R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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,79420 + ,1 + ,965 + ,2 + ,73490 + ,1 + ,3256 + ,23 + ,35250 + ,0 + ,1135 + ,20 + ,62285 + ,1 + ,1270 + ,24 + ,69206 + ,1 + ,661 + ,1 + ,65920 + ,1 + ,1013 + ,1 + ,69770 + ,1 + ,2844 + ,74 + ,72683 + ,0 + ,11528 + ,68 + ,-14545 + ,1 + ,6526 + ,20 + ,55830 + ,1 + ,2264 + ,20 + ,55174 + ,0 + ,5109 + ,82 + ,67038 + ,1 + ,3999 + ,21 + ,51252 + ,1 + ,35624 + ,244 + ,157278 + ,1 + ,9252 + ,32 + ,79510 + ,1 + ,15236 + ,86 + ,77440 + ,1 + ,18073 + ,69 + ,27284) + ,dim=c(4 + ,431) + ,dimnames=list(c('Group' + ,'Costs' + ,'Orders' + ,'Dividends ') + ,1:431)) > y <- array(NA,dim=c(4,431),dimnames=list(c('Group','Costs','Orders','Dividends '),1:431)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '3' > #'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 Orders Group Costs Dividends\r 1 807 0 162556 213118 2 444 0 29790 81767 3 412 0 87550 153198 4 428 1 84738 -26007 5 315 0 54660 126942 6 168 0 42634 157214 7 263 1 40949 129352 8 267 0 45187 234817 9 228 0 37704 60448 10 129 0 16275 47818 11 104 1 25830 245546 12 122 1 12679 48020 13 393 0 18014 -1710 14 190 1 43556 32648 15 280 0 24811 95350 16 63 1 6575 151352 17 102 1 7123 288170 18 265 0 21950 114337 19 234 0 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62841 293 19 1 453 81125 294 0 1 0 60720 295 10 1 53 59506 296 9 0 382 59365 297 0 1 0 60720 298 0 0 0 60720 299 0 1 0 60720 300 9 1 0 60720 301 4 0 30 60798 302 1 1 290 58790 303 1 1 0 60720 304 0 0 0 60720 305 14 1 366 61808 306 12 1 2 60735 307 0 0 0 60720 308 19 0 209 64016 309 17 1 384 54683 310 0 0 0 60720 311 0 0 0 60720 312 32 1 365 87192 313 0 0 0 60720 314 14 0 49 64107 315 8 1 3 60761 316 4 1 133 65990 317 0 1 32 59988 318 20 1 368 61167 319 5 1 1 60719 320 0 1 0 60720 321 0 1 0 60720 322 0 1 0 60720 323 0 1 0 60720 324 0 0 0 60720 325 0 1 0 60720 326 1 1 22 60722 327 0 0 0 60720 328 0 0 0 60720 329 0 1 0 60720 330 0 1 0 60720 331 0 1 0 60720 332 0 1 0 60720 333 0 1 0 60720 334 4 1 96 60379 335 1 1 1 60727 336 4 1 314 60720 337 20 1 844 60925 338 0 1 0 60720 339 1 1 26 60896 340 10 1 125 59734 341 12 1 304 62969 342 0 1 0 60720 343 0 1 0 60720 344 0 1 0 60720 345 13 1 621 60720 346 0 1 0 60720 347 3 1 119 59118 348 0 1 0 60720 349 0 1 0 60720 350 10 1 1595 60720 351 3 1 312 58598 352 7 1 60 61124 353 10 1 587 59595 354 1 1 135 62065 355 0 1 0 60720 356 0 1 0 60720 357 15 1 514 78780 358 0 1 0 60720 359 0 1 0 60720 360 0 1 0 60720 361 4 1 1 60722 362 0 1 0 60720 363 0 1 0 60720 364 28 0 1763 61600 365 9 1 180 59635 366 0 1 0 60720 367 0 1 0 60720 368 0 1 0 60720 369 0 1 0 60720 370 7 1 218 60720 371 0 1 0 60720 372 7 1 448 59781 373 7 1 227 76644 374 3 1 174 64820 375 0 1 0 60720 376 0 1 0 60720 377 11 1 121 56178 378 7 1 607 60436 379 10 1 2212 60720 380 0 1 0 60720 381 0 1 0 60720 382 18 1 530 73433 383 14 1 571 41477 384 0 1 0 60720 385 12 1 78 62700 386 29 1 2489 67804 387 3 1 131 59661 388 6 1 923 58620 389 3 1 72 60398 390 8 1 572 58580 391 10 1 397 62710 392 6 1 450 59325 393 8 1 622 60950 394 6 1 694 68060 395 9 0 3425 83620 396 8 1 562 58456 397 26 1 4917 52811 398 239 0 1442 121173 399 7 1 529 63870 400 41 0 2126 21001 401 3 1 1061 70415 402 8 1 776 64230 403 6 1 611 59190 404 21 0 1526 69351 405 7 1 592 64270 406 11 1 1182 70694 407 11 1 621 68005 408 12 1 989 58930 409 9 1 438 58320 410 3 1 726 69980 411 57 1 1303 69863 412 21 0 7419 63255 413 15 0 1164 57320 414 32 0 3310 75230 415 11 1 1920 79420 416 2 1 965 73490 417 23 1 3256 35250 418 20 0 1135 62285 419 24 1 1270 69206 420 1 1 661 65920 421 1 1 1013 69770 422 74 1 2844 72683 423 68 0 11528 -14545 424 20 1 6526 55830 425 20 1 2264 55174 426 82 0 5109 67038 427 21 1 3999 51252 428 244 1 35624 157278 429 32 1 9252 79510 430 86 1 15236 77440 431 69 1 18073 27284 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Group Costs `Dividends\r` 3.6872375 -7.7818932 0.0052650 0.0002373 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -103.121 -10.315 -7.962 1.543 294.875 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.687e+00 5.309e+00 0.694 0.4878 Group -7.782e+00 3.837e+00 -2.028 0.0432 * Costs 5.265e-03 1.522e-04 34.598 < 2e-16 *** `Dividends\r` 2.373e-04 5.564e-05 4.265 2.46e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 34.92 on 427 degrees of freedom Multiple R-squared: 0.7818, Adjusted R-squared: 0.7802 F-statistic: 509.9 on 3 and 427 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 + 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4.811212e-34 [232,] 1.0000000 2.351929e-33 1.175964e-33 [233,] 1.0000000 5.495746e-33 2.747873e-33 [234,] 1.0000000 1.279661e-32 6.398306e-33 [235,] 1.0000000 2.969038e-32 1.484519e-32 [236,] 1.0000000 7.048784e-32 3.524392e-32 [237,] 1.0000000 1.623483e-31 8.117413e-32 [238,] 1.0000000 3.856525e-31 1.928263e-31 [239,] 1.0000000 4.411217e-31 2.205608e-31 [240,] 1.0000000 8.623265e-31 4.311633e-31 [241,] 1.0000000 1.677939e-30 8.389696e-31 [242,] 1.0000000 3.669133e-30 1.834567e-30 [243,] 1.0000000 7.084032e-30 3.542016e-30 [244,] 1.0000000 1.359775e-29 6.798877e-30 [245,] 1.0000000 2.910427e-29 1.455213e-29 [246,] 1.0000000 5.536734e-29 2.768367e-29 [247,] 1.0000000 1.201548e-28 6.007740e-29 [248,] 1.0000000 1.632488e-28 8.162442e-29 [249,] 1.0000000 1.773064e-28 8.865322e-29 [250,] 1.0000000 3.975273e-28 1.987636e-28 [251,] 1.0000000 8.922528e-28 4.461264e-28 [252,] 1.0000000 7.428240e-28 3.714120e-28 [253,] 1.0000000 1.394616e-27 6.973078e-28 [254,] 1.0000000 3.111812e-27 1.555906e-27 [255,] 1.0000000 5.780581e-27 2.890291e-27 [256,] 1.0000000 1.064468e-26 5.322338e-27 [257,] 1.0000000 2.454721e-26 1.227360e-26 [258,] 1.0000000 5.402800e-26 2.701400e-26 [259,] 1.0000000 9.799723e-26 4.899861e-26 [260,] 1.0000000 2.143780e-25 1.071890e-25 [261,] 1.0000000 3.838445e-25 1.919222e-25 [262,] 1.0000000 7.947439e-25 3.973719e-25 [263,] 1.0000000 1.403131e-24 7.015655e-25 [264,] 1.0000000 2.502649e-24 1.251324e-24 [265,] 1.0000000 4.357512e-24 2.178756e-24 [266,] 1.0000000 7.484381e-24 3.742191e-24 [267,] 1.0000000 1.266300e-23 6.331501e-24 [268,] 1.0000000 2.255312e-23 1.127656e-23 [269,] 1.0000000 4.816236e-23 2.408118e-23 [270,] 1.0000000 1.029760e-22 5.148800e-23 [271,] 1.0000000 1.787494e-22 8.937470e-23 [272,] 1.0000000 3.779232e-22 1.889616e-22 [273,] 1.0000000 8.227022e-22 4.113511e-22 [274,] 1.0000000 1.766401e-21 8.832007e-22 [275,] 1.0000000 2.904006e-21 1.452003e-21 [276,] 1.0000000 6.043175e-21 3.021588e-21 [277,] 1.0000000 7.137288e-21 3.568644e-21 [278,] 1.0000000 1.481721e-20 7.408605e-21 [279,] 1.0000000 3.098226e-20 1.549113e-20 [280,] 1.0000000 6.373586e-20 3.186793e-20 [281,] 1.0000000 1.087795e-19 5.438976e-20 [282,] 1.0000000 2.258337e-19 1.129169e-19 [283,] 1.0000000 3.542595e-19 1.771298e-19 [284,] 1.0000000 6.289664e-19 3.144832e-19 [285,] 1.0000000 9.638186e-19 4.819093e-19 [286,] 1.0000000 1.937321e-18 9.686603e-19 [287,] 1.0000000 4.000215e-18 2.000107e-18 [288,] 1.0000000 8.004473e-18 4.002237e-18 [289,] 1.0000000 1.562749e-17 7.813744e-18 [290,] 1.0000000 2.910029e-17 1.455015e-17 [291,] 1.0000000 5.748653e-17 2.874326e-17 [292,] 1.0000000 8.395044e-17 4.197522e-17 [293,] 1.0000000 1.647761e-16 8.238805e-17 [294,] 1.0000000 3.215049e-16 1.607524e-16 [295,] 1.0000000 5.167018e-16 2.583509e-16 [296,] 1.0000000 1.006685e-15 5.033427e-16 [297,] 1.0000000 1.957017e-15 9.785084e-16 [298,] 1.0000000 2.690196e-15 1.345098e-15 [299,] 1.0000000 5.025930e-15 2.512965e-15 [300,] 1.0000000 9.254793e-15 4.627397e-15 [301,] 1.0000000 1.224917e-14 6.124584e-15 [302,] 1.0000000 2.315581e-14 1.157791e-14 [303,] 1.0000000 3.578035e-14 1.789018e-14 [304,] 1.0000000 4.469414e-14 2.234707e-14 [305,] 1.0000000 5.284523e-14 2.642261e-14 [306,] 1.0000000 9.813493e-14 4.906747e-14 [307,] 1.0000000 1.087161e-13 5.435804e-14 [308,] 1.0000000 1.707627e-13 8.538135e-14 [309,] 1.0000000 3.209443e-13 1.604721e-13 [310,] 1.0000000 5.986409e-13 2.993205e-13 [311,] 1.0000000 1.112760e-12 5.563799e-13 [312,] 1.0000000 1.770611e-12 8.853057e-13 [313,] 1.0000000 3.300800e-12 1.650400e-12 [314,] 1.0000000 6.041190e-12 3.020595e-12 [315,] 1.0000000 1.099596e-11 5.497981e-12 [316,] 1.0000000 1.990366e-11 9.951828e-12 [317,] 1.0000000 3.582637e-11 1.791319e-11 [318,] 1.0000000 3.531693e-11 1.765846e-11 [319,] 1.0000000 6.338293e-11 3.169147e-11 [320,] 1.0000000 1.137002e-10 5.685012e-11 [321,] 1.0000000 1.009264e-10 5.046319e-11 [322,] 1.0000000 7.721486e-11 3.860743e-11 [323,] 1.0000000 1.384523e-10 6.922617e-11 [324,] 1.0000000 2.467961e-10 1.233980e-10 [325,] 1.0000000 4.373145e-10 2.186572e-10 [326,] 1.0000000 7.702757e-10 3.851378e-10 [327,] 1.0000000 1.348571e-09 6.742857e-10 [328,] 1.0000000 2.380483e-09 1.190241e-09 [329,] 1.0000000 4.140865e-09 2.070432e-09 [330,] 1.0000000 7.199882e-09 3.599941e-09 [331,] 1.0000000 1.135360e-08 5.676801e-09 [332,] 1.0000000 1.931184e-08 9.655919e-09 [333,] 1.0000000 3.277872e-08 1.638936e-08 [334,] 1.0000000 5.448625e-08 2.724312e-08 [335,] 1.0000000 9.094295e-08 4.547148e-08 [336,] 0.9999999 1.509330e-07 7.546651e-08 [337,] 0.9999999 2.488522e-07 1.244261e-07 [338,] 0.9999998 4.075822e-07 2.037911e-07 [339,] 0.9999997 6.572311e-07 3.286156e-07 [340,] 0.9999995 1.062815e-06 5.314073e-07 [341,] 0.9999991 1.724235e-06 8.621177e-07 [342,] 0.9999986 2.750335e-06 1.375168e-06 [343,] 0.9999978 4.356700e-06 2.178350e-06 [344,] 0.9999965 6.909053e-06 3.454526e-06 [345,] 0.9999946 1.088545e-05 5.442724e-06 [346,] 0.9999915 1.702572e-05 8.512858e-06 [347,] 0.9999869 2.626959e-05 1.313479e-05 [348,] 0.9999800 4.006691e-05 2.003345e-05 [349,] 0.9999696 6.082596e-05 3.041298e-05 [350,] 0.9999542 9.165769e-05 4.582884e-05 [351,] 0.9999317 1.366200e-04 6.831000e-05 [352,] 0.9998986 2.027828e-04 1.013914e-04 [353,] 0.9998507 2.986989e-04 1.493494e-04 [354,] 0.9997817 4.366062e-04 2.183031e-04 [355,] 0.9996804 6.392882e-04 3.196441e-04 [356,] 0.9995400 9.199195e-04 4.599597e-04 [357,] 0.9993434 1.313284e-03 6.566422e-04 [358,] 0.9991559 1.688181e-03 8.440904e-04 [359,] 0.9988074 2.385298e-03 1.192649e-03 [360,] 0.9983323 3.335351e-03 1.667675e-03 [361,] 0.9976873 4.625492e-03 2.312746e-03 [362,] 0.9968193 6.361484e-03 3.180742e-03 [363,] 0.9956621 8.675794e-03 4.337897e-03 [364,] 0.9940837 1.183253e-02 5.916267e-03 [365,] 0.9920673 1.586540e-02 7.932699e-03 [366,] 0.9893704 2.125924e-02 1.062962e-02 [367,] 0.9864092 2.718163e-02 1.359082e-02 [368,] 0.9822819 3.543628e-02 1.771814e-02 [369,] 0.9770407 4.591865e-02 2.295932e-02 [370,] 0.9705134 5.897327e-02 2.948663e-02 [371,] 0.9627919 7.441629e-02 3.720814e-02 [372,] 0.9526758 9.464843e-02 4.732421e-02 [373,] 0.9408165 1.183670e-01 5.918348e-02 [374,] 0.9266109 1.467782e-01 7.338908e-02 [375,] 0.9098331 1.803337e-01 9.016687e-02 [376,] 0.8894295 2.211409e-01 1.105705e-01 [377,] 0.8762230 2.475540e-01 1.237770e-01 [378,] 0.8512575 2.974850e-01 1.487425e-01 [379,] 0.8226052 3.547897e-01 1.773948e-01 [380,] 0.7911589 4.176822e-01 2.088411e-01 [381,] 0.7550630 4.898741e-01 2.449370e-01 [382,] 0.7155580 5.688840e-01 2.844420e-01 [383,] 0.6729005 6.541990e-01 3.270995e-01 [384,] 0.6274248 7.451503e-01 3.725752e-01 [385,] 0.5795208 8.409584e-01 4.204792e-01 [386,] 0.5299879 9.400242e-01 4.700121e-01 [387,] 0.4794956 9.589913e-01 5.205044e-01 [388,] 0.4316219 8.632437e-01 5.683781e-01 [389,] 0.5672728 8.654543e-01 4.327272e-01 [390,] 0.5149140 9.701720e-01 4.850860e-01 [391,] 0.4637006 9.274013e-01 5.362994e-01 [392,] 0.9999254 1.491608e-04 7.458038e-05 [393,] 0.9998579 2.841312e-04 1.420656e-04 [394,] 0.9998615 2.769138e-04 1.384569e-04 [395,] 0.9997647 4.706756e-04 2.353378e-04 [396,] 0.9995600 8.799155e-04 4.399578e-04 [397,] 0.9991909 1.618236e-03 8.091180e-04 [398,] 0.9985932 2.813665e-03 1.406833e-03 [399,] 0.9975167 4.966569e-03 2.483284e-03 [400,] 0.9957463 8.507382e-03 4.253691e-03 [401,] 0.9927585 1.448305e-02 7.241527e-03 [402,] 0.9879732 2.405367e-02 1.202684e-02 [403,] 0.9804978 3.900447e-02 1.950224e-02 [404,] 0.9707397 5.852053e-02 2.926026e-02 [405,] 0.9838116 3.237689e-02 1.618844e-02 [406,] 0.9915559 1.688811e-02 8.444057e-03 [407,] 0.9874102 2.517951e-02 1.258976e-02 [408,] 0.9855522 2.889565e-02 1.444782e-02 [409,] 0.9762763 4.744735e-02 2.372368e-02 [410,] 0.9635633 7.287342e-02 3.643671e-02 [411,] 0.9466721 1.066559e-01 5.332794e-02 [412,] 0.9600247 7.995055e-02 3.997527e-02 [413,] 0.9305068 1.389864e-01 6.949318e-02 [414,] 0.8876499 2.247002e-01 1.123501e-01 [415,] 0.8448250 3.103501e-01 1.551750e-01 [416,] 0.9783325 4.333496e-02 2.166748e-02 [417,] 0.9411137 1.177727e-01 5.888635e-02 [418,] 0.8662929 2.674141e-01 1.337071e-01 > postscript(file="/var/www/html/rcomp/tmp/1wgnn1291216940.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2wgnn1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3774q1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4774q1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5774q1291216940.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 = 431 Frequency = 1 1 2 3 4 5 -103.12144864 264.06371393 -88.99460634 -7.87939772 -6.59766571 6 7 8 9 10 -97.46474114 20.80076843 -30.32269121 11.45580057 28.27686821 11 12 13 14 15 -86.17227154 47.94377848 294.87478806 -42.97573934 123.05471294 16 17 18 19 20 -3.44092154 0.20482440 118.61198031 23.37394291 158.11423255 21 22 23 24 25 -18.60966894 -73.19279320 -2.35389504 181.23977737 17.66401481 26 27 28 29 30 -38.36851597 68.86397589 6.96004113 -14.64986439 55.36251778 31 32 33 34 35 -16.10969250 -21.09658048 -19.57853588 -9.71658559 -67.18461972 36 37 38 39 40 93.08518901 2.70226347 21.52616528 21.34913616 94.73262800 41 42 43 44 45 131.17992576 -35.01927573 47.00770795 28.04002519 2.31571418 46 47 48 49 50 -22.26665686 -30.40942241 73.37187276 7.35736507 14.93777033 51 52 53 54 55 44.02296804 78.48259622 10.13471750 18.64292493 48.62286782 56 57 58 59 60 53.98405474 -21.58741500 1.99900318 24.71884384 11.46018567 61 62 63 64 65 -12.37888920 13.73343469 -17.59123856 13.94333651 30.00512098 66 67 68 69 70 163.76242696 -4.71150432 5.67177477 38.48143101 36.26781822 71 72 73 74 75 22.79499240 5.87853997 6.19496782 -8.63771584 -0.51603113 76 77 78 79 80 -11.40111070 0.53024646 -6.73490421 32.87032938 -22.16587073 81 82 83 84 85 11.35697634 16.29885511 -0.49745998 5.40531575 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-6.32390008 -18.09703459 12.79942900 271 272 273 274 275 -18.09703459 -18.09703459 -18.09703459 8.00822253 -10.31514134 276 277 278 279 280 -0.21090294 10.10115724 -10.31514134 2.33733983 -5.00171380 281 282 283 284 285 -18.09703459 -10.31514134 15.32171073 -10.31514134 -5.46313840 286 287 288 289 290 -10.31514134 -16.26130206 -7.78753450 -18.09703459 2.89197988 291 292 293 294 295 -18.09703459 0.31278681 1.45738906 -10.31514134 -0.30608555 296 297 298 299 300 -10.78670366 -10.31514134 -18.09703459 -10.31514134 -1.31514134 301 302 303 304 305 -14.27349532 -10.38397362 -9.31514134 -18.09703459 1.49966789 306 307 308 309 310 1.67076892 -18.09703459 -0.97961233 6.09577074 -18.09703459 311 312 313 314 315 -18.09703459 13.48091629 -18.09703459 -5.15880739 -2.34066629 316 317 318 319 320 -8.26603956 -10.30990653 7.64125712 -5.32016903 -10.31514134 321 322 323 324 325 -10.31514134 -10.31514134 -10.31514134 -18.09703459 -10.31514134 326 327 328 329 330 -9.43144607 -18.09703459 -18.09703459 -10.31514134 -10.31514134 331 332 333 334 335 -10.31514134 -10.31514134 -10.31514134 -6.73965715 -9.32206756 336 337 338 339 340 -7.96835263 5.19254552 -10.31514134 -9.49379898 -0.73927378 341 342 343 344 345 -0.44942515 -10.31514134 -10.31514134 -10.31514134 -0.58470889 346 347 348 349 350 -10.31514134 -7.56149740 -10.31514134 -10.31514134 -8.71282289 351 352 353 354 355 -8.45423914 -3.72691705 -3.13871882 -10.34510624 -10.31514134 356 357 358 359 360 -10.31514134 -2.30727135 -10.31514134 -10.31514134 -10.31514134 361 362 363 364 365 -6.32088098 -10.31514134 -10.31514134 0.41192554 -2.00535477 366 367 368 369 370 -10.31514134 -10.31514134 -10.31514134 -10.31514134 -4.46291224 371 372 373 374 375 -10.31514134 -5.45102393 -8.28930927 -9.20424560 -10.31514134 376 377 378 379 380 -10.31514134 1.12568015 -6.44360123 -11.96133042 -10.31514134 381 382 383 384 385 -10.31514134 1.87741455 5.24520344 -10.31514134 0.80430365 386 387 388 389 390 3.89912046 -7.75353977 -8.67637758 -7.61780605 -4.81886852 391 392 393 394 395 -2.87760581 -6.35333807 -5.64455646 -9.71094995 -32.56419855 396 397 398 399 400 -4.73679136 -8.32623824 198.96439569 -6.84787233 21.13550096 401 402 403 404 405 -15.20208445 -7.23376193 -7.16896614 -7.17970092 -7.27449379 406 407 408 409 410 -7.90536097 -4.31355229 -3.09743566 -3.05165594 -13.33507583 411 412 413 414 415 37.65478271 -36.75969481 -8.41862667 -6.96764605 -13.86174903 416 417 418 419 420 -16.42638921 1.58643104 -4.44421300 4.98444413 -14.02934965 421 422 423 424 425 -16.79629576 45.87218169 7.06954909 -23.51408533 -0.91895888 426 427 428 429 430 35.50470013 -8.12298961 23.20964267 -31.48611750 -8.50065897 431 -28.53467948 > postscript(file="/var/www/html/rcomp/tmp/6zgls1291216940.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 = 431 Frequency = 1 lag(myerror, k = 1) myerror 0 -103.12144864 NA 1 264.06371393 -103.12144864 2 -88.99460634 264.06371393 3 -7.87939772 -88.99460634 4 -6.59766571 -7.87939772 5 -97.46474114 -6.59766571 6 20.80076843 -97.46474114 7 -30.32269121 20.80076843 8 11.45580057 -30.32269121 9 28.27686821 11.45580057 10 -86.17227154 28.27686821 11 47.94377848 -86.17227154 12 294.87478806 47.94377848 13 -42.97573934 294.87478806 14 123.05471294 -42.97573934 15 -3.44092154 123.05471294 16 0.20482440 -3.44092154 17 118.61198031 0.20482440 18 23.37394291 118.61198031 19 158.11423255 23.37394291 20 -18.60966894 158.11423255 21 -73.19279320 -18.60966894 22 -2.35389504 -73.19279320 23 181.23977737 -2.35389504 24 17.66401481 181.23977737 25 -38.36851597 17.66401481 26 68.86397589 -38.36851597 27 6.96004113 68.86397589 28 -14.64986439 6.96004113 29 55.36251778 -14.64986439 30 -16.10969250 55.36251778 31 -21.09658048 -16.10969250 32 -19.57853588 -21.09658048 33 -9.71658559 -19.57853588 34 -67.18461972 -9.71658559 35 93.08518901 -67.18461972 36 2.70226347 93.08518901 37 21.52616528 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-3.72691705 353 -10.34510624 -3.13871882 354 -10.31514134 -10.34510624 355 -10.31514134 -10.31514134 356 -2.30727135 -10.31514134 357 -10.31514134 -2.30727135 358 -10.31514134 -10.31514134 359 -10.31514134 -10.31514134 360 -6.32088098 -10.31514134 361 -10.31514134 -6.32088098 362 -10.31514134 -10.31514134 363 0.41192554 -10.31514134 364 -2.00535477 0.41192554 365 -10.31514134 -2.00535477 366 -10.31514134 -10.31514134 367 -10.31514134 -10.31514134 368 -10.31514134 -10.31514134 369 -4.46291224 -10.31514134 370 -10.31514134 -4.46291224 371 -5.45102393 -10.31514134 372 -8.28930927 -5.45102393 373 -9.20424560 -8.28930927 374 -10.31514134 -9.20424560 375 -10.31514134 -10.31514134 376 1.12568015 -10.31514134 377 -6.44360123 1.12568015 378 -11.96133042 -6.44360123 379 -10.31514134 -11.96133042 380 -10.31514134 -10.31514134 381 1.87741455 -10.31514134 382 5.24520344 1.87741455 383 -10.31514134 5.24520344 384 0.80430365 -10.31514134 385 3.89912046 0.80430365 386 -7.75353977 3.89912046 387 -8.67637758 -7.75353977 388 -7.61780605 -8.67637758 389 -4.81886852 -7.61780605 390 -2.87760581 -4.81886852 391 -6.35333807 -2.87760581 392 -5.64455646 -6.35333807 393 -9.71094995 -5.64455646 394 -32.56419855 -9.71094995 395 -4.73679136 -32.56419855 396 -8.32623824 -4.73679136 397 198.96439569 -8.32623824 398 -6.84787233 198.96439569 399 21.13550096 -6.84787233 400 -15.20208445 21.13550096 401 -7.23376193 -15.20208445 402 -7.16896614 -7.23376193 403 -7.17970092 -7.16896614 404 -7.27449379 -7.17970092 405 -7.90536097 -7.27449379 406 -4.31355229 -7.90536097 407 -3.09743566 -4.31355229 408 -3.05165594 -3.09743566 409 -13.33507583 -3.05165594 410 37.65478271 -13.33507583 411 -36.75969481 37.65478271 412 -8.41862667 -36.75969481 413 -6.96764605 -8.41862667 414 -13.86174903 -6.96764605 415 -16.42638921 -13.86174903 416 1.58643104 -16.42638921 417 -4.44421300 1.58643104 418 4.98444413 -4.44421300 419 -14.02934965 4.98444413 420 -16.79629576 -14.02934965 421 45.87218169 -16.79629576 422 7.06954909 45.87218169 423 -23.51408533 7.06954909 424 -0.91895888 -23.51408533 425 35.50470013 -0.91895888 426 -8.12298961 35.50470013 427 23.20964267 -8.12298961 428 -31.48611750 23.20964267 429 -8.50065897 -31.48611750 430 -28.53467948 -8.50065897 431 NA -28.53467948 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 264.06371393 -103.12144864 [2,] -88.99460634 264.06371393 [3,] -7.87939772 -88.99460634 [4,] -6.59766571 -7.87939772 [5,] -97.46474114 -6.59766571 [6,] 20.80076843 -97.46474114 [7,] -30.32269121 20.80076843 [8,] 11.45580057 -30.32269121 [9,] 28.27686821 11.45580057 [10,] -86.17227154 28.27686821 [11,] 47.94377848 -86.17227154 [12,] 294.87478806 47.94377848 [13,] -42.97573934 294.87478806 [14,] 123.05471294 -42.97573934 [15,] -3.44092154 123.05471294 [16,] 0.20482440 -3.44092154 [17,] 118.61198031 0.20482440 [18,] 23.37394291 118.61198031 [19,] 158.11423255 23.37394291 [20,] -18.60966894 158.11423255 [21,] -73.19279320 -18.60966894 [22,] -2.35389504 -73.19279320 [23,] 181.23977737 -2.35389504 [24,] 17.66401481 181.23977737 [25,] -38.36851597 17.66401481 [26,] 68.86397589 -38.36851597 [27,] 6.96004113 68.86397589 [28,] -14.64986439 6.96004113 [29,] 55.36251778 -14.64986439 [30,] -16.10969250 55.36251778 [31,] -21.09658048 -16.10969250 [32,] -19.57853588 -21.09658048 [33,] -9.71658559 -19.57853588 [34,] -67.18461972 -9.71658559 [35,] 93.08518901 -67.18461972 [36,] 2.70226347 93.08518901 [37,] 21.52616528 2.70226347 [38,] 21.34913616 21.52616528 [39,] 94.73262800 21.34913616 [40,] 131.17992576 94.73262800 [41,] -35.01927573 131.17992576 [42,] 47.00770795 -35.01927573 [43,] 28.04002519 47.00770795 [44,] 2.31571418 28.04002519 [45,] -22.26665686 2.31571418 [46,] -30.40942241 -22.26665686 [47,] 73.37187276 -30.40942241 [48,] 7.35736507 73.37187276 [49,] 14.93777033 7.35736507 [50,] 44.02296804 14.93777033 [51,] 78.48259622 44.02296804 [52,] 10.13471750 78.48259622 [53,] 18.64292493 10.13471750 [54,] 48.62286782 18.64292493 [55,] 53.98405474 48.62286782 [56,] -21.58741500 53.98405474 [57,] 1.99900318 -21.58741500 [58,] 24.71884384 1.99900318 [59,] 11.46018567 24.71884384 [60,] -12.37888920 11.46018567 [61,] 13.73343469 -12.37888920 [62,] -17.59123856 13.73343469 [63,] 13.94333651 -17.59123856 [64,] 30.00512098 13.94333651 [65,] 163.76242696 30.00512098 [66,] -4.71150432 163.76242696 [67,] 5.67177477 -4.71150432 [68,] 38.48143101 5.67177477 [69,] 36.26781822 38.48143101 [70,] 22.79499240 36.26781822 [71,] 5.87853997 22.79499240 [72,] 6.19496782 5.87853997 [73,] -8.63771584 6.19496782 [74,] -0.51603113 -8.63771584 [75,] -11.40111070 -0.51603113 [76,] 0.53024646 -11.40111070 [77,] -6.73490421 0.53024646 [78,] 32.87032938 -6.73490421 [79,] -22.16587073 32.87032938 [80,] 11.35697634 -22.16587073 [81,] 16.29885511 11.35697634 [82,] -0.49745998 16.29885511 [83,] 5.40531575 -0.49745998 [84,] -7.98979095 5.40531575 [85,] 19.09944882 -7.98979095 [86,] 63.49893927 19.09944882 [87,] -10.41976570 63.49893927 [88,] 12.74296952 -10.41976570 [89,] -9.41597178 12.74296952 [90,] 6.88364933 -9.41597178 [91,] 1.11209862 6.88364933 [92,] 45.14099699 1.11209862 [93,] -39.20121921 45.14099699 [94,] 28.24332426 -39.20121921 [95,] -4.06937189 28.24332426 [96,] -15.15289012 -4.06937189 [97,] -5.78770427 -15.15289012 [98,] -21.28905374 -5.78770427 [99,] -19.34521631 -21.28905374 [100,] 2.61056046 -19.34521631 [101,] -3.52384460 2.61056046 [102,] 15.62890398 -3.52384460 [103,] -17.93523504 15.62890398 [104,] 6.91523333 -17.93523504 [105,] 12.18442828 6.91523333 [106,] 13.30804579 12.18442828 [107,] -21.68498505 13.30804579 [108,] -3.00941175 -21.68498505 [109,] -11.17234032 -3.00941175 [110,] 5.04363424 -11.17234032 [111,] -0.17942150 5.04363424 [112,] 0.64444480 -0.17942150 [113,] -20.87354555 0.64444480 [114,] -18.65308885 -20.87354555 [115,] 17.80530380 -18.65308885 [116,] -10.19132013 17.80530380 [117,] -11.71746846 -10.19132013 [118,] -22.77001316 -11.71746846 [119,] 6.14942522 -22.77001316 [120,] 14.21814203 6.14942522 [121,] -4.41236126 14.21814203 [122,] 85.65578864 -4.41236126 [123,] -12.95156869 85.65578864 [124,] -15.55559455 -12.95156869 [125,] -16.02626991 -15.55559455 [126,] -10.31514134 -16.02626991 [127,] -0.82737576 -10.31514134 [128,] 11.12395059 -0.82737576 [129,] -10.31514134 11.12395059 [130,] -3.47279309 -10.31514134 [131,] 7.68825694 -3.47279309 [132,] -10.31514134 7.68825694 [133,] 9.41883179 -10.31514134 [134,] -9.71106899 9.41883179 [135,] -7.92785981 -9.71106899 [136,] -0.97401280 -7.92785981 [137,] -9.34146636 -0.97401280 [138,] -11.03785002 -9.34146636 [139,] -10.31514134 -11.03785002 [140,] -3.95267213 -10.31514134 [141,] -10.31514134 -3.95267213 [142,] -3.64853293 -10.31514134 [143,] -6.54597439 -3.64853293 [144,] 1.63976627 -6.54597439 [145,] -1.94886225 1.63976627 [146,] -10.31514134 -1.94886225 [147,] -3.38981766 -10.31514134 [148,] -9.74195746 -3.38981766 [149,] -10.45909679 -9.74195746 [150,] -5.56170040 -10.45909679 [151,] 26.45378438 -5.56170040 [152,] -5.31514134 26.45378438 [153,] -5.22933725 -5.31514134 [154,] -8.47217620 -5.22933725 [155,] -10.31514134 -8.47217620 [156,] -10.31514134 -10.31514134 [157,] -9.01384468 -10.31514134 [158,] -7.47713244 -9.01384468 [159,] -10.31514134 -7.47713244 [160,] -10.31514134 -10.31514134 [161,] -10.31514134 -10.31514134 [162,] -10.31514134 -10.31514134 [163,] -5.88424303 -10.31514134 [164,] 10.69152811 -5.88424303 [165,] -9.56259654 10.69152811 [166,] -10.31514134 -9.56259654 [167,] 7.26633980 -10.31514134 [168,] 20.17626456 7.26633980 [169,] -10.31514134 20.17626456 [170,] -10.31514134 -10.31514134 [171,] -7.70497577 -10.31514134 [172,] -10.31514134 -7.70497577 [173,] -2.67298745 -10.31514134 [174,] -10.31514134 -2.67298745 [175,] -3.03335174 -10.31514134 [176,] 100.57885702 -3.03335174 [177,] -18.47678277 100.57885702 [178,] -10.31514134 -18.47678277 [179,] -10.31514134 -10.31514134 [180,] 0.97531480 -10.31514134 [181,] -12.48447433 0.97531480 [182,] 2.89717434 -12.48447433 [183,] -6.73398589 2.89717434 [184,] -13.65360363 -6.73398589 [185,] -10.37304679 -13.65360363 [186,] -8.19211529 -10.37304679 [187,] -5.41312073 -8.19211529 [188,] -7.69754265 -5.41312073 [189,] -10.31514134 -7.69754265 [190,] -4.47349256 -10.31514134 [191,] -10.31514134 -4.47349256 [192,] -4.27346403 -10.31514134 [193,] -10.31514134 -4.27346403 [194,] -7.50290509 -10.31514134 [195,] -18.09703459 -7.50290509 [196,] 32.15274937 -18.09703459 [197,] -18.09703459 32.15274937 [198,] -18.09703459 -18.09703459 [199,] -6.16823853 -18.09703459 [200,] -18.09703459 -6.16823853 [201,] -18.09703459 -18.09703459 [202,] -18.09703459 -18.09703459 [203,] -4.81260995 -18.09703459 [204,] -15.03768096 -4.81260995 [205,] -13.37181194 -15.03768096 [206,] -17.60771325 -13.37181194 [207,] -18.09703459 -17.60771325 [208,] 4.81669519 -18.09703459 [209,] -16.49226068 4.81669519 [210,] -10.31514134 -16.49226068 [211,] -10.31514134 -10.31514134 [212,] 0.01003430 -10.31514134 [213,] -3.10905887 0.01003430 [214,] -8.57755298 -3.10905887 [215,] -8.31514134 -8.57755298 [216,] -4.42045843 -8.31514134 [217,] -5.38778663 -4.42045843 [218,] -8.31514134 -5.38778663 [219,] 8.92709417 -8.31514134 [220,] -8.78162627 8.92709417 [221,] -10.31514134 -8.78162627 [222,] -9.32571542 -10.31514134 [223,] 7.22083674 -9.32571542 [224,] -9.44061324 7.22083674 [225,] 10.05886372 -9.44061324 [226,] -1.63630659 10.05886372 [227,] -10.31514134 -1.63630659 [228,] -10.40723154 -10.31514134 [229,] -10.31514134 -10.40723154 [230,] -5.74237066 -10.31514134 [231,] -5.20071437 -5.74237066 [232,] -10.31514134 -5.20071437 [233,] 0.51809038 -10.31514134 [234,] -10.31514134 0.51809038 [235,] -10.33112961 -10.31514134 [236,] -10.31514134 -10.33112961 [237,] -4.50614251 -10.31514134 [238,] -10.31514134 -4.50614251 [239,] -10.31514134 -10.31514134 [240,] -10.31514134 -10.31514134 [241,] -7.96193365 -10.31514134 [242,] -10.31514134 -7.96193365 [243,] -3.22744286 -10.31514134 [244,] -23.43142427 -3.22744286 [245,] -18.09703459 -23.43142427 [246,] -18.09703459 -18.09703459 [247,] 3.73694386 -18.09703459 [248,] -18.09703459 3.73694386 [249,] -18.09703459 -18.09703459 [250,] -0.59376125 -18.09703459 [251,] -18.09703459 -0.59376125 [252,] -11.03093416 -18.09703459 [253,] 21.49413058 -11.03093416 [254,] 29.20414036 21.49413058 [255,] -10.31514134 29.20414036 [256,] -3.83670640 -10.31514134 [257,] 16.85705837 -3.83670640 [258,] -18.09703459 16.85705837 [259,] -10.31514134 -18.09703459 [260,] -18.09703459 -10.31514134 [261,] -18.09703459 -18.09703459 [262,] -1.38010953 -18.09703459 [263,] -1.48914151 -1.38010953 [264,] -18.09703459 -1.48914151 [265,] -10.31514134 -18.09703459 [266,] -18.09703459 -10.31514134 [267,] -6.32390008 -18.09703459 [268,] -18.09703459 -6.32390008 [269,] 12.79942900 -18.09703459 [270,] -18.09703459 12.79942900 [271,] -18.09703459 -18.09703459 [272,] -18.09703459 -18.09703459 [273,] 8.00822253 -18.09703459 [274,] -10.31514134 8.00822253 [275,] -0.21090294 -10.31514134 [276,] 10.10115724 -0.21090294 [277,] -10.31514134 10.10115724 [278,] 2.33733983 -10.31514134 [279,] -5.00171380 2.33733983 [280,] -18.09703459 -5.00171380 [281,] -10.31514134 -18.09703459 [282,] 15.32171073 -10.31514134 [283,] -10.31514134 15.32171073 [284,] -5.46313840 -10.31514134 [285,] -10.31514134 -5.46313840 [286,] -16.26130206 -10.31514134 [287,] -7.78753450 -16.26130206 [288,] -18.09703459 -7.78753450 [289,] 2.89197988 -18.09703459 [290,] -18.09703459 2.89197988 [291,] 0.31278681 -18.09703459 [292,] 1.45738906 0.31278681 [293,] -10.31514134 1.45738906 [294,] -0.30608555 -10.31514134 [295,] -10.78670366 -0.30608555 [296,] -10.31514134 -10.78670366 [297,] -18.09703459 -10.31514134 [298,] -10.31514134 -18.09703459 [299,] -1.31514134 -10.31514134 [300,] -14.27349532 -1.31514134 [301,] -10.38397362 -14.27349532 [302,] -9.31514134 -10.38397362 [303,] -18.09703459 -9.31514134 [304,] 1.49966789 -18.09703459 [305,] 1.67076892 1.49966789 [306,] -18.09703459 1.67076892 [307,] -0.97961233 -18.09703459 [308,] 6.09577074 -0.97961233 [309,] -18.09703459 6.09577074 [310,] -18.09703459 -18.09703459 [311,] 13.48091629 -18.09703459 [312,] -18.09703459 13.48091629 [313,] -5.15880739 -18.09703459 [314,] -2.34066629 -5.15880739 [315,] -8.26603956 -2.34066629 [316,] -10.30990653 -8.26603956 [317,] 7.64125712 -10.30990653 [318,] -5.32016903 7.64125712 [319,] -10.31514134 -5.32016903 [320,] -10.31514134 -10.31514134 [321,] -10.31514134 -10.31514134 [322,] -10.31514134 -10.31514134 [323,] -18.09703459 -10.31514134 [324,] -10.31514134 -18.09703459 [325,] -9.43144607 -10.31514134 [326,] -18.09703459 -9.43144607 [327,] -18.09703459 -18.09703459 [328,] -10.31514134 -18.09703459 [329,] -10.31514134 -10.31514134 [330,] -10.31514134 -10.31514134 [331,] -10.31514134 -10.31514134 [332,] -10.31514134 -10.31514134 [333,] -6.73965715 -10.31514134 [334,] -9.32206756 -6.73965715 [335,] -7.96835263 -9.32206756 [336,] 5.19254552 -7.96835263 [337,] -10.31514134 5.19254552 [338,] -9.49379898 -10.31514134 [339,] -0.73927378 -9.49379898 [340,] -0.44942515 -0.73927378 [341,] -10.31514134 -0.44942515 [342,] -10.31514134 -10.31514134 [343,] -10.31514134 -10.31514134 [344,] -0.58470889 -10.31514134 [345,] -10.31514134 -0.58470889 [346,] -7.56149740 -10.31514134 [347,] -10.31514134 -7.56149740 [348,] -10.31514134 -10.31514134 [349,] -8.71282289 -10.31514134 [350,] -8.45423914 -8.71282289 [351,] -3.72691705 -8.45423914 [352,] -3.13871882 -3.72691705 [353,] -10.34510624 -3.13871882 [354,] -10.31514134 -10.34510624 [355,] -10.31514134 -10.31514134 [356,] -2.30727135 -10.31514134 [357,] -10.31514134 -2.30727135 [358,] -10.31514134 -10.31514134 [359,] -10.31514134 -10.31514134 [360,] -6.32088098 -10.31514134 [361,] -10.31514134 -6.32088098 [362,] -10.31514134 -10.31514134 [363,] 0.41192554 -10.31514134 [364,] -2.00535477 0.41192554 [365,] -10.31514134 -2.00535477 [366,] -10.31514134 -10.31514134 [367,] -10.31514134 -10.31514134 [368,] -10.31514134 -10.31514134 [369,] -4.46291224 -10.31514134 [370,] -10.31514134 -4.46291224 [371,] -5.45102393 -10.31514134 [372,] -8.28930927 -5.45102393 [373,] -9.20424560 -8.28930927 [374,] -10.31514134 -9.20424560 [375,] -10.31514134 -10.31514134 [376,] 1.12568015 -10.31514134 [377,] -6.44360123 1.12568015 [378,] -11.96133042 -6.44360123 [379,] -10.31514134 -11.96133042 [380,] -10.31514134 -10.31514134 [381,] 1.87741455 -10.31514134 [382,] 5.24520344 1.87741455 [383,] -10.31514134 5.24520344 [384,] 0.80430365 -10.31514134 [385,] 3.89912046 0.80430365 [386,] -7.75353977 3.89912046 [387,] -8.67637758 -7.75353977 [388,] -7.61780605 -8.67637758 [389,] -4.81886852 -7.61780605 [390,] -2.87760581 -4.81886852 [391,] -6.35333807 -2.87760581 [392,] -5.64455646 -6.35333807 [393,] -9.71094995 -5.64455646 [394,] -32.56419855 -9.71094995 [395,] -4.73679136 -32.56419855 [396,] -8.32623824 -4.73679136 [397,] 198.96439569 -8.32623824 [398,] -6.84787233 198.96439569 [399,] 21.13550096 -6.84787233 [400,] -15.20208445 21.13550096 [401,] -7.23376193 -15.20208445 [402,] -7.16896614 -7.23376193 [403,] -7.17970092 -7.16896614 [404,] -7.27449379 -7.17970092 [405,] -7.90536097 -7.27449379 [406,] -4.31355229 -7.90536097 [407,] -3.09743566 -4.31355229 [408,] -3.05165594 -3.09743566 [409,] -13.33507583 -3.05165594 [410,] 37.65478271 -13.33507583 [411,] -36.75969481 37.65478271 [412,] -8.41862667 -36.75969481 [413,] -6.96764605 -8.41862667 [414,] -13.86174903 -6.96764605 [415,] -16.42638921 -13.86174903 [416,] 1.58643104 -16.42638921 [417,] -4.44421300 1.58643104 [418,] 4.98444413 -4.44421300 [419,] -14.02934965 4.98444413 [420,] -16.79629576 -14.02934965 [421,] 45.87218169 -16.79629576 [422,] 7.06954909 45.87218169 [423,] -23.51408533 7.06954909 [424,] -0.91895888 -23.51408533 [425,] 35.50470013 -0.91895888 [426,] -8.12298961 35.50470013 [427,] 23.20964267 -8.12298961 [428,] -31.48611750 23.20964267 [429,] -8.50065897 -31.48611750 [430,] -28.53467948 -8.50065897 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 264.06371393 -103.12144864 2 -88.99460634 264.06371393 3 -7.87939772 -88.99460634 4 -6.59766571 -7.87939772 5 -97.46474114 -6.59766571 6 20.80076843 -97.46474114 7 -30.32269121 20.80076843 8 11.45580057 -30.32269121 9 28.27686821 11.45580057 10 -86.17227154 28.27686821 11 47.94377848 -86.17227154 12 294.87478806 47.94377848 13 -42.97573934 294.87478806 14 123.05471294 -42.97573934 15 -3.44092154 123.05471294 16 0.20482440 -3.44092154 17 118.61198031 0.20482440 18 23.37394291 118.61198031 19 158.11423255 23.37394291 20 -18.60966894 158.11423255 21 -73.19279320 -18.60966894 22 -2.35389504 -73.19279320 23 181.23977737 -2.35389504 24 17.66401481 181.23977737 25 -38.36851597 17.66401481 26 68.86397589 -38.36851597 27 6.96004113 68.86397589 28 -14.64986439 6.96004113 29 55.36251778 -14.64986439 30 -16.10969250 55.36251778 31 -21.09658048 -16.10969250 32 -19.57853588 -21.09658048 33 -9.71658559 -19.57853588 34 -67.18461972 -9.71658559 35 93.08518901 -67.18461972 36 2.70226347 93.08518901 37 21.52616528 2.70226347 38 21.34913616 21.52616528 39 94.73262800 21.34913616 40 131.17992576 94.73262800 41 -35.01927573 131.17992576 42 47.00770795 -35.01927573 43 28.04002519 47.00770795 44 2.31571418 28.04002519 45 -22.26665686 2.31571418 46 -30.40942241 -22.26665686 47 73.37187276 -30.40942241 48 7.35736507 73.37187276 49 14.93777033 7.35736507 50 44.02296804 14.93777033 51 78.48259622 44.02296804 52 10.13471750 78.48259622 53 18.64292493 10.13471750 54 48.62286782 18.64292493 55 53.98405474 48.62286782 56 -21.58741500 53.98405474 57 1.99900318 -21.58741500 58 24.71884384 1.99900318 59 11.46018567 24.71884384 60 -12.37888920 11.46018567 61 13.73343469 -12.37888920 62 -17.59123856 13.73343469 63 13.94333651 -17.59123856 64 30.00512098 13.94333651 65 163.76242696 30.00512098 66 -4.71150432 163.76242696 67 5.67177477 -4.71150432 68 38.48143101 5.67177477 69 36.26781822 38.48143101 70 22.79499240 36.26781822 71 5.87853997 22.79499240 72 6.19496782 5.87853997 73 -8.63771584 6.19496782 74 -0.51603113 -8.63771584 75 -11.40111070 -0.51603113 76 0.53024646 -11.40111070 77 -6.73490421 0.53024646 78 32.87032938 -6.73490421 79 -22.16587073 32.87032938 80 11.35697634 -22.16587073 81 16.29885511 11.35697634 82 -0.49745998 16.29885511 83 5.40531575 -0.49745998 84 -7.98979095 5.40531575 85 19.09944882 -7.98979095 86 63.49893927 19.09944882 87 -10.41976570 63.49893927 88 12.74296952 -10.41976570 89 -9.41597178 12.74296952 90 6.88364933 -9.41597178 91 1.11209862 6.88364933 92 45.14099699 1.11209862 93 -39.20121921 45.14099699 94 28.24332426 -39.20121921 95 -4.06937189 28.24332426 96 -15.15289012 -4.06937189 97 -5.78770427 -15.15289012 98 -21.28905374 -5.78770427 99 -19.34521631 -21.28905374 100 2.61056046 -19.34521631 101 -3.52384460 2.61056046 102 15.62890398 -3.52384460 103 -17.93523504 15.62890398 104 6.91523333 -17.93523504 105 12.18442828 6.91523333 106 13.30804579 12.18442828 107 -21.68498505 13.30804579 108 -3.00941175 -21.68498505 109 -11.17234032 -3.00941175 110 5.04363424 -11.17234032 111 -0.17942150 5.04363424 112 0.64444480 -0.17942150 113 -20.87354555 0.64444480 114 -18.65308885 -20.87354555 115 17.80530380 -18.65308885 116 -10.19132013 17.80530380 117 -11.71746846 -10.19132013 118 -22.77001316 -11.71746846 119 6.14942522 -22.77001316 120 14.21814203 6.14942522 121 -4.41236126 14.21814203 122 85.65578864 -4.41236126 123 -12.95156869 85.65578864 124 -15.55559455 -12.95156869 125 -16.02626991 -15.55559455 126 -10.31514134 -16.02626991 127 -0.82737576 -10.31514134 128 11.12395059 -0.82737576 129 -10.31514134 11.12395059 130 -3.47279309 -10.31514134 131 7.68825694 -3.47279309 132 -10.31514134 7.68825694 133 9.41883179 -10.31514134 134 -9.71106899 9.41883179 135 -7.92785981 -9.71106899 136 -0.97401280 -7.92785981 137 -9.34146636 -0.97401280 138 -11.03785002 -9.34146636 139 -10.31514134 -11.03785002 140 -3.95267213 -10.31514134 141 -10.31514134 -3.95267213 142 -3.64853293 -10.31514134 143 -6.54597439 -3.64853293 144 1.63976627 -6.54597439 145 -1.94886225 1.63976627 146 -10.31514134 -1.94886225 147 -3.38981766 -10.31514134 148 -9.74195746 -3.38981766 149 -10.45909679 -9.74195746 150 -5.56170040 -10.45909679 151 26.45378438 -5.56170040 152 -5.31514134 26.45378438 153 -5.22933725 -5.31514134 154 -8.47217620 -5.22933725 155 -10.31514134 -8.47217620 156 -10.31514134 -10.31514134 157 -9.01384468 -10.31514134 158 -7.47713244 -9.01384468 159 -10.31514134 -7.47713244 160 -10.31514134 -10.31514134 161 -10.31514134 -10.31514134 162 -10.31514134 -10.31514134 163 -5.88424303 -10.31514134 164 10.69152811 -5.88424303 165 -9.56259654 10.69152811 166 -10.31514134 -9.56259654 167 7.26633980 -10.31514134 168 20.17626456 7.26633980 169 -10.31514134 20.17626456 170 -10.31514134 -10.31514134 171 -7.70497577 -10.31514134 172 -10.31514134 -7.70497577 173 -2.67298745 -10.31514134 174 -10.31514134 -2.67298745 175 -3.03335174 -10.31514134 176 100.57885702 -3.03335174 177 -18.47678277 100.57885702 178 -10.31514134 -18.47678277 179 -10.31514134 -10.31514134 180 0.97531480 -10.31514134 181 -12.48447433 0.97531480 182 2.89717434 -12.48447433 183 -6.73398589 2.89717434 184 -13.65360363 -6.73398589 185 -10.37304679 -13.65360363 186 -8.19211529 -10.37304679 187 -5.41312073 -8.19211529 188 -7.69754265 -5.41312073 189 -10.31514134 -7.69754265 190 -4.47349256 -10.31514134 191 -10.31514134 -4.47349256 192 -4.27346403 -10.31514134 193 -10.31514134 -4.27346403 194 -7.50290509 -10.31514134 195 -18.09703459 -7.50290509 196 32.15274937 -18.09703459 197 -18.09703459 32.15274937 198 -18.09703459 -18.09703459 199 -6.16823853 -18.09703459 200 -18.09703459 -6.16823853 201 -18.09703459 -18.09703459 202 -18.09703459 -18.09703459 203 -4.81260995 -18.09703459 204 -15.03768096 -4.81260995 205 -13.37181194 -15.03768096 206 -17.60771325 -13.37181194 207 -18.09703459 -17.60771325 208 4.81669519 -18.09703459 209 -16.49226068 4.81669519 210 -10.31514134 -16.49226068 211 -10.31514134 -10.31514134 212 0.01003430 -10.31514134 213 -3.10905887 0.01003430 214 -8.57755298 -3.10905887 215 -8.31514134 -8.57755298 216 -4.42045843 -8.31514134 217 -5.38778663 -4.42045843 218 -8.31514134 -5.38778663 219 8.92709417 -8.31514134 220 -8.78162627 8.92709417 221 -10.31514134 -8.78162627 222 -9.32571542 -10.31514134 223 7.22083674 -9.32571542 224 -9.44061324 7.22083674 225 10.05886372 -9.44061324 226 -1.63630659 10.05886372 227 -10.31514134 -1.63630659 228 -10.40723154 -10.31514134 229 -10.31514134 -10.40723154 230 -5.74237066 -10.31514134 231 -5.20071437 -5.74237066 232 -10.31514134 -5.20071437 233 0.51809038 -10.31514134 234 -10.31514134 0.51809038 235 -10.33112961 -10.31514134 236 -10.31514134 -10.33112961 237 -4.50614251 -10.31514134 238 -10.31514134 -4.50614251 239 -10.31514134 -10.31514134 240 -10.31514134 -10.31514134 241 -7.96193365 -10.31514134 242 -10.31514134 -7.96193365 243 -3.22744286 -10.31514134 244 -23.43142427 -3.22744286 245 -18.09703459 -23.43142427 246 -18.09703459 -18.09703459 247 3.73694386 -18.09703459 248 -18.09703459 3.73694386 249 -18.09703459 -18.09703459 250 -0.59376125 -18.09703459 251 -18.09703459 -0.59376125 252 -11.03093416 -18.09703459 253 21.49413058 -11.03093416 254 29.20414036 21.49413058 255 -10.31514134 29.20414036 256 -3.83670640 -10.31514134 257 16.85705837 -3.83670640 258 -18.09703459 16.85705837 259 -10.31514134 -18.09703459 260 -18.09703459 -10.31514134 261 -18.09703459 -18.09703459 262 -1.38010953 -18.09703459 263 -1.48914151 -1.38010953 264 -18.09703459 -1.48914151 265 -10.31514134 -18.09703459 266 -18.09703459 -10.31514134 267 -6.32390008 -18.09703459 268 -18.09703459 -6.32390008 269 12.79942900 -18.09703459 270 -18.09703459 12.79942900 271 -18.09703459 -18.09703459 272 -18.09703459 -18.09703459 273 8.00822253 -18.09703459 274 -10.31514134 8.00822253 275 -0.21090294 -10.31514134 276 10.10115724 -0.21090294 277 -10.31514134 10.10115724 278 2.33733983 -10.31514134 279 -5.00171380 2.33733983 280 -18.09703459 -5.00171380 281 -10.31514134 -18.09703459 282 15.32171073 -10.31514134 283 -10.31514134 15.32171073 284 -5.46313840 -10.31514134 285 -10.31514134 -5.46313840 286 -16.26130206 -10.31514134 287 -7.78753450 -16.26130206 288 -18.09703459 -7.78753450 289 2.89197988 -18.09703459 290 -18.09703459 2.89197988 291 0.31278681 -18.09703459 292 1.45738906 0.31278681 293 -10.31514134 1.45738906 294 -0.30608555 -10.31514134 295 -10.78670366 -0.30608555 296 -10.31514134 -10.78670366 297 -18.09703459 -10.31514134 298 -10.31514134 -18.09703459 299 -1.31514134 -10.31514134 300 -14.27349532 -1.31514134 301 -10.38397362 -14.27349532 302 -9.31514134 -10.38397362 303 -18.09703459 -9.31514134 304 1.49966789 -18.09703459 305 1.67076892 1.49966789 306 -18.09703459 1.67076892 307 -0.97961233 -18.09703459 308 6.09577074 -0.97961233 309 -18.09703459 6.09577074 310 -18.09703459 -18.09703459 311 13.48091629 -18.09703459 312 -18.09703459 13.48091629 313 -5.15880739 -18.09703459 314 -2.34066629 -5.15880739 315 -8.26603956 -2.34066629 316 -10.30990653 -8.26603956 317 7.64125712 -10.30990653 318 -5.32016903 7.64125712 319 -10.31514134 -5.32016903 320 -10.31514134 -10.31514134 321 -10.31514134 -10.31514134 322 -10.31514134 -10.31514134 323 -18.09703459 -10.31514134 324 -10.31514134 -18.09703459 325 -9.43144607 -10.31514134 326 -18.09703459 -9.43144607 327 -18.09703459 -18.09703459 328 -10.31514134 -18.09703459 329 -10.31514134 -10.31514134 330 -10.31514134 -10.31514134 331 -10.31514134 -10.31514134 332 -10.31514134 -10.31514134 333 -6.73965715 -10.31514134 334 -9.32206756 -6.73965715 335 -7.96835263 -9.32206756 336 5.19254552 -7.96835263 337 -10.31514134 5.19254552 338 -9.49379898 -10.31514134 339 -0.73927378 -9.49379898 340 -0.44942515 -0.73927378 341 -10.31514134 -0.44942515 342 -10.31514134 -10.31514134 343 -10.31514134 -10.31514134 344 -0.58470889 -10.31514134 345 -10.31514134 -0.58470889 346 -7.56149740 -10.31514134 347 -10.31514134 -7.56149740 348 -10.31514134 -10.31514134 349 -8.71282289 -10.31514134 350 -8.45423914 -8.71282289 351 -3.72691705 -8.45423914 352 -3.13871882 -3.72691705 353 -10.34510624 -3.13871882 354 -10.31514134 -10.34510624 355 -10.31514134 -10.31514134 356 -2.30727135 -10.31514134 357 -10.31514134 -2.30727135 358 -10.31514134 -10.31514134 359 -10.31514134 -10.31514134 360 -6.32088098 -10.31514134 361 -10.31514134 -6.32088098 362 -10.31514134 -10.31514134 363 0.41192554 -10.31514134 364 -2.00535477 0.41192554 365 -10.31514134 -2.00535477 366 -10.31514134 -10.31514134 367 -10.31514134 -10.31514134 368 -10.31514134 -10.31514134 369 -4.46291224 -10.31514134 370 -10.31514134 -4.46291224 371 -5.45102393 -10.31514134 372 -8.28930927 -5.45102393 373 -9.20424560 -8.28930927 374 -10.31514134 -9.20424560 375 -10.31514134 -10.31514134 376 1.12568015 -10.31514134 377 -6.44360123 1.12568015 378 -11.96133042 -6.44360123 379 -10.31514134 -11.96133042 380 -10.31514134 -10.31514134 381 1.87741455 -10.31514134 382 5.24520344 1.87741455 383 -10.31514134 5.24520344 384 0.80430365 -10.31514134 385 3.89912046 0.80430365 386 -7.75353977 3.89912046 387 -8.67637758 -7.75353977 388 -7.61780605 -8.67637758 389 -4.81886852 -7.61780605 390 -2.87760581 -4.81886852 391 -6.35333807 -2.87760581 392 -5.64455646 -6.35333807 393 -9.71094995 -5.64455646 394 -32.56419855 -9.71094995 395 -4.73679136 -32.56419855 396 -8.32623824 -4.73679136 397 198.96439569 -8.32623824 398 -6.84787233 198.96439569 399 21.13550096 -6.84787233 400 -15.20208445 21.13550096 401 -7.23376193 -15.20208445 402 -7.16896614 -7.23376193 403 -7.17970092 -7.16896614 404 -7.27449379 -7.17970092 405 -7.90536097 -7.27449379 406 -4.31355229 -7.90536097 407 -3.09743566 -4.31355229 408 -3.05165594 -3.09743566 409 -13.33507583 -3.05165594 410 37.65478271 -13.33507583 411 -36.75969481 37.65478271 412 -8.41862667 -36.75969481 413 -6.96764605 -8.41862667 414 -13.86174903 -6.96764605 415 -16.42638921 -13.86174903 416 1.58643104 -16.42638921 417 -4.44421300 1.58643104 418 4.98444413 -4.44421300 419 -14.02934965 4.98444413 420 -16.79629576 -14.02934965 421 45.87218169 -16.79629576 422 7.06954909 45.87218169 423 -23.51408533 7.06954909 424 -0.91895888 -23.51408533 425 35.50470013 -0.91895888 426 -8.12298961 35.50470013 427 23.20964267 -8.12298961 428 -31.48611750 23.20964267 429 -8.50065897 -31.48611750 430 -28.53467948 -8.50065897 > 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/7s7kv1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8s7kv1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9s7kv1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/103hjy1291216940.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/116zim1291216940.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/12siza1291216940.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/13oswj1291216940.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/14radp1291216940.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/15usbu1291216940.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/16929l1291216940.tab") + } > > try(system("convert tmp/1wgnn1291216940.ps tmp/1wgnn1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/2wgnn1291216940.ps tmp/2wgnn1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/3774q1291216940.ps tmp/3774q1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/4774q1291216940.ps tmp/4774q1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/5774q1291216940.ps tmp/5774q1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/6zgls1291216940.ps tmp/6zgls1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/7s7kv1291216940.ps tmp/7s7kv1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/8s7kv1291216940.ps tmp/8s7kv1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/9s7kv1291216940.ps tmp/9s7kv1291216940.png",intern=TRUE)) character(0) > try(system("convert tmp/103hjy1291216940.ps tmp/103hjy1291216940.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 11.760 2.169 26.446