543 [127,] 0.30742785 0.25343495 [128,] 0.51272410 0.30742785 [129,] 0.31031309 0.51272410 [130,] 0.35807387 0.31031309 [131,] 0.34050801 0.35807387 [132,] 0.12406727 0.34050801 [133,] 0.47499126 0.12406727 [134,] 0.18556837 0.47499126 [135,] 0.17081758 0.18556837 [136,] 0.05299967 0.17081758 [137,] 0.03287493 0.05299967 [138,] 0.23542127 0.03287493 [139,] 0.30055642 0.23542127 [140,] -0.03354211 0.30055642 [141,] 0.08604823 -0.03354211 [142,] 0.18211212 0.08604823 [143,] 0.22425291 0.18211212 [144,] 0.32263708 0.22425291 [145,] 0.08783370 0.32263708 [146,] -0.52322361 0.08783370 [147,] -0.14333807 -0.52322361 [148,] -0.37319621 -0.14333807 [149,] 0.07860946 -0.37319621 [150,] -0.01955263 0.07860946 [151,] -0.53304871 -0.01955263 [152,] -0.41364668 -0.53304871 [153,] 0.39236675 -0.41364668 [154,] 0.12923578 0.39236675 [155,] 0.24944621 0.12923578 [156,] 0.20509703 0.24944621 [157,] 0.19927483 0.20509703 [158,] 0.10970993 0.19927483 [159,] 0.23486706 0.10970993 [160,] 0.14992688 0.23486706 [161,] 0.18721698 0.14992688 [162,] 0.22801902 0.18721698 [163,] 0.32621106 0.22801902 [164,] -0.16024946 0.32621106 [165,] -0.53106882 -0.16024946 [166,] -0.40562389 -0.53106882 [167,] -0.42151922 -0.40562389 [168,] -0.82555515 -0.42151922 [169,] -0.46367496 -0.82555515 [170,] -0.43179289 -0.46367496 [171,] -0.62087269 -0.43179289 [172,] -0.65274493 -0.62087269 [173,] -0.61323831 -0.65274493 [174,] -0.59712205 -0.61323831 [175,] -0.66422089 -0.59712205 [176,] -0.61647858 -0.66422089 [177,] 0.41014805 -0.61647858 [178,] 0.37975070 0.41014805 [179,] 0.22133688 0.37975070 [180,] 0.43355693 0.22133688 [181,] 0.19724383 0.43355693 [182,] 0.34055496 0.19724383 [183,] -0.74007579 0.34055496 [184,] -0.85801348 -0.74007579 [185,] -0.75396279 -0.85801348 [186,] -0.49420339 -0.75396279 [187,] -0.59943657 -0.49420339 [188,] -0.45944717 -0.59943657 [189,] -0.48820604 -0.45944717 [190,] -0.61520521 -0.48820604 [191,] -0.71768141 -0.61520521 [192,] -0.51783030 -0.71768141 [193,] -0.52974782 -0.51783030 [194,] -0.63117707 -0.52974782 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.14096489 0.05188220 2 -0.05685098 -0.14096489 3 -0.16468951 -0.05685098 4 -0.21786765 -0.16468951 5 -0.07003217 -0.21786765 6 0.27328514 -0.07003217 7 0.38152403 0.27328514 8 0.19105233 0.38152403 9 0.11710950 0.19105233 10 0.15778345 0.11710950 11 0.05738363 0.15778345 12 0.43826261 0.05738363 13 0.23613572 0.43826261 14 0.31296882 0.23613572 15 0.17404467 0.31296882 16 0.25230673 0.17404467 17 -0.46260457 0.25230673 18 -0.29797838 -0.46260457 19 -0.08612475 -0.29797838 20 -0.24190572 -0.08612475 21 0.02797953 -0.24190572 22 -0.03249330 0.02797953 23 0.09466695 -0.03249330 24 0.20728438 0.09466695 25 0.21148040 0.20728438 26 0.34469359 0.21148040 27 0.38194370 0.34469359 28 0.49762000 0.38194370 29 0.49635606 0.49762000 30 -0.40144849 0.49635606 31 -0.36674859 -0.40144849 32 -0.43259568 -0.36674859 33 -0.30066384 -0.43259568 34 -0.28152078 -0.30066384 35 -0.39963675 -0.28152078 36 0.33713012 -0.39963675 37 0.28793017 0.33713012 38 0.37869779 0.28793017 39 0.36499557 0.37869779 40 0.39811967 0.36499557 41 0.44893052 0.39811967 42 -0.52924874 0.44893052 43 -0.57303920 -0.52924874 44 -0.50903298 -0.57303920 45 -0.49356668 -0.50903298 46 -0.48072598 -0.49356668 47 -0.46470378 -0.48072598 48 -0.49682313 -0.46470378 49 -0.54873767 -0.49682313 50 -0.41010334 -0.54873767 51 -0.48666416 -0.41010334 52 -0.49332434 -0.48666416 53 -0.58095575 -0.49332434 54 0.05662328 -0.58095575 55 -0.01004231 0.05662328 56 0.00678038 -0.01004231 57 0.04588944 0.00678038 58 0.04864142 0.04588944 59 0.03601143 0.04864142 60 -0.52553374 0.03601143 61 -0.50321326 -0.52553374 62 -0.48435755 -0.50321326 63 -0.48126205 -0.48435755 64 -0.37487622 -0.48126205 65 -0.43648940 -0.37487622 66 0.21818561 -0.43648940 67 0.24412388 0.21818561 68 0.34666306 0.24412388 69 0.41126132 0.34666306 70 0.37541589 0.41126132 71 0.14820662 0.37541589 72 0.27300263 0.14820662 73 0.27969467 0.27300263 74 0.12830768 0.27969467 75 0.22848996 0.12830768 76 0.27767313 0.22848996 77 0.23478575 0.27767313 78 0.13689478 0.23478575 79 0.16552110 0.13689478 80 -0.05303618 0.16552110 81 0.18001139 -0.05303618 82 0.13668946 0.18001139 83 0.35713977 0.13668946 84 0.05312744 0.35713977 85 0.14047967 0.05312744 86 0.34003291 0.14047967 87 0.05308079 0.34003291 88 0.13879717 0.05308079 89 -0.22284148 0.13879717 90 -0.17008753 -0.22284148 91 0.36468270 -0.17008753 92 0.29678681 0.36468270 93 0.38332875 0.29678681 94 0.32449576 0.38332875 95 0.32043756 0.32449576 96 0.31762649 0.32043756 97 -0.03867565 0.31762649 98 0.16576604 -0.03867565 99 -0.09759593 0.16576604 100 0.04795650 -0.09759593 101 -0.08444323 0.04795650 102 -0.16547347 -0.08444323 103 0.53616731 -0.16547347 104 0.51959500 0.53616731 105 0.48778214 0.51959500 106 0.52568966 0.48778214 107 0.45549834 0.52568966 108 0.43547980 0.45549834 109 0.24443124 0.43547980 110 0.13823275 0.24443124 111 0.38321529 0.13823275 112 0.07507097 0.38321529 113 0.29799905 0.07507097 114 0.37566562 0.29799905 115 0.08803995 0.37566562 116 0.30605358 0.08803995 117 -0.06390957 0.30605358 118 0.06395195 -0.06390957 119 0.14580872 0.06395195 120 0.40529103 0.14580872 121 0.15410277 0.40529103 122 0.21073480 0.15410277 123 0.23014761 0.21073480 124 0.35720966 0.23014761 125 0.30600543 0.35720966 126 0.25343495 0.30600543 127 0.30742785 0.25343495 128 0.51272410 0.30742785 129 0.31031309 0.51272410 130 0.35807387 0.31031309 131 0.34050801 0.35807387 132 0.12406727 0.34050801 133 0.47499126 0.12406727 134 0.18556837 0.47499126 135 0.17081758 0.18556837 136 0.05299967 0.17081758 137 0.03287493 0.05299967 138 0.23542127 0.03287493 139 0.30055642 0.23542127 140 -0.03354211 0.30055642 141 0.08604823 -0.03354211 142 0.18211212 0.08604823 143 0.22425291 0.18211212 144 0.32263708 0.22425291 145 0.08783370 0.32263708 146 -0.52322361 0.08783370 147 -0.14333807 -0.52322361 148 -0.37319621 -0.14333807 149 0.07860946 -0.37319621 150 -0.01955263 0.07860946 151 -0.53304871 -0.01955263 152 -0.41364668 -0.53304871 153 0.39236675 -0.41364668 154 0.12923578 0.39236675 155 0.24944621 0.12923578 156 0.20509703 0.24944621 157 0.19927483 0.20509703 158 0.10970993 0.19927483 159 0.23486706 0.10970993 160 0.14992688 0.23486706 161 0.18721698 0.14992688 162 0.22801902 0.18721698 163 0.32621106 0.22801902 164 -0.16024946 0.32621106 165 -0.53106882 -0.16024946 166 -0.40562389 -0.53106882 167 -0.42151922 -0.40562389 168 -0.82555515 -0.42151922 169 -0.46367496 -0.82555515 170 -0.43179289 -0.46367496 171 -0.62087269 -0.43179289 172 -0.65274493 -0.62087269 173 -0.61323831 -0.65274493 174 -0.59712205 -0.61323831 175 -0.66422089 -0.59712205 176 -0.61647858 -0.66422089 177 0.41014805 -0.61647858 178 0.37975070 0.41014805 179 0.22133688 0.37975070 180 0.43355693 0.22133688 181 0.19724383 0.43355693 182 0.34055496 0.19724383 183 -0.74007579 0.34055496 184 -0.85801348 -0.74007579 185 -0.75396279 -0.85801348 186 -0.49420339 -0.75396279 187 -0.59943657 -0.49420339 188 -0.45944717 -0.59943657 189 -0.48820604 -0.45944717 190 -0.61520521 -0.48820604 191 -0.71768141 -0.61520521 192 -0.51783030 -0.71768141 193 -0.52974782 -0.51783030 194 -0.63117707 -0.52974782 > 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/7184s1386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8ird51386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/92kgt1386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10plq51386258491.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, signif(mysum$coefficients[i,1],6), sep=' ') + if (rownames(mysum$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/11jg4n1386258492.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$coefficients)[i],header=TRUE) + a<-table.element(a,signif(mysum$coefficients[i,1],6)) + a<-table.element(a, signif(mysum$coefficients[i,2],6)) + a<-table.element(a, signif(mysum$coefficients[i,3],4)) + a<-table.element(a, signif(mysum$coefficients[i,4],6)) + a<-table.element(a, signif(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12f4r81386258492.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, signif(sqrt(mysum$r.squared),6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, signif(mysum$r.squared,6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, signif(mysum$adj.r.squared,6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, signif(mysum$fstatistic[1],6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, signif(mysum$fstatistic[2],6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, signif(mysum$fstatistic[3],6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, signif(mysum$sigma,6)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, signif(sum(myerror*myerror),6)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13kpkm1386258492.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,signif(x[i],6)) + a<-table.element(a,signif(x[i]-mysum$resid[i],6)) + a<-table.element(a,signif(mysum$resid[i],6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/14flu41386258492.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,signif(gqarr[mypoint-kp3+1,1],6)) + a<-table.element(a,signif(gqarr[mypoint-kp3+1,2],6)) + a<-table.element(a,signif(gqarr[mypoint-kp3+1,3],6)) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/wessaorg/rcomp/tmp/15v3uv1386258492.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,signif(numsignificant1,6)) + a<-table.element(a,signif(numsignificant1/numgqtests,6)) + 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,signif(numsignificant5,6)) + a<-table.element(a,signif(numsignificant5/numgqtests,6)) + 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,signif(numsignificant10,6)) + a<-table.element(a,signif(numsignificant10/numgqtests,6)) + 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/16satt1386258492.tab") + } > > try(system("convert tmp/1rc6q1386258491.ps tmp/1rc6q1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/2g09w1386258491.ps tmp/2g09w1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/3rc9n1386258491.ps tmp/3rc9n1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/4g1m61386258491.ps tmp/4g1m61386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/56atr1386258491.ps tmp/56atr1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/6lktt1386258491.ps tmp/6lktt1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/7184s1386258491.ps tmp/7184s1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/8ird51386258491.ps tmp/8ird51386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/92kgt1386258491.ps tmp/92kgt1386258491.png",intern=TRUE)) character(0) > try(system("convert tmp/10plq51386258491.ps tmp/10plq51386258491.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 15.214 2.935 18.173