R version 2.8.0 (2008-10-20) Copyright (C) 2008 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. Natural language support but running in an English locale 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. Type 'q()' to quit R. > x <- array(list(1081 + ,1 + ,213118 + ,162556 + ,309 + ,1 + ,81767 + ,29790 + ,458 + ,1 + ,153198 + ,87550 + ,588 + ,0 + ,-26007 + ,84738 + ,302 + ,1 + ,126942 + ,54660 + ,156 + ,1 + ,157214 + ,42634 + ,481 + ,0 + ,129352 + ,40949 + ,353 + ,1 + ,234817 + ,45187 + ,452 + ,1 + ,60448 + ,37704 + ,109 + ,1 + ,47818 + ,16275 + ,115 + ,0 + ,245546 + ,25830 + ,110 + ,0 + ,48020 + ,12679 + ,239 + ,1 + ,-1710 + ,18014 + ,247 + ,0 + ,32648 + ,43556 + ,505 + ,1 + ,95350 + ,24811 + ,159 + ,0 + ,151352 + ,6575 + ,109 + ,0 + ,288170 + ,7123 + ,519 + ,1 + ,114337 + ,21950 + ,248 + ,1 + ,37884 + ,37597 + ,373 + ,0 + ,122844 + ,17821 + ,119 + ,1 + ,82340 + ,12988 + ,84 + ,1 + ,79801 + ,22330 + ,102 + ,0 + ,165548 + ,13326 + ,295 + ,0 + ,116384 + ,16189 + ,105 + ,0 + ,134028 + ,7146 + ,64 + ,0 + ,63838 + ,15824 + ,282 + ,1 + ,74996 + ,27664 + ,182 + ,0 + ,31080 + ,11920 + ,37 + ,0 + ,32168 + ,8568 + ,361 + ,0 + ,49857 + ,14416 + ,28 + ,1 + ,87161 + ,3369 + ,85 + ,1 + ,106113 + 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+ ,75230 + ,3310 + ,15 + ,0 + ,79420 + ,1920 + ,3 + ,0 + ,73490 + ,965 + ,66 + ,0 + ,35250 + ,3256 + ,17 + ,1 + ,62285 + ,1135 + ,26 + ,0 + ,69206 + ,1270 + ,3 + ,0 + ,65920 + ,661 + ,2 + ,0 + ,69770 + ,1013 + ,67 + ,0 + ,72683 + ,2844 + ,70 + ,1 + ,-14545 + ,11528 + ,26 + ,0 + ,55830 + ,6526 + ,24 + ,0 + ,55174 + ,2264 + ,97 + ,1 + ,67038 + ,5109 + ,30 + ,0 + ,51252 + ,3999 + ,223 + ,0 + ,157278 + ,35624 + ,48 + ,0 + ,79510 + ,9252 + ,90 + ,0 + ,77440 + ,15236 + ,180 + ,0 + ,27284 + ,18073) + ,dim=c(4 + ,431) + ,dimnames=list(c('Trades' + ,'Group' + ,'Dividends' + ,'Costs ') + ,1:431)) > y <- array(NA,dim=c(4,431),dimnames=list(c('Trades','Group','Dividends','Costs '),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 = '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 Trades Group Dividends Costs\r 1 1081 1 213118 162556 2 309 1 81767 29790 3 458 1 153198 87550 4 588 0 -26007 84738 5 302 1 126942 54660 6 156 1 157214 42634 7 481 0 129352 40949 8 353 1 234817 45187 9 452 1 60448 37704 10 109 1 47818 16275 11 115 0 245546 25830 12 110 0 48020 12679 13 239 1 -1710 18014 14 247 0 32648 43556 15 505 1 95350 24811 16 159 0 151352 6575 17 109 0 288170 7123 18 519 1 114337 21950 19 248 1 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0 60720 1595 351 14 0 58598 312 352 10 0 61124 60 353 12 0 59595 587 354 2 0 62065 135 355 0 0 60720 0 356 0 0 60720 0 357 52 0 78780 514 358 0 0 60720 0 359 0 0 60720 0 360 0 0 60720 0 361 4 0 60722 1 362 0 0 60720 0 363 0 0 60720 0 364 24 1 61600 1763 365 11 0 59635 180 366 0 0 60720 0 367 0 0 60720 0 368 0 0 60720 0 369 0 0 60720 0 370 21 0 60720 218 371 0 0 60720 0 372 40 0 59781 448 373 9 0 76644 227 374 1 0 64820 174 375 0 0 60720 0 376 0 0 60720 0 377 24 0 56178 121 378 11 0 60436 607 379 14 0 60720 2212 380 0 0 60720 0 381 0 0 60720 0 382 60 0 73433 530 383 80 0 41477 571 384 0 0 60720 0 385 16 0 62700 78 386 40 0 67804 2489 387 6 0 59661 131 388 8 0 58620 923 389 3 0 60398 72 390 16 0 58580 572 391 10 0 62710 397 392 8 0 59325 450 393 7 0 60950 622 394 8 0 68060 694 395 12 1 83620 3425 396 13 0 58456 562 397 42 0 52811 4917 398 118 1 121173 1442 399 9 0 63870 529 400 138 1 21001 2126 401 5 0 70415 1061 402 9 0 64230 776 403 8 0 59190 611 404 25 1 69351 1526 405 7 0 64270 592 406 13 0 70694 1182 407 16 0 68005 621 408 11 0 58930 989 409 11 0 58320 438 410 3 0 69980 726 411 61 0 69863 1303 412 29 1 63255 7419 413 17 1 57320 1164 414 33 1 75230 3310 415 15 0 79420 1920 416 3 0 73490 965 417 66 0 35250 3256 418 17 1 62285 1135 419 26 0 69206 1270 420 3 0 65920 661 421 2 0 69770 1013 422 67 0 72683 2844 423 70 1 -14545 11528 424 26 0 55830 6526 425 24 0 55174 2264 426 97 1 67038 5109 427 30 0 51252 3999 428 223 0 157278 35624 429 48 0 79510 9252 430 90 0 77440 15236 431 180 0 27284 18073 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Group Dividends `Costs\r` -7.0545694 1.2994476 0.0004474 0.0067798 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -198.3573 -20.1125 -17.4311 -0.1176 823.5639 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.0545694 8.9953847 -0.784 0.433332 Group 1.2994476 8.1004977 0.160 0.872629 Dividends 0.0004474 0.0001175 3.809 0.000160 *** `Costs\r` 0.0067798 0.0003213 21.102 < 2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 73.72 on 427 degrees of freedom Multiple R-squared: 0.5779, Adjusted R-squared: 0.5749 F-statistic: 194.9 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 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.9822166 3.556675e-02 1.778338e-02 [2,] 0.9653323 6.933545e-02 3.466773e-02 [3,] 0.9979209 4.158152e-03 2.079076e-03 [4,] 0.9962346 7.530704e-03 3.765352e-03 [5,] 0.9984838 3.032313e-03 1.516157e-03 [6,] 0.9977332 4.533650e-03 2.266825e-03 [7,] 0.9964119 7.176230e-03 3.588115e-03 [8,] 0.9975970 4.805997e-03 2.402998e-03 [9,] 0.9999913 1.737335e-05 8.686674e-06 [10,] 0.9999868 2.638867e-05 1.319433e-05 [11,] 0.9999775 4.497556e-05 2.248778e-05 [12,] 0.9999999 1.454464e-07 7.272319e-08 [13,] 0.9999999 1.026389e-07 5.131944e-08 [14,] 1.0000000 1.565329e-08 7.826646e-09 [15,] 1.0000000 1.835985e-08 9.179925e-09 [16,] 1.0000000 3.268794e-09 1.634397e-09 [17,] 1.0000000 3.943350e-09 1.971675e-09 [18,] 1.0000000 3.731298e-09 1.865649e-09 [19,] 1.0000000 6.985717e-09 3.492859e-09 [20,] 1.0000000 3.042229e-09 1.521115e-09 [21,] 1.0000000 5.915186e-09 2.957593e-09 [22,] 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9.365403e-08 [391,] 0.9999998 4.580422e-07 2.290211e-07 [392,] 1.0000000 2.881856e-08 1.440928e-08 [393,] 1.0000000 7.794760e-08 3.897380e-08 [394,] 1.0000000 3.844653e-10 1.922326e-10 [395,] 1.0000000 1.182595e-09 5.912976e-10 [396,] 1.0000000 3.839402e-09 1.919701e-09 [397,] 1.0000000 1.208336e-08 6.041678e-09 [398,] 1.0000000 3.820630e-08 1.910315e-08 [399,] 0.9999999 1.155342e-07 5.776709e-08 [400,] 0.9999998 3.530822e-07 1.765411e-07 [401,] 0.9999995 1.077779e-06 5.388894e-07 [402,] 0.9999985 3.058725e-06 1.529363e-06 [403,] 0.9999956 8.725485e-06 4.362742e-06 [404,] 0.9999890 2.193737e-05 1.096869e-05 [405,] 0.9999886 2.289329e-05 1.144664e-05 [406,] 0.9999822 3.569126e-05 1.784563e-05 [407,] 0.9999495 1.010669e-04 5.053346e-05 [408,] 0.9998577 2.845138e-04 1.422569e-04 [409,] 0.9996159 7.681873e-04 3.840936e-04 [410,] 0.9990701 1.859868e-03 9.299341e-04 [411,] 0.9984481 3.103792e-03 1.551896e-03 [412,] 0.9964145 7.171099e-03 3.585549e-03 [413,] 0.9912788 1.744233e-02 8.721167e-03 [414,] 0.9802293 3.954138e-02 1.977069e-02 [415,] 0.9595258 8.094848e-02 4.047424e-02 [416,] 0.9419372 1.161257e-01 5.806285e-02 [417,] 0.9966356 6.728711e-03 3.364355e-03 [418,] 0.9927857 1.442867e-02 7.214334e-03 > postscript(file="/var/www/html/freestat/rcomp/tmp/1u6us1291220076.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2u6us1291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/freestat/rcomp/tmp/34xtd1291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/44xtd1291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/54xtd1291220076.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 -110.69016704 76.20183813 -198.35726405 32.18593712 -119.62313933 6 7 8 9 10 -197.63371809 152.55553020 -52.66323880 175.08514330 -16.98020945 11 12 13 14 15 -162.92800712 9.60893054 123.38933829 -55.85251084 299.88109729 16 17 18 19 20 53.76037664 -61.16938199 324.78296210 -18.09394600 204.26993947 21 22 23 24 25 -0.14075448 -97.34142370 -55.36138811 140.22483364 3.64014479 26 27 28 29 30 -64.79067361 66.64508715 94.33399176 -28.42699075 248.01056012 31 32 33 34 35 -28.08308894 -36.85159740 -32.64306179 -21.57673949 -120.96825026 36 37 38 39 40 -9.56799380 -11.59085419 0.25433282 -17.08342276 88.76214939 41 42 43 44 45 746.10375864 -68.10267497 160.40362848 12.90407123 6.73498924 46 47 48 49 50 -39.79874751 95.38393596 215.68730631 3.27804151 -9.61429376 51 52 53 54 55 43.96814327 67.32584201 -13.14017387 94.64760777 62.10614343 56 57 58 59 60 60.44356341 -31.88337792 -2.60685551 60.82967578 4.40757968 61 62 63 64 65 -27.19017879 7.70430889 -23.76812471 4.61505310 41.51357359 66 67 68 69 70 823.56394588 38.94125251 -0.09452463 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195 -17.43106839 -20.11247676 -15.47557277 -20.11247676 -18.37837103 196 197 198 199 200 -21.41192441 12.20083126 -21.41192441 -21.41192441 -13.25827533 201 202 203 204 205 -21.41192441 -21.41192441 -21.41192441 8.64834965 -19.70725399 206 207 208 209 210 -19.89850271 -20.06180854 -21.41192441 8.34382106 7.79143527 211 212 213 214 215 -20.11247676 -20.11247676 11.45536194 -3.88849083 -17.58296524 216 217 218 219 220 -20.11247676 -12.26383646 5.22906136 -20.11247676 -1.75240558 221 222 223 224 225 -17.97109473 -20.11247676 -18.12297296 -2.28541137 -18.28610255 226 227 228 229 230 3.69671390 -6.52604303 -20.11247676 -19.45261682 -20.11247676 231 232 233 234 235 -14.69115669 -15.11595057 -20.11247676 -6.03963690 -20.11247676 236 237 238 239 240 -19.13632686 -20.11247676 -14.30581382 -20.11247676 -20.11247676 241 242 243 244 245 -20.11247676 -18.03612127 -20.11247676 -11.87162292 -37.27399646 246 247 248 249 250 -21.41192441 -21.41192441 -10.48741492 -21.41192441 -21.41192441 251 252 253 254 255 -9.10428130 -21.41192441 -20.82183746 43.17311371 48.25570585 256 257 258 259 260 -20.11247676 -11.94734535 18.24279301 -21.41192441 -20.11247676 261 262 263 264 265 -21.41192441 -21.41192441 -15.06514006 -6.35988584 -21.41192441 266 267 268 269 270 -20.11247676 -21.41192441 -17.96404950 -21.41192441 -19.11822104 271 272 273 274 275 -21.41192441 -21.41192441 -21.41192441 -8.99484699 -20.11247676 276 277 278 279 280 7.20070375 9.07047943 -20.11247676 83.60502414 3.37625233 281 282 283 284 285 -21.41192441 -20.11247676 51.98633530 -20.11247676 -13.88500776 286 287 288 289 290 -20.11247676 -19.48656906 -16.90869504 -21.41192441 43.06147384 291 292 293 294 295 -21.41192441 1.81989292 -11.31322030 -20.11247676 -5.92864287 296 297 298 299 300 -2.39555089 -20.11247676 -21.41192441 -20.11247676 -20.11247676 301 302 303 304 305 -17.65021603 -19.21510027 -20.11247676 -21.41192441 29.91933801 306 307 308 309 310 -11.13274754 -21.41192441 -11.30357758 1.98513480 -21.41192441 311 312 313 314 315 -21.41192441 48.56893235 -21.41192441 -15.25952839 -16.15116011 316 317 318 319 320 -9.37206450 -19.00192169 -5.80742845 -14.11880912 -20.11247676 321 322 323 324 325 -20.11247676 -20.11247676 -20.11247676 -21.41192441 -20.11247676 326 327 328 329 330 -18.26252664 -21.41192441 -21.41192441 -20.11247676 -20.11247676 331 332 333 334 335 -20.11247676 -20.11247676 -20.11247676 -15.61076659 -18.12238844 336 337 338 339 340 -17.24132605 52.07367320 -20.11247676 -19.36749597 -7.51879731 341 342 343 344 345 -8.17976491 -20.11247676 -20.11247676 -20.11247676 23.67728308 346 347 348 349 350 -20.11247676 -14.20251094 -20.11247676 -20.11247676 -13.92621758 351 352 353 354 355 -7.27835162 -10.70001896 -11.58886256 -19.62951970 -20.11247676 356 357 358 359 360 -20.11247676 20.32240190 -20.11247676 -20.11247676 -20.11247676 361 362 363 364 365 -16.12015137 -20.11247676 -20.11247676 -9.75839269 -9.84739082 366 367 368 369 370 -20.11247676 -20.11247676 -20.11247676 -20.11247676 -0.59046767 371 372 373 374 375 -20.11247676 17.27030692 -19.77612403 -22.12655958 -20.11247676 376 377 378 379 380 -20.11247676 5.09932996 -13.10073418 -21.10933863 -20.11247676 381 382 383 384 385 -20.11247676 30.60625416 64.62588100 -20.11247676 -5.52718114 386 387 388 389 390 -0.15682497 -14.52681465 -17.43063715 -17.45655288 -7.03303959 391 392 393 394 395 -13.69440345 -14.53923133 -17.43240217 -20.10166747 -42.87845938 396 397 398 399 400 -9.90976237 -7.91002328 59.76405401 -16.10833527 119.94515556 401 402 403 404 405 -26.64350743 -17.94400909 -15.57037403 -10.61950067 -18.71442713 406 407 408 409 410 -19.58868900 -11.58213607 -15.01680098 -11.00822184 -26.17765729 411 412 413 414 415 27.96276021 -43.84527101 -10.78237087 -17.34497241 -26.49630715 416 417 418 419 420 -29.36845055 35.20823961 -12.80717347 -6.51955548 -23.92046654 421 422 423 424 425 -29.02949549 22.25341660 4.10553075 -36.16942719 -8.98052266 426 427 428 429 430 38.12343739 -12.98866984 -81.83668364 -43.24588337 -40.88990650 431 52.31642520 > postscript(file="/var/www/html/freestat/rcomp/tmp/6xpby1291220076.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 -110.69016704 NA 1 76.20183813 -110.69016704 2 -198.35726405 76.20183813 3 32.18593712 -198.35726405 4 -119.62313933 32.18593712 5 -197.63371809 -119.62313933 6 152.55553020 -197.63371809 7 -52.66323880 152.55553020 8 175.08514330 -52.66323880 9 -16.98020945 175.08514330 10 -162.92800712 -16.98020945 11 9.60893054 -162.92800712 12 123.38933829 9.60893054 13 -55.85251084 123.38933829 14 299.88109729 -55.85251084 15 53.76037664 299.88109729 16 -61.16938199 53.76037664 17 324.78296210 -61.16938199 18 -18.09394600 324.78296210 19 204.26993947 -18.09394600 20 -0.14075448 204.26993947 21 -97.34142370 -0.14075448 22 -55.36138811 -97.34142370 23 140.22483364 -55.36138811 24 3.64014479 140.22483364 25 -64.79067361 3.64014479 26 66.64508715 -64.79067361 27 94.33399176 66.64508715 28 -28.42699075 94.33399176 29 248.01056012 -28.42699075 30 -28.08308894 248.01056012 31 -36.85159740 -28.08308894 32 -32.64306179 -36.85159740 33 -21.57673949 -32.64306179 34 -120.96825026 -21.57673949 35 -9.56799380 -120.96825026 36 -11.59085419 -9.56799380 37 0.25433282 -11.59085419 38 -17.08342276 0.25433282 39 88.76214939 -17.08342276 40 746.10375864 88.76214939 41 -68.10267497 746.10375864 42 160.40362848 -68.10267497 43 12.90407123 160.40362848 44 6.73498924 12.90407123 45 -39.79874751 6.73498924 46 95.38393596 -39.79874751 47 215.68730631 95.38393596 48 3.27804151 215.68730631 49 -9.61429376 3.27804151 50 43.96814327 -9.61429376 51 67.32584201 43.96814327 52 -13.14017387 67.32584201 53 94.64760777 -13.14017387 54 62.10614343 94.64760777 55 60.44356341 62.10614343 56 -31.88337792 60.44356341 57 -2.60685551 -31.88337792 58 60.82967578 -2.60685551 59 4.40757968 60.82967578 60 -27.19017879 4.40757968 61 7.70430889 -27.19017879 62 -23.76812471 7.70430889 63 4.61505310 -23.76812471 64 41.51357359 4.61505310 65 823.56394588 41.51357359 66 38.94125251 823.56394588 67 -0.09452463 38.94125251 68 32.73688905 -0.09452463 69 -3.46991614 32.73688905 70 30.88285221 -3.46991614 71 3.88226326 30.88285221 72 -16.46925357 3.88226326 73 -21.17473373 -16.46925357 74 -24.52464286 -21.17473373 75 -20.94088473 -24.52464286 76 -4.15550133 -20.94088473 77 11.44752161 -4.15550133 78 84.29676625 11.44752161 79 119.50341882 84.29676625 80 -3.58578876 119.50341882 81 8.72014271 -3.58578876 82 -2.06224013 8.72014271 83 1.80700853 -2.06224013 84 -27.39095318 1.80700853 85 10.42314360 -27.39095318 86 27.97804589 10.42314360 87 -29.11978499 27.97804589 88 9.12444860 -29.11978499 89 -32.02767862 9.12444860 90 2.73727777 -32.02767862 91 -10.33048993 2.73727777 92 62.32726696 -10.33048993 93 -20.31860007 62.32726696 94 22.45742754 -20.31860007 95 1.08749092 22.45742754 96 -37.34520097 1.08749092 97 162.76713732 -37.34520097 98 -46.55537707 162.76713732 99 -25.38148939 -46.55537707 100 -3.84872881 -25.38148939 101 -17.06199162 -3.84872881 102 15.69870248 -17.06199162 103 -29.74897249 15.69870248 104 4.88823991 -29.74897249 105 -7.02061610 4.88823991 106 17.34478646 -7.02061610 107 -31.90698393 17.34478646 108 -16.00784045 -31.90698393 109 -3.98412592 -16.00784045 110 0.31176426 -3.98412592 111 7.96726680 0.31176426 112 4.74018138 7.96726680 113 -29.61366572 4.74018138 114 -20.40177737 -29.61366572 115 10.64646197 -20.40177737 116 -7.69671122 10.64646197 117 -26.76185198 -7.69671122 118 -27.93134251 -26.76185198 119 42.97035273 -27.93134251 120 -22.02258285 42.97035273 121 -14.85454668 -22.02258285 122 61.65472597 -14.85454668 123 -24.62410114 61.65472597 124 -3.34230158 -24.62410114 125 -27.50583992 -3.34230158 126 -20.11247676 -27.50583992 127 -13.78243690 -20.11247676 128 6.27250938 -13.78243690 129 -20.11247676 6.27250938 130 -12.30272175 -20.11247676 131 34.59884515 -12.30272175 132 -20.11247676 34.59884515 133 -17.47872541 -20.11247676 134 -19.48543151 -17.47872541 135 -13.15869135 -19.48543151 136 -7.99281927 -13.15869135 137 -18.14637564 -7.99281927 138 -21.19393476 -18.14637564 139 -20.11247676 -21.19393476 140 -7.97578100 -20.11247676 141 -20.11247676 -7.97578100 142 -10.12957309 -20.11247676 143 -17.43439889 -10.12957309 144 -9.40608528 -17.43439889 145 -9.33499490 -9.40608528 146 -20.11247676 -9.33499490 147 -14.22494748 -20.11247676 148 -19.94979574 -14.22494748 149 -19.33982849 -19.94979574 150 -12.71181036 -19.33982849 151 41.04061200 -12.71181036 152 -20.11247676 41.04061200 153 -11.28027895 -20.11247676 154 -17.34560876 -11.28027895 155 -20.11247676 -17.34560876 156 -20.11247676 -20.11247676 157 -19.12140434 -20.11247676 158 -15.91421245 -19.12140434 159 -20.11247676 -15.91421245 160 -20.11247676 -20.11247676 161 -20.11247676 -20.11247676 162 -20.11247676 -20.11247676 163 3.56367634 -20.11247676 164 26.67262365 3.56367634 165 -17.43112618 26.67262365 166 -20.11247676 -17.43112618 167 0.48033039 -20.11247676 168 341.32767152 0.48033039 169 -20.11247676 341.32767152 170 -20.11247676 -20.11247676 171 -16.73416702 -20.11247676 172 -20.11247676 -16.73416702 173 -13.03372267 -20.11247676 174 -20.11247676 -13.03372267 175 -11.07008128 -20.11247676 176 129.17561331 -11.07008128 177 -20.90447380 129.17561331 178 -20.11247676 -20.90447380 179 -20.11247676 -20.11247676 180 2.41091417 -20.11247676 181 -19.89820536 2.41091417 182 22.40735916 -19.89820536 183 23.03529987 22.40735916 184 -17.38886597 23.03529987 185 -11.58082544 -17.38886597 186 -9.86352145 -11.58082544 187 -16.71369858 -9.86352145 188 -18.89296685 -16.71369858 189 -20.11247676 -18.89296685 190 -17.43106839 -20.11247676 191 -20.11247676 -17.43106839 192 -15.47557277 -20.11247676 193 -20.11247676 -15.47557277 194 -18.37837103 -20.11247676 195 -21.41192441 -18.37837103 196 12.20083126 -21.41192441 197 -21.41192441 12.20083126 198 -21.41192441 -21.41192441 199 -13.25827533 -21.41192441 200 -21.41192441 -13.25827533 201 -21.41192441 -21.41192441 202 -21.41192441 -21.41192441 203 8.64834965 -21.41192441 204 -19.70725399 8.64834965 205 -19.89850271 -19.70725399 206 -20.06180854 -19.89850271 207 -21.41192441 -20.06180854 208 8.34382106 -21.41192441 209 7.79143527 8.34382106 210 -20.11247676 7.79143527 211 -20.11247676 -20.11247676 212 11.45536194 -20.11247676 213 -3.88849083 11.45536194 214 -17.58296524 -3.88849083 215 -20.11247676 -17.58296524 216 -12.26383646 -20.11247676 217 5.22906136 -12.26383646 218 -20.11247676 5.22906136 219 -1.75240558 -20.11247676 220 -17.97109473 -1.75240558 221 -20.11247676 -17.97109473 222 -18.12297296 -20.11247676 223 -2.28541137 -18.12297296 224 -18.28610255 -2.28541137 225 3.69671390 -18.28610255 226 -6.52604303 3.69671390 227 -20.11247676 -6.52604303 228 -19.45261682 -20.11247676 229 -20.11247676 -19.45261682 230 -14.69115669 -20.11247676 231 -15.11595057 -14.69115669 232 -20.11247676 -15.11595057 233 -6.03963690 -20.11247676 234 -20.11247676 -6.03963690 235 -19.13632686 -20.11247676 236 -20.11247676 -19.13632686 237 -14.30581382 -20.11247676 238 -20.11247676 -14.30581382 239 -20.11247676 -20.11247676 240 -20.11247676 -20.11247676 241 -18.03612127 -20.11247676 242 -20.11247676 -18.03612127 243 -11.87162292 -20.11247676 244 -37.27399646 -11.87162292 245 -21.41192441 -37.27399646 246 -21.41192441 -21.41192441 247 -10.48741492 -21.41192441 248 -21.41192441 -10.48741492 249 -21.41192441 -21.41192441 250 -9.10428130 -21.41192441 251 -21.41192441 -9.10428130 252 -20.82183746 -21.41192441 253 43.17311371 -20.82183746 254 48.25570585 43.17311371 255 -20.11247676 48.25570585 256 -11.94734535 -20.11247676 257 18.24279301 -11.94734535 258 -21.41192441 18.24279301 259 -20.11247676 -21.41192441 260 -21.41192441 -20.11247676 261 -21.41192441 -21.41192441 262 -15.06514006 -21.41192441 263 -6.35988584 -15.06514006 264 -21.41192441 -6.35988584 265 -20.11247676 -21.41192441 266 -21.41192441 -20.11247676 267 -17.96404950 -21.41192441 268 -21.41192441 -17.96404950 269 -19.11822104 -21.41192441 270 -21.41192441 -19.11822104 271 -21.41192441 -21.41192441 272 -21.41192441 -21.41192441 273 -8.99484699 -21.41192441 274 -20.11247676 -8.99484699 275 7.20070375 -20.11247676 276 9.07047943 7.20070375 277 -20.11247676 9.07047943 278 83.60502414 -20.11247676 279 3.37625233 83.60502414 280 -21.41192441 3.37625233 281 -20.11247676 -21.41192441 282 51.98633530 -20.11247676 283 -20.11247676 51.98633530 284 -13.88500776 -20.11247676 285 -20.11247676 -13.88500776 286 -19.48656906 -20.11247676 287 -16.90869504 -19.48656906 288 -21.41192441 -16.90869504 289 43.06147384 -21.41192441 290 -21.41192441 43.06147384 291 1.81989292 -21.41192441 292 -11.31322030 1.81989292 293 -20.11247676 -11.31322030 294 -5.92864287 -20.11247676 295 -2.39555089 -5.92864287 296 -20.11247676 -2.39555089 297 -21.41192441 -20.11247676 298 -20.11247676 -21.41192441 299 -20.11247676 -20.11247676 300 -17.65021603 -20.11247676 301 -19.21510027 -17.65021603 302 -20.11247676 -19.21510027 303 -21.41192441 -20.11247676 304 29.91933801 -21.41192441 305 -11.13274754 29.91933801 306 -21.41192441 -11.13274754 307 -11.30357758 -21.41192441 308 1.98513480 -11.30357758 309 -21.41192441 1.98513480 310 -21.41192441 -21.41192441 311 48.56893235 -21.41192441 312 -21.41192441 48.56893235 313 -15.25952839 -21.41192441 314 -16.15116011 -15.25952839 315 -9.37206450 -16.15116011 316 -19.00192169 -9.37206450 317 -5.80742845 -19.00192169 318 -14.11880912 -5.80742845 319 -20.11247676 -14.11880912 320 -20.11247676 -20.11247676 321 -20.11247676 -20.11247676 322 -20.11247676 -20.11247676 323 -21.41192441 -20.11247676 324 -20.11247676 -21.41192441 325 -18.26252664 -20.11247676 326 -21.41192441 -18.26252664 327 -21.41192441 -21.41192441 328 -20.11247676 -21.41192441 329 -20.11247676 -20.11247676 330 -20.11247676 -20.11247676 331 -20.11247676 -20.11247676 332 -20.11247676 -20.11247676 333 -15.61076659 -20.11247676 334 -18.12238844 -15.61076659 335 -17.24132605 -18.12238844 336 52.07367320 -17.24132605 337 -20.11247676 52.07367320 338 -19.36749597 -20.11247676 339 -7.51879731 -19.36749597 340 -8.17976491 -7.51879731 341 -20.11247676 -8.17976491 342 -20.11247676 -20.11247676 343 -20.11247676 -20.11247676 344 23.67728308 -20.11247676 345 -20.11247676 23.67728308 346 -14.20251094 -20.11247676 347 -20.11247676 -14.20251094 348 -20.11247676 -20.11247676 349 -13.92621758 -20.11247676 350 -7.27835162 -13.92621758 351 -10.70001896 -7.27835162 352 -11.58886256 -10.70001896 353 -19.62951970 -11.58886256 354 -20.11247676 -19.62951970 355 -20.11247676 -20.11247676 356 20.32240190 -20.11247676 357 -20.11247676 20.32240190 358 -20.11247676 -20.11247676 359 -20.11247676 -20.11247676 360 -16.12015137 -20.11247676 361 -20.11247676 -16.12015137 362 -20.11247676 -20.11247676 363 -9.75839269 -20.11247676 364 -9.84739082 -9.75839269 365 -20.11247676 -9.84739082 366 -20.11247676 -20.11247676 367 -20.11247676 -20.11247676 368 -20.11247676 -20.11247676 369 -0.59046767 -20.11247676 370 -20.11247676 -0.59046767 371 17.27030692 -20.11247676 372 -19.77612403 17.27030692 373 -22.12655958 -19.77612403 374 -20.11247676 -22.12655958 375 -20.11247676 -20.11247676 376 5.09932996 -20.11247676 377 -13.10073418 5.09932996 378 -21.10933863 -13.10073418 379 -20.11247676 -21.10933863 380 -20.11247676 -20.11247676 381 30.60625416 -20.11247676 382 64.62588100 30.60625416 383 -20.11247676 64.62588100 384 -5.52718114 -20.11247676 385 -0.15682497 -5.52718114 386 -14.52681465 -0.15682497 387 -17.43063715 -14.52681465 388 -17.45655288 -17.43063715 389 -7.03303959 -17.45655288 390 -13.69440345 -7.03303959 391 -14.53923133 -13.69440345 392 -17.43240217 -14.53923133 393 -20.10166747 -17.43240217 394 -42.87845938 -20.10166747 395 -9.90976237 -42.87845938 396 -7.91002328 -9.90976237 397 59.76405401 -7.91002328 398 -16.10833527 59.76405401 399 119.94515556 -16.10833527 400 -26.64350743 119.94515556 401 -17.94400909 -26.64350743 402 -15.57037403 -17.94400909 403 -10.61950067 -15.57037403 404 -18.71442713 -10.61950067 405 -19.58868900 -18.71442713 406 -11.58213607 -19.58868900 407 -15.01680098 -11.58213607 408 -11.00822184 -15.01680098 409 -26.17765729 -11.00822184 410 27.96276021 -26.17765729 411 -43.84527101 27.96276021 412 -10.78237087 -43.84527101 413 -17.34497241 -10.78237087 414 -26.49630715 -17.34497241 415 -29.36845055 -26.49630715 416 35.20823961 -29.36845055 417 -12.80717347 35.20823961 418 -6.51955548 -12.80717347 419 -23.92046654 -6.51955548 420 -29.02949549 -23.92046654 421 22.25341660 -29.02949549 422 4.10553075 22.25341660 423 -36.16942719 4.10553075 424 -8.98052266 -36.16942719 425 38.12343739 -8.98052266 426 -12.98866984 38.12343739 427 -81.83668364 -12.98866984 428 -43.24588337 -81.83668364 429 -40.88990650 -43.24588337 430 52.31642520 -40.88990650 431 NA 52.31642520 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 76.20183813 -110.69016704 [2,] -198.35726405 76.20183813 [3,] 32.18593712 -198.35726405 [4,] -119.62313933 32.18593712 [5,] -197.63371809 -119.62313933 [6,] 152.55553020 -197.63371809 [7,] -52.66323880 152.55553020 [8,] 175.08514330 -52.66323880 [9,] -16.98020945 175.08514330 [10,] -162.92800712 -16.98020945 [11,] 9.60893054 -162.92800712 [12,] 123.38933829 9.60893054 [13,] -55.85251084 123.38933829 [14,] 299.88109729 -55.85251084 [15,] 53.76037664 299.88109729 [16,] -61.16938199 53.76037664 [17,] 324.78296210 -61.16938199 [18,] -18.09394600 324.78296210 [19,] 204.26993947 -18.09394600 [20,] -0.14075448 204.26993947 [21,] -97.34142370 -0.14075448 [22,] -55.36138811 -97.34142370 [23,] 140.22483364 -55.36138811 [24,] 3.64014479 140.22483364 [25,] -64.79067361 3.64014479 [26,] 66.64508715 -64.79067361 [27,] 94.33399176 66.64508715 [28,] -28.42699075 94.33399176 [29,] 248.01056012 -28.42699075 [30,] -28.08308894 248.01056012 [31,] -36.85159740 -28.08308894 [32,] -32.64306179 -36.85159740 [33,] -21.57673949 -32.64306179 [34,] -120.96825026 -21.57673949 [35,] -9.56799380 -120.96825026 [36,] -11.59085419 -9.56799380 [37,] 0.25433282 -11.59085419 [38,] -17.08342276 0.25433282 [39,] 88.76214939 -17.08342276 [40,] 746.10375864 88.76214939 [41,] -68.10267497 746.10375864 [42,] 160.40362848 -68.10267497 [43,] 12.90407123 160.40362848 [44,] 6.73498924 12.90407123 [45,] -39.79874751 6.73498924 [46,] 95.38393596 -39.79874751 [47,] 215.68730631 95.38393596 [48,] 3.27804151 215.68730631 [49,] -9.61429376 3.27804151 [50,] 43.96814327 -9.61429376 [51,] 67.32584201 43.96814327 [52,] -13.14017387 67.32584201 [53,] 94.64760777 -13.14017387 [54,] 62.10614343 94.64760777 [55,] 60.44356341 62.10614343 [56,] -31.88337792 60.44356341 [57,] -2.60685551 -31.88337792 [58,] 60.82967578 -2.60685551 [59,] 4.40757968 60.82967578 [60,] -27.19017879 4.40757968 [61,] 7.70430889 -27.19017879 [62,] -23.76812471 7.70430889 [63,] 4.61505310 -23.76812471 [64,] 41.51357359 4.61505310 [65,] 823.56394588 41.51357359 [66,] 38.94125251 823.56394588 [67,] -0.09452463 38.94125251 [68,] 32.73688905 -0.09452463 [69,] -3.46991614 32.73688905 [70,] 30.88285221 -3.46991614 [71,] 3.88226326 30.88285221 [72,] -16.46925357 3.88226326 [73,] -21.17473373 -16.46925357 [74,] -24.52464286 -21.17473373 [75,] -20.94088473 -24.52464286 [76,] -4.15550133 -20.94088473 [77,] 11.44752161 -4.15550133 [78,] 84.29676625 11.44752161 [79,] 119.50341882 84.29676625 [80,] -3.58578876 119.50341882 [81,] 8.72014271 -3.58578876 [82,] -2.06224013 8.72014271 [83,] 1.80700853 -2.06224013 [84,] -27.39095318 1.80700853 [85,] 10.42314360 -27.39095318 [86,] 27.97804589 10.42314360 [87,] -29.11978499 27.97804589 [88,] 9.12444860 -29.11978499 [89,] -32.02767862 9.12444860 [90,] 2.73727777 -32.02767862 [91,] -10.33048993 2.73727777 [92,] 62.32726696 -10.33048993 [93,] -20.31860007 62.32726696 [94,] 22.45742754 -20.31860007 [95,] 1.08749092 22.45742754 [96,] -37.34520097 1.08749092 [97,] 162.76713732 -37.34520097 [98,] -46.55537707 162.76713732 [99,] -25.38148939 -46.55537707 [100,] -3.84872881 -25.38148939 [101,] -17.06199162 -3.84872881 [102,] 15.69870248 -17.06199162 [103,] -29.74897249 15.69870248 [104,] 4.88823991 -29.74897249 [105,] -7.02061610 4.88823991 [106,] 17.34478646 -7.02061610 [107,] -31.90698393 17.34478646 [108,] -16.00784045 -31.90698393 [109,] -3.98412592 -16.00784045 [110,] 0.31176426 -3.98412592 [111,] 7.96726680 0.31176426 [112,] 4.74018138 7.96726680 [113,] -29.61366572 4.74018138 [114,] -20.40177737 -29.61366572 [115,] 10.64646197 -20.40177737 [116,] -7.69671122 10.64646197 [117,] -26.76185198 -7.69671122 [118,] -27.93134251 -26.76185198 [119,] 42.97035273 -27.93134251 [120,] -22.02258285 42.97035273 [121,] -14.85454668 -22.02258285 [122,] 61.65472597 -14.85454668 [123,] -24.62410114 61.65472597 [124,] -3.34230158 -24.62410114 [125,] -27.50583992 -3.34230158 [126,] -20.11247676 -27.50583992 [127,] -13.78243690 -20.11247676 [128,] 6.27250938 -13.78243690 [129,] -20.11247676 6.27250938 [130,] -12.30272175 -20.11247676 [131,] 34.59884515 -12.30272175 [132,] -20.11247676 34.59884515 [133,] -17.47872541 -20.11247676 [134,] -19.48543151 -17.47872541 [135,] -13.15869135 -19.48543151 [136,] -7.99281927 -13.15869135 [137,] -18.14637564 -7.99281927 [138,] -21.19393476 -18.14637564 [139,] -20.11247676 -21.19393476 [140,] -7.97578100 -20.11247676 [141,] -20.11247676 -7.97578100 [142,] -10.12957309 -20.11247676 [143,] -17.43439889 -10.12957309 [144,] -9.40608528 -17.43439889 [145,] -9.33499490 -9.40608528 [146,] -20.11247676 -9.33499490 [147,] -14.22494748 -20.11247676 [148,] -19.94979574 -14.22494748 [149,] -19.33982849 -19.94979574 [150,] -12.71181036 -19.33982849 [151,] 41.04061200 -12.71181036 [152,] -20.11247676 41.04061200 [153,] -11.28027895 -20.11247676 [154,] -17.34560876 -11.28027895 [155,] -20.11247676 -17.34560876 [156,] -20.11247676 -20.11247676 [157,] -19.12140434 -20.11247676 [158,] -15.91421245 -19.12140434 [159,] -20.11247676 -15.91421245 [160,] -20.11247676 -20.11247676 [161,] -20.11247676 -20.11247676 [162,] -20.11247676 -20.11247676 [163,] 3.56367634 -20.11247676 [164,] 26.67262365 3.56367634 [165,] -17.43112618 26.67262365 [166,] -20.11247676 -17.43112618 [167,] 0.48033039 -20.11247676 [168,] 341.32767152 0.48033039 [169,] -20.11247676 341.32767152 [170,] -20.11247676 -20.11247676 [171,] -16.73416702 -20.11247676 [172,] -20.11247676 -16.73416702 [173,] -13.03372267 -20.11247676 [174,] -20.11247676 -13.03372267 [175,] -11.07008128 -20.11247676 [176,] 129.17561331 -11.07008128 [177,] -20.90447380 129.17561331 [178,] -20.11247676 -20.90447380 [179,] -20.11247676 -20.11247676 [180,] 2.41091417 -20.11247676 [181,] -19.89820536 2.41091417 [182,] 22.40735916 -19.89820536 [183,] 23.03529987 22.40735916 [184,] -17.38886597 23.03529987 [185,] -11.58082544 -17.38886597 [186,] -9.86352145 -11.58082544 [187,] -16.71369858 -9.86352145 [188,] -18.89296685 -16.71369858 [189,] -20.11247676 -18.89296685 [190,] -17.43106839 -20.11247676 [191,] -20.11247676 -17.43106839 [192,] -15.47557277 -20.11247676 [193,] -20.11247676 -15.47557277 [194,] -18.37837103 -20.11247676 [195,] -21.41192441 -18.37837103 [196,] 12.20083126 -21.41192441 [197,] -21.41192441 12.20083126 [198,] -21.41192441 -21.41192441 [199,] -13.25827533 -21.41192441 [200,] -21.41192441 -13.25827533 [201,] -21.41192441 -21.41192441 [202,] -21.41192441 -21.41192441 [203,] 8.64834965 -21.41192441 [204,] -19.70725399 8.64834965 [205,] -19.89850271 -19.70725399 [206,] -20.06180854 -19.89850271 [207,] -21.41192441 -20.06180854 [208,] 8.34382106 -21.41192441 [209,] 7.79143527 8.34382106 [210,] -20.11247676 7.79143527 [211,] -20.11247676 -20.11247676 [212,] 11.45536194 -20.11247676 [213,] -3.88849083 11.45536194 [214,] -17.58296524 -3.88849083 [215,] -20.11247676 -17.58296524 [216,] -12.26383646 -20.11247676 [217,] 5.22906136 -12.26383646 [218,] -20.11247676 5.22906136 [219,] -1.75240558 -20.11247676 [220,] -17.97109473 -1.75240558 [221,] -20.11247676 -17.97109473 [222,] -18.12297296 -20.11247676 [223,] -2.28541137 -18.12297296 [224,] -18.28610255 -2.28541137 [225,] 3.69671390 -18.28610255 [226,] -6.52604303 3.69671390 [227,] -20.11247676 -6.52604303 [228,] -19.45261682 -20.11247676 [229,] -20.11247676 -19.45261682 [230,] -14.69115669 -20.11247676 [231,] -15.11595057 -14.69115669 [232,] -20.11247676 -15.11595057 [233,] -6.03963690 -20.11247676 [234,] -20.11247676 -6.03963690 [235,] -19.13632686 -20.11247676 [236,] -20.11247676 -19.13632686 [237,] -14.30581382 -20.11247676 [238,] -20.11247676 -14.30581382 [239,] -20.11247676 -20.11247676 [240,] -20.11247676 -20.11247676 [241,] -18.03612127 -20.11247676 [242,] -20.11247676 -18.03612127 [243,] -11.87162292 -20.11247676 [244,] -37.27399646 -11.87162292 [245,] -21.41192441 -37.27399646 [246,] -21.41192441 -21.41192441 [247,] -10.48741492 -21.41192441 [248,] -21.41192441 -10.48741492 [249,] -21.41192441 -21.41192441 [250,] -9.10428130 -21.41192441 [251,] -21.41192441 -9.10428130 [252,] -20.82183746 -21.41192441 [253,] 43.17311371 -20.82183746 [254,] 48.25570585 43.17311371 [255,] -20.11247676 48.25570585 [256,] -11.94734535 -20.11247676 [257,] 18.24279301 -11.94734535 [258,] -21.41192441 18.24279301 [259,] -20.11247676 -21.41192441 [260,] -21.41192441 -20.11247676 [261,] -21.41192441 -21.41192441 [262,] -15.06514006 -21.41192441 [263,] -6.35988584 -15.06514006 [264,] -21.41192441 -6.35988584 [265,] -20.11247676 -21.41192441 [266,] -21.41192441 -20.11247676 [267,] -17.96404950 -21.41192441 [268,] -21.41192441 -17.96404950 [269,] -19.11822104 -21.41192441 [270,] -21.41192441 -19.11822104 [271,] -21.41192441 -21.41192441 [272,] -21.41192441 -21.41192441 [273,] -8.99484699 -21.41192441 [274,] -20.11247676 -8.99484699 [275,] 7.20070375 -20.11247676 [276,] 9.07047943 7.20070375 [277,] -20.11247676 9.07047943 [278,] 83.60502414 -20.11247676 [279,] 3.37625233 83.60502414 [280,] -21.41192441 3.37625233 [281,] -20.11247676 -21.41192441 [282,] 51.98633530 -20.11247676 [283,] -20.11247676 51.98633530 [284,] -13.88500776 -20.11247676 [285,] -20.11247676 -13.88500776 [286,] -19.48656906 -20.11247676 [287,] -16.90869504 -19.48656906 [288,] -21.41192441 -16.90869504 [289,] 43.06147384 -21.41192441 [290,] -21.41192441 43.06147384 [291,] 1.81989292 -21.41192441 [292,] -11.31322030 1.81989292 [293,] -20.11247676 -11.31322030 [294,] -5.92864287 -20.11247676 [295,] -2.39555089 -5.92864287 [296,] -20.11247676 -2.39555089 [297,] -21.41192441 -20.11247676 [298,] -20.11247676 -21.41192441 [299,] -20.11247676 -20.11247676 [300,] -17.65021603 -20.11247676 [301,] -19.21510027 -17.65021603 [302,] -20.11247676 -19.21510027 [303,] -21.41192441 -20.11247676 [304,] 29.91933801 -21.41192441 [305,] -11.13274754 29.91933801 [306,] -21.41192441 -11.13274754 [307,] -11.30357758 -21.41192441 [308,] 1.98513480 -11.30357758 [309,] -21.41192441 1.98513480 [310,] -21.41192441 -21.41192441 [311,] 48.56893235 -21.41192441 [312,] -21.41192441 48.56893235 [313,] -15.25952839 -21.41192441 [314,] -16.15116011 -15.25952839 [315,] -9.37206450 -16.15116011 [316,] -19.00192169 -9.37206450 [317,] -5.80742845 -19.00192169 [318,] -14.11880912 -5.80742845 [319,] -20.11247676 -14.11880912 [320,] -20.11247676 -20.11247676 [321,] -20.11247676 -20.11247676 [322,] -20.11247676 -20.11247676 [323,] -21.41192441 -20.11247676 [324,] -20.11247676 -21.41192441 [325,] -18.26252664 -20.11247676 [326,] -21.41192441 -18.26252664 [327,] -21.41192441 -21.41192441 [328,] -20.11247676 -21.41192441 [329,] -20.11247676 -20.11247676 [330,] -20.11247676 -20.11247676 [331,] -20.11247676 -20.11247676 [332,] -20.11247676 -20.11247676 [333,] -15.61076659 -20.11247676 [334,] -18.12238844 -15.61076659 [335,] -17.24132605 -18.12238844 [336,] 52.07367320 -17.24132605 [337,] -20.11247676 52.07367320 [338,] -19.36749597 -20.11247676 [339,] -7.51879731 -19.36749597 [340,] -8.17976491 -7.51879731 [341,] -20.11247676 -8.17976491 [342,] -20.11247676 -20.11247676 [343,] -20.11247676 -20.11247676 [344,] 23.67728308 -20.11247676 [345,] -20.11247676 23.67728308 [346,] -14.20251094 -20.11247676 [347,] -20.11247676 -14.20251094 [348,] -20.11247676 -20.11247676 [349,] -13.92621758 -20.11247676 [350,] -7.27835162 -13.92621758 [351,] -10.70001896 -7.27835162 [352,] -11.58886256 -10.70001896 [353,] -19.62951970 -11.58886256 [354,] -20.11247676 -19.62951970 [355,] -20.11247676 -20.11247676 [356,] 20.32240190 -20.11247676 [357,] -20.11247676 20.32240190 [358,] -20.11247676 -20.11247676 [359,] -20.11247676 -20.11247676 [360,] -16.12015137 -20.11247676 [361,] -20.11247676 -16.12015137 [362,] -20.11247676 -20.11247676 [363,] -9.75839269 -20.11247676 [364,] -9.84739082 -9.75839269 [365,] -20.11247676 -9.84739082 [366,] -20.11247676 -20.11247676 [367,] -20.11247676 -20.11247676 [368,] -20.11247676 -20.11247676 [369,] -0.59046767 -20.11247676 [370,] -20.11247676 -0.59046767 [371,] 17.27030692 -20.11247676 [372,] -19.77612403 17.27030692 [373,] -22.12655958 -19.77612403 [374,] -20.11247676 -22.12655958 [375,] -20.11247676 -20.11247676 [376,] 5.09932996 -20.11247676 [377,] -13.10073418 5.09932996 [378,] -21.10933863 -13.10073418 [379,] -20.11247676 -21.10933863 [380,] -20.11247676 -20.11247676 [381,] 30.60625416 -20.11247676 [382,] 64.62588100 30.60625416 [383,] -20.11247676 64.62588100 [384,] -5.52718114 -20.11247676 [385,] -0.15682497 -5.52718114 [386,] -14.52681465 -0.15682497 [387,] -17.43063715 -14.52681465 [388,] -17.45655288 -17.43063715 [389,] -7.03303959 -17.45655288 [390,] -13.69440345 -7.03303959 [391,] -14.53923133 -13.69440345 [392,] -17.43240217 -14.53923133 [393,] -20.10166747 -17.43240217 [394,] -42.87845938 -20.10166747 [395,] -9.90976237 -42.87845938 [396,] -7.91002328 -9.90976237 [397,] 59.76405401 -7.91002328 [398,] -16.10833527 59.76405401 [399,] 119.94515556 -16.10833527 [400,] -26.64350743 119.94515556 [401,] -17.94400909 -26.64350743 [402,] -15.57037403 -17.94400909 [403,] -10.61950067 -15.57037403 [404,] -18.71442713 -10.61950067 [405,] -19.58868900 -18.71442713 [406,] -11.58213607 -19.58868900 [407,] -15.01680098 -11.58213607 [408,] -11.00822184 -15.01680098 [409,] -26.17765729 -11.00822184 [410,] 27.96276021 -26.17765729 [411,] -43.84527101 27.96276021 [412,] -10.78237087 -43.84527101 [413,] -17.34497241 -10.78237087 [414,] -26.49630715 -17.34497241 [415,] -29.36845055 -26.49630715 [416,] 35.20823961 -29.36845055 [417,] -12.80717347 35.20823961 [418,] -6.51955548 -12.80717347 [419,] -23.92046654 -6.51955548 [420,] -29.02949549 -23.92046654 [421,] 22.25341660 -29.02949549 [422,] 4.10553075 22.25341660 [423,] -36.16942719 4.10553075 [424,] -8.98052266 -36.16942719 [425,] 38.12343739 -8.98052266 [426,] -12.98866984 38.12343739 [427,] -81.83668364 -12.98866984 [428,] -43.24588337 -81.83668364 [429,] -40.88990650 -43.24588337 [430,] 52.31642520 -40.88990650 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 76.20183813 -110.69016704 2 -198.35726405 76.20183813 3 32.18593712 -198.35726405 4 -119.62313933 32.18593712 5 -197.63371809 -119.62313933 6 152.55553020 -197.63371809 7 -52.66323880 152.55553020 8 175.08514330 -52.66323880 9 -16.98020945 175.08514330 10 -162.92800712 -16.98020945 11 9.60893054 -162.92800712 12 123.38933829 9.60893054 13 -55.85251084 123.38933829 14 299.88109729 -55.85251084 15 53.76037664 299.88109729 16 -61.16938199 53.76037664 17 324.78296210 -61.16938199 18 -18.09394600 324.78296210 19 204.26993947 -18.09394600 20 -0.14075448 204.26993947 21 -97.34142370 -0.14075448 22 -55.36138811 -97.34142370 23 140.22483364 -55.36138811 24 3.64014479 140.22483364 25 -64.79067361 3.64014479 26 66.64508715 -64.79067361 27 94.33399176 66.64508715 28 -28.42699075 94.33399176 29 248.01056012 -28.42699075 30 -28.08308894 248.01056012 31 -36.85159740 -28.08308894 32 -32.64306179 -36.85159740 33 -21.57673949 -32.64306179 34 -120.96825026 -21.57673949 35 -9.56799380 -120.96825026 36 -11.59085419 -9.56799380 37 0.25433282 -11.59085419 38 -17.08342276 0.25433282 39 88.76214939 -17.08342276 40 746.10375864 88.76214939 41 -68.10267497 746.10375864 42 160.40362848 -68.10267497 43 12.90407123 160.40362848 44 6.73498924 12.90407123 45 -39.79874751 6.73498924 46 95.38393596 -39.79874751 47 215.68730631 95.38393596 48 3.27804151 215.68730631 49 -9.61429376 3.27804151 50 43.96814327 -9.61429376 51 67.32584201 43.96814327 52 -13.14017387 67.32584201 53 94.64760777 -13.14017387 54 62.10614343 94.64760777 55 60.44356341 62.10614343 56 -31.88337792 60.44356341 57 -2.60685551 -31.88337792 58 60.82967578 -2.60685551 59 4.40757968 60.82967578 60 -27.19017879 4.40757968 61 7.70430889 -27.19017879 62 -23.76812471 7.70430889 63 4.61505310 -23.76812471 64 41.51357359 4.61505310 65 823.56394588 41.51357359 66 38.94125251 823.56394588 67 -0.09452463 38.94125251 68 32.73688905 -0.09452463 69 -3.46991614 32.73688905 70 30.88285221 -3.46991614 71 3.88226326 30.88285221 72 -16.46925357 3.88226326 73 -21.17473373 -16.46925357 74 -24.52464286 -21.17473373 75 -20.94088473 -24.52464286 76 -4.15550133 -20.94088473 77 11.44752161 -4.15550133 78 84.29676625 11.44752161 79 119.50341882 84.29676625 80 -3.58578876 119.50341882 81 8.72014271 -3.58578876 82 -2.06224013 8.72014271 83 1.80700853 -2.06224013 84 -27.39095318 1.80700853 85 10.42314360 -27.39095318 86 27.97804589 10.42314360 87 -29.11978499 27.97804589 88 9.12444860 -29.11978499 89 -32.02767862 9.12444860 90 2.73727777 -32.02767862 91 -10.33048993 2.73727777 92 62.32726696 -10.33048993 93 -20.31860007 62.32726696 94 22.45742754 -20.31860007 95 1.08749092 22.45742754 96 -37.34520097 1.08749092 97 162.76713732 -37.34520097 98 -46.55537707 162.76713732 99 -25.38148939 -46.55537707 100 -3.84872881 -25.38148939 101 -17.06199162 -3.84872881 102 15.69870248 -17.06199162 103 -29.74897249 15.69870248 104 4.88823991 -29.74897249 105 -7.02061610 4.88823991 106 17.34478646 -7.02061610 107 -31.90698393 17.34478646 108 -16.00784045 -31.90698393 109 -3.98412592 -16.00784045 110 0.31176426 -3.98412592 111 7.96726680 0.31176426 112 4.74018138 7.96726680 113 -29.61366572 4.74018138 114 -20.40177737 -29.61366572 115 10.64646197 -20.40177737 116 -7.69671122 10.64646197 117 -26.76185198 -7.69671122 118 -27.93134251 -26.76185198 119 42.97035273 -27.93134251 120 -22.02258285 42.97035273 121 -14.85454668 -22.02258285 122 61.65472597 -14.85454668 123 -24.62410114 61.65472597 124 -3.34230158 -24.62410114 125 -27.50583992 -3.34230158 126 -20.11247676 -27.50583992 127 -13.78243690 -20.11247676 128 6.27250938 -13.78243690 129 -20.11247676 6.27250938 130 -12.30272175 -20.11247676 131 34.59884515 -12.30272175 132 -20.11247676 34.59884515 133 -17.47872541 -20.11247676 134 -19.48543151 -17.47872541 135 -13.15869135 -19.48543151 136 -7.99281927 -13.15869135 137 -18.14637564 -7.99281927 138 -21.19393476 -18.14637564 139 -20.11247676 -21.19393476 140 -7.97578100 -20.11247676 141 -20.11247676 -7.97578100 142 -10.12957309 -20.11247676 143 -17.43439889 -10.12957309 144 -9.40608528 -17.43439889 145 -9.33499490 -9.40608528 146 -20.11247676 -9.33499490 147 -14.22494748 -20.11247676 148 -19.94979574 -14.22494748 149 -19.33982849 -19.94979574 150 -12.71181036 -19.33982849 151 41.04061200 -12.71181036 152 -20.11247676 41.04061200 153 -11.28027895 -20.11247676 154 -17.34560876 -11.28027895 155 -20.11247676 -17.34560876 156 -20.11247676 -20.11247676 157 -19.12140434 -20.11247676 158 -15.91421245 -19.12140434 159 -20.11247676 -15.91421245 160 -20.11247676 -20.11247676 161 -20.11247676 -20.11247676 162 -20.11247676 -20.11247676 163 3.56367634 -20.11247676 164 26.67262365 3.56367634 165 -17.43112618 26.67262365 166 -20.11247676 -17.43112618 167 0.48033039 -20.11247676 168 341.32767152 0.48033039 169 -20.11247676 341.32767152 170 -20.11247676 -20.11247676 171 -16.73416702 -20.11247676 172 -20.11247676 -16.73416702 173 -13.03372267 -20.11247676 174 -20.11247676 -13.03372267 175 -11.07008128 -20.11247676 176 129.17561331 -11.07008128 177 -20.90447380 129.17561331 178 -20.11247676 -20.90447380 179 -20.11247676 -20.11247676 180 2.41091417 -20.11247676 181 -19.89820536 2.41091417 182 22.40735916 -19.89820536 183 23.03529987 22.40735916 184 -17.38886597 23.03529987 185 -11.58082544 -17.38886597 186 -9.86352145 -11.58082544 187 -16.71369858 -9.86352145 188 -18.89296685 -16.71369858 189 -20.11247676 -18.89296685 190 -17.43106839 -20.11247676 191 -20.11247676 -17.43106839 192 -15.47557277 -20.11247676 193 -20.11247676 -15.47557277 194 -18.37837103 -20.11247676 195 -21.41192441 -18.37837103 196 12.20083126 -21.41192441 197 -21.41192441 12.20083126 198 -21.41192441 -21.41192441 199 -13.25827533 -21.41192441 200 -21.41192441 -13.25827533 201 -21.41192441 -21.41192441 202 -21.41192441 -21.41192441 203 8.64834965 -21.41192441 204 -19.70725399 8.64834965 205 -19.89850271 -19.70725399 206 -20.06180854 -19.89850271 207 -21.41192441 -20.06180854 208 8.34382106 -21.41192441 209 7.79143527 8.34382106 210 -20.11247676 7.79143527 211 -20.11247676 -20.11247676 212 11.45536194 -20.11247676 213 -3.88849083 11.45536194 214 -17.58296524 -3.88849083 215 -20.11247676 -17.58296524 216 -12.26383646 -20.11247676 217 5.22906136 -12.26383646 218 -20.11247676 5.22906136 219 -1.75240558 -20.11247676 220 -17.97109473 -1.75240558 221 -20.11247676 -17.97109473 222 -18.12297296 -20.11247676 223 -2.28541137 -18.12297296 224 -18.28610255 -2.28541137 225 3.69671390 -18.28610255 226 -6.52604303 3.69671390 227 -20.11247676 -6.52604303 228 -19.45261682 -20.11247676 229 -20.11247676 -19.45261682 230 -14.69115669 -20.11247676 231 -15.11595057 -14.69115669 232 -20.11247676 -15.11595057 233 -6.03963690 -20.11247676 234 -20.11247676 -6.03963690 235 -19.13632686 -20.11247676 236 -20.11247676 -19.13632686 237 -14.30581382 -20.11247676 238 -20.11247676 -14.30581382 239 -20.11247676 -20.11247676 240 -20.11247676 -20.11247676 241 -18.03612127 -20.11247676 242 -20.11247676 -18.03612127 243 -11.87162292 -20.11247676 244 -37.27399646 -11.87162292 245 -21.41192441 -37.27399646 246 -21.41192441 -21.41192441 247 -10.48741492 -21.41192441 248 -21.41192441 -10.48741492 249 -21.41192441 -21.41192441 250 -9.10428130 -21.41192441 251 -21.41192441 -9.10428130 252 -20.82183746 -21.41192441 253 43.17311371 -20.82183746 254 48.25570585 43.17311371 255 -20.11247676 48.25570585 256 -11.94734535 -20.11247676 257 18.24279301 -11.94734535 258 -21.41192441 18.24279301 259 -20.11247676 -21.41192441 260 -21.41192441 -20.11247676 261 -21.41192441 -21.41192441 262 -15.06514006 -21.41192441 263 -6.35988584 -15.06514006 264 -21.41192441 -6.35988584 265 -20.11247676 -21.41192441 266 -21.41192441 -20.11247676 267 -17.96404950 -21.41192441 268 -21.41192441 -17.96404950 269 -19.11822104 -21.41192441 270 -21.41192441 -19.11822104 271 -21.41192441 -21.41192441 272 -21.41192441 -21.41192441 273 -8.99484699 -21.41192441 274 -20.11247676 -8.99484699 275 7.20070375 -20.11247676 276 9.07047943 7.20070375 277 -20.11247676 9.07047943 278 83.60502414 -20.11247676 279 3.37625233 83.60502414 280 -21.41192441 3.37625233 281 -20.11247676 -21.41192441 282 51.98633530 -20.11247676 283 -20.11247676 51.98633530 284 -13.88500776 -20.11247676 285 -20.11247676 -13.88500776 286 -19.48656906 -20.11247676 287 -16.90869504 -19.48656906 288 -21.41192441 -16.90869504 289 43.06147384 -21.41192441 290 -21.41192441 43.06147384 291 1.81989292 -21.41192441 292 -11.31322030 1.81989292 293 -20.11247676 -11.31322030 294 -5.92864287 -20.11247676 295 -2.39555089 -5.92864287 296 -20.11247676 -2.39555089 297 -21.41192441 -20.11247676 298 -20.11247676 -21.41192441 299 -20.11247676 -20.11247676 300 -17.65021603 -20.11247676 301 -19.21510027 -17.65021603 302 -20.11247676 -19.21510027 303 -21.41192441 -20.11247676 304 29.91933801 -21.41192441 305 -11.13274754 29.91933801 306 -21.41192441 -11.13274754 307 -11.30357758 -21.41192441 308 1.98513480 -11.30357758 309 -21.41192441 1.98513480 310 -21.41192441 -21.41192441 311 48.56893235 -21.41192441 312 -21.41192441 48.56893235 313 -15.25952839 -21.41192441 314 -16.15116011 -15.25952839 315 -9.37206450 -16.15116011 316 -19.00192169 -9.37206450 317 -5.80742845 -19.00192169 318 -14.11880912 -5.80742845 319 -20.11247676 -14.11880912 320 -20.11247676 -20.11247676 321 -20.11247676 -20.11247676 322 -20.11247676 -20.11247676 323 -21.41192441 -20.11247676 324 -20.11247676 -21.41192441 325 -18.26252664 -20.11247676 326 -21.41192441 -18.26252664 327 -21.41192441 -21.41192441 328 -20.11247676 -21.41192441 329 -20.11247676 -20.11247676 330 -20.11247676 -20.11247676 331 -20.11247676 -20.11247676 332 -20.11247676 -20.11247676 333 -15.61076659 -20.11247676 334 -18.12238844 -15.61076659 335 -17.24132605 -18.12238844 336 52.07367320 -17.24132605 337 -20.11247676 52.07367320 338 -19.36749597 -20.11247676 339 -7.51879731 -19.36749597 340 -8.17976491 -7.51879731 341 -20.11247676 -8.17976491 342 -20.11247676 -20.11247676 343 -20.11247676 -20.11247676 344 23.67728308 -20.11247676 345 -20.11247676 23.67728308 346 -14.20251094 -20.11247676 347 -20.11247676 -14.20251094 348 -20.11247676 -20.11247676 349 -13.92621758 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64.62588100 384 -5.52718114 -20.11247676 385 -0.15682497 -5.52718114 386 -14.52681465 -0.15682497 387 -17.43063715 -14.52681465 388 -17.45655288 -17.43063715 389 -7.03303959 -17.45655288 390 -13.69440345 -7.03303959 391 -14.53923133 -13.69440345 392 -17.43240217 -14.53923133 393 -20.10166747 -17.43240217 394 -42.87845938 -20.10166747 395 -9.90976237 -42.87845938 396 -7.91002328 -9.90976237 397 59.76405401 -7.91002328 398 -16.10833527 59.76405401 399 119.94515556 -16.10833527 400 -26.64350743 119.94515556 401 -17.94400909 -26.64350743 402 -15.57037403 -17.94400909 403 -10.61950067 -15.57037403 404 -18.71442713 -10.61950067 405 -19.58868900 -18.71442713 406 -11.58213607 -19.58868900 407 -15.01680098 -11.58213607 408 -11.00822184 -15.01680098 409 -26.17765729 -11.00822184 410 27.96276021 -26.17765729 411 -43.84527101 27.96276021 412 -10.78237087 -43.84527101 413 -17.34497241 -10.78237087 414 -26.49630715 -17.34497241 415 -29.36845055 -26.49630715 416 35.20823961 -29.36845055 417 -12.80717347 35.20823961 418 -6.51955548 -12.80717347 419 -23.92046654 -6.51955548 420 -29.02949549 -23.92046654 421 22.25341660 -29.02949549 422 4.10553075 22.25341660 423 -36.16942719 4.10553075 424 -8.98052266 -36.16942719 425 38.12343739 -8.98052266 426 -12.98866984 38.12343739 427 -81.83668364 -12.98866984 428 -43.24588337 -81.83668364 429 -40.88990650 -43.24588337 430 52.31642520 -40.88990650 > 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/freestat/rcomp/tmp/78ga11291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/88ga11291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/98ga11291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/101p941291220076.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/freestat/rcomp/tmp/11mq8s1291220076.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/freestat/rcomp/tmp/12pqoy1291220076.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/freestat/rcomp/tmp/13l0461291220076.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/freestat/rcomp/tmp/14p12c1291220076.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/freestat/rcomp/tmp/15sjji1291220076.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/freestat/rcomp/tmp/16e2zo1291220076.tab") + } > > try(system("convert tmp/1u6us1291220076.ps tmp/1u6us1291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/2u6us1291220076.ps tmp/2u6us1291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/34xtd1291220076.ps tmp/34xtd1291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/44xtd1291220076.ps tmp/44xtd1291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/54xtd1291220076.ps tmp/54xtd1291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/6xpby1291220076.ps tmp/6xpby1291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/78ga11291220076.ps tmp/78ga11291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/88ga11291220076.ps tmp/88ga11291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/98ga11291220076.ps tmp/98ga11291220076.png",intern=TRUE)) character(0) > try(system("convert tmp/101p941291220076.ps tmp/101p941291220076.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 13.272 3.137 13.735