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Type 'q()' to quit R. > x <- array(list(6.9 + ,2.28 + ,6.8 + ,2.26 + ,6.7 + ,2.71 + ,6.6 + ,2.77 + ,6.5 + ,2.77 + ,6.5 + ,2.64 + ,7.0 + ,2.56 + ,7.5 + ,2.07 + ,7.6 + ,2.32 + ,7.6 + ,2.16 + ,7.6 + ,2.23 + ,7.8 + ,2.40 + ,8.0 + ,2.84 + ,8.0 + ,2.77 + ,8.0 + ,2.93 + ,7.9 + ,2.91 + ,7.9 + ,2.69 + ,8.0 + ,2.38 + ,8.5 + ,2.58 + ,9.2 + ,3.19 + ,9.4 + ,2.82 + ,9.5 + ,2.72 + ,9.5 + ,2.53 + ,9.6 + ,2.70 + ,9.7 + ,2.42 + ,9.7 + ,2.50 + ,9.6 + ,2.31 + ,9.5 + ,2.41 + ,9.4 + ,2.56 + ,9.3 + ,2.76 + ,9.6 + ,2.71 + ,10.2 + ,2.44 + ,10.2 + ,2.46 + ,10.1 + ,2.12 + ,9.9 + ,1.99 + ,9.8 + ,1.86 + ,9.8 + ,1.88 + ,9.7 + ,1.82 + ,9.5 + ,1.74 + ,9.3 + ,1.71 + ,9.1 + ,1.38 + ,9.0 + ,1.27 + ,9.5 + ,1.19 + ,10.0 + ,1.28 + ,10.2 + ,1.19 + ,10.1 + ,1.22 + ,10.0 + ,1.47 + ,9.9 + ,1.46 + ,10.0 + ,1.96 + ,9.9 + ,1.88 + ,9.7 + ,2.03 + ,9.5 + ,2.04 + ,9.2 + ,1.90 + ,9.0 + ,1.80 + ,9.3 + ,1.92 + ,9.8 + ,1.92 + ,9.8 + ,1.97 + ,9.6 + ,2.46 + ,9.4 + ,2.36 + ,9.3 + ,2.53 + ,9.2 + ,2.31 + ,9.2 + ,1.98 + ,9.0 + ,1.46 + ,8.8 + ,1.26 + ,8.7 + ,1.58 + ,8.7 + ,1.74 + ,9.1 + ,1.89 + ,9.7 + ,1.85 + ,9.8 + ,1.62 + ,9.6 + ,1.30 + ,9.4 + ,1.42 + ,9.4 + ,1.15 + ,9.5 + ,0.42 + ,9.4 + ,0.74 + ,9.3 + ,1.02 + ,9.2 + ,1.51 + ,9.0 + ,1.86 + ,8.9 + ,1.59 + ,9.2 + ,1.03 + ,9.8 + ,0.44 + ,9.9 + ,0.82 + ,9.6 + ,0.86 + ,9.2 + ,0.58 + ,9.1 + ,0.59 + ,9.1 + ,0.95 + ,9.0 + ,0.98 + ,8.9 + ,1.23 + ,8.7 + ,1.17 + ,8.5 + ,0.84 + ,8.3 + ,0.74 + ,8.5 + ,0.65 + ,8.7 + ,0.91 + ,8.4 + ,1.19 + ,8.1 + ,1.30 + ,7.8 + ,1.53 + ,7.7 + ,1.94 + ,7.5 + ,1.79 + ,7.2 + ,1.95 + ,6.8 + ,2.26 + ,6.7 + ,2.04 + ,6.4 + ,2.16 + ,6.3 + ,2.75 + ,6.8 + ,2.79 + ,7.3 + ,2.88 + ,7.1 + ,3.36 + ,7.0 + ,2.97 + ,6.8 + ,3.10 + ,6.6 + ,2.49 + ,6.3 + ,2.20 + ,6.1 + ,2.25 + ,6.1 + ,2.09 + ,6.3 + ,2.79 + ,6.3 + ,3.14 + ,6.0 + ,2.93 + ,6.2 + ,2.65 + ,6.4 + ,2.67 + ,6.8 + ,2.26 + ,7.5 + ,2.35 + ,7.5 + ,2.13 + ,7.6 + ,2.18 + ,7.6 + ,2.90 + ,7.4 + ,2.63 + ,7.3 + ,2.67 + ,7.1 + ,1.81 + ,6.9 + ,1.33 + ,6.8 + ,0.88 + ,7.5 + ,1.28 + ,7.6 + ,1.26 + ,7.8 + ,1.26 + ,8.0 + ,1.29 + ,8.1 + ,1.10 + ,8.2 + ,1.37 + ,8.3 + ,1.21 + ,8.2 + ,1.74 + ,8.0 + ,1.76 + ,7.9 + ,1.48 + ,7.6 + ,1.04 + ,7.6 + ,1.62 + ,8.3 + ,1.49 + ,8.4 + ,1.79 + ,8.4 + ,1.80 + ,8.4 + ,1.58 + ,8.4 + ,1.86 + ,8.6 + ,1.74 + ,8.9 + ,1.59 + ,8.8 + ,1.26 + ,8.3 + ,1.13 + ,7.5 + ,1.92 + ,7.2 + ,2.61 + ,7.4 + ,2.26 + ,8.8 + ,2.41 + ,9.3 + ,2.26 + ,9.3 + ,2.03 + ,8.7 + ,2.86 + ,8.2 + ,2.55 + ,8.3 + ,2.27 + ,8.5 + ,2.26 + ,8.6 + ,2.57 + ,8.5 + ,3.07 + ,8.2 + ,2.76 + ,8.1 + ,2.51 + ,7.9 + ,2.87 + ,8.6 + ,3.14 + ,8.7 + ,3.11 + ,8.7 + ,3.16 + ,8.5 + ,2.47 + ,8.4 + ,2.57 + ,8.5 + ,2.89 + ,8.7 + ,2.63 + ,8.7 + ,2.38 + ,8.6 + ,1.69 + ,8.5 + ,1.96 + ,8.3 + ,2.19 + ,8.0 + ,1.87 + ,8.2 + ,1.6 + ,8.1 + ,1.63 + ,8.1 + ,1.22 + ,8.0 + ,1.21 + ,7.9 + ,1.49 + ,7.9 + ,1.64) + ,dim=c(2 + ,180) + ,dimnames=list(c('Y' + ,'X') + ,1:180)) > y <- array(NA,dim=c(2,180),dimnames=list(c('Y','X'),1:180)) > 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 = 'Include Monthly Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.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 Y X M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 1 6.9 2.28 1 0 0 0 0 0 0 0 0 0 0 2 6.8 2.26 0 1 0 0 0 0 0 0 0 0 0 3 6.7 2.71 0 0 1 0 0 0 0 0 0 0 0 4 6.6 2.77 0 0 0 1 0 0 0 0 0 0 0 5 6.5 2.77 0 0 0 0 1 0 0 0 0 0 0 6 6.5 2.64 0 0 0 0 0 1 0 0 0 0 0 7 7.0 2.56 0 0 0 0 0 0 1 0 0 0 0 8 7.5 2.07 0 0 0 0 0 0 0 1 0 0 0 9 7.6 2.32 0 0 0 0 0 0 0 0 1 0 0 10 7.6 2.16 0 0 0 0 0 0 0 0 0 1 0 11 7.6 2.23 0 0 0 0 0 0 0 0 0 0 1 12 7.8 2.40 0 0 0 0 0 0 0 0 0 0 0 13 8.0 2.84 1 0 0 0 0 0 0 0 0 0 0 14 8.0 2.77 0 1 0 0 0 0 0 0 0 0 0 15 8.0 2.93 0 0 1 0 0 0 0 0 0 0 0 16 7.9 2.91 0 0 0 1 0 0 0 0 0 0 0 17 7.9 2.69 0 0 0 0 1 0 0 0 0 0 0 18 8.0 2.38 0 0 0 0 0 1 0 0 0 0 0 19 8.5 2.58 0 0 0 0 0 0 1 0 0 0 0 20 9.2 3.19 0 0 0 0 0 0 0 1 0 0 0 21 9.4 2.82 0 0 0 0 0 0 0 0 1 0 0 22 9.5 2.72 0 0 0 0 0 0 0 0 0 1 0 23 9.5 2.53 0 0 0 0 0 0 0 0 0 0 1 24 9.6 2.70 0 0 0 0 0 0 0 0 0 0 0 25 9.7 2.42 1 0 0 0 0 0 0 0 0 0 0 26 9.7 2.50 0 1 0 0 0 0 0 0 0 0 0 27 9.6 2.31 0 0 1 0 0 0 0 0 0 0 0 28 9.5 2.41 0 0 0 1 0 0 0 0 0 0 0 29 9.4 2.56 0 0 0 0 1 0 0 0 0 0 0 30 9.3 2.76 0 0 0 0 0 1 0 0 0 0 0 31 9.6 2.71 0 0 0 0 0 0 1 0 0 0 0 32 10.2 2.44 0 0 0 0 0 0 0 1 0 0 0 33 10.2 2.46 0 0 0 0 0 0 0 0 1 0 0 34 10.1 2.12 0 0 0 0 0 0 0 0 0 1 0 35 9.9 1.99 0 0 0 0 0 0 0 0 0 0 1 36 9.8 1.86 0 0 0 0 0 0 0 0 0 0 0 37 9.8 1.88 1 0 0 0 0 0 0 0 0 0 0 38 9.7 1.82 0 1 0 0 0 0 0 0 0 0 0 39 9.5 1.74 0 0 1 0 0 0 0 0 0 0 0 40 9.3 1.71 0 0 0 1 0 0 0 0 0 0 0 41 9.1 1.38 0 0 0 0 1 0 0 0 0 0 0 42 9.0 1.27 0 0 0 0 0 1 0 0 0 0 0 43 9.5 1.19 0 0 0 0 0 0 1 0 0 0 0 44 10.0 1.28 0 0 0 0 0 0 0 1 0 0 0 45 10.2 1.19 0 0 0 0 0 0 0 0 1 0 0 46 10.1 1.22 0 0 0 0 0 0 0 0 0 1 0 47 10.0 1.47 0 0 0 0 0 0 0 0 0 0 1 48 9.9 1.46 0 0 0 0 0 0 0 0 0 0 0 49 10.0 1.96 1 0 0 0 0 0 0 0 0 0 0 50 9.9 1.88 0 1 0 0 0 0 0 0 0 0 0 51 9.7 2.03 0 0 1 0 0 0 0 0 0 0 0 52 9.5 2.04 0 0 0 1 0 0 0 0 0 0 0 53 9.2 1.90 0 0 0 0 1 0 0 0 0 0 0 54 9.0 1.80 0 0 0 0 0 1 0 0 0 0 0 55 9.3 1.92 0 0 0 0 0 0 1 0 0 0 0 56 9.8 1.92 0 0 0 0 0 0 0 1 0 0 0 57 9.8 1.97 0 0 0 0 0 0 0 0 1 0 0 58 9.6 2.46 0 0 0 0 0 0 0 0 0 1 0 59 9.4 2.36 0 0 0 0 0 0 0 0 0 0 1 60 9.3 2.53 0 0 0 0 0 0 0 0 0 0 0 61 9.2 2.31 1 0 0 0 0 0 0 0 0 0 0 62 9.2 1.98 0 1 0 0 0 0 0 0 0 0 0 63 9.0 1.46 0 0 1 0 0 0 0 0 0 0 0 64 8.8 1.26 0 0 0 1 0 0 0 0 0 0 0 65 8.7 1.58 0 0 0 0 1 0 0 0 0 0 0 66 8.7 1.74 0 0 0 0 0 1 0 0 0 0 0 67 9.1 1.89 0 0 0 0 0 0 1 0 0 0 0 68 9.7 1.85 0 0 0 0 0 0 0 1 0 0 0 69 9.8 1.62 0 0 0 0 0 0 0 0 1 0 0 70 9.6 1.30 0 0 0 0 0 0 0 0 0 1 0 71 9.4 1.42 0 0 0 0 0 0 0 0 0 0 1 72 9.4 1.15 0 0 0 0 0 0 0 0 0 0 0 73 9.5 0.42 1 0 0 0 0 0 0 0 0 0 0 74 9.4 0.74 0 1 0 0 0 0 0 0 0 0 0 75 9.3 1.02 0 0 1 0 0 0 0 0 0 0 0 76 9.2 1.51 0 0 0 1 0 0 0 0 0 0 0 77 9.0 1.86 0 0 0 0 1 0 0 0 0 0 0 78 8.9 1.59 0 0 0 0 0 1 0 0 0 0 0 79 9.2 1.03 0 0 0 0 0 0 1 0 0 0 0 80 9.8 0.44 0 0 0 0 0 0 0 1 0 0 0 81 9.9 0.82 0 0 0 0 0 0 0 0 1 0 0 82 9.6 0.86 0 0 0 0 0 0 0 0 0 1 0 83 9.2 0.58 0 0 0 0 0 0 0 0 0 0 1 84 9.1 0.59 0 0 0 0 0 0 0 0 0 0 0 85 9.1 0.95 1 0 0 0 0 0 0 0 0 0 0 86 9.0 0.98 0 1 0 0 0 0 0 0 0 0 0 87 8.9 1.23 0 0 1 0 0 0 0 0 0 0 0 88 8.7 1.17 0 0 0 1 0 0 0 0 0 0 0 89 8.5 0.84 0 0 0 0 1 0 0 0 0 0 0 90 8.3 0.74 0 0 0 0 0 1 0 0 0 0 0 91 8.5 0.65 0 0 0 0 0 0 1 0 0 0 0 92 8.7 0.91 0 0 0 0 0 0 0 1 0 0 0 93 8.4 1.19 0 0 0 0 0 0 0 0 1 0 0 94 8.1 1.30 0 0 0 0 0 0 0 0 0 1 0 95 7.8 1.53 0 0 0 0 0 0 0 0 0 0 1 96 7.7 1.94 0 0 0 0 0 0 0 0 0 0 0 97 7.5 1.79 1 0 0 0 0 0 0 0 0 0 0 98 7.2 1.95 0 1 0 0 0 0 0 0 0 0 0 99 6.8 2.26 0 0 1 0 0 0 0 0 0 0 0 100 6.7 2.04 0 0 0 1 0 0 0 0 0 0 0 101 6.4 2.16 0 0 0 0 1 0 0 0 0 0 0 102 6.3 2.75 0 0 0 0 0 1 0 0 0 0 0 103 6.8 2.79 0 0 0 0 0 0 1 0 0 0 0 104 7.3 2.88 0 0 0 0 0 0 0 1 0 0 0 105 7.1 3.36 0 0 0 0 0 0 0 0 1 0 0 106 7.0 2.97 0 0 0 0 0 0 0 0 0 1 0 107 6.8 3.10 0 0 0 0 0 0 0 0 0 0 1 108 6.6 2.49 0 0 0 0 0 0 0 0 0 0 0 109 6.3 2.20 1 0 0 0 0 0 0 0 0 0 0 110 6.1 2.25 0 1 0 0 0 0 0 0 0 0 0 111 6.1 2.09 0 0 1 0 0 0 0 0 0 0 0 112 6.3 2.79 0 0 0 1 0 0 0 0 0 0 0 113 6.3 3.14 0 0 0 0 1 0 0 0 0 0 0 114 6.0 2.93 0 0 0 0 0 1 0 0 0 0 0 115 6.2 2.65 0 0 0 0 0 0 1 0 0 0 0 116 6.4 2.67 0 0 0 0 0 0 0 1 0 0 0 117 6.8 2.26 0 0 0 0 0 0 0 0 1 0 0 118 7.5 2.35 0 0 0 0 0 0 0 0 0 1 0 119 7.5 2.13 0 0 0 0 0 0 0 0 0 0 1 120 7.6 2.18 0 0 0 0 0 0 0 0 0 0 0 121 7.6 2.90 1 0 0 0 0 0 0 0 0 0 0 122 7.4 2.63 0 1 0 0 0 0 0 0 0 0 0 123 7.3 2.67 0 0 1 0 0 0 0 0 0 0 0 124 7.1 1.81 0 0 0 1 0 0 0 0 0 0 0 125 6.9 1.33 0 0 0 0 1 0 0 0 0 0 0 126 6.8 0.88 0 0 0 0 0 1 0 0 0 0 0 127 7.5 1.28 0 0 0 0 0 0 1 0 0 0 0 128 7.6 1.26 0 0 0 0 0 0 0 1 0 0 0 129 7.8 1.26 0 0 0 0 0 0 0 0 1 0 0 130 8.0 1.29 0 0 0 0 0 0 0 0 0 1 0 131 8.1 1.10 0 0 0 0 0 0 0 0 0 0 1 132 8.2 1.37 0 0 0 0 0 0 0 0 0 0 0 133 8.3 1.21 1 0 0 0 0 0 0 0 0 0 0 134 8.2 1.74 0 1 0 0 0 0 0 0 0 0 0 135 8.0 1.76 0 0 1 0 0 0 0 0 0 0 0 136 7.9 1.48 0 0 0 1 0 0 0 0 0 0 0 137 7.6 1.04 0 0 0 0 1 0 0 0 0 0 0 138 7.6 1.62 0 0 0 0 0 1 0 0 0 0 0 139 8.3 1.49 0 0 0 0 0 0 1 0 0 0 0 140 8.4 1.79 0 0 0 0 0 0 0 1 0 0 0 141 8.4 1.80 0 0 0 0 0 0 0 0 1 0 0 142 8.4 1.58 0 0 0 0 0 0 0 0 0 1 0 143 8.4 1.86 0 0 0 0 0 0 0 0 0 0 1 144 8.6 1.74 0 0 0 0 0 0 0 0 0 0 0 145 8.9 1.59 1 0 0 0 0 0 0 0 0 0 0 146 8.8 1.26 0 1 0 0 0 0 0 0 0 0 0 147 8.3 1.13 0 0 1 0 0 0 0 0 0 0 0 148 7.5 1.92 0 0 0 1 0 0 0 0 0 0 0 149 7.2 2.61 0 0 0 0 1 0 0 0 0 0 0 150 7.4 2.26 0 0 0 0 0 1 0 0 0 0 0 151 8.8 2.41 0 0 0 0 0 0 1 0 0 0 0 152 9.3 2.26 0 0 0 0 0 0 0 1 0 0 0 153 9.3 2.03 0 0 0 0 0 0 0 0 1 0 0 154 8.7 2.86 0 0 0 0 0 0 0 0 0 1 0 155 8.2 2.55 0 0 0 0 0 0 0 0 0 0 1 156 8.3 2.27 0 0 0 0 0 0 0 0 0 0 0 157 8.5 2.26 1 0 0 0 0 0 0 0 0 0 0 158 8.6 2.57 0 1 0 0 0 0 0 0 0 0 0 159 8.5 3.07 0 0 1 0 0 0 0 0 0 0 0 160 8.2 2.76 0 0 0 1 0 0 0 0 0 0 0 161 8.1 2.51 0 0 0 0 1 0 0 0 0 0 0 162 7.9 2.87 0 0 0 0 0 1 0 0 0 0 0 163 8.6 3.14 0 0 0 0 0 0 1 0 0 0 0 164 8.7 3.11 0 0 0 0 0 0 0 1 0 0 0 165 8.7 3.16 0 0 0 0 0 0 0 0 1 0 0 166 8.5 2.47 0 0 0 0 0 0 0 0 0 1 0 167 8.4 2.57 0 0 0 0 0 0 0 0 0 0 1 168 8.5 2.89 0 0 0 0 0 0 0 0 0 0 0 169 8.7 2.63 1 0 0 0 0 0 0 0 0 0 0 170 8.7 2.38 0 1 0 0 0 0 0 0 0 0 0 171 8.6 1.69 0 0 1 0 0 0 0 0 0 0 0 172 8.5 1.96 0 0 0 1 0 0 0 0 0 0 0 173 8.3 2.19 0 0 0 0 1 0 0 0 0 0 0 174 8.0 1.87 0 0 0 0 0 1 0 0 0 0 0 175 8.2 1.60 0 0 0 0 0 0 1 0 0 0 0 176 8.1 1.63 0 0 0 0 0 0 0 1 0 0 0 177 8.1 1.22 0 0 0 0 0 0 0 0 1 0 0 178 8.0 1.21 0 0 0 0 0 0 0 0 0 1 0 179 7.9 1.49 0 0 0 0 0 0 0 0 0 0 1 180 7.9 1.64 0 0 0 0 0 0 0 0 0 0 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X M1 M2 M3 M4 9.513443 -0.493038 -0.005866 -0.090232 -0.237413 -0.396284 M5 M6 M7 M8 M9 M10 -0.568960 -0.677413 -0.190982 0.176106 0.222208 0.122158 M11 -0.023194 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -2.2139 -0.8560 0.1319 0.8261 1.8248 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.513443 0.343332 27.709 < 2e-16 *** X -0.493038 0.113454 -4.346 2.40e-05 *** M1 -0.005866 0.371676 -0.016 0.9874 M2 -0.090232 0.371681 -0.243 0.8085 M3 -0.237413 0.371723 -0.639 0.5239 M4 -0.396284 0.371798 -1.066 0.2880 M5 -0.568960 0.371802 -1.530 0.1278 M6 -0.677413 0.371723 -1.822 0.0702 . M7 -0.190982 0.371697 -0.514 0.6081 M8 0.176106 0.371680 0.474 0.6363 M9 0.222208 0.371667 0.598 0.5507 M10 0.122158 0.371671 0.329 0.7428 M11 -0.023194 0.371669 -0.062 0.9503 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.018 on 167 degrees of freedom Multiple R-squared: 0.1662, Adjusted R-squared: 0.1063 F-statistic: 2.773 on 12 and 167 DF, p-value: 0.001813 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.1380592 2.761184e-01 8.619408e-01 [2,] 0.2597267 5.194533e-01 7.402733e-01 [3,] 0.4388295 8.776590e-01 5.611705e-01 [4,] 0.4446648 8.893296e-01 5.553352e-01 [5,] 0.3314444 6.628887e-01 6.685556e-01 [6,] 0.2816273 5.632546e-01 7.183727e-01 [7,] 0.2312107 4.624215e-01 7.687893e-01 [8,] 0.2287347 4.574695e-01 7.712653e-01 [9,] 0.2149755 4.299510e-01 7.850245e-01 [10,] 0.4963407 9.926813e-01 5.036593e-01 [11,] 0.6763258 6.473483e-01 3.236742e-01 [12,] 0.8916716 2.166568e-01 1.083284e-01 [13,] 0.9547729 9.045420e-02 4.522710e-02 [14,] 0.9756978 4.860437e-02 2.430219e-02 [15,] 0.9827397 3.452065e-02 1.726033e-02 [16,] 0.9864220 2.715608e-02 1.357804e-02 [17,] 0.9915438 1.691234e-02 8.456169e-03 [18,] 0.9939960 1.200799e-02 6.003996e-03 [19,] 0.9954990 9.001945e-03 4.500972e-03 [20,] 0.9960717 7.856532e-03 3.928266e-03 [21,] 0.9959493 8.101387e-03 4.050693e-03 [22,] 0.9965030 6.993938e-03 3.496969e-03 [23,] 0.9965240 6.952074e-03 3.476037e-03 [24,] 0.9959180 8.164010e-03 4.082005e-03 [25,] 0.9948409 1.031819e-02 5.159094e-03 [26,] 0.9929053 1.418935e-02 7.094675e-03 [27,] 0.9903036 1.939281e-02 9.696403e-03 [28,] 0.9868762 2.624766e-02 1.312383e-02 [29,] 0.9832245 3.355092e-02 1.677546e-02 [30,] 0.9793300 4.134001e-02 2.067000e-02 [31,] 0.9750026 4.999471e-02 2.499735e-02 [32,] 0.9719052 5.618958e-02 2.809479e-02 [33,] 0.9673671 6.526573e-02 3.263286e-02 [34,] 0.9706700 5.865999e-02 2.933000e-02 [35,] 0.9725835 5.483299e-02 2.741650e-02 [36,] 0.9748177 5.036467e-02 2.518233e-02 [37,] 0.9764157 4.716854e-02 2.358427e-02 [38,] 0.9754292 4.914159e-02 2.457079e-02 [39,] 0.9728581 5.428373e-02 2.714186e-02 [40,] 0.9690472 6.190563e-02 3.095282e-02 [41,] 0.9667520 6.649600e-02 3.324800e-02 [42,] 0.9645064 7.098722e-02 3.549361e-02 [43,] 0.9666392 6.672157e-02 3.336079e-02 [44,] 0.9668879 6.622410e-02 3.311205e-02 [45,] 0.9673305 6.533891e-02 3.266946e-02 [46,] 0.9648721 7.025577e-02 3.512788e-02 [47,] 0.9605052 7.898965e-02 3.949483e-02 [48,] 0.9539417 9.211665e-02 4.605833e-02 [49,] 0.9474044 1.051912e-01 5.259558e-02 [50,] 0.9391161 1.217679e-01 6.088394e-02 [51,] 0.9324067 1.351866e-01 6.759329e-02 [52,] 0.9250256 1.499489e-01 7.497444e-02 [53,] 0.9242854 1.514293e-01 7.571463e-02 [54,] 0.9224567 1.550866e-01 7.754332e-02 [55,] 0.9170372 1.659257e-01 8.296283e-02 [56,] 0.9120913 1.758174e-01 8.790868e-02 [57,] 0.9067952 1.864097e-01 9.320483e-02 [58,] 0.8978217 2.043566e-01 1.021783e-01 [59,] 0.8853850 2.292301e-01 1.146150e-01 [60,] 0.8744725 2.510550e-01 1.255275e-01 [61,] 0.8737461 2.525078e-01 1.262539e-01 [62,] 0.8822686 2.354628e-01 1.177314e-01 [63,] 0.8857052 2.285897e-01 1.142948e-01 [64,] 0.8745903 2.508193e-01 1.254097e-01 [65,] 0.8707627 2.584746e-01 1.292373e-01 [66,] 0.8726258 2.547485e-01 1.273742e-01 [67,] 0.8700222 2.599557e-01 1.299778e-01 [68,] 0.8660332 2.679337e-01 1.339668e-01 [69,] 0.8608744 2.782511e-01 1.391256e-01 [70,] 0.8464037 3.071926e-01 1.535963e-01 [71,] 0.8319718 3.360563e-01 1.680282e-01 [72,] 0.8216575 3.566850e-01 1.783425e-01 [73,] 0.8124480 3.751039e-01 1.875520e-01 [74,] 0.8041005 3.917991e-01 1.958995e-01 [75,] 0.7958175 4.083651e-01 2.041825e-01 [76,] 0.7828076 4.343847e-01 2.171924e-01 [77,] 0.7779022 4.441955e-01 2.220978e-01 [78,] 0.7817154 4.365691e-01 2.182846e-01 [79,] 0.7898404 4.203193e-01 2.101596e-01 [80,] 0.7993361 4.013278e-01 2.006639e-01 [81,] 0.8050228 3.899545e-01 1.949772e-01 [82,] 0.8179700 3.640601e-01 1.820300e-01 [83,] 0.8415339 3.169321e-01 1.584661e-01 [84,] 0.8727742 2.544516e-01 1.272258e-01 [85,] 0.8983222 2.033556e-01 1.016778e-01 [86,] 0.9231554 1.536891e-01 7.684455e-02 [87,] 0.9338179 1.323641e-01 6.618206e-02 [88,] 0.9422223 1.155555e-01 5.777775e-02 [89,] 0.9434068 1.131864e-01 5.659318e-02 [90,] 0.9465676 1.068649e-01 5.343243e-02 [91,] 0.9537131 9.257378e-02 4.628689e-02 [92,] 0.9608152 7.836961e-02 3.918480e-02 [93,] 0.9773432 4.531352e-02 2.265676e-02 [94,] 0.9931280 1.374406e-02 6.872029e-03 [95,] 0.9987224 2.555248e-03 1.277624e-03 [96,] 0.9997793 4.413992e-04 2.206996e-04 [97,] 0.9999019 1.962879e-04 9.814394e-05 [98,] 0.9999402 1.196470e-04 5.982350e-05 [99,] 0.9999799 4.013795e-05 2.006897e-05 [100,] 0.9999988 2.310956e-06 1.155478e-06 [101,] 1.0000000 5.005020e-08 2.502510e-08 [102,] 1.0000000 1.993066e-09 9.965329e-10 [103,] 1.0000000 1.296508e-09 6.482538e-10 [104,] 1.0000000 1.216487e-09 6.082435e-10 [105,] 1.0000000 1.195970e-09 5.979852e-10 [106,] 1.0000000 2.969208e-10 1.484604e-10 [107,] 1.0000000 3.055954e-11 1.527977e-11 [108,] 1.0000000 2.504278e-12 1.252139e-12 [109,] 1.0000000 1.054991e-12 5.274957e-13 [110,] 1.0000000 7.445198e-13 3.722599e-13 [111,] 1.0000000 6.600981e-13 3.300490e-13 [112,] 1.0000000 3.875105e-13 1.937553e-13 [113,] 1.0000000 1.387554e-13 6.937768e-14 [114,] 1.0000000 9.211567e-14 4.605783e-14 [115,] 1.0000000 2.263133e-13 1.131566e-13 [116,] 1.0000000 6.936443e-13 3.468222e-13 [117,] 1.0000000 2.278144e-12 1.139072e-12 [118,] 1.0000000 6.630479e-12 3.315239e-12 [119,] 1.0000000 1.298015e-11 6.490073e-12 [120,] 1.0000000 2.566831e-11 1.283415e-11 [121,] 1.0000000 8.500815e-11 4.250408e-11 [122,] 1.0000000 2.634882e-10 1.317441e-10 [123,] 1.0000000 8.511875e-10 4.255938e-10 [124,] 1.0000000 2.705384e-09 1.352692e-09 [125,] 1.0000000 7.648128e-09 3.824064e-09 [126,] 1.0000000 2.038345e-08 1.019173e-08 [127,] 1.0000000 5.994414e-08 2.997207e-08 [128,] 0.9999999 1.486260e-07 7.431299e-08 [129,] 0.9999999 2.748265e-07 1.374132e-07 [130,] 0.9999997 5.242771e-07 2.621385e-07 [131,] 0.9999995 1.082267e-06 5.411336e-07 [132,] 0.9999984 3.120848e-06 1.560424e-06 [133,] 0.9999985 3.010696e-06 1.505348e-06 [134,] 0.9999997 6.408039e-07 3.204020e-07 [135,] 0.9999995 1.011323e-06 5.056615e-07 [136,] 0.9999989 2.200451e-06 1.100225e-06 [137,] 0.9999998 3.886697e-07 1.943348e-07 [138,] 1.0000000 8.224550e-09 4.112275e-09 [139,] 1.0000000 3.473220e-08 1.736610e-08 [140,] 0.9999999 1.914474e-07 9.572369e-08 [141,] 0.9999995 9.929151e-07 4.964575e-07 [142,] 0.9999975 5.018904e-06 2.509452e-06 [143,] 0.9999884 2.314300e-05 1.157150e-05 [144,] 0.9999815 3.699474e-05 1.849737e-05 [145,] 0.9999869 2.625536e-05 1.312768e-05 [146,] 0.9999622 7.565387e-05 3.782693e-05 [147,] 0.9999888 2.240993e-05 1.120497e-05 [148,] 0.9999510 9.807613e-05 4.903806e-05 [149,] 0.9992823 1.435463e-03 7.177313e-04 > postscript(file="/var/www/html/rcomp/tmp/19dvn1258723633.ps",horizontal=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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2xwzo1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3752n1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4rljj1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/59hsb1258723633.ps",horizontal=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 = 180 Frequency = 1 1 2 3 4 5 6 -1.483449743 -1.508944683 -1.239896518 -1.151443348 -1.078767399 -1.034409186 7 8 9 10 11 12 -1.060283036 -1.168959902 -0.991802478 -0.970638361 -0.790773794 -0.530151408 13 14 15 16 17 18 -0.107348392 -0.057495239 0.168571870 0.217581989 0.281789551 0.337400901 19 20 21 22 23 24 0.449577726 1.083242800 1.054716586 1.205462990 1.257137644 1.417760030 25 26 27 28 29 30 1.385575595 1.509384467 1.462888232 1.571062926 1.717694594 1.824755389 31 32 33 34 35 36 1.613672683 1.713464205 1.677222860 1.509640114 1.390897056 1.203608004 37 38 39 40 41 42 1.219335007 1.174118541 1.081856500 1.025936237 0.835909605 0.790128580 43 44 45 46 47 48 0.764254730 0.941539978 1.051064439 1.065905800 1.234517230 1.106392753 49 50 51 52 53 54 1.458778057 1.403700829 1.424837556 1.388638819 1.192289431 1.051438787 55 56 57 58 59 60 0.924172563 1.057084379 1.035634178 1.177273077 1.073321163 1.033943548 61 62 63 64 65 66 0.831341401 0.753004641 0.443805824 0.304069080 0.534517230 0.721856500 67 68 69 70 71 72 0.709381419 0.922571710 0.863070834 0.605348850 0.609865324 0.453550934 73 74 75 76 77 78 0.199499342 0.341637364 0.526869048 0.827328612 0.972567906 0.847900781 79 80 81 82 83 84 0.385368630 0.327387952 0.568640332 0.388412074 -0.004286703 -0.122550417 85 86 87 88 89 90 0.060809549 0.059966515 0.230407055 0.159695649 -0.030330984 -0.171181627 91 92 93 94 95 96 -0.501985858 -0.540884129 -0.748935561 -0.894651150 -0.935900482 -0.856948946 97 98 99 100 101 102 -1.125038425 -1.261786503 -1.361763675 -1.411361181 -1.479520656 -1.180174992 103 104 105 106 107 108 -1.146884267 -0.969599019 -0.979042826 -1.171277478 -1.161830623 -1.685777977 109 110 111 112 113 114 -2.122892793 -2.213875065 -2.145580156 -1.441582586 -1.096343292 -1.391428130 115 116 117 118 119 120 -1.815909605 -1.973137026 -1.821384765 -0.976961117 -0.940077606 -0.838619796 121 122 123 124 125 126 -0.477766104 -0.726520576 -0.659618043 -1.124759950 -1.388742302 -1.602156289 127 128 129 130 131 132 -1.191371838 -1.468320785 -1.314422892 -0.999581531 -0.847906877 -0.637980678 133 134 135 136 137 138 -0.611000538 -0.365324509 -0.408282738 -0.487462532 -0.831723358 -0.437308076 139 140 141 142 143 144 -0.287833832 -0.407010577 -0.448182304 -0.456600474 -0.173197901 -0.055556572 145 146 147 148 149 150 0.176353950 -0.001982810 -0.418896758 -0.670525756 -0.457653499 -0.321763675 151 152 153 154 155 156 0.665761245 0.724717342 0.565216466 0.474488328 -0.033001593 -0.094246364 157 158 159 160 161 162 0.106689495 0.443897136 0.737597208 0.443626270 0.393042688 0.478989583 163 164 165 166 167 168 0.825679077 0.543799750 0.522349549 0.082203458 0.176859169 0.411437274 169 170 171 172 173 174 0.489113602 0.450219892 0.157204593 0.349195769 0.435270487 0.085951456 175 176 177 178 179 180 -0.333599638 -0.785896678 -1.034144417 -1.039024581 -0.855622007 -0.804860384 > postscript(file="/var/www/html/rcomp/tmp/6re2v1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 180 Frequency = 1 lag(myerror, k = 1) myerror 0 -1.483449743 NA 1 -1.508944683 -1.483449743 2 -1.239896518 -1.508944683 3 -1.151443348 -1.239896518 4 -1.078767399 -1.151443348 5 -1.034409186 -1.078767399 6 -1.060283036 -1.034409186 7 -1.168959902 -1.060283036 8 -0.991802478 -1.168959902 9 -0.970638361 -0.991802478 10 -0.790773794 -0.970638361 11 -0.530151408 -0.790773794 12 -0.107348392 -0.530151408 13 -0.057495239 -0.107348392 14 0.168571870 -0.057495239 15 0.217581989 0.168571870 16 0.281789551 0.217581989 17 0.337400901 0.281789551 18 0.449577726 0.337400901 19 1.083242800 0.449577726 20 1.054716586 1.083242800 21 1.205462990 1.054716586 22 1.257137644 1.205462990 23 1.417760030 1.257137644 24 1.385575595 1.417760030 25 1.509384467 1.385575595 26 1.462888232 1.509384467 27 1.571062926 1.462888232 28 1.717694594 1.571062926 29 1.824755389 1.717694594 30 1.613672683 1.824755389 31 1.713464205 1.613672683 32 1.677222860 1.713464205 33 1.509640114 1.677222860 34 1.390897056 1.509640114 35 1.203608004 1.390897056 36 1.219335007 1.203608004 37 1.174118541 1.219335007 38 1.081856500 1.174118541 39 1.025936237 1.081856500 40 0.835909605 1.025936237 41 0.790128580 0.835909605 42 0.764254730 0.790128580 43 0.941539978 0.764254730 44 1.051064439 0.941539978 45 1.065905800 1.051064439 46 1.234517230 1.065905800 47 1.106392753 1.234517230 48 1.458778057 1.106392753 49 1.403700829 1.458778057 50 1.424837556 1.403700829 51 1.388638819 1.424837556 52 1.192289431 1.388638819 53 1.051438787 1.192289431 54 0.924172563 1.051438787 55 1.057084379 0.924172563 56 1.035634178 1.057084379 57 1.177273077 1.035634178 58 1.073321163 1.177273077 59 1.033943548 1.073321163 60 0.831341401 1.033943548 61 0.753004641 0.831341401 62 0.443805824 0.753004641 63 0.304069080 0.443805824 64 0.534517230 0.304069080 65 0.721856500 0.534517230 66 0.709381419 0.721856500 67 0.922571710 0.709381419 68 0.863070834 0.922571710 69 0.605348850 0.863070834 70 0.609865324 0.605348850 71 0.453550934 0.609865324 72 0.199499342 0.453550934 73 0.341637364 0.199499342 74 0.526869048 0.341637364 75 0.827328612 0.526869048 76 0.972567906 0.827328612 77 0.847900781 0.972567906 78 0.385368630 0.847900781 79 0.327387952 0.385368630 80 0.568640332 0.327387952 81 0.388412074 0.568640332 82 -0.004286703 0.388412074 83 -0.122550417 -0.004286703 84 0.060809549 -0.122550417 85 0.059966515 0.060809549 86 0.230407055 0.059966515 87 0.159695649 0.230407055 88 -0.030330984 0.159695649 89 -0.171181627 -0.030330984 90 -0.501985858 -0.171181627 91 -0.540884129 -0.501985858 92 -0.748935561 -0.540884129 93 -0.894651150 -0.748935561 94 -0.935900482 -0.894651150 95 -0.856948946 -0.935900482 96 -1.125038425 -0.856948946 97 -1.261786503 -1.125038425 98 -1.361763675 -1.261786503 99 -1.411361181 -1.361763675 100 -1.479520656 -1.411361181 101 -1.180174992 -1.479520656 102 -1.146884267 -1.180174992 103 -0.969599019 -1.146884267 104 -0.979042826 -0.969599019 105 -1.171277478 -0.979042826 106 -1.161830623 -1.171277478 107 -1.685777977 -1.161830623 108 -2.122892793 -1.685777977 109 -2.213875065 -2.122892793 110 -2.145580156 -2.213875065 111 -1.441582586 -2.145580156 112 -1.096343292 -1.441582586 113 -1.391428130 -1.096343292 114 -1.815909605 -1.391428130 115 -1.973137026 -1.815909605 116 -1.821384765 -1.973137026 117 -0.976961117 -1.821384765 118 -0.940077606 -0.976961117 119 -0.838619796 -0.940077606 120 -0.477766104 -0.838619796 121 -0.726520576 -0.477766104 122 -0.659618043 -0.726520576 123 -1.124759950 -0.659618043 124 -1.388742302 -1.124759950 125 -1.602156289 -1.388742302 126 -1.191371838 -1.602156289 127 -1.468320785 -1.191371838 128 -1.314422892 -1.468320785 129 -0.999581531 -1.314422892 130 -0.847906877 -0.999581531 131 -0.637980678 -0.847906877 132 -0.611000538 -0.637980678 133 -0.365324509 -0.611000538 134 -0.408282738 -0.365324509 135 -0.487462532 -0.408282738 136 -0.831723358 -0.487462532 137 -0.437308076 -0.831723358 138 -0.287833832 -0.437308076 139 -0.407010577 -0.287833832 140 -0.448182304 -0.407010577 141 -0.456600474 -0.448182304 142 -0.173197901 -0.456600474 143 -0.055556572 -0.173197901 144 0.176353950 -0.055556572 145 -0.001982810 0.176353950 146 -0.418896758 -0.001982810 147 -0.670525756 -0.418896758 148 -0.457653499 -0.670525756 149 -0.321763675 -0.457653499 150 0.665761245 -0.321763675 151 0.724717342 0.665761245 152 0.565216466 0.724717342 153 0.474488328 0.565216466 154 -0.033001593 0.474488328 155 -0.094246364 -0.033001593 156 0.106689495 -0.094246364 157 0.443897136 0.106689495 158 0.737597208 0.443897136 159 0.443626270 0.737597208 160 0.393042688 0.443626270 161 0.478989583 0.393042688 162 0.825679077 0.478989583 163 0.543799750 0.825679077 164 0.522349549 0.543799750 165 0.082203458 0.522349549 166 0.176859169 0.082203458 167 0.411437274 0.176859169 168 0.489113602 0.411437274 169 0.450219892 0.489113602 170 0.157204593 0.450219892 171 0.349195769 0.157204593 172 0.435270487 0.349195769 173 0.085951456 0.435270487 174 -0.333599638 0.085951456 175 -0.785896678 -0.333599638 176 -1.034144417 -0.785896678 177 -1.039024581 -1.034144417 178 -0.855622007 -1.039024581 179 -0.804860384 -0.855622007 180 NA -0.804860384 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.508944683 -1.483449743 [2,] -1.239896518 -1.508944683 [3,] -1.151443348 -1.239896518 [4,] -1.078767399 -1.151443348 [5,] -1.034409186 -1.078767399 [6,] -1.060283036 -1.034409186 [7,] -1.168959902 -1.060283036 [8,] -0.991802478 -1.168959902 [9,] -0.970638361 -0.991802478 [10,] -0.790773794 -0.970638361 [11,] -0.530151408 -0.790773794 [12,] -0.107348392 -0.530151408 [13,] -0.057495239 -0.107348392 [14,] 0.168571870 -0.057495239 [15,] 0.217581989 0.168571870 [16,] 0.281789551 0.217581989 [17,] 0.337400901 0.281789551 [18,] 0.449577726 0.337400901 [19,] 1.083242800 0.449577726 [20,] 1.054716586 1.083242800 [21,] 1.205462990 1.054716586 [22,] 1.257137644 1.205462990 [23,] 1.417760030 1.257137644 [24,] 1.385575595 1.417760030 [25,] 1.509384467 1.385575595 [26,] 1.462888232 1.509384467 [27,] 1.571062926 1.462888232 [28,] 1.717694594 1.571062926 [29,] 1.824755389 1.717694594 [30,] 1.613672683 1.824755389 [31,] 1.713464205 1.613672683 [32,] 1.677222860 1.713464205 [33,] 1.509640114 1.677222860 [34,] 1.390897056 1.509640114 [35,] 1.203608004 1.390897056 [36,] 1.219335007 1.203608004 [37,] 1.174118541 1.219335007 [38,] 1.081856500 1.174118541 [39,] 1.025936237 1.081856500 [40,] 0.835909605 1.025936237 [41,] 0.790128580 0.835909605 [42,] 0.764254730 0.790128580 [43,] 0.941539978 0.764254730 [44,] 1.051064439 0.941539978 [45,] 1.065905800 1.051064439 [46,] 1.234517230 1.065905800 [47,] 1.106392753 1.234517230 [48,] 1.458778057 1.106392753 [49,] 1.403700829 1.458778057 [50,] 1.424837556 1.403700829 [51,] 1.388638819 1.424837556 [52,] 1.192289431 1.388638819 [53,] 1.051438787 1.192289431 [54,] 0.924172563 1.051438787 [55,] 1.057084379 0.924172563 [56,] 1.035634178 1.057084379 [57,] 1.177273077 1.035634178 [58,] 1.073321163 1.177273077 [59,] 1.033943548 1.073321163 [60,] 0.831341401 1.033943548 [61,] 0.753004641 0.831341401 [62,] 0.443805824 0.753004641 [63,] 0.304069080 0.443805824 [64,] 0.534517230 0.304069080 [65,] 0.721856500 0.534517230 [66,] 0.709381419 0.721856500 [67,] 0.922571710 0.709381419 [68,] 0.863070834 0.922571710 [69,] 0.605348850 0.863070834 [70,] 0.609865324 0.605348850 [71,] 0.453550934 0.609865324 [72,] 0.199499342 0.453550934 [73,] 0.341637364 0.199499342 [74,] 0.526869048 0.341637364 [75,] 0.827328612 0.526869048 [76,] 0.972567906 0.827328612 [77,] 0.847900781 0.972567906 [78,] 0.385368630 0.847900781 [79,] 0.327387952 0.385368630 [80,] 0.568640332 0.327387952 [81,] 0.388412074 0.568640332 [82,] -0.004286703 0.388412074 [83,] -0.122550417 -0.004286703 [84,] 0.060809549 -0.122550417 [85,] 0.059966515 0.060809549 [86,] 0.230407055 0.059966515 [87,] 0.159695649 0.230407055 [88,] -0.030330984 0.159695649 [89,] -0.171181627 -0.030330984 [90,] -0.501985858 -0.171181627 [91,] -0.540884129 -0.501985858 [92,] -0.748935561 -0.540884129 [93,] -0.894651150 -0.748935561 [94,] -0.935900482 -0.894651150 [95,] -0.856948946 -0.935900482 [96,] -1.125038425 -0.856948946 [97,] -1.261786503 -1.125038425 [98,] -1.361763675 -1.261786503 [99,] -1.411361181 -1.361763675 [100,] -1.479520656 -1.411361181 [101,] -1.180174992 -1.479520656 [102,] -1.146884267 -1.180174992 [103,] -0.969599019 -1.146884267 [104,] -0.979042826 -0.969599019 [105,] -1.171277478 -0.979042826 [106,] -1.161830623 -1.171277478 [107,] -1.685777977 -1.161830623 [108,] -2.122892793 -1.685777977 [109,] -2.213875065 -2.122892793 [110,] -2.145580156 -2.213875065 [111,] -1.441582586 -2.145580156 [112,] -1.096343292 -1.441582586 [113,] -1.391428130 -1.096343292 [114,] -1.815909605 -1.391428130 [115,] -1.973137026 -1.815909605 [116,] -1.821384765 -1.973137026 [117,] -0.976961117 -1.821384765 [118,] -0.940077606 -0.976961117 [119,] -0.838619796 -0.940077606 [120,] -0.477766104 -0.838619796 [121,] -0.726520576 -0.477766104 [122,] -0.659618043 -0.726520576 [123,] -1.124759950 -0.659618043 [124,] -1.388742302 -1.124759950 [125,] -1.602156289 -1.388742302 [126,] -1.191371838 -1.602156289 [127,] -1.468320785 -1.191371838 [128,] -1.314422892 -1.468320785 [129,] -0.999581531 -1.314422892 [130,] -0.847906877 -0.999581531 [131,] -0.637980678 -0.847906877 [132,] -0.611000538 -0.637980678 [133,] -0.365324509 -0.611000538 [134,] -0.408282738 -0.365324509 [135,] -0.487462532 -0.408282738 [136,] -0.831723358 -0.487462532 [137,] -0.437308076 -0.831723358 [138,] -0.287833832 -0.437308076 [139,] -0.407010577 -0.287833832 [140,] -0.448182304 -0.407010577 [141,] -0.456600474 -0.448182304 [142,] -0.173197901 -0.456600474 [143,] -0.055556572 -0.173197901 [144,] 0.176353950 -0.055556572 [145,] -0.001982810 0.176353950 [146,] -0.418896758 -0.001982810 [147,] -0.670525756 -0.418896758 [148,] -0.457653499 -0.670525756 [149,] -0.321763675 -0.457653499 [150,] 0.665761245 -0.321763675 [151,] 0.724717342 0.665761245 [152,] 0.565216466 0.724717342 [153,] 0.474488328 0.565216466 [154,] -0.033001593 0.474488328 [155,] -0.094246364 -0.033001593 [156,] 0.106689495 -0.094246364 [157,] 0.443897136 0.106689495 [158,] 0.737597208 0.443897136 [159,] 0.443626270 0.737597208 [160,] 0.393042688 0.443626270 [161,] 0.478989583 0.393042688 [162,] 0.825679077 0.478989583 [163,] 0.543799750 0.825679077 [164,] 0.522349549 0.543799750 [165,] 0.082203458 0.522349549 [166,] 0.176859169 0.082203458 [167,] 0.411437274 0.176859169 [168,] 0.489113602 0.411437274 [169,] 0.450219892 0.489113602 [170,] 0.157204593 0.450219892 [171,] 0.349195769 0.157204593 [172,] 0.435270487 0.349195769 [173,] 0.085951456 0.435270487 [174,] -0.333599638 0.085951456 [175,] -0.785896678 -0.333599638 [176,] -1.034144417 -0.785896678 [177,] -1.039024581 -1.034144417 [178,] -0.855622007 -1.039024581 [179,] -0.804860384 -0.855622007 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.508944683 -1.483449743 2 -1.239896518 -1.508944683 3 -1.151443348 -1.239896518 4 -1.078767399 -1.151443348 5 -1.034409186 -1.078767399 6 -1.060283036 -1.034409186 7 -1.168959902 -1.060283036 8 -0.991802478 -1.168959902 9 -0.970638361 -0.991802478 10 -0.790773794 -0.970638361 11 -0.530151408 -0.790773794 12 -0.107348392 -0.530151408 13 -0.057495239 -0.107348392 14 0.168571870 -0.057495239 15 0.217581989 0.168571870 16 0.281789551 0.217581989 17 0.337400901 0.281789551 18 0.449577726 0.337400901 19 1.083242800 0.449577726 20 1.054716586 1.083242800 21 1.205462990 1.054716586 22 1.257137644 1.205462990 23 1.417760030 1.257137644 24 1.385575595 1.417760030 25 1.509384467 1.385575595 26 1.462888232 1.509384467 27 1.571062926 1.462888232 28 1.717694594 1.571062926 29 1.824755389 1.717694594 30 1.613672683 1.824755389 31 1.713464205 1.613672683 32 1.677222860 1.713464205 33 1.509640114 1.677222860 34 1.390897056 1.509640114 35 1.203608004 1.390897056 36 1.219335007 1.203608004 37 1.174118541 1.219335007 38 1.081856500 1.174118541 39 1.025936237 1.081856500 40 0.835909605 1.025936237 41 0.790128580 0.835909605 42 0.764254730 0.790128580 43 0.941539978 0.764254730 44 1.051064439 0.941539978 45 1.065905800 1.051064439 46 1.234517230 1.065905800 47 1.106392753 1.234517230 48 1.458778057 1.106392753 49 1.403700829 1.458778057 50 1.424837556 1.403700829 51 1.388638819 1.424837556 52 1.192289431 1.388638819 53 1.051438787 1.192289431 54 0.924172563 1.051438787 55 1.057084379 0.924172563 56 1.035634178 1.057084379 57 1.177273077 1.035634178 58 1.073321163 1.177273077 59 1.033943548 1.073321163 60 0.831341401 1.033943548 61 0.753004641 0.831341401 62 0.443805824 0.753004641 63 0.304069080 0.443805824 64 0.534517230 0.304069080 65 0.721856500 0.534517230 66 0.709381419 0.721856500 67 0.922571710 0.709381419 68 0.863070834 0.922571710 69 0.605348850 0.863070834 70 0.609865324 0.605348850 71 0.453550934 0.609865324 72 0.199499342 0.453550934 73 0.341637364 0.199499342 74 0.526869048 0.341637364 75 0.827328612 0.526869048 76 0.972567906 0.827328612 77 0.847900781 0.972567906 78 0.385368630 0.847900781 79 0.327387952 0.385368630 80 0.568640332 0.327387952 81 0.388412074 0.568640332 82 -0.004286703 0.388412074 83 -0.122550417 -0.004286703 84 0.060809549 -0.122550417 85 0.059966515 0.060809549 86 0.230407055 0.059966515 87 0.159695649 0.230407055 88 -0.030330984 0.159695649 89 -0.171181627 -0.030330984 90 -0.501985858 -0.171181627 91 -0.540884129 -0.501985858 92 -0.748935561 -0.540884129 93 -0.894651150 -0.748935561 94 -0.935900482 -0.894651150 95 -0.856948946 -0.935900482 96 -1.125038425 -0.856948946 97 -1.261786503 -1.125038425 98 -1.361763675 -1.261786503 99 -1.411361181 -1.361763675 100 -1.479520656 -1.411361181 101 -1.180174992 -1.479520656 102 -1.146884267 -1.180174992 103 -0.969599019 -1.146884267 104 -0.979042826 -0.969599019 105 -1.171277478 -0.979042826 106 -1.161830623 -1.171277478 107 -1.685777977 -1.161830623 108 -2.122892793 -1.685777977 109 -2.213875065 -2.122892793 110 -2.145580156 -2.213875065 111 -1.441582586 -2.145580156 112 -1.096343292 -1.441582586 113 -1.391428130 -1.096343292 114 -1.815909605 -1.391428130 115 -1.973137026 -1.815909605 116 -1.821384765 -1.973137026 117 -0.976961117 -1.821384765 118 -0.940077606 -0.976961117 119 -0.838619796 -0.940077606 120 -0.477766104 -0.838619796 121 -0.726520576 -0.477766104 122 -0.659618043 -0.726520576 123 -1.124759950 -0.659618043 124 -1.388742302 -1.124759950 125 -1.602156289 -1.388742302 126 -1.191371838 -1.602156289 127 -1.468320785 -1.191371838 128 -1.314422892 -1.468320785 129 -0.999581531 -1.314422892 130 -0.847906877 -0.999581531 131 -0.637980678 -0.847906877 132 -0.611000538 -0.637980678 133 -0.365324509 -0.611000538 134 -0.408282738 -0.365324509 135 -0.487462532 -0.408282738 136 -0.831723358 -0.487462532 137 -0.437308076 -0.831723358 138 -0.287833832 -0.437308076 139 -0.407010577 -0.287833832 140 -0.448182304 -0.407010577 141 -0.456600474 -0.448182304 142 -0.173197901 -0.456600474 143 -0.055556572 -0.173197901 144 0.176353950 -0.055556572 145 -0.001982810 0.176353950 146 -0.418896758 -0.001982810 147 -0.670525756 -0.418896758 148 -0.457653499 -0.670525756 149 -0.321763675 -0.457653499 150 0.665761245 -0.321763675 151 0.724717342 0.665761245 152 0.565216466 0.724717342 153 0.474488328 0.565216466 154 -0.033001593 0.474488328 155 -0.094246364 -0.033001593 156 0.106689495 -0.094246364 157 0.443897136 0.106689495 158 0.737597208 0.443897136 159 0.443626270 0.737597208 160 0.393042688 0.443626270 161 0.478989583 0.393042688 162 0.825679077 0.478989583 163 0.543799750 0.825679077 164 0.522349549 0.543799750 165 0.082203458 0.522349549 166 0.176859169 0.082203458 167 0.411437274 0.176859169 168 0.489113602 0.411437274 169 0.450219892 0.489113602 170 0.157204593 0.450219892 171 0.349195769 0.157204593 172 0.435270487 0.349195769 173 0.085951456 0.435270487 174 -0.333599638 0.085951456 175 -0.785896678 -0.333599638 176 -1.034144417 -0.785896678 177 -1.039024581 -1.034144417 178 -0.855622007 -1.039024581 179 -0.804860384 -0.855622007 > 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/www/html/rcomp/tmp/7hhvr1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/87tst1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9su8o1258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10acd81258723633.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11zfg11258723633.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/129zex1258723633.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/135vyb1258723633.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/14e5da1258723633.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/15kek01258723633.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/1636tk1258723633.tab") + } > system("convert tmp/19dvn1258723633.ps tmp/19dvn1258723633.png") > system("convert tmp/2xwzo1258723633.ps tmp/2xwzo1258723633.png") > system("convert tmp/3752n1258723633.ps tmp/3752n1258723633.png") > system("convert tmp/4rljj1258723633.ps tmp/4rljj1258723633.png") > system("convert tmp/59hsb1258723633.ps tmp/59hsb1258723633.png") > system("convert tmp/6re2v1258723633.ps tmp/6re2v1258723633.png") > system("convert tmp/7hhvr1258723633.ps tmp/7hhvr1258723633.png") > system("convert tmp/87tst1258723633.ps tmp/87tst1258723633.png") > system("convert tmp/9su8o1258723633.ps tmp/9su8o1258723633.png") > system("convert tmp/10acd81258723633.ps tmp/10acd81258723633.png") > > > proc.time() user system elapsed 4.452 1.737 4.915