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Type 'q()' to quit R. > x <- array(list(1 + ,-4.813031 + ,0.266482 + ,0.02211 + ,21.033 + ,0.815285 + ,1 + ,-4.075192 + ,0.33559 + ,0.01929 + ,19.085 + ,0.819521 + ,1 + ,-4.443179 + ,0.311173 + ,0.01309 + ,20.651 + ,0.825288 + ,1 + ,-4.117501 + ,0.334147 + ,0.01353 + ,20.644 + ,0.819235 + ,1 + ,-3.747787 + ,0.234513 + ,0.01767 + ,19.649 + ,0.823484 + ,1 + ,-4.242867 + ,0.299111 + ,0.01222 + ,21.378 + ,0.825069 + ,1 + ,-5.634322 + ,0.257682 + ,0.00607 + ,24.886 + ,0.764112 + ,1 + ,-6.167603 + ,0.183721 + ,0.00344 + ,26.892 + ,0.763262 + ,1 + ,-5.498678 + ,0.327769 + ,0.0107 + ,21.812 + ,0.773587 + ,1 + ,-5.011879 + ,0.325996 + ,0.01022 + ,21.862 + ,0.798463 + ,1 + ,-5.24977 + ,0.391002 + ,0.01166 + ,21.118 + ,0.776156 + ,1 + ,-4.960234 + ,0.363566 + ,0.01141 + ,21.414 + ,0.79252 + ,1 + ,-6.547148 + ,0.152813 + ,0.00581 + ,25.703 + ,0.646846 + ,1 + ,-5.660217 + ,0.254989 + ,0.01041 + ,24.889 + ,0.665833 + ,1 + ,-6.105098 + ,0.203653 + ,0.00609 + ,24.922 + ,0.654027 + ,1 + ,-5.340115 + 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,0.0181 + ,19.147 + ,0.683244 + ,0 + ,-6.787197 + ,0.158453 + ,0.10715 + ,17.883 + ,0.655683 + ,0 + ,-6.744577 + ,0.207454 + ,0.07223 + ,19.02 + ,0.643956 + ,0 + ,-5.724056 + ,0.190667 + ,0.04398 + ,21.209 + ,0.664357) + ,dim=c(6 + ,195) + ,dimnames=list(c('status' + ,'spread1' + ,'spread2' + ,'NHR' + ,'HNR' + ,'DFA') + ,1:195)) > y <- array(NA,dim=c(6,195),dimnames=list(c('status','spread1','spread2','NHR','HNR','DFA'),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 = '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. 1.2.327 () > #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 spread1 spread2 NHR HNR DFA t 1 1 -4.813031 0.266482 0.02211 21.033 0.815285 1 2 1 -4.075192 0.335590 0.01929 19.085 0.819521 2 3 1 -4.443179 0.311173 0.01309 20.651 0.825288 3 4 1 -4.117501 0.334147 0.01353 20.644 0.819235 4 5 1 -3.747787 0.234513 0.01767 19.649 0.823484 5 6 1 -4.242867 0.299111 0.01222 21.378 0.825069 6 7 1 -5.634322 0.257682 0.00607 24.886 0.764112 7 8 1 -6.167603 0.183721 0.00344 26.892 0.763262 8 9 1 -5.498678 0.327769 0.01070 21.812 0.773587 9 10 1 -5.011879 0.325996 0.01022 21.862 0.798463 10 11 1 -5.249770 0.391002 0.01166 21.118 0.776156 11 12 1 -4.960234 0.363566 0.01141 21.414 0.792520 12 13 1 -6.547148 0.152813 0.00581 25.703 0.646846 13 14 1 -5.660217 0.254989 0.01041 24.889 0.665833 14 15 1 -6.105098 0.203653 0.00609 24.922 0.654027 15 16 1 -5.340115 0.210185 0.00839 25.175 0.658245 16 17 1 -5.440040 0.239764 0.01859 22.333 0.644692 17 18 1 -2.931070 0.434326 0.02919 20.376 0.605417 18 19 1 -3.949079 0.357870 0.03160 17.280 0.719467 19 20 1 -4.554466 0.340176 0.03365 17.153 0.686080 20 21 1 -4.095442 0.262564 0.03871 17.536 0.704087 21 22 1 -5.186960 0.237622 0.01849 19.493 0.698951 22 23 1 -4.330956 0.262384 0.01280 22.468 0.679834 23 24 1 -5.248776 0.210279 0.01840 20.422 0.686894 24 25 1 -5.557447 0.220890 0.01778 23.831 0.732479 25 26 1 -5.571843 0.236853 0.02887 22.066 0.737948 26 27 1 -6.183590 0.226278 0.01095 25.908 0.720916 27 28 1 -6.271690 0.196102 0.01328 25.119 0.726652 28 29 1 -7.120925 0.279789 0.00677 25.970 0.676258 29 30 1 -6.635729 0.209866 0.01170 25.678 0.723797 30 31 0 -7.348300 0.177551 0.00339 26.775 0.741367 31 32 0 -7.682587 0.173319 0.00167 30.940 0.742055 32 33 0 -7.067931 0.175181 0.00119 30.775 0.738703 33 34 0 -7.695734 0.178540 0.00072 32.684 0.742133 34 35 0 -7.964984 0.163519 0.00065 33.047 0.741899 35 36 0 -7.777685 0.170183 0.00135 31.732 0.742737 36 37 1 -6.149653 0.218037 0.00586 23.216 0.778834 37 38 1 -6.006414 0.196371 0.00340 24.951 0.783626 38 39 1 -6.452058 0.212294 0.00231 26.738 0.766209 39 40 1 -6.006647 0.266892 0.00265 26.310 0.758324 40 41 1 -6.647379 0.201095 0.00231 26.822 0.765623 41 42 1 -7.044105 0.063412 0.00257 26.453 0.759203 42 43 0 -7.310550 0.098648 0.00740 22.736 0.654172 43 44 0 -6.793547 0.158266 0.00675 23.145 0.634267 44 45 0 -7.057869 0.091608 0.00454 25.368 0.635285 45 46 0 -6.995820 0.102083 0.00476 25.032 0.638928 46 47 0 -7.156076 0.127642 0.00476 24.602 0.631653 47 48 0 -7.319510 0.200873 0.00432 26.805 0.635204 48 49 0 -6.439398 0.266392 0.00839 23.162 0.733659 49 50 0 -6.482096 0.264967 0.00462 24.971 0.754073 50 51 0 -6.650471 0.254498 0.00479 25.135 0.775933 51 52 0 -6.689151 0.291954 0.00474 25.030 0.760361 52 53 0 -7.072419 0.220434 0.00481 24.692 0.766204 53 54 0 -6.836811 0.269866 0.00484 25.429 0.785714 54 55 1 -4.649573 0.205558 0.01036 21.028 0.819032 55 56 1 -4.333543 0.221727 0.01180 20.767 0.811843 56 57 1 -4.438453 0.238298 0.00969 21.422 0.821364 57 58 1 -4.608260 0.290024 0.00681 22.817 0.817756 58 59 1 -4.476755 0.262633 0.00786 22.603 0.813432 59 60 1 -4.609161 0.221711 0.01143 21.660 0.817396 60 61 0 -7.040508 0.066994 0.00871 25.554 0.678874 61 62 0 -7.293801 0.086372 0.00301 26.138 0.686264 62 63 0 -6.966321 0.095882 0.00340 25.856 0.694399 63 64 0 -7.245620 0.018689 0.00351 25.964 0.683296 64 65 0 -7.496264 0.056844 0.00300 26.415 0.673636 65 66 0 -7.314237 0.006274 0.00420 24.547 0.681811 66 67 1 -5.409423 0.226850 0.02183 19.560 0.720908 67 68 1 -5.324574 0.205660 0.02659 19.979 0.729067 68 69 1 -5.869750 0.151814 0.04882 20.338 0.731444 69 70 1 -6.261141 0.120956 0.02431 21.718 0.727313 70 71 1 -5.720868 0.158830 0.02599 20.264 0.730387 71 72 1 -5.207985 0.224852 0.03361 18.570 0.733232 72 73 1 -5.791820 0.329066 0.00442 25.742 0.762959 73 74 1 -5.389129 0.306636 0.00623 24.178 0.789532 74 75 1 -5.313360 0.201861 0.00479 25.438 0.815908 75 76 1 -5.477592 0.315074 0.00472 25.197 0.807217 76 77 1 -5.775966 0.341169 0.00905 23.370 0.789977 77 78 1 -5.391029 0.250572 0.00420 25.820 0.816340 78 79 1 -5.115212 0.249494 0.01062 21.875 0.779612 79 80 1 -4.913885 0.265699 0.02220 19.200 0.790117 80 81 1 -4.441519 0.155097 0.01823 19.055 0.770466 81 82 1 -5.132032 0.210458 0.01825 19.659 0.778747 82 83 1 -5.022288 0.146948 0.01237 20.536 0.787896 83 84 1 -6.025367 0.078202 0.00882 22.244 0.772416 84 85 1 -5.288912 0.343073 0.05470 13.893 0.729586 85 86 1 -5.657899 0.315903 0.02782 16.176 0.727747 86 87 1 -6.366916 0.335753 0.03151 15.924 0.712199 87 88 1 -5.515071 0.299549 0.04824 13.922 0.740837 88 89 1 -5.783272 0.299793 0.04214 14.739 0.743937 89 90 1 -4.379411 0.375531 0.07223 11.866 0.745526 90 91 1 -4.508984 0.389232 0.08725 11.744 0.733165 91 92 1 -6.411497 0.207156 0.01658 19.664 0.714360 92 93 1 -5.952058 0.087840 0.01914 18.780 0.734504 93 94 1 -6.152551 0.173520 0.01211 20.969 0.697790 94 95 1 -6.251425 0.188056 0.00850 22.219 0.712170 95 96 1 -6.247076 0.180528 0.01018 21.693 0.705658 96 97 1 -6.417440 0.194627 0.00852 22.663 0.693429 97 98 1 -4.020042 0.265315 0.08151 15.338 0.714485 98 99 1 -5.159169 0.202146 0.10323 15.433 0.690892 99 100 1 -3.760348 0.242861 0.16744 12.435 0.674953 100 101 1 -3.700544 0.260481 0.31482 8.867 0.656846 101 102 1 -4.202730 0.310163 0.11843 15.060 0.643327 102 103 1 -3.269487 0.270641 0.25930 10.489 0.641418 103 104 1 -6.878393 0.089267 0.00495 26.759 0.722356 104 105 1 -7.111576 0.144780 0.00243 28.409 0.691483 105 106 1 -6.997403 0.210279 0.00578 27.421 0.719974 106 107 1 -6.981201 0.184550 0.00233 29.746 0.677930 107 108 1 -6.600023 0.249172 0.00659 26.833 0.700246 108 109 1 -6.739151 0.160686 0.00238 29.928 0.676066 109 110 1 -5.845099 0.278679 0.00947 21.934 0.740539 110 111 1 -5.258320 0.256454 0.00704 23.239 0.727863 111 112 1 -6.471427 0.184378 0.00830 22.407 0.712466 112 113 1 -4.876336 0.212054 0.01316 21.305 0.722085 113 114 1 -5.963040 0.250283 0.00620 23.671 0.722254 114 115 1 -6.729713 0.181701 0.01048 21.864 0.715121 115 116 1 -4.673241 0.261549 0.06051 23.693 0.662668 116 117 1 -6.051233 0.273280 0.01554 26.356 0.653823 117 118 1 -4.597834 0.372114 0.01802 25.690 0.676023 118 119 1 -4.913137 0.393056 0.00856 25.020 0.655239 119 120 1 -5.517173 0.389295 0.00681 24.581 0.582710 120 121 1 -6.186128 0.279933 0.02350 24.743 0.684130 121 122 1 -4.711007 0.281618 0.01161 27.166 0.656182 122 123 1 -5.418787 0.160267 0.01968 18.305 0.741480 123 124 1 -5.445140 0.142466 0.01813 18.784 0.732903 124 125 1 -5.944191 0.143359 0.02020 19.196 0.728421 125 126 1 -5.594275 0.127950 0.01874 18.857 0.735546 126 127 1 -5.540351 0.087165 0.01794 18.178 0.738245 127 128 1 -5.825257 0.115697 0.01796 18.330 0.736964 128 129 1 -6.890021 0.152941 0.01724 26.842 0.699787 129 130 1 -5.892061 0.195976 0.00487 26.369 0.718839 130 131 1 -6.135296 0.203630 0.01610 23.949 0.724045 131 132 1 -6.112667 0.217013 0.01015 26.017 0.735136 132 133 1 -5.436135 0.254909 0.00903 23.389 0.721308 133 134 1 -6.448134 0.178713 0.00504 25.619 0.723096 134 135 1 -5.301321 0.320385 0.03031 17.060 0.744064 135 136 1 -5.333619 0.322044 0.02529 17.707 0.706687 136 137 1 -4.378916 0.300067 0.02278 19.013 0.708144 137 138 1 -4.654894 0.304107 0.03690 16.747 0.708617 138 139 1 -5.634576 0.306014 0.02629 17.366 0.701404 139 140 1 -5.866357 0.233070 0.01827 18.801 0.696049 140 141 1 -4.796845 0.397749 0.02485 18.540 0.685057 141 142 1 -5.410336 0.288917 0.04238 15.648 0.665945 142 143 1 -5.585259 0.310746 0.01728 18.702 0.661735 143 144 1 -5.898673 0.213353 0.02010 18.687 0.632631 144 145 1 -6.132663 0.220617 0.01049 20.680 0.630409 145 146 1 -5.456811 0.345238 0.01493 20.366 0.574282 146 147 1 -3.297668 0.414758 0.07530 12.359 0.793509 147 148 1 -4.276605 0.355736 0.06057 14.367 0.768974 148 149 1 -3.377325 0.335357 0.08069 12.298 0.764036 149 150 1 -4.892495 0.262281 0.07889 14.989 0.775708 150 151 1 -4.484303 0.340256 0.10952 12.529 0.762726 151 152 1 -2.434031 0.450493 0.21713 8.441 0.768320 152 153 1 -2.839756 0.356224 0.16265 9.449 0.754449 153 154 1 -4.865194 0.246404 0.04179 21.520 0.670475 154 155 1 -4.239028 0.175691 0.04611 21.824 0.659333 155 156 1 -3.583722 0.207914 0.02631 22.431 0.652025 156 157 1 -5.435100 0.230532 0.03191 22.953 0.623731 157 158 1 -3.444478 0.303214 0.10748 19.075 0.646786 158 159 1 -5.070096 0.280091 0.03828 21.534 0.627337 159 160 1 -5.498456 0.234196 0.02663 19.651 0.675865 160 161 1 -5.185987 0.259229 0.02073 20.437 0.694571 161 162 1 -5.283009 0.226528 0.02810 19.388 0.684373 162 163 1 -5.529833 0.242750 0.02707 18.954 0.719576 163 164 1 -5.617124 0.184896 0.01435 21.219 0.673086 164 165 1 -2.929379 0.396746 0.03882 18.447 0.674562 165 166 0 -6.816086 0.172270 0.00620 24.078 0.628232 166 167 0 -7.018057 0.176316 0.00533 24.679 0.626710 167 168 0 -7.517934 0.160414 0.00910 21.083 0.628058 168 169 0 -5.736781 0.164529 0.01337 19.269 0.725216 169 170 0 -7.169701 0.073298 0.00965 21.020 0.646167 170 171 0 -7.304500 0.171088 0.01049 21.528 0.646818 171 172 0 -6.323531 0.218885 0.00435 26.436 0.756700 172 173 0 -6.085567 0.192375 0.00430 26.550 0.776158 173 174 0 -5.943501 0.192150 0.00478 26.547 0.766700 174 175 0 -6.012559 0.229298 0.00590 25.445 0.756482 175 176 0 -5.966779 0.197938 0.00401 26.005 0.761255 176 177 0 -6.016891 0.109256 0.00415 26.143 0.763242 177 178 1 -6.486822 0.197919 0.00570 24.151 0.745957 178 179 1 -6.311987 0.182459 0.00488 24.412 0.762508 179 180 1 -5.711205 0.240875 0.00540 23.683 0.778349 180 181 1 -6.261446 0.183218 0.00611 23.133 0.759320 181 182 1 -5.704053 0.216204 0.00639 22.866 0.768845 182 183 1 -6.277170 0.109397 0.00595 23.008 0.757180 183 184 0 -5.619070 0.191576 0.00955 23.079 0.669565 184 185 0 -5.198864 0.206768 0.01179 22.085 0.656516 185 186 0 -5.592584 0.133917 0.00737 24.199 0.654331 186 187 0 -6.431119 0.153310 0.01397 23.958 0.667654 187 188 0 -6.359018 0.116636 0.00680 25.023 0.663884 188 189 0 -6.710219 0.149694 0.00703 24.775 0.659132 189 190 0 -6.934474 0.159890 0.04441 19.368 0.683761 190 191 0 -6.538586 0.121952 0.02764 19.517 0.657899 191 192 0 -6.195325 0.129303 0.01810 19.147 0.683244 192 193 0 -6.787197 0.158453 0.10715 17.883 0.655683 193 194 0 -6.744577 0.207454 0.07223 19.020 0.643956 194 195 0 -5.724056 0.190667 0.04398 21.209 0.664357 195 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) spread1 spread2 NHR HNR DFA 1.941992 0.191864 0.570894 -1.939090 -0.014600 0.354748 t -0.001162 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.73521 -0.30819 0.08137 0.26051 0.63598 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.9419916 0.5308708 3.658 0.00033 *** spread1 0.1918637 0.0379164 5.060 9.93e-07 *** spread2 0.5708936 0.3970460 1.438 0.15214 NHR -1.9390899 0.9098439 -2.131 0.03437 * HNR -0.0145995 0.0093804 -1.556 0.12130 DFA 0.3547482 0.4989594 0.711 0.47798 t -0.0011619 0.0004827 -2.407 0.01704 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3456 on 188 degrees of freedom Multiple R-squared: 0.3794, Adjusted R-squared: 0.3596 F-statistic: 19.15 on 6 and 188 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 4.860462e-49 9.720925e-49 1.0000000000 [2,] 8.988301e-64 1.797660e-63 1.0000000000 [3,] 2.271136e-77 4.542272e-77 1.0000000000 [4,] 1.725820e-107 3.451640e-107 1.0000000000 [5,] 7.989917e-110 1.597983e-109 1.0000000000 [6,] 4.027376e-124 8.054753e-124 1.0000000000 [7,] 0.000000e+00 0.000000e+00 1.0000000000 [8,] 1.064200e-166 2.128401e-166 1.0000000000 [9,] 3.984583e-168 7.969166e-168 1.0000000000 [10,] 1.188071e-183 2.376142e-183 1.0000000000 [11,] 5.920262e-211 1.184052e-210 1.0000000000 [12,] 9.663091e-245 1.932618e-244 1.0000000000 [13,] 1.077372e-226 2.154744e-226 1.0000000000 [14,] 2.864981e-245 5.729961e-245 1.0000000000 [15,] 1.754638e-256 3.509275e-256 1.0000000000 [16,] 1.120061e-282 2.240122e-282 1.0000000000 [17,] 0.000000e+00 0.000000e+00 1.0000000000 [18,] 2.161044e-312 4.322089e-312 1.0000000000 [19,] 7.004724e-318 1.400945e-317 1.0000000000 [20,] 0.000000e+00 0.000000e+00 1.0000000000 [21,] 0.000000e+00 0.000000e+00 1.0000000000 [22,] 7.711661e-05 1.542332e-04 0.9999228834 [23,] 1.307674e-03 2.615348e-03 0.9986923260 [24,] 2.494597e-03 4.989194e-03 0.9975054030 [25,] 1.952496e-03 3.904993e-03 0.9980475037 [26,] 1.289280e-03 2.578559e-03 0.9987107205 [27,] 9.127964e-04 1.825593e-03 0.9990872036 [28,] 1.225802e-03 2.451605e-03 0.9987741976 [29,] 1.445135e-03 2.890270e-03 0.9985548651 [30,] 2.100855e-03 4.201711e-03 0.9978991447 [31,] 2.030292e-03 4.060584e-03 0.9979697079 [32,] 2.037131e-03 4.074262e-03 0.9979628691 [33,] 1.642240e-03 3.284481e-03 0.9983577596 [34,] 4.841420e-02 9.682841e-02 0.9515857972 [35,] 1.383314e-01 2.766628e-01 0.8616685845 [36,] 1.867416e-01 3.734832e-01 0.8132583935 [37,] 2.235223e-01 4.470446e-01 0.7764776827 [38,] 2.443877e-01 4.887753e-01 0.7556123290 [39,] 2.507435e-01 5.014869e-01 0.7492565462 [40,] 3.310198e-01 6.620396e-01 0.6689801979 [41,] 3.936398e-01 7.872796e-01 0.6063601986 [42,] 4.396268e-01 8.792536e-01 0.5603731965 [43,] 4.899123e-01 9.798246e-01 0.5100877232 [44,] 5.222902e-01 9.554196e-01 0.4777097794 [45,] 5.886614e-01 8.226772e-01 0.4113385883 [46,] 5.869388e-01 8.261224e-01 0.4130612225 [47,] 5.625511e-01 8.748977e-01 0.4374488704 [48,] 5.384442e-01 9.231117e-01 0.4615558477 [49,] 5.278843e-01 9.442315e-01 0.4721157349 [50,] 5.041855e-01 9.916289e-01 0.4958144740 [51,] 4.751281e-01 9.502562e-01 0.5248718995 [52,] 5.111431e-01 9.777137e-01 0.4888568592 [53,] 5.425782e-01 9.148435e-01 0.4574217646 [54,] 6.079259e-01 7.841483e-01 0.3920741449 [55,] 6.528247e-01 6.943506e-01 0.3471752832 [56,] 7.060560e-01 5.878881e-01 0.2939440440 [57,] 7.773202e-01 4.453596e-01 0.2226797967 [58,] 8.279124e-01 3.441751e-01 0.1720875573 [59,] 8.449525e-01 3.100950e-01 0.1550475204 [60,] 8.383414e-01 3.233173e-01 0.1616586427 [61,] 8.538018e-01 2.923964e-01 0.1461982061 [62,] 8.499772e-01 3.000456e-01 0.1500228057 [63,] 8.363505e-01 3.272990e-01 0.1636494882 [64,] 8.677976e-01 2.644048e-01 0.1322024218 [65,] 8.704338e-01 2.591325e-01 0.1295662438 [66,] 8.595365e-01 2.809269e-01 0.1404634652 [67,] 8.579616e-01 2.840767e-01 0.1420383664 [68,] 8.630747e-01 2.738505e-01 0.1369252633 [69,] 8.546618e-01 2.906764e-01 0.1453382121 [70,] 8.476410e-01 3.047179e-01 0.1523589586 [71,] 8.400044e-01 3.199912e-01 0.1599956113 [72,] 8.326990e-01 3.346021e-01 0.1673010458 [73,] 8.246105e-01 3.507790e-01 0.1753894771 [74,] 8.175762e-01 3.648476e-01 0.1824238128 [75,] 8.205379e-01 3.589243e-01 0.1794621398 [76,] 8.053315e-01 3.893371e-01 0.1946685284 [77,] 8.052282e-01 3.895435e-01 0.1947717552 [78,] 8.106325e-01 3.787350e-01 0.1893674861 [79,] 7.947773e-01 4.104454e-01 0.2052226857 [80,] 7.792294e-01 4.415411e-01 0.2207705572 [81,] 8.250013e-01 3.499975e-01 0.1749987251 [82,] 8.545018e-01 2.909964e-01 0.1454982007 [83,] 8.637281e-01 2.725438e-01 0.1362718759 [84,] 8.555106e-01 2.889787e-01 0.1444893658 [85,] 8.550364e-01 2.899272e-01 0.1449636107 [86,] 8.547980e-01 2.904041e-01 0.1452020439 [87,] 8.514129e-01 2.971742e-01 0.1485871202 [88,] 8.494217e-01 3.011566e-01 0.1505782915 [89,] 8.615462e-01 2.769077e-01 0.1384538386 [90,] 8.437822e-01 3.124356e-01 0.1562178113 [91,] 8.320832e-01 3.358335e-01 0.1679167567 [92,] 8.054672e-01 3.890656e-01 0.1945327928 [93,] 7.938530e-01 4.122939e-01 0.2061469684 [94,] 7.713561e-01 4.572879e-01 0.2286439373 [95,] 7.813884e-01 4.372232e-01 0.2186116220 [96,] 7.955615e-01 4.088770e-01 0.2044385087 [97,] 7.922433e-01 4.155134e-01 0.2077567145 [98,] 7.865105e-01 4.269789e-01 0.2134894570 [99,] 7.630042e-01 4.739915e-01 0.2369957675 [100,] 7.434090e-01 5.131819e-01 0.2565909659 [101,] 7.193481e-01 5.613038e-01 0.2806519185 [102,] 7.026036e-01 5.947928e-01 0.2973964177 [103,] 6.729271e-01 6.541458e-01 0.3270728907 [104,] 6.648897e-01 6.702205e-01 0.3351102659 [105,] 6.311935e-01 7.376130e-01 0.3688064854 [106,] 6.032714e-01 7.934571e-01 0.3967285727 [107,] 5.737527e-01 8.524947e-01 0.4262473423 [108,] 5.317566e-01 9.364868e-01 0.4682433876 [109,] 5.286315e-01 9.427370e-01 0.4713685114 [110,] 5.164443e-01 9.671114e-01 0.4835557027 [111,] 4.822428e-01 9.644856e-01 0.5177572089 [112,] 4.436083e-01 8.872165e-01 0.5563917420 [113,] 4.254763e-01 8.509527e-01 0.5745236739 [114,] 3.910617e-01 7.821233e-01 0.6089383453 [115,] 3.556144e-01 7.112287e-01 0.6443856409 [116,] 3.175502e-01 6.351003e-01 0.6824498440 [117,] 2.826242e-01 5.652484e-01 0.7173757950 [118,] 2.500969e-01 5.001938e-01 0.7499030910 [119,] 2.192954e-01 4.385908e-01 0.7807045964 [120,] 2.048339e-01 4.096679e-01 0.7951660741 [121,] 1.746637e-01 3.493274e-01 0.8253363235 [122,] 1.480720e-01 2.961439e-01 0.8519280446 [123,] 1.241559e-01 2.483118e-01 0.8758441148 [124,] 1.045585e-01 2.091171e-01 0.8954414632 [125,] 8.872968e-02 1.774594e-01 0.9112703206 [126,] 7.583116e-02 1.516623e-01 0.9241688354 [127,] 6.322803e-02 1.264561e-01 0.9367719737 [128,] 6.079169e-02 1.215834e-01 0.9392083113 [129,] 5.435560e-02 1.087112e-01 0.9456443989 [130,] 4.315192e-02 8.630384e-02 0.9568480798 [131,] 3.354358e-02 6.708716e-02 0.9664564197 [132,] 2.886162e-02 5.772324e-02 0.9711383793 [133,] 2.203436e-02 4.406872e-02 0.9779656411 [134,] 1.658376e-02 3.316753e-02 0.9834162367 [135,] 1.273570e-02 2.547141e-02 0.9872642961 [136,] 1.026699e-02 2.053399e-02 0.9897330069 [137,] 7.777469e-03 1.555494e-02 0.9922225315 [138,] 1.134611e-02 2.269221e-02 0.9886538943 [139,] 1.060430e-02 2.120860e-02 0.9893957012 [140,] 1.393723e-02 2.787446e-02 0.9860627714 [141,] 1.042077e-02 2.084154e-02 0.9895792303 [142,] 8.142144e-03 1.628429e-02 0.9918578560 [143,] 8.939818e-03 1.787964e-02 0.9910601822 [144,] 2.540901e-02 5.081802e-02 0.9745909877 [145,] 1.928214e-02 3.856428e-02 0.9807178608 [146,] 1.559369e-02 3.118739e-02 0.9844063058 [147,] 1.347301e-02 2.694601e-02 0.9865269941 [148,] 2.020574e-02 4.041149e-02 0.9797942556 [149,] 1.652119e-02 3.304239e-02 0.9834788051 [150,] 2.542093e-02 5.084186e-02 0.9745790676 [151,] 2.314265e-02 4.628531e-02 0.9768573451 [152,] 1.965724e-02 3.931448e-02 0.9803427596 [153,] 2.007984e-02 4.015968e-02 0.9799201593 [154,] 1.575966e-02 3.151932e-02 0.9842403418 [155,] 5.325534e-02 1.065107e-01 0.9467446566 [156,] 1.301989e-01 2.603978e-01 0.8698011015 [157,] 1.665929e-01 3.331859e-01 0.8334070504 [158,] 2.313930e-01 4.627859e-01 0.7686070273 [159,] 2.150967e-01 4.301934e-01 0.7849032927 [160,] 2.714680e-01 5.429360e-01 0.7285320180 [161,] 2.597538e-01 5.195076e-01 0.7402461907 [162,] 2.789781e-01 5.579563e-01 0.7210218502 [163,] 2.674291e-01 5.348583e-01 0.7325708615 [164,] 3.054061e-01 6.108121e-01 0.6945939423 [165,] 3.467050e-01 6.934099e-01 0.6532950271 [166,] 5.256537e-01 9.486926e-01 0.4743463154 [167,] 8.519997e-01 2.960006e-01 0.1480002982 [168,] 9.997340e-01 5.319054e-04 0.0002659527 [169,] 9.996194e-01 7.612443e-04 0.0003806221 [170,] 9.988978e-01 2.204393e-03 0.0011021964 [171,] 9.979025e-01 4.195091e-03 0.0020975454 [172,] 9.948370e-01 1.032601e-02 0.0051630035 [173,] 9.856228e-01 2.875447e-02 0.0143772327 [174,] 1.000000e+00 0.000000e+00 0.0000000000 [175,] 1.000000e+00 0.000000e+00 0.0000000000 [176,] 1.000000e+00 0.000000e+00 0.0000000000 > postscript(file="/var/fisher/rcomp/tmp/13fcd1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2fbgq1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/3z5lo1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4ancg1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/51n8z1386338376.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 -0.108792842 -0.324059529 -0.229560113 -0.301101383 -0.321999744 -0.248616292 7 8 9 10 11 12 0.104080927 0.274272314 0.001105254 -0.099145180 -0.089608497 -0.130303396 13 14 15 16 17 18 0.399083210 0.162043876 0.274162772 0.131480421 0.118022674 -0.467353965 19 20 21 22 23 24 -0.308210763 -0.166830694 -0.200415156 0.015593488 -0.122435287 0.063053152 25 26 27 28 29 30 0.149776378 0.138383451 0.290339507 0.316596135 0.450596934 0.387018239 31 32 33 34 35 36 -0.462986017 -0.338042875 -0.458024683 -0.312585488 -0.245941978 -0.302658636 37 38 39 40 41 42 0.230434052 0.235342631 0.343071483 0.224813457 0.390698017 0.543974018 43 44 45 46 47 48 -0.431499961 -0.551795612 -0.434057083 -0.456551401 -0.442930635 -0.422168956 49 50 51 52 53 54 -0.707493593 -0.685467633 -0.651054808 -0.659960749 -0.551305000 -0.619671229 55 56 57 58 59 60 -0.066815986 -0.133987416 -0.120063708 -0.099790357 -0.107776440 -0.066099516 61 62 63 64 65 66 -0.409406865 -0.375858276 -0.449203761 -0.344656699 -0.308165426 -0.340902829 67 68 69 70 71 72 0.116377857 0.125810448 0.309816138 0.377774109 0.234594731 0.088696537 73 74 75 76 77 78 0.179940148 0.087894831 0.140581064 0.108049471 0.139399875 0.135439602 79 80 81 82 83 84 0.052180765 -0.014861640 -0.044031584 0.063928685 0.078448502 0.334855202 85 86 87 88 89 90 0.025743810 0.095072444 0.229928533 0.081374446 0.132854736 -0.162732487 91 92 93 94 95 96 -0.112802989 0.342591777 0.308632835 0.330698678 0.348680418 0.351194063 97 98 99 100 101 102 0.392274476 -0.079769348 0.227886013 0.023815025 0.243559037 0.027101820 103 104 105 106 107 108 0.078873614 0.591612677 0.635976764 0.559804582 0.614715489 0.463666503 109 110 111 112 113 114 0.587637855 0.224070204 0.144175821 0.414995163 0.084240001 0.293062688 115 116 117 118 119 120 0.464922747 0.168260460 0.381927219 0.035021227 0.063970317 0.199098884 121 122 123 124 125 126 0.389793005 0.129204169 0.191464750 0.214875587 0.322896361 0.255411127 127 128 129 130 131 132 0.257089083 0.299337726 0.619590197 0.367060665 0.395119277 0.399018941 133 134 135 136 137 138 0.213110527 0.476123760 0.092979519 0.112362220 -0.043419181 0.002516151 139 140 141 142 143 144 0.181576928 0.276150941 -0.009053691 0.170496772 0.190167271 0.322636829 145 146 147 148 149 150 0.375796386 0.200077799 -0.330315731 -0.098179300 -0.247362458 0.117880478 151 152 153 154 155 156 0.024294628 -0.283851565 -0.237032784 0.187094572 0.125255304 -0.044647673 157 158 159 160 161 162 0.327331073 -0.013187348 0.221687072 0.263940385 0.184258343 0.225297984 163 164 165 166 167 168 0.243733783 0.319567069 -0.309439376 -0.399015422 -0.353785209 -0.293304366 169 170 171 172 173 174 -0.688900465 -0.314337224 -0.334325502 -0.527894957 -0.562590594 -0.584315350 175 176 177 178 179 180 -0.601403320 -0.588304060 -0.525318159 0.495444508 0.468236941 0.305527019 181 182 183 184 185 186 0.445273744 0.313926600 0.491382359 -0.641538112 -0.735210714 -0.593850341 187 188 189 190 191 192 -0.438322143 -0.427074226 -0.378891109 -0.355717092 -0.430021849 -0.531807712 193 194 195 -0.269729201 -0.351672106 -0.566785686 > postscript(file="/var/fisher/rcomp/tmp/6dkvi1386338376.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 -0.108792842 NA 1 -0.324059529 -0.108792842 2 -0.229560113 -0.324059529 3 -0.301101383 -0.229560113 4 -0.321999744 -0.301101383 5 -0.248616292 -0.321999744 6 0.104080927 -0.248616292 7 0.274272314 0.104080927 8 0.001105254 0.274272314 9 -0.099145180 0.001105254 10 -0.089608497 -0.099145180 11 -0.130303396 -0.089608497 12 0.399083210 -0.130303396 13 0.162043876 0.399083210 14 0.274162772 0.162043876 15 0.131480421 0.274162772 16 0.118022674 0.131480421 17 -0.467353965 0.118022674 18 -0.308210763 -0.467353965 19 -0.166830694 -0.308210763 20 -0.200415156 -0.166830694 21 0.015593488 -0.200415156 22 -0.122435287 0.015593488 23 0.063053152 -0.122435287 24 0.149776378 0.063053152 25 0.138383451 0.149776378 26 0.290339507 0.138383451 27 0.316596135 0.290339507 28 0.450596934 0.316596135 29 0.387018239 0.450596934 30 -0.462986017 0.387018239 31 -0.338042875 -0.462986017 32 -0.458024683 -0.338042875 33 -0.312585488 -0.458024683 34 -0.245941978 -0.312585488 35 -0.302658636 -0.245941978 36 0.230434052 -0.302658636 37 0.235342631 0.230434052 38 0.343071483 0.235342631 39 0.224813457 0.343071483 40 0.390698017 0.224813457 41 0.543974018 0.390698017 42 -0.431499961 0.543974018 43 -0.551795612 -0.431499961 44 -0.434057083 -0.551795612 45 -0.456551401 -0.434057083 46 -0.442930635 -0.456551401 47 -0.422168956 -0.442930635 48 -0.707493593 -0.422168956 49 -0.685467633 -0.707493593 50 -0.651054808 -0.685467633 51 -0.659960749 -0.651054808 52 -0.551305000 -0.659960749 53 -0.619671229 -0.551305000 54 -0.066815986 -0.619671229 55 -0.133987416 -0.066815986 56 -0.120063708 -0.133987416 57 -0.099790357 -0.120063708 58 -0.107776440 -0.099790357 59 -0.066099516 -0.107776440 60 -0.409406865 -0.066099516 61 -0.375858276 -0.409406865 62 -0.449203761 -0.375858276 63 -0.344656699 -0.449203761 64 -0.308165426 -0.344656699 65 -0.340902829 -0.308165426 66 0.116377857 -0.340902829 67 0.125810448 0.116377857 68 0.309816138 0.125810448 69 0.377774109 0.309816138 70 0.234594731 0.377774109 71 0.088696537 0.234594731 72 0.179940148 0.088696537 73 0.087894831 0.179940148 74 0.140581064 0.087894831 75 0.108049471 0.140581064 76 0.139399875 0.108049471 77 0.135439602 0.139399875 78 0.052180765 0.135439602 79 -0.014861640 0.052180765 80 -0.044031584 -0.014861640 81 0.063928685 -0.044031584 82 0.078448502 0.063928685 83 0.334855202 0.078448502 84 0.025743810 0.334855202 85 0.095072444 0.025743810 86 0.229928533 0.095072444 87 0.081374446 0.229928533 88 0.132854736 0.081374446 89 -0.162732487 0.132854736 90 -0.112802989 -0.162732487 91 0.342591777 -0.112802989 92 0.308632835 0.342591777 93 0.330698678 0.308632835 94 0.348680418 0.330698678 95 0.351194063 0.348680418 96 0.392274476 0.351194063 97 -0.079769348 0.392274476 98 0.227886013 -0.079769348 99 0.023815025 0.227886013 100 0.243559037 0.023815025 101 0.027101820 0.243559037 102 0.078873614 0.027101820 103 0.591612677 0.078873614 104 0.635976764 0.591612677 105 0.559804582 0.635976764 106 0.614715489 0.559804582 107 0.463666503 0.614715489 108 0.587637855 0.463666503 109 0.224070204 0.587637855 110 0.144175821 0.224070204 111 0.414995163 0.144175821 112 0.084240001 0.414995163 113 0.293062688 0.084240001 114 0.464922747 0.293062688 115 0.168260460 0.464922747 116 0.381927219 0.168260460 117 0.035021227 0.381927219 118 0.063970317 0.035021227 119 0.199098884 0.063970317 120 0.389793005 0.199098884 121 0.129204169 0.389793005 122 0.191464750 0.129204169 123 0.214875587 0.191464750 124 0.322896361 0.214875587 125 0.255411127 0.322896361 126 0.257089083 0.255411127 127 0.299337726 0.257089083 128 0.619590197 0.299337726 129 0.367060665 0.619590197 130 0.395119277 0.367060665 131 0.399018941 0.395119277 132 0.213110527 0.399018941 133 0.476123760 0.213110527 134 0.092979519 0.476123760 135 0.112362220 0.092979519 136 -0.043419181 0.112362220 137 0.002516151 -0.043419181 138 0.181576928 0.002516151 139 0.276150941 0.181576928 140 -0.009053691 0.276150941 141 0.170496772 -0.009053691 142 0.190167271 0.170496772 143 0.322636829 0.190167271 144 0.375796386 0.322636829 145 0.200077799 0.375796386 146 -0.330315731 0.200077799 147 -0.098179300 -0.330315731 148 -0.247362458 -0.098179300 149 0.117880478 -0.247362458 150 0.024294628 0.117880478 151 -0.283851565 0.024294628 152 -0.237032784 -0.283851565 153 0.187094572 -0.237032784 154 0.125255304 0.187094572 155 -0.044647673 0.125255304 156 0.327331073 -0.044647673 157 -0.013187348 0.327331073 158 0.221687072 -0.013187348 159 0.263940385 0.221687072 160 0.184258343 0.263940385 161 0.225297984 0.184258343 162 0.243733783 0.225297984 163 0.319567069 0.243733783 164 -0.309439376 0.319567069 165 -0.399015422 -0.309439376 166 -0.353785209 -0.399015422 167 -0.293304366 -0.353785209 168 -0.688900465 -0.293304366 169 -0.314337224 -0.688900465 170 -0.334325502 -0.314337224 171 -0.527894957 -0.334325502 172 -0.562590594 -0.527894957 173 -0.584315350 -0.562590594 174 -0.601403320 -0.584315350 175 -0.588304060 -0.601403320 176 -0.525318159 -0.588304060 177 0.495444508 -0.525318159 178 0.468236941 0.495444508 179 0.305527019 0.468236941 180 0.445273744 0.305527019 181 0.313926600 0.445273744 182 0.491382359 0.313926600 183 -0.641538112 0.491382359 184 -0.735210714 -0.641538112 185 -0.593850341 -0.735210714 186 -0.438322143 -0.593850341 187 -0.427074226 -0.438322143 188 -0.378891109 -0.427074226 189 -0.355717092 -0.378891109 190 -0.430021849 -0.355717092 191 -0.531807712 -0.430021849 192 -0.269729201 -0.531807712 193 -0.351672106 -0.269729201 194 -0.566785686 -0.351672106 195 NA -0.566785686 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.324059529 -0.108792842 [2,] -0.229560113 -0.324059529 [3,] -0.301101383 -0.229560113 [4,] -0.321999744 -0.301101383 [5,] -0.248616292 -0.321999744 [6,] 0.104080927 -0.248616292 [7,] 0.274272314 0.104080927 [8,] 0.001105254 0.274272314 [9,] -0.099145180 0.001105254 [10,] -0.089608497 -0.099145180 [11,] -0.130303396 -0.089608497 [12,] 0.399083210 -0.130303396 [13,] 0.162043876 0.399083210 [14,] 0.274162772 0.162043876 [15,] 0.131480421 0.274162772 [16,] 0.118022674 0.131480421 [17,] -0.467353965 0.118022674 [18,] -0.308210763 -0.467353965 [19,] -0.166830694 -0.308210763 [20,] -0.200415156 -0.166830694 [21,] 0.015593488 -0.200415156 [22,] -0.122435287 0.015593488 [23,] 0.063053152 -0.122435287 [24,] 0.149776378 0.063053152 [25,] 0.138383451 0.149776378 [26,] 0.290339507 0.138383451 [27,] 0.316596135 0.290339507 [28,] 0.450596934 0.316596135 [29,] 0.387018239 0.450596934 [30,] -0.462986017 0.387018239 [31,] -0.338042875 -0.462986017 [32,] -0.458024683 -0.338042875 [33,] -0.312585488 -0.458024683 [34,] -0.245941978 -0.312585488 [35,] -0.302658636 -0.245941978 [36,] 0.230434052 -0.302658636 [37,] 0.235342631 0.230434052 [38,] 0.343071483 0.235342631 [39,] 0.224813457 0.343071483 [40,] 0.390698017 0.224813457 [41,] 0.543974018 0.390698017 [42,] -0.431499961 0.543974018 [43,] -0.551795612 -0.431499961 [44,] -0.434057083 -0.551795612 [45,] -0.456551401 -0.434057083 [46,] -0.442930635 -0.456551401 [47,] -0.422168956 -0.442930635 [48,] -0.707493593 -0.422168956 [49,] -0.685467633 -0.707493593 [50,] -0.651054808 -0.685467633 [51,] -0.659960749 -0.651054808 [52,] -0.551305000 -0.659960749 [53,] -0.619671229 -0.551305000 [54,] -0.066815986 -0.619671229 [55,] -0.133987416 -0.066815986 [56,] -0.120063708 -0.133987416 [57,] -0.099790357 -0.120063708 [58,] -0.107776440 -0.099790357 [59,] -0.066099516 -0.107776440 [60,] -0.409406865 -0.066099516 [61,] -0.375858276 -0.409406865 [62,] -0.449203761 -0.375858276 [63,] -0.344656699 -0.449203761 [64,] -0.308165426 -0.344656699 [65,] -0.340902829 -0.308165426 [66,] 0.116377857 -0.340902829 [67,] 0.125810448 0.116377857 [68,] 0.309816138 0.125810448 [69,] 0.377774109 0.309816138 [70,] 0.234594731 0.377774109 [71,] 0.088696537 0.234594731 [72,] 0.179940148 0.088696537 [73,] 0.087894831 0.179940148 [74,] 0.140581064 0.087894831 [75,] 0.108049471 0.140581064 [76,] 0.139399875 0.108049471 [77,] 0.135439602 0.139399875 [78,] 0.052180765 0.135439602 [79,] -0.014861640 0.052180765 [80,] -0.044031584 -0.014861640 [81,] 0.063928685 -0.044031584 [82,] 0.078448502 0.063928685 [83,] 0.334855202 0.078448502 [84,] 0.025743810 0.334855202 [85,] 0.095072444 0.025743810 [86,] 0.229928533 0.095072444 [87,] 0.081374446 0.229928533 [88,] 0.132854736 0.081374446 [89,] -0.162732487 0.132854736 [90,] -0.112802989 -0.162732487 [91,] 0.342591777 -0.112802989 [92,] 0.308632835 0.342591777 [93,] 0.330698678 0.308632835 [94,] 0.348680418 0.330698678 [95,] 0.351194063 0.348680418 [96,] 0.392274476 0.351194063 [97,] -0.079769348 0.392274476 [98,] 0.227886013 -0.079769348 [99,] 0.023815025 0.227886013 [100,] 0.243559037 0.023815025 [101,] 0.027101820 0.243559037 [102,] 0.078873614 0.027101820 [103,] 0.591612677 0.078873614 [104,] 0.635976764 0.591612677 [105,] 0.559804582 0.635976764 [106,] 0.614715489 0.559804582 [107,] 0.463666503 0.614715489 [108,] 0.587637855 0.463666503 [109,] 0.224070204 0.587637855 [110,] 0.144175821 0.224070204 [111,] 0.414995163 0.144175821 [112,] 0.084240001 0.414995163 [113,] 0.293062688 0.084240001 [114,] 0.464922747 0.293062688 [115,] 0.168260460 0.464922747 [116,] 0.381927219 0.168260460 [117,] 0.035021227 0.381927219 [118,] 0.063970317 0.035021227 [119,] 0.199098884 0.063970317 [120,] 0.389793005 0.199098884 [121,] 0.129204169 0.389793005 [122,] 0.191464750 0.129204169 [123,] 0.214875587 0.191464750 [124,] 0.322896361 0.214875587 [125,] 0.255411127 0.322896361 [126,] 0.257089083 0.255411127 [127,] 0.299337726 0.257089083 [128,] 0.619590197 0.299337726 [129,] 0.367060665 0.619590197 [130,] 0.395119277 0.367060665 [131,] 0.399018941 0.395119277 [132,] 0.213110527 0.399018941 [133,] 0.476123760 0.213110527 [134,] 0.092979519 0.476123760 [135,] 0.112362220 0.092979519 [136,] -0.043419181 0.112362220 [137,] 0.002516151 -0.043419181 [138,] 0.181576928 0.002516151 [139,] 0.276150941 0.181576928 [140,] -0.009053691 0.276150941 [141,] 0.170496772 -0.009053691 [142,] 0.190167271 0.170496772 [143,] 0.322636829 0.190167271 [144,] 0.375796386 0.322636829 [145,] 0.200077799 0.375796386 [146,] -0.330315731 0.200077799 [147,] -0.098179300 -0.330315731 [148,] -0.247362458 -0.098179300 [149,] 0.117880478 -0.247362458 [150,] 0.024294628 0.117880478 [151,] -0.283851565 0.024294628 [152,] -0.237032784 -0.283851565 [153,] 0.187094572 -0.237032784 [154,] 0.125255304 0.187094572 [155,] -0.044647673 0.125255304 [156,] 0.327331073 -0.044647673 [157,] -0.013187348 0.327331073 [158,] 0.221687072 -0.013187348 [159,] 0.263940385 0.221687072 [160,] 0.184258343 0.263940385 [161,] 0.225297984 0.184258343 [162,] 0.243733783 0.225297984 [163,] 0.319567069 0.243733783 [164,] -0.309439376 0.319567069 [165,] -0.399015422 -0.309439376 [166,] -0.353785209 -0.399015422 [167,] -0.293304366 -0.353785209 [168,] -0.688900465 -0.293304366 [169,] -0.314337224 -0.688900465 [170,] -0.334325502 -0.314337224 [171,] -0.527894957 -0.334325502 [172,] -0.562590594 -0.527894957 [173,] -0.584315350 -0.562590594 [174,] -0.601403320 -0.584315350 [175,] -0.588304060 -0.601403320 [176,] -0.525318159 -0.588304060 [177,] 0.495444508 -0.525318159 [178,] 0.468236941 0.495444508 [179,] 0.305527019 0.468236941 [180,] 0.445273744 0.305527019 [181,] 0.313926600 0.445273744 [182,] 0.491382359 0.313926600 [183,] -0.641538112 0.491382359 [184,] -0.735210714 -0.641538112 [185,] -0.593850341 -0.735210714 [186,] -0.438322143 -0.593850341 [187,] -0.427074226 -0.438322143 [188,] -0.378891109 -0.427074226 [189,] -0.355717092 -0.378891109 [190,] -0.430021849 -0.355717092 [191,] -0.531807712 -0.430021849 [192,] -0.269729201 -0.531807712 [193,] -0.351672106 -0.269729201 [194,] -0.566785686 -0.351672106 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.324059529 -0.108792842 2 -0.229560113 -0.324059529 3 -0.301101383 -0.229560113 4 -0.321999744 -0.301101383 5 -0.248616292 -0.321999744 6 0.104080927 -0.248616292 7 0.274272314 0.104080927 8 0.001105254 0.274272314 9 -0.099145180 0.001105254 10 -0.089608497 -0.099145180 11 -0.130303396 -0.089608497 12 0.399083210 -0.130303396 13 0.162043876 0.399083210 14 0.274162772 0.162043876 15 0.131480421 0.274162772 16 0.118022674 0.131480421 17 -0.467353965 0.118022674 18 -0.308210763 -0.467353965 19 -0.166830694 -0.308210763 20 -0.200415156 -0.166830694 21 0.015593488 -0.200415156 22 -0.122435287 0.015593488 23 0.063053152 -0.122435287 24 0.149776378 0.063053152 25 0.138383451 0.149776378 26 0.290339507 0.138383451 27 0.316596135 0.290339507 28 0.450596934 0.316596135 29 0.387018239 0.450596934 30 -0.462986017 0.387018239 31 -0.338042875 -0.462986017 32 -0.458024683 -0.338042875 33 -0.312585488 -0.458024683 34 -0.245941978 -0.312585488 35 -0.302658636 -0.245941978 36 0.230434052 -0.302658636 37 0.235342631 0.230434052 38 0.343071483 0.235342631 39 0.224813457 0.343071483 40 0.390698017 0.224813457 41 0.543974018 0.390698017 42 -0.431499961 0.543974018 43 -0.551795612 -0.431499961 44 -0.434057083 -0.551795612 45 -0.456551401 -0.434057083 46 -0.442930635 -0.456551401 47 -0.422168956 -0.442930635 48 -0.707493593 -0.422168956 49 -0.685467633 -0.707493593 50 -0.651054808 -0.685467633 51 -0.659960749 -0.651054808 52 -0.551305000 -0.659960749 53 -0.619671229 -0.551305000 54 -0.066815986 -0.619671229 55 -0.133987416 -0.066815986 56 -0.120063708 -0.133987416 57 -0.099790357 -0.120063708 58 -0.107776440 -0.099790357 59 -0.066099516 -0.107776440 60 -0.409406865 -0.066099516 61 -0.375858276 -0.409406865 62 -0.449203761 -0.375858276 63 -0.344656699 -0.449203761 64 -0.308165426 -0.344656699 65 -0.340902829 -0.308165426 66 0.116377857 -0.340902829 67 0.125810448 0.116377857 68 0.309816138 0.125810448 69 0.377774109 0.309816138 70 0.234594731 0.377774109 71 0.088696537 0.234594731 72 0.179940148 0.088696537 73 0.087894831 0.179940148 74 0.140581064 0.087894831 75 0.108049471 0.140581064 76 0.139399875 0.108049471 77 0.135439602 0.139399875 78 0.052180765 0.135439602 79 -0.014861640 0.052180765 80 -0.044031584 -0.014861640 81 0.063928685 -0.044031584 82 0.078448502 0.063928685 83 0.334855202 0.078448502 84 0.025743810 0.334855202 85 0.095072444 0.025743810 86 0.229928533 0.095072444 87 0.081374446 0.229928533 88 0.132854736 0.081374446 89 -0.162732487 0.132854736 90 -0.112802989 -0.162732487 91 0.342591777 -0.112802989 92 0.308632835 0.342591777 93 0.330698678 0.308632835 94 0.348680418 0.330698678 95 0.351194063 0.348680418 96 0.392274476 0.351194063 97 -0.079769348 0.392274476 98 0.227886013 -0.079769348 99 0.023815025 0.227886013 100 0.243559037 0.023815025 101 0.027101820 0.243559037 102 0.078873614 0.027101820 103 0.591612677 0.078873614 104 0.635976764 0.591612677 105 0.559804582 0.635976764 106 0.614715489 0.559804582 107 0.463666503 0.614715489 108 0.587637855 0.463666503 109 0.224070204 0.587637855 110 0.144175821 0.224070204 111 0.414995163 0.144175821 112 0.084240001 0.414995163 113 0.293062688 0.084240001 114 0.464922747 0.293062688 115 0.168260460 0.464922747 116 0.381927219 0.168260460 117 0.035021227 0.381927219 118 0.063970317 0.035021227 119 0.199098884 0.063970317 120 0.389793005 0.199098884 121 0.129204169 0.389793005 122 0.191464750 0.129204169 123 0.214875587 0.191464750 124 0.322896361 0.214875587 125 0.255411127 0.322896361 126 0.257089083 0.255411127 127 0.299337726 0.257089083 128 0.619590197 0.299337726 129 0.367060665 0.619590197 130 0.395119277 0.367060665 131 0.399018941 0.395119277 132 0.213110527 0.399018941 133 0.476123760 0.213110527 134 0.092979519 0.476123760 135 0.112362220 0.092979519 136 -0.043419181 0.112362220 137 0.002516151 -0.043419181 138 0.181576928 0.002516151 139 0.276150941 0.181576928 140 -0.009053691 0.276150941 141 0.170496772 -0.009053691 142 0.190167271 0.170496772 143 0.322636829 0.190167271 144 0.375796386 0.322636829 145 0.200077799 0.375796386 146 -0.330315731 0.200077799 147 -0.098179300 -0.330315731 148 -0.247362458 -0.098179300 149 0.117880478 -0.247362458 150 0.024294628 0.117880478 151 -0.283851565 0.024294628 152 -0.237032784 -0.283851565 153 0.187094572 -0.237032784 154 0.125255304 0.187094572 155 -0.044647673 0.125255304 156 0.327331073 -0.044647673 157 -0.013187348 0.327331073 158 0.221687072 -0.013187348 159 0.263940385 0.221687072 160 0.184258343 0.263940385 161 0.225297984 0.184258343 162 0.243733783 0.225297984 163 0.319567069 0.243733783 164 -0.309439376 0.319567069 165 -0.399015422 -0.309439376 166 -0.353785209 -0.399015422 167 -0.293304366 -0.353785209 168 -0.688900465 -0.293304366 169 -0.314337224 -0.688900465 170 -0.334325502 -0.314337224 171 -0.527894957 -0.334325502 172 -0.562590594 -0.527894957 173 -0.584315350 -0.562590594 174 -0.601403320 -0.584315350 175 -0.588304060 -0.601403320 176 -0.525318159 -0.588304060 177 0.495444508 -0.525318159 178 0.468236941 0.495444508 179 0.305527019 0.468236941 180 0.445273744 0.305527019 181 0.313926600 0.445273744 182 0.491382359 0.313926600 183 -0.641538112 0.491382359 184 -0.735210714 -0.641538112 185 -0.593850341 -0.735210714 186 -0.438322143 -0.593850341 187 -0.427074226 -0.438322143 188 -0.378891109 -0.427074226 189 -0.355717092 -0.378891109 190 -0.430021849 -0.355717092 191 -0.531807712 -0.430021849 192 -0.269729201 -0.531807712 193 -0.351672106 -0.269729201 194 -0.566785686 -0.351672106 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/7gset1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/845o91386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9bjdz1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/108b7p1386338376.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, 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/fisher/rcomp/tmp/11edp51386338376.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/fisher/rcomp/tmp/1250bt1386338376.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/fisher/rcomp/tmp/13iuvi1386338376.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/fisher/rcomp/tmp/141s0x1386338376.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/fisher/rcomp/tmp/15rjpu1386338376.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/fisher/rcomp/tmp/1652n81386338377.tab") + } > > try(system("convert tmp/13fcd1386338376.ps tmp/13fcd1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/2fbgq1386338376.ps tmp/2fbgq1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/3z5lo1386338376.ps tmp/3z5lo1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/4ancg1386338376.ps tmp/4ancg1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/51n8z1386338376.ps tmp/51n8z1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/6dkvi1386338376.ps tmp/6dkvi1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/7gset1386338376.ps tmp/7gset1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/845o91386338376.ps tmp/845o91386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/9bjdz1386338376.ps tmp/9bjdz1386338376.png",intern=TRUE)) character(0) > try(system("convert tmp/108b7p1386338376.ps tmp/108b7p1386338376.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 14.185 2.701 16.924