R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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> x <- array(list(162556
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+ ,dim=c(4
+ ,314)
+ ,dimnames=list(c('Costs'
+ ,'orders'
+ ,'dividends'
+ ,'Wealth')
+ ,1:314))
> y <- array(NA,dim=c(4,314),dimnames=list(c('Costs','orders','dividends','Wealth'),1:314))
> 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 = '4'
> #'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
Wealth Costs orders dividends
1 6282154 162556 807 213118
2 4321023 29790 444 81767
3 4111912 87550 412 153198
4 223193 84738 428 -26007
5 1491348 54660 315 126942
6 1629616 42634 168 157214
7 1398893 40949 263 129352
8 1926517 45187 267 234817
9 983660 37704 228 60448
10 1443586 16275 129 47818
11 1073089 25830 104 245546
12 984885 12679 122 48020
13 1405225 18014 393 -1710
14 227132 43556 190 32648
15 929118 24811 280 95350
16 1071292 6575 63 151352
17 638830 7123 102 288170
18 856956 21950 265 114337
19 992426 37597 234 37884
20 444477 17821 277 122844
21 857217 12988 73 82340
22 711969 22330 67 79801
23 702380 13326 103 165548
24 358589 16189 290 116384
25 297978 7146 83 134028
26 585715 15824 56 63838
27 657954 27664 236 74996
28 209458 11920 73 31080
29 786690 8568 34 32168
30 439798 14416 139 49857
31 688779 3369 26 87161
32 574339 11819 70 106113
33 741409 6984 40 80570
34 597793 4519 42 102129
35 644190 2220 12 301670
36 377934 18562 211 102313
37 640273 10327 74 88577
38 697458 5336 80 112477
39 550608 2365 83 191778
40 207393 4069 131 79804
41 301607 8636 203 128294
42 345783 13718 56 96448
43 501749 4525 89 93811
44 379983 6869 88 117520
45 387475 4628 39 69159
46 377305 3689 25 101792
47 370837 4891 49 210568
48 430866 7489 149 136996
49 469107 4901 58 121920
50 194493 2284 41 76403
51 530670 3160 90 108094
52 518365 4150 136 134759
53 491303 7285 97 188873
54 527021 1134 63 146216
55 233773 4658 114 156608
56 405972 2384 77 61348
57 652925 3748 6 50350
58 446211 5371 47 87720
59 341340 1285 51 99489
60 387699 9327 85 87419
61 493408 5565 43 94355
62 146494 1528 32 60326
63 414462 3122 25 94670
64 364304 7561 77 82425
65 355178 2675 54 59017
66 357760 13253 251 90829
67 261216 880 15 80791
68 397144 2053 44 100423
69 374943 1424 73 131116
70 424898 4036 85 100269
71 202055 3045 49 27330
72 378525 5119 38 39039
73 310768 1431 35 106885
74 325738 554 9 79285
75 394510 1975 34 118881
76 247060 1765 20 77623
77 368078 1012 29 114768
78 236761 810 11 74015
79 312378 1280 52 69465
80 339836 666 13 117869
81 347385 1380 29 60982
82 426280 4677 66 90131
83 352850 876 33 138971
84 301881 814 15 39625
85 377516 514 15 102725
86 357312 5692 68 64239
87 458343 3642 100 90262
88 354228 540 13 103960
89 308636 2099 45 106611
90 386212 567 14 103345
91 393343 2001 36 95551
92 378509 2949 40 82903
93 452469 2253 68 63593
94 364839 6533 29 126910
95 358649 1889 43 37527
96 376641 3055 30 60247
97 429112 272 9 112995
98 330546 1414 22 70184
99 403560 2564 19 130140
100 317892 1383 9 73221
101 307528 1261 31 76114
102 235133 975 19 90534
103 299243 3366 55 108479
104 314073 576 8 113761
105 368186 1686 28 68696
106 269661 746 29 71561
107 125390 3192 48 59831
108 510834 2045 16 97890
109 321896 5702 47 101481
110 249898 1932 20 72954
111 408881 936 22 67939
112 158492 3437 33 48022
113 292154 5131 44 86111
114 289513 2397 13 74020
115 378049 1389 6 57530
116 343466 1503 35 56364
117 332743 402 8 84990
118 442882 2239 17 88590
119 214215 2234 11 77200
120 315688 837 21 61262
121 375195 10579 92 110309
122 334280 875 12 67000
123 355864 1585 112 93099
124 480382 1659 25 107577
125 353058 2647 17 62920
126 217193 3294 23 75832
127 314533 94 10 60793
128 318056 422 23 57935
129 314353 34 7 60630
130 369448 1558 25 55637
131 312846 43 20 60887
132 312075 645 4 60720
133 315009 316 4 60505
134 318903 115 10 60945
135 314887 5 1 60720
136 314913 897 4 60720
137 325506 389 8 58990
138 298568 1002 11 56750
139 315834 36 4 60894
140 329784 460 15 63346
141 312878 309 9 56535
142 314987 9 7 60835
143 325249 271 2 60720
144 315877 14 0 61016
145 291650 520 7 58650
146 305959 1766 46 60438
147 297765 458 7 58625
148 315245 20 2 60938
149 315236 98 2 61490
150 336425 405 5 60845
151 306268 483 7 60830
152 302187 454 24 63261
153 314882 47 1 60720
154 382712 757 18 45689
155 341570 4655 55 60720
156 312412 36 3 61564
157 309596 203 9 61938
158 315547 126 8 60951
159 313267 400 113 60720
160 316176 71 0 60745
161 359335 972 19 71642
162 330068 531 11 71641
163 314289 2461 25 55792
164 297413 378 16 71873
165 314806 23 5 62555
166 333210 638 11 60370
167 352108 2300 23 64873
168 313332 149 6 62041
169 291787 226 5 65745
170 318745 275 7 59500
171 315366 141 7 61630
172 315688 28 3 60890
173 409642 4980 89 113521
174 269587 472 19 80045
175 300962 203 12 50804
176 325479 496 12 87390
177 316155 10 5 61656
178 318574 63 2 65688
179 343613 1136 26 48522
180 306948 265 3 60720
181 330059 267 11 57640
182 288985 474 10 61977
183 304485 534 5 62620
184 315688 15 6 60831
185 317736 397 7 60646
186 322331 1866 28 56225
187 296656 288 3 60510
188 315354 3 1 60698
189 312161 468 20 60720
190 315576 20 1 60805
191 314922 278 22 61404
192 314551 61 9 60720
193 312339 192 2 65276
194 298700 317 7 63915
195 321376 738 9 60720
196 303230 368 13 61686
197 315487 2 0 60743
198 315793 53 6 60349
199 312887 94 3 61360
200 315637 24 7 59818
201 324385 2332 2 72680
202 308989 131 15 61808
203 296702 206 9 53110
204 307322 167 1 64245
205 304376 622 38 73007
206 253588 2328 57 82732
207 309560 365 7 54820
208 298466 364 26 47705
209 343929 226 13 72835
210 331955 307 10 58856
211 381180 188 9 77655
212 331420 138 26 69817
213 310201 125 19 60798
214 320016 282 12 62452
215 320398 335 23 64175
216 291841 1324 29 67440
217 310670 176 8 68136
218 313491 249 26 56726
219 331323 333 9 70811
220 319210 601 5 60720
221 318098 30 3 62045
222 292754 249 13 54323
223 325176 165 12 62841
224 365959 453 19 81125
225 302409 53 10 59506
226 340968 382 9 59365
227 313164 30 4 60798
228 301164 290 1 58790
229 344425 366 14 61808
230 315394 2 12 60735
231 316647 209 19 64016
232 309836 384 17 54683
233 346611 365 32 87192
234 322031 49 14 64107
235 315656 3 8 60761
236 339445 133 4 65990
237 314964 32 0 59988
238 297141 368 20 61167
239 315372 1 5 60719
240 312502 22 1 60722
241 313729 96 4 60379
242 315388 1 1 60727
243 315371 314 4 60720
244 296139 844 20 60925
245 313880 26 1 60896
246 317698 125 10 59734
247 295580 304 12 62969
248 308256 621 13 60720
249 303677 119 3 59118
250 319369 1595 10 60720
251 318690 312 3 58598
252 314049 60 7 61124
253 325699 587 10 59595
254 314210 135 1 62065
255 322378 514 15 78780
256 315398 1 4 60722
257 308336 1763 28 61600
258 316386 180 9 59635
259 315553 218 7 60720
260 323361 448 7 59781
261 336639 227 7 76644
262 307424 174 3 64820
263 295370 121 11 56178
264 322340 607 7 60436
265 319864 2212 10 60720
266 317291 530 18 73433
267 280398 571 14 41477
268 317330 78 12 62700
269 238125 2489 29 67804
270 327071 131 3 59661
271 309038 923 6 58620
272 314210 72 3 60398
273 307930 572 8 58580
274 322327 397 10 62710
275 292136 450 6 59325
276 263276 622 8 60950
277 367655 694 6 68060
278 283910 3425 9 83620
279 283587 562 8 58456
280 243650 4917 26 52811
281 438493 1442 239 121173
282 296261 529 7 63870
283 230621 2126 41 21001
284 304252 1061 3 70415
285 333505 776 8 64230
286 296919 611 6 59190
287 278990 1526 21 69351
288 276898 592 7 64270
289 327007 1182 11 70694
290 317046 621 11 68005
291 304555 989 12 58930
292 298096 438 9 58320
293 231861 726 3 69980
294 309422 1303 57 69863
295 286963 7419 21 63255
296 269753 1164 15 57320
297 448243 3310 32 75230
298 165404 1920 11 79420
299 204325 965 2 73490
300 407159 3256 23 35250
301 290476 1135 20 62285
302 275311 1270 24 69206
303 246541 661 1 65920
304 253468 1013 1 69770
305 240897 2844 74 72683
306 -83265 11528 68 -14545
307 -42143 6526 20 55830
308 272713 2264 20 55174
309 215362 5109 82 67038
310 42754 3999 21 51252
311 306275 35624 244 157278
312 253537 9252 32 79510
313 372631 15236 86 77440
314 -7170 18073 69 27284
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Costs orders dividends
1.260e+05 2.121e+01 1.236e+03 1.723e+00
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-2184670 -45454 46920 73132 2873355
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.260e+05 3.885e+04 3.243 0.001313 **
Costs 2.121e+01 2.524e+00 8.405 1.58e-15 ***
orders 1.236e+03 4.163e+02 2.969 0.003220 **
dividends 1.723e+00 4.821e-01 3.575 0.000407 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 294600 on 310 degrees of freedom
Multiple R-squared: 0.6585, Adjusted R-squared: 0.6552
F-statistic: 199.2 on 3 and 310 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,] 1.0000000 2.051011e-23 1.025505e-23
[2,] 1.0000000 6.747873e-38 3.373936e-38
[3,] 1.0000000 4.691897e-38 2.345949e-38
[4,] 1.0000000 1.236564e-53 6.182818e-54
[5,] 1.0000000 1.673804e-55 8.369020e-56
[6,] 1.0000000 2.195154e-59 1.097577e-59
[7,] 1.0000000 2.202607e-74 1.101304e-74
[8,] 1.0000000 1.094064e-75 5.470318e-76
[9,] 1.0000000 1.781848e-81 8.909241e-82
[10,] 1.0000000 1.056962e-86 5.284809e-87
[11,] 1.0000000 1.187105e-93 5.935525e-94
[12,] 1.0000000 1.011431e-97 5.057153e-98
[13,] 1.0000000 6.266634e-101 3.133317e-101
[14,] 1.0000000 1.534474e-106 7.672370e-107
[15,] 1.0000000 3.205714e-112 1.602857e-112
[16,] 1.0000000 2.672018e-114 1.336009e-114
[17,] 1.0000000 1.980847e-114 9.904235e-115
[18,] 1.0000000 1.354991e-118 6.774957e-119
[19,] 1.0000000 4.573939e-118 2.286969e-118
[20,] 1.0000000 2.172215e-119 1.086107e-119
[21,] 1.0000000 2.917998e-121 1.458999e-121
[22,] 1.0000000 1.591893e-120 7.959467e-121
[23,] 1.0000000 4.784476e-130 2.392238e-130
[24,] 1.0000000 8.247456e-130 4.123728e-130
[25,] 1.0000000 1.102615e-133 5.513076e-134
[26,] 1.0000000 2.250635e-134 1.125317e-134
[27,] 1.0000000 9.388025e-141 4.694013e-141
[28,] 1.0000000 3.208575e-142 1.604288e-142
[29,] 1.0000000 1.836006e-141 9.180030e-142
[30,] 1.0000000 6.545343e-142 3.272672e-142
[31,] 1.0000000 1.397200e-145 6.986002e-146
[32,] 1.0000000 2.023551e-149 1.011776e-149
[33,] 1.0000000 1.520037e-148 7.600183e-149
[34,] 1.0000000 1.025703e-148 5.128513e-149
[35,] 1.0000000 1.349006e-149 6.745028e-150
[36,] 1.0000000 8.849775e-149 4.424887e-149
[37,] 1.0000000 9.246598e-149 4.623299e-149
[38,] 1.0000000 9.443831e-148 4.721916e-148
[39,] 1.0000000 2.949662e-147 1.474831e-147
[40,] 1.0000000 2.398551e-146 1.199275e-146
[41,] 1.0000000 1.683020e-146 8.415102e-147
[42,] 1.0000000 9.141403e-146 4.570702e-146
[43,] 1.0000000 4.190865e-145 2.095433e-145
[44,] 1.0000000 5.147999e-145 2.574000e-145
[45,] 1.0000000 4.818018e-145 2.409009e-145
[46,] 1.0000000 1.921698e-144 9.608488e-145
[47,] 1.0000000 1.233770e-143 6.168851e-144
[48,] 1.0000000 4.945113e-143 2.472556e-143
[49,] 1.0000000 4.817016e-145 2.408508e-145
[50,] 1.0000000 1.508380e-144 7.541902e-145
[51,] 1.0000000 1.056665e-153 5.283327e-154
[52,] 1.0000000 1.027269e-153 5.136345e-154
[53,] 1.0000000 8.913825e-153 4.456913e-153
[54,] 1.0000000 3.307748e-152 1.653874e-152
[55,] 1.0000000 4.050147e-153 2.025073e-153
[56,] 1.0000000 7.719734e-154 3.859867e-154
[57,] 1.0000000 2.800689e-153 1.400344e-153
[58,] 1.0000000 1.716063e-152 8.580316e-153
[59,] 1.0000000 1.024214e-151 5.121071e-152
[60,] 1.0000000 1.348073e-151 6.740365e-152
[61,] 1.0000000 5.345199e-151 2.672600e-151
[62,] 1.0000000 4.610309e-150 2.305155e-150
[63,] 1.0000000 2.738019e-149 1.369009e-149
[64,] 1.0000000 1.706902e-148 8.534511e-149
[65,] 1.0000000 1.234253e-147 6.171267e-148
[66,] 1.0000000 3.891720e-148 1.945860e-148
[67,] 1.0000000 1.735957e-147 8.679787e-148
[68,] 1.0000000 1.416829e-146 7.084144e-147
[69,] 1.0000000 1.428127e-145 7.140636e-146
[70,] 1.0000000 5.118140e-145 2.559070e-145
[71,] 1.0000000 4.292185e-144 2.146093e-144
[72,] 1.0000000 1.085241e-143 5.426206e-144
[73,] 1.0000000 9.941064e-143 4.970532e-143
[74,] 1.0000000 4.799155e-142 2.399578e-142
[75,] 1.0000000 2.905464e-141 1.452732e-141
[76,] 1.0000000 7.782868e-141 3.891434e-141
[77,] 1.0000000 1.496514e-140 7.482572e-141
[78,] 1.0000000 8.613603e-140 4.306801e-140
[79,] 1.0000000 7.429440e-139 3.714720e-139
[80,] 1.0000000 2.716521e-138 1.358260e-138
[81,] 1.0000000 4.826995e-138 2.413498e-138
[82,] 1.0000000 3.559148e-137 1.779574e-137
[83,] 1.0000000 1.145778e-136 5.728889e-137
[84,] 1.0000000 9.765065e-136 4.882533e-136
[85,] 1.0000000 7.815946e-135 3.907973e-135
[86,] 1.0000000 4.987243e-134 2.493621e-134
[87,] 1.0000000 1.059248e-134 5.296241e-135
[88,] 1.0000000 9.314491e-134 4.657245e-134
[89,] 1.0000000 8.738889e-134 4.369444e-134
[90,] 1.0000000 1.459832e-133 7.299158e-134
[91,] 1.0000000 1.154043e-132 5.770216e-133
[92,] 1.0000000 9.660953e-132 4.830477e-132
[93,] 1.0000000 7.779748e-131 3.889874e-131
[94,] 1.0000000 6.593939e-130 3.296970e-130
[95,] 1.0000000 5.329742e-129 2.664871e-129
[96,] 1.0000000 2.263631e-129 1.131816e-129
[97,] 1.0000000 4.244292e-129 2.122146e-129
[98,] 1.0000000 3.015132e-129 1.507566e-129
[99,] 1.0000000 1.467664e-128 7.338318e-129
[100,] 1.0000000 6.666605e-128 3.333303e-128
[101,] 1.0000000 5.338638e-129 2.669319e-129
[102,] 1.0000000 1.223562e-129 6.117809e-130
[103,] 1.0000000 8.957193e-129 4.478597e-129
[104,] 1.0000000 2.953875e-128 1.476937e-128
[105,] 1.0000000 4.392239e-128 2.196119e-128
[106,] 1.0000000 6.820149e-128 3.410075e-128
[107,] 1.0000000 5.034258e-127 2.517129e-127
[108,] 1.0000000 3.877146e-126 1.938573e-126
[109,] 1.0000000 5.419052e-126 2.709526e-126
[110,] 1.0000000 2.519596e-125 1.259798e-125
[111,] 1.0000000 1.816992e-124 9.084962e-125
[112,] 1.0000000 2.850462e-124 1.425231e-124
[113,] 1.0000000 1.678099e-124 8.390495e-125
[114,] 1.0000000 1.433535e-123 7.167677e-124
[115,] 1.0000000 7.784000e-123 3.892000e-123
[116,] 1.0000000 6.148977e-122 3.074488e-122
[117,] 1.0000000 4.607407e-121 2.303704e-121
[118,] 1.0000000 1.029142e-120 5.145711e-121
[119,] 1.0000000 3.723573e-120 1.861786e-120
[120,] 1.0000000 4.292997e-120 2.146499e-120
[121,] 1.0000000 3.554181e-119 1.777091e-119
[122,] 1.0000000 2.854141e-118 1.427070e-118
[123,] 1.0000000 2.329367e-117 1.164683e-117
[124,] 1.0000000 3.998536e-117 1.999268e-117
[125,] 1.0000000 3.403660e-116 1.701830e-116
[126,] 1.0000000 2.769867e-115 1.384934e-115
[127,] 1.0000000 2.218116e-114 1.109058e-114
[128,] 1.0000000 1.779997e-113 8.899987e-114
[129,] 1.0000000 1.416270e-112 7.081348e-113
[130,] 1.0000000 1.108514e-111 5.542568e-112
[131,] 1.0000000 7.829477e-111 3.914738e-111
[132,] 1.0000000 6.459065e-110 3.229532e-110
[133,] 1.0000000 5.104831e-109 2.552415e-109
[134,] 1.0000000 3.857138e-108 1.928569e-108
[135,] 1.0000000 2.908792e-107 1.454396e-107
[136,] 1.0000000 2.298887e-106 1.149444e-106
[137,] 1.0000000 1.643101e-105 8.215506e-106
[138,] 1.0000000 1.265584e-104 6.327919e-105
[139,] 1.0000000 1.018179e-103 5.090896e-104
[140,] 1.0000000 8.372347e-103 4.186174e-103
[141,] 1.0000000 6.674843e-102 3.337422e-102
[142,] 1.0000000 5.085655e-101 2.542827e-101
[143,] 1.0000000 3.876451e-100 1.938225e-100
[144,] 1.0000000 2.366421e-99 1.183210e-99
[145,] 1.0000000 1.845743e-98 9.228715e-99
[146,] 1.0000000 1.443457e-97 7.217286e-98
[147,] 1.0000000 1.073599e-96 5.367993e-97
[148,] 1.0000000 5.150436e-97 2.575218e-97
[149,] 1.0000000 1.440245e-96 7.201225e-97
[150,] 1.0000000 1.102151e-95 5.510753e-96
[151,] 1.0000000 8.538415e-95 4.269207e-95
[152,] 1.0000000 6.400279e-94 3.200139e-94
[153,] 1.0000000 5.022439e-93 2.511220e-93
[154,] 1.0000000 3.653158e-92 1.826579e-92
[155,] 1.0000000 2.178517e-91 1.089258e-91
[156,] 1.0000000 1.653489e-90 8.267444e-91
[157,] 1.0000000 9.130984e-90 4.565492e-90
[158,] 1.0000000 5.712755e-89 2.856377e-89
[159,] 1.0000000 4.198664e-88 2.099332e-88
[160,] 1.0000000 2.463312e-87 1.231656e-87
[161,] 1.0000000 9.989365e-87 4.994683e-87
[162,] 1.0000000 7.265125e-86 3.632562e-86
[163,] 1.0000000 4.883140e-85 2.441570e-85
[164,] 1.0000000 3.289140e-84 1.644570e-84
[165,] 1.0000000 2.333301e-83 1.166650e-83
[166,] 1.0000000 1.625377e-82 8.126884e-83
[167,] 1.0000000 1.101852e-81 5.509261e-82
[168,] 1.0000000 2.530199e-81 1.265100e-81
[169,] 1.0000000 1.653068e-80 8.265339e-81
[170,] 1.0000000 8.655335e-80 4.327668e-80
[171,] 1.0000000 6.000991e-79 3.000496e-79
[172,] 1.0000000 4.200429e-78 2.100215e-78
[173,] 1.0000000 9.410912e-78 4.705456e-78
[174,] 1.0000000 6.573139e-77 3.286569e-77
[175,] 1.0000000 3.597415e-76 1.798708e-76
[176,] 1.0000000 2.444227e-75 1.222114e-75
[177,] 1.0000000 1.700502e-74 8.502510e-75
[178,] 1.0000000 1.136332e-73 5.681658e-74
[179,] 1.0000000 7.347488e-73 3.673744e-73
[180,] 1.0000000 3.501419e-72 1.750710e-72
[181,] 1.0000000 2.376005e-71 1.188002e-71
[182,] 1.0000000 1.545823e-70 7.729117e-71
[183,] 1.0000000 1.018117e-69 5.090585e-70
[184,] 1.0000000 6.542883e-69 3.271442e-69
[185,] 1.0000000 4.266438e-68 2.133219e-68
[186,] 1.0000000 2.736019e-67 1.368010e-67
[187,] 1.0000000 1.786962e-66 8.934810e-67
[188,] 1.0000000 1.149606e-65 5.748028e-66
[189,] 1.0000000 6.715534e-65 3.357767e-65
[190,] 1.0000000 4.340980e-64 2.170490e-64
[191,] 1.0000000 2.672721e-63 1.336360e-63
[192,] 1.0000000 1.631459e-62 8.157294e-63
[193,] 1.0000000 1.009154e-61 5.045771e-62
[194,] 1.0000000 6.055616e-61 3.027808e-61
[195,] 1.0000000 3.721627e-60 1.860813e-60
[196,] 1.0000000 2.303180e-59 1.151590e-59
[197,] 1.0000000 1.361268e-58 6.806338e-59
[198,] 1.0000000 8.298941e-58 4.149471e-58
[199,] 1.0000000 4.581611e-57 2.290805e-57
[200,] 1.0000000 7.917770e-57 3.958885e-57
[201,] 1.0000000 4.329675e-56 2.164838e-56
[202,] 1.0000000 2.246564e-55 1.123282e-55
[203,] 1.0000000 1.322518e-54 6.612592e-55
[204,] 1.0000000 6.364356e-54 3.182178e-54
[205,] 1.0000000 3.084674e-53 1.542337e-53
[206,] 1.0000000 1.820760e-52 9.103799e-53
[207,] 1.0000000 1.058783e-51 5.293913e-52
[208,] 1.0000000 5.930276e-51 2.965138e-51
[209,] 1.0000000 3.376881e-50 1.688441e-50
[210,] 1.0000000 1.874836e-49 9.374178e-50
[211,] 1.0000000 1.058393e-48 5.291963e-49
[212,] 1.0000000 5.575144e-48 2.787572e-48
[213,] 1.0000000 3.114274e-47 1.557137e-47
[214,] 1.0000000 1.604588e-46 8.022942e-47
[215,] 1.0000000 8.597526e-46 4.298763e-46
[216,] 1.0000000 4.665992e-45 2.332996e-45
[217,] 1.0000000 2.411025e-44 1.205513e-44
[218,] 1.0000000 1.272531e-43 6.362653e-44
[219,] 1.0000000 6.821750e-43 3.410875e-43
[220,] 1.0000000 2.699298e-42 1.349649e-42
[221,] 1.0000000 1.394350e-41 6.971751e-42
[222,] 1.0000000 7.252078e-41 3.626039e-41
[223,] 1.0000000 2.938155e-40 1.469078e-40
[224,] 1.0000000 1.479397e-39 7.396987e-40
[225,] 1.0000000 7.569942e-39 3.784971e-39
[226,] 1.0000000 3.480198e-38 1.740099e-38
[227,] 1.0000000 1.689514e-37 8.447571e-38
[228,] 1.0000000 8.323346e-37 4.161673e-37
[229,] 1.0000000 4.015452e-36 2.007726e-36
[230,] 1.0000000 1.799938e-35 8.999691e-36
[231,] 1.0000000 8.422635e-35 4.211318e-35
[232,] 1.0000000 4.145603e-34 2.072801e-34
[233,] 1.0000000 1.930515e-33 9.652575e-34
[234,] 1.0000000 8.985678e-33 4.492839e-33
[235,] 1.0000000 4.107889e-32 2.053944e-32
[236,] 1.0000000 1.856386e-31 9.281928e-32
[237,] 1.0000000 8.237569e-31 4.118784e-31
[238,] 1.0000000 3.838715e-30 1.919358e-30
[239,] 1.0000000 1.700280e-29 8.501398e-30
[240,] 1.0000000 7.243031e-29 3.621515e-29
[241,] 1.0000000 3.295557e-28 1.647779e-28
[242,] 1.0000000 1.433812e-27 7.169061e-28
[243,] 1.0000000 6.231158e-27 3.115579e-27
[244,] 1.0000000 2.379513e-26 1.189757e-26
[245,] 1.0000000 9.284383e-26 4.642191e-26
[246,] 1.0000000 3.862507e-25 1.931253e-25
[247,] 1.0000000 1.418957e-24 7.094783e-25
[248,] 1.0000000 5.798064e-24 2.899032e-24
[249,] 1.0000000 2.424419e-23 1.212210e-23
[250,] 1.0000000 9.588281e-23 4.794141e-23
[251,] 1.0000000 3.726652e-22 1.863326e-22
[252,] 1.0000000 1.410681e-21 7.053403e-22
[253,] 1.0000000 5.360449e-21 2.680225e-21
[254,] 1.0000000 1.876303e-20 9.381516e-21
[255,] 1.0000000 7.442626e-20 3.721313e-20
[256,] 1.0000000 2.906270e-19 1.453135e-19
[257,] 1.0000000 1.095849e-18 5.479247e-19
[258,] 1.0000000 3.701877e-18 1.850938e-18
[259,] 1.0000000 1.153772e-17 5.768862e-18
[260,] 1.0000000 4.381496e-17 2.190748e-17
[261,] 1.0000000 1.355243e-16 6.776213e-17
[262,] 1.0000000 4.736361e-16 2.368181e-16
[263,] 1.0000000 1.506512e-15 7.532560e-16
[264,] 1.0000000 4.648824e-15 2.324412e-15
[265,] 1.0000000 1.495886e-14 7.479431e-15
[266,] 1.0000000 4.881200e-14 2.440600e-14
[267,] 1.0000000 1.556525e-13 7.782626e-14
[268,] 1.0000000 4.848250e-13 2.424125e-13
[269,] 1.0000000 1.611008e-12 8.055039e-13
[270,] 1.0000000 5.447544e-12 2.723772e-12
[271,] 1.0000000 1.275680e-11 6.378398e-12
[272,] 1.0000000 4.105980e-11 2.052990e-11
[273,] 1.0000000 1.311444e-10 6.557218e-11
[274,] 1.0000000 4.014072e-10 2.007036e-10
[275,] 1.0000000 9.419495e-10 4.709747e-10
[276,] 1.0000000 2.896803e-09 1.448401e-09
[277,] 1.0000000 7.154430e-09 3.577215e-09
[278,] 1.0000000 2.146650e-08 1.073325e-08
[279,] 1.0000000 5.389621e-08 2.694811e-08
[280,] 0.9999999 1.472775e-07 7.363877e-08
[281,] 0.9999998 4.286772e-07 2.143386e-07
[282,] 0.9999994 1.216897e-06 6.084483e-07
[283,] 0.9999984 3.126937e-06 1.563468e-06
[284,] 0.9999960 8.040512e-06 4.020256e-06
[285,] 0.9999905 1.905140e-05 9.525699e-06
[286,] 0.9999774 4.529174e-05 2.264587e-05
[287,] 0.9999439 1.121197e-04 5.605983e-05
[288,] 0.9998602 2.796989e-04 1.398495e-04
[289,] 0.9997364 5.272627e-04 2.636314e-04
[290,] 0.9993900 1.220069e-03 6.100343e-04
[291,] 0.9994128 1.174430e-03 5.872149e-04
[292,] 0.9989193 2.161459e-03 1.080729e-03
[293,] 0.9976407 4.718614e-03 2.359307e-03
[294,] 0.9994199 1.160194e-03 5.800969e-04
[295,] 0.9985988 2.802315e-03 1.401157e-03
[296,] 0.9962522 7.495664e-03 3.747832e-03
[297,] 0.9902353 1.952944e-02 9.764722e-03
[298,] 0.9761015 4.779701e-02 2.389850e-02
[299,] 0.9434088 1.131825e-01 5.659124e-02
[300,] 0.8775991 2.448017e-01 1.224009e-01
[301,] 0.8814969 2.370061e-01 1.185031e-01
> postscript(file="/var/www/html/rcomp/tmp/1my2e1291220821.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2my2e1291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3f71z1291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4f71z1291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5f71z1291220821.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 = 314
Frequency = 1
1 2 3 4 5
1342895.8241 2873355.4095 1355354.2430 -2184669.5911 -402325.1894
6 7 8 9 10
120597.1016 -143788.2162 107241.3248 -328180.0699 730482.1786
11 12 13 14 15
-152554.9837 356372.5395 414268.7524 -1113979.8419 -233621.9730
16 17 18 19 20
467130.4478 -260934.6308 -259268.4761 -285676.6694 -613644.8744
21 22 23 24 25
223572.1620 -108070.1059 -118904.8302 -669846.8767 -313163.7597
26 27 28 29 30
-55198.0333 -475850.7347 -313195.5780 381477.3606 -249742.0339
31 32 33 34 35
308981.5608 -71765.0368 278974.8603 148028.8189 -63581.9474
36 37 38 39 40
-578950.1247 51095.9363 165560.4575 -58625.4170 -304358.9351
41 42 43 44 45
-479585.8860 -306647.7512 8098.5325 -203014.9218 -4077.6890
46 47 48 49 50
-33258.0355 -282339.4622 -274244.4415 -42642.4672 -162288.2506
51 52 53 54 55
40127.9984 -95987.0440 -234603.9529 47138.1322 -401814.9657
56 57 58 59 60
28516.1350 353242.5556 -2977.6188 -46391.3267 -191864.2899
61 62 63 64 65
33614.0460 -155420.0819 28200.6204 -159300.3743 3994.1493
66 67 68 69 70
-516147.4125 -41205.1784 162.5807 -97431.1041 -64563.2904
71 72 73 74 75
-96193.2347 29696.5393 -73029.4958 40244.1058 -20264.3537
76 77 78 79 80
-74856.8332 -12998.9300 -47554.2806 -24744.1897 -19468.1792
81 82 83 84 85
51188.2729 -35824.9648 -71993.8538 71799.6014 45061.3917
86 87 88 89 90
-84179.1293 -24055.4799 21565.6368 -101220.8265 52800.6265
91 92 93 94 95
15748.6251 -2345.0377 85047.7219 -154286.9165 74768.7911
96 97 98 99 100
44940.5761 91509.5770 26422.7209 -24571.5080 25261.1289
101 102 103 104 105
-14692.5823 -91037.3438 -153071.8537 -30062.6205 53440.4525
106 107 108 109 110
-31316.0837 -230748.3383 152995.9376 -158028.3628 -67515.7629
111 112 113 114 115
118766.9599 -163953.6015 -145462.3525 -30950.3355 116038.5448
116 117 118 119 120
45201.7596 41878.5458 95718.6002 -105798.2881 40416.4080
121 122 123 124 125
-279026.3542 59438.4074 -102617.4282 102915.3313 41475.1121
126 127 128 129 130
-137782.4995 69428.2282 54849.6540 74510.0559 83629.9958
131 132 133 134 135
56300.9561 62822.9776 73107.0447 73090.7888 82920.3178
136 137 138 139 140
60314.9264 79722.0325 39931.5805 79201.7544 66335.1362
141 142 143 144 145
71785.7666 75321.1503 86403.2413 84445.3256 44908.8645
146 147 148 149 150
-18501.4497 52382.2442 81348.4078 78733.4395 90813.0252
151 152 153 154 155
56555.0990 27887.6977 82024.3093 139681.9255 -55789.2687
156 157 158 159 160
75861.1942 61441.7414 71963.1348 -65513.9227 84002.1026
161 162 163 164 165
65784.0828 55762.5754 9047.2075 19773.4840 74351.1893
166 167 168 169 170
76057.4618 37104.8827 69853.8957 41528.4563 75736.6453
171 172 173 174 175
71529.8480 80468.3858 -127626.4678 -27837.2067 68286.4244
176 177 178 179 180
23540.4756 77525.1863 75579.7111 77772.4656 66993.5058
181 182 183 184 185
85481.5305 33778.3854 53077.5738 77137.7789 70164.6244
186 187 188 189 190
25257.5904 56575.4566 83467.6584 46887.5824 83144.6236
191 192 193 194 195
50028.5821 71508.1266 67318.0242 47192.4543 63970.9177
196 197 198 199 200
47065.5218 84780.3488 77267.2385 75457.2985 77405.4860
201 202 203 204 205
21206.0188 55170.0732 63697.0163 65844.0875 -7586.5199
206 207 208 209 210
-134809.5452 72707.1870 50410.9524 71564.3799 85669.4921
211 212 213 214 215
106259.5186 50054.7542 53305.7604 65591.9749 48284.1869
216 217 218 219 220
-14296.5135 53643.8043 52330.1116 65120.3929 69655.3926
221 222 223 224 225
80845.5943 51802.3918 72563.7229 67076.7503 60391.8548
226 227 228 229 230
93450.2898 76824.4740 66477.0757 86856.6908 69868.8651
231 232 233 234 235
52424.3003 60455.9732 23072.3291 67225.9145 75008.9359
236 237 238 239 240
91973.2281 84921.9737 33218.7351 78547.8091 80171.2250
241 242 243 244 245
76711.3627 83494.1129 73140.9733 22535.6668 81164.5202
246 247 248 249 250
73760.5089 39798.3320 48388.9230 69580.4798 42547.0784
251 252 253 254 255
81395.1775 72803.1900 72199.9479 77167.6527 31186.7956
256 257 258 259 260
79804.6618 4185.1730 72688.3370 71651.4968 76198.3033
261 262 263 264 265
65105.4120 62334.6680 56409.2485 70675.4659 29952.7388
266 267 268 269 270
31266.5549 53516.2715 66806.3628 -93354.6587 91784.1771
271 272 273 274 275
55035.1457 78904.7910 58970.3166 67490.7532 46952.7023
276 277 278 279 280
9171.4716 102242.7117 -69961.0132 35053.1455 -109793.5683
281 282 283 284 285
-222308.3456 40333.5293 -27336.4422 30703.7900 70481.1553
286 287 288 289 290
48552.8094 -24837.8057 18944.7134 40522.8682 47097.0361
291 292 293 294 295
41201.6448 51191.0826 -33830.7392 -35054.0918 -131376.8094
296 297 298 299 300
1753.4866 82841.2675 -151773.5706 -71249.6138 122922.8921
301 302 303 304 305
8355.6202 -26544.0917 -8303.3265 -15478.3684 -162142.5876
306 307 308 309 310
-512798.7567 -427507.0606 -21104.4526 -235888.7952 -282347.9966
311 312 313 314
-1148078.3291 -245296.7673 -316328.3385 -648870.7514
> postscript(file="/var/www/html/rcomp/tmp/6qhik1291220821.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 = 314
Frequency = 1
lag(myerror, k = 1) myerror
0 1342895.8241 NA
1 2873355.4095 1342895.8241
2 1355354.2430 2873355.4095
3 -2184669.5911 1355354.2430
4 -402325.1894 -2184669.5911
5 120597.1016 -402325.1894
6 -143788.2162 120597.1016
7 107241.3248 -143788.2162
8 -328180.0699 107241.3248
9 730482.1786 -328180.0699
10 -152554.9837 730482.1786
11 356372.5395 -152554.9837
12 414268.7524 356372.5395
13 -1113979.8419 414268.7524
14 -233621.9730 -1113979.8419
15 467130.4478 -233621.9730
16 -260934.6308 467130.4478
17 -259268.4761 -260934.6308
18 -285676.6694 -259268.4761
19 -613644.8744 -285676.6694
20 223572.1620 -613644.8744
21 -108070.1059 223572.1620
22 -118904.8302 -108070.1059
23 -669846.8767 -118904.8302
24 -313163.7597 -669846.8767
25 -55198.0333 -313163.7597
26 -475850.7347 -55198.0333
27 -313195.5780 -475850.7347
28 381477.3606 -313195.5780
29 -249742.0339 381477.3606
30 308981.5608 -249742.0339
31 -71765.0368 308981.5608
32 278974.8603 -71765.0368
33 148028.8189 278974.8603
34 -63581.9474 148028.8189
35 -578950.1247 -63581.9474
36 51095.9363 -578950.1247
37 165560.4575 51095.9363
38 -58625.4170 165560.4575
39 -304358.9351 -58625.4170
40 -479585.8860 -304358.9351
41 -306647.7512 -479585.8860
42 8098.5325 -306647.7512
43 -203014.9218 8098.5325
44 -4077.6890 -203014.9218
45 -33258.0355 -4077.6890
46 -282339.4622 -33258.0355
47 -274244.4415 -282339.4622
48 -42642.4672 -274244.4415
49 -162288.2506 -42642.4672
50 40127.9984 -162288.2506
51 -95987.0440 40127.9984
52 -234603.9529 -95987.0440
53 47138.1322 -234603.9529
54 -401814.9657 47138.1322
55 28516.1350 -401814.9657
56 353242.5556 28516.1350
57 -2977.6188 353242.5556
58 -46391.3267 -2977.6188
59 -191864.2899 -46391.3267
60 33614.0460 -191864.2899
61 -155420.0819 33614.0460
62 28200.6204 -155420.0819
63 -159300.3743 28200.6204
64 3994.1493 -159300.3743
65 -516147.4125 3994.1493
66 -41205.1784 -516147.4125
67 162.5807 -41205.1784
68 -97431.1041 162.5807
69 -64563.2904 -97431.1041
70 -96193.2347 -64563.2904
71 29696.5393 -96193.2347
72 -73029.4958 29696.5393
73 40244.1058 -73029.4958
74 -20264.3537 40244.1058
75 -74856.8332 -20264.3537
76 -12998.9300 -74856.8332
77 -47554.2806 -12998.9300
78 -24744.1897 -47554.2806
79 -19468.1792 -24744.1897
80 51188.2729 -19468.1792
81 -35824.9648 51188.2729
82 -71993.8538 -35824.9648
83 71799.6014 -71993.8538
84 45061.3917 71799.6014
85 -84179.1293 45061.3917
86 -24055.4799 -84179.1293
87 21565.6368 -24055.4799
88 -101220.8265 21565.6368
89 52800.6265 -101220.8265
90 15748.6251 52800.6265
91 -2345.0377 15748.6251
92 85047.7219 -2345.0377
93 -154286.9165 85047.7219
94 74768.7911 -154286.9165
95 44940.5761 74768.7911
96 91509.5770 44940.5761
97 26422.7209 91509.5770
98 -24571.5080 26422.7209
99 25261.1289 -24571.5080
100 -14692.5823 25261.1289
101 -91037.3438 -14692.5823
102 -153071.8537 -91037.3438
103 -30062.6205 -153071.8537
104 53440.4525 -30062.6205
105 -31316.0837 53440.4525
106 -230748.3383 -31316.0837
107 152995.9376 -230748.3383
108 -158028.3628 152995.9376
109 -67515.7629 -158028.3628
110 118766.9599 -67515.7629
111 -163953.6015 118766.9599
112 -145462.3525 -163953.6015
113 -30950.3355 -145462.3525
114 116038.5448 -30950.3355
115 45201.7596 116038.5448
116 41878.5458 45201.7596
117 95718.6002 41878.5458
118 -105798.2881 95718.6002
119 40416.4080 -105798.2881
120 -279026.3542 40416.4080
121 59438.4074 -279026.3542
122 -102617.4282 59438.4074
123 102915.3313 -102617.4282
124 41475.1121 102915.3313
125 -137782.4995 41475.1121
126 69428.2282 -137782.4995
127 54849.6540 69428.2282
128 74510.0559 54849.6540
129 83629.9958 74510.0559
130 56300.9561 83629.9958
131 62822.9776 56300.9561
132 73107.0447 62822.9776
133 73090.7888 73107.0447
134 82920.3178 73090.7888
135 60314.9264 82920.3178
136 79722.0325 60314.9264
137 39931.5805 79722.0325
138 79201.7544 39931.5805
139 66335.1362 79201.7544
140 71785.7666 66335.1362
141 75321.1503 71785.7666
142 86403.2413 75321.1503
143 84445.3256 86403.2413
144 44908.8645 84445.3256
145 -18501.4497 44908.8645
146 52382.2442 -18501.4497
147 81348.4078 52382.2442
148 78733.4395 81348.4078
149 90813.0252 78733.4395
150 56555.0990 90813.0252
151 27887.6977 56555.0990
152 82024.3093 27887.6977
153 139681.9255 82024.3093
154 -55789.2687 139681.9255
155 75861.1942 -55789.2687
156 61441.7414 75861.1942
157 71963.1348 61441.7414
158 -65513.9227 71963.1348
159 84002.1026 -65513.9227
160 65784.0828 84002.1026
161 55762.5754 65784.0828
162 9047.2075 55762.5754
163 19773.4840 9047.2075
164 74351.1893 19773.4840
165 76057.4618 74351.1893
166 37104.8827 76057.4618
167 69853.8957 37104.8827
168 41528.4563 69853.8957
169 75736.6453 41528.4563
170 71529.8480 75736.6453
171 80468.3858 71529.8480
172 -127626.4678 80468.3858
173 -27837.2067 -127626.4678
174 68286.4244 -27837.2067
175 23540.4756 68286.4244
176 77525.1863 23540.4756
177 75579.7111 77525.1863
178 77772.4656 75579.7111
179 66993.5058 77772.4656
180 85481.5305 66993.5058
181 33778.3854 85481.5305
182 53077.5738 33778.3854
183 77137.7789 53077.5738
184 70164.6244 77137.7789
185 25257.5904 70164.6244
186 56575.4566 25257.5904
187 83467.6584 56575.4566
188 46887.5824 83467.6584
189 83144.6236 46887.5824
190 50028.5821 83144.6236
191 71508.1266 50028.5821
192 67318.0242 71508.1266
193 47192.4543 67318.0242
194 63970.9177 47192.4543
195 47065.5218 63970.9177
196 84780.3488 47065.5218
197 77267.2385 84780.3488
198 75457.2985 77267.2385
199 77405.4860 75457.2985
200 21206.0188 77405.4860
201 55170.0732 21206.0188
202 63697.0163 55170.0732
203 65844.0875 63697.0163
204 -7586.5199 65844.0875
205 -134809.5452 -7586.5199
206 72707.1870 -134809.5452
207 50410.9524 72707.1870
208 71564.3799 50410.9524
209 85669.4921 71564.3799
210 106259.5186 85669.4921
211 50054.7542 106259.5186
212 53305.7604 50054.7542
213 65591.9749 53305.7604
214 48284.1869 65591.9749
215 -14296.5135 48284.1869
216 53643.8043 -14296.5135
217 52330.1116 53643.8043
218 65120.3929 52330.1116
219 69655.3926 65120.3929
220 80845.5943 69655.3926
221 51802.3918 80845.5943
222 72563.7229 51802.3918
223 67076.7503 72563.7229
224 60391.8548 67076.7503
225 93450.2898 60391.8548
226 76824.4740 93450.2898
227 66477.0757 76824.4740
228 86856.6908 66477.0757
229 69868.8651 86856.6908
230 52424.3003 69868.8651
231 60455.9732 52424.3003
232 23072.3291 60455.9732
233 67225.9145 23072.3291
234 75008.9359 67225.9145
235 91973.2281 75008.9359
236 84921.9737 91973.2281
237 33218.7351 84921.9737
238 78547.8091 33218.7351
239 80171.2250 78547.8091
240 76711.3627 80171.2250
241 83494.1129 76711.3627
242 73140.9733 83494.1129
243 22535.6668 73140.9733
244 81164.5202 22535.6668
245 73760.5089 81164.5202
246 39798.3320 73760.5089
247 48388.9230 39798.3320
248 69580.4798 48388.9230
249 42547.0784 69580.4798
250 81395.1775 42547.0784
251 72803.1900 81395.1775
252 72199.9479 72803.1900
253 77167.6527 72199.9479
254 31186.7956 77167.6527
255 79804.6618 31186.7956
256 4185.1730 79804.6618
257 72688.3370 4185.1730
258 71651.4968 72688.3370
259 76198.3033 71651.4968
260 65105.4120 76198.3033
261 62334.6680 65105.4120
262 56409.2485 62334.6680
263 70675.4659 56409.2485
264 29952.7388 70675.4659
265 31266.5549 29952.7388
266 53516.2715 31266.5549
267 66806.3628 53516.2715
268 -93354.6587 66806.3628
269 91784.1771 -93354.6587
270 55035.1457 91784.1771
271 78904.7910 55035.1457
272 58970.3166 78904.7910
273 67490.7532 58970.3166
274 46952.7023 67490.7532
275 9171.4716 46952.7023
276 102242.7117 9171.4716
277 -69961.0132 102242.7117
278 35053.1455 -69961.0132
279 -109793.5683 35053.1455
280 -222308.3456 -109793.5683
281 40333.5293 -222308.3456
282 -27336.4422 40333.5293
283 30703.7900 -27336.4422
284 70481.1553 30703.7900
285 48552.8094 70481.1553
286 -24837.8057 48552.8094
287 18944.7134 -24837.8057
288 40522.8682 18944.7134
289 47097.0361 40522.8682
290 41201.6448 47097.0361
291 51191.0826 41201.6448
292 -33830.7392 51191.0826
293 -35054.0918 -33830.7392
294 -131376.8094 -35054.0918
295 1753.4866 -131376.8094
296 82841.2675 1753.4866
297 -151773.5706 82841.2675
298 -71249.6138 -151773.5706
299 122922.8921 -71249.6138
300 8355.6202 122922.8921
301 -26544.0917 8355.6202
302 -8303.3265 -26544.0917
303 -15478.3684 -8303.3265
304 -162142.5876 -15478.3684
305 -512798.7567 -162142.5876
306 -427507.0606 -512798.7567
307 -21104.4526 -427507.0606
308 -235888.7952 -21104.4526
309 -282347.9966 -235888.7952
310 -1148078.3291 -282347.9966
311 -245296.7673 -1148078.3291
312 -316328.3385 -245296.7673
313 -648870.7514 -316328.3385
314 NA -648870.7514
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 2873355.4095 1342895.8241
[2,] 1355354.2430 2873355.4095
[3,] -2184669.5911 1355354.2430
[4,] -402325.1894 -2184669.5911
[5,] 120597.1016 -402325.1894
[6,] -143788.2162 120597.1016
[7,] 107241.3248 -143788.2162
[8,] -328180.0699 107241.3248
[9,] 730482.1786 -328180.0699
[10,] -152554.9837 730482.1786
[11,] 356372.5395 -152554.9837
[12,] 414268.7524 356372.5395
[13,] -1113979.8419 414268.7524
[14,] -233621.9730 -1113979.8419
[15,] 467130.4478 -233621.9730
[16,] -260934.6308 467130.4478
[17,] -259268.4761 -260934.6308
[18,] -285676.6694 -259268.4761
[19,] -613644.8744 -285676.6694
[20,] 223572.1620 -613644.8744
[21,] -108070.1059 223572.1620
[22,] -118904.8302 -108070.1059
[23,] -669846.8767 -118904.8302
[24,] -313163.7597 -669846.8767
[25,] -55198.0333 -313163.7597
[26,] -475850.7347 -55198.0333
[27,] -313195.5780 -475850.7347
[28,] 381477.3606 -313195.5780
[29,] -249742.0339 381477.3606
[30,] 308981.5608 -249742.0339
[31,] -71765.0368 308981.5608
[32,] 278974.8603 -71765.0368
[33,] 148028.8189 278974.8603
[34,] -63581.9474 148028.8189
[35,] -578950.1247 -63581.9474
[36,] 51095.9363 -578950.1247
[37,] 165560.4575 51095.9363
[38,] -58625.4170 165560.4575
[39,] -304358.9351 -58625.4170
[40,] -479585.8860 -304358.9351
[41,] -306647.7512 -479585.8860
[42,] 8098.5325 -306647.7512
[43,] -203014.9218 8098.5325
[44,] -4077.6890 -203014.9218
[45,] -33258.0355 -4077.6890
[46,] -282339.4622 -33258.0355
[47,] -274244.4415 -282339.4622
[48,] -42642.4672 -274244.4415
[49,] -162288.2506 -42642.4672
[50,] 40127.9984 -162288.2506
[51,] -95987.0440 40127.9984
[52,] -234603.9529 -95987.0440
[53,] 47138.1322 -234603.9529
[54,] -401814.9657 47138.1322
[55,] 28516.1350 -401814.9657
[56,] 353242.5556 28516.1350
[57,] -2977.6188 353242.5556
[58,] -46391.3267 -2977.6188
[59,] -191864.2899 -46391.3267
[60,] 33614.0460 -191864.2899
[61,] -155420.0819 33614.0460
[62,] 28200.6204 -155420.0819
[63,] -159300.3743 28200.6204
[64,] 3994.1493 -159300.3743
[65,] -516147.4125 3994.1493
[66,] -41205.1784 -516147.4125
[67,] 162.5807 -41205.1784
[68,] -97431.1041 162.5807
[69,] -64563.2904 -97431.1041
[70,] -96193.2347 -64563.2904
[71,] 29696.5393 -96193.2347
[72,] -73029.4958 29696.5393
[73,] 40244.1058 -73029.4958
[74,] -20264.3537 40244.1058
[75,] -74856.8332 -20264.3537
[76,] -12998.9300 -74856.8332
[77,] -47554.2806 -12998.9300
[78,] -24744.1897 -47554.2806
[79,] -19468.1792 -24744.1897
[80,] 51188.2729 -19468.1792
[81,] -35824.9648 51188.2729
[82,] -71993.8538 -35824.9648
[83,] 71799.6014 -71993.8538
[84,] 45061.3917 71799.6014
[85,] -84179.1293 45061.3917
[86,] -24055.4799 -84179.1293
[87,] 21565.6368 -24055.4799
[88,] -101220.8265 21565.6368
[89,] 52800.6265 -101220.8265
[90,] 15748.6251 52800.6265
[91,] -2345.0377 15748.6251
[92,] 85047.7219 -2345.0377
[93,] -154286.9165 85047.7219
[94,] 74768.7911 -154286.9165
[95,] 44940.5761 74768.7911
[96,] 91509.5770 44940.5761
[97,] 26422.7209 91509.5770
[98,] -24571.5080 26422.7209
[99,] 25261.1289 -24571.5080
[100,] -14692.5823 25261.1289
[101,] -91037.3438 -14692.5823
[102,] -153071.8537 -91037.3438
[103,] -30062.6205 -153071.8537
[104,] 53440.4525 -30062.6205
[105,] -31316.0837 53440.4525
[106,] -230748.3383 -31316.0837
[107,] 152995.9376 -230748.3383
[108,] -158028.3628 152995.9376
[109,] -67515.7629 -158028.3628
[110,] 118766.9599 -67515.7629
[111,] -163953.6015 118766.9599
[112,] -145462.3525 -163953.6015
[113,] -30950.3355 -145462.3525
[114,] 116038.5448 -30950.3355
[115,] 45201.7596 116038.5448
[116,] 41878.5458 45201.7596
[117,] 95718.6002 41878.5458
[118,] -105798.2881 95718.6002
[119,] 40416.4080 -105798.2881
[120,] -279026.3542 40416.4080
[121,] 59438.4074 -279026.3542
[122,] -102617.4282 59438.4074
[123,] 102915.3313 -102617.4282
[124,] 41475.1121 102915.3313
[125,] -137782.4995 41475.1121
[126,] 69428.2282 -137782.4995
[127,] 54849.6540 69428.2282
[128,] 74510.0559 54849.6540
[129,] 83629.9958 74510.0559
[130,] 56300.9561 83629.9958
[131,] 62822.9776 56300.9561
[132,] 73107.0447 62822.9776
[133,] 73090.7888 73107.0447
[134,] 82920.3178 73090.7888
[135,] 60314.9264 82920.3178
[136,] 79722.0325 60314.9264
[137,] 39931.5805 79722.0325
[138,] 79201.7544 39931.5805
[139,] 66335.1362 79201.7544
[140,] 71785.7666 66335.1362
[141,] 75321.1503 71785.7666
[142,] 86403.2413 75321.1503
[143,] 84445.3256 86403.2413
[144,] 44908.8645 84445.3256
[145,] -18501.4497 44908.8645
[146,] 52382.2442 -18501.4497
[147,] 81348.4078 52382.2442
[148,] 78733.4395 81348.4078
[149,] 90813.0252 78733.4395
[150,] 56555.0990 90813.0252
[151,] 27887.6977 56555.0990
[152,] 82024.3093 27887.6977
[153,] 139681.9255 82024.3093
[154,] -55789.2687 139681.9255
[155,] 75861.1942 -55789.2687
[156,] 61441.7414 75861.1942
[157,] 71963.1348 61441.7414
[158,] -65513.9227 71963.1348
[159,] 84002.1026 -65513.9227
[160,] 65784.0828 84002.1026
[161,] 55762.5754 65784.0828
[162,] 9047.2075 55762.5754
[163,] 19773.4840 9047.2075
[164,] 74351.1893 19773.4840
[165,] 76057.4618 74351.1893
[166,] 37104.8827 76057.4618
[167,] 69853.8957 37104.8827
[168,] 41528.4563 69853.8957
[169,] 75736.6453 41528.4563
[170,] 71529.8480 75736.6453
[171,] 80468.3858 71529.8480
[172,] -127626.4678 80468.3858
[173,] -27837.2067 -127626.4678
[174,] 68286.4244 -27837.2067
[175,] 23540.4756 68286.4244
[176,] 77525.1863 23540.4756
[177,] 75579.7111 77525.1863
[178,] 77772.4656 75579.7111
[179,] 66993.5058 77772.4656
[180,] 85481.5305 66993.5058
[181,] 33778.3854 85481.5305
[182,] 53077.5738 33778.3854
[183,] 77137.7789 53077.5738
[184,] 70164.6244 77137.7789
[185,] 25257.5904 70164.6244
[186,] 56575.4566 25257.5904
[187,] 83467.6584 56575.4566
[188,] 46887.5824 83467.6584
[189,] 83144.6236 46887.5824
[190,] 50028.5821 83144.6236
[191,] 71508.1266 50028.5821
[192,] 67318.0242 71508.1266
[193,] 47192.4543 67318.0242
[194,] 63970.9177 47192.4543
[195,] 47065.5218 63970.9177
[196,] 84780.3488 47065.5218
[197,] 77267.2385 84780.3488
[198,] 75457.2985 77267.2385
[199,] 77405.4860 75457.2985
[200,] 21206.0188 77405.4860
[201,] 55170.0732 21206.0188
[202,] 63697.0163 55170.0732
[203,] 65844.0875 63697.0163
[204,] -7586.5199 65844.0875
[205,] -134809.5452 -7586.5199
[206,] 72707.1870 -134809.5452
[207,] 50410.9524 72707.1870
[208,] 71564.3799 50410.9524
[209,] 85669.4921 71564.3799
[210,] 106259.5186 85669.4921
[211,] 50054.7542 106259.5186
[212,] 53305.7604 50054.7542
[213,] 65591.9749 53305.7604
[214,] 48284.1869 65591.9749
[215,] -14296.5135 48284.1869
[216,] 53643.8043 -14296.5135
[217,] 52330.1116 53643.8043
[218,] 65120.3929 52330.1116
[219,] 69655.3926 65120.3929
[220,] 80845.5943 69655.3926
[221,] 51802.3918 80845.5943
[222,] 72563.7229 51802.3918
[223,] 67076.7503 72563.7229
[224,] 60391.8548 67076.7503
[225,] 93450.2898 60391.8548
[226,] 76824.4740 93450.2898
[227,] 66477.0757 76824.4740
[228,] 86856.6908 66477.0757
[229,] 69868.8651 86856.6908
[230,] 52424.3003 69868.8651
[231,] 60455.9732 52424.3003
[232,] 23072.3291 60455.9732
[233,] 67225.9145 23072.3291
[234,] 75008.9359 67225.9145
[235,] 91973.2281 75008.9359
[236,] 84921.9737 91973.2281
[237,] 33218.7351 84921.9737
[238,] 78547.8091 33218.7351
[239,] 80171.2250 78547.8091
[240,] 76711.3627 80171.2250
[241,] 83494.1129 76711.3627
[242,] 73140.9733 83494.1129
[243,] 22535.6668 73140.9733
[244,] 81164.5202 22535.6668
[245,] 73760.5089 81164.5202
[246,] 39798.3320 73760.5089
[247,] 48388.9230 39798.3320
[248,] 69580.4798 48388.9230
[249,] 42547.0784 69580.4798
[250,] 81395.1775 42547.0784
[251,] 72803.1900 81395.1775
[252,] 72199.9479 72803.1900
[253,] 77167.6527 72199.9479
[254,] 31186.7956 77167.6527
[255,] 79804.6618 31186.7956
[256,] 4185.1730 79804.6618
[257,] 72688.3370 4185.1730
[258,] 71651.4968 72688.3370
[259,] 76198.3033 71651.4968
[260,] 65105.4120 76198.3033
[261,] 62334.6680 65105.4120
[262,] 56409.2485 62334.6680
[263,] 70675.4659 56409.2485
[264,] 29952.7388 70675.4659
[265,] 31266.5549 29952.7388
[266,] 53516.2715 31266.5549
[267,] 66806.3628 53516.2715
[268,] -93354.6587 66806.3628
[269,] 91784.1771 -93354.6587
[270,] 55035.1457 91784.1771
[271,] 78904.7910 55035.1457
[272,] 58970.3166 78904.7910
[273,] 67490.7532 58970.3166
[274,] 46952.7023 67490.7532
[275,] 9171.4716 46952.7023
[276,] 102242.7117 9171.4716
[277,] -69961.0132 102242.7117
[278,] 35053.1455 -69961.0132
[279,] -109793.5683 35053.1455
[280,] -222308.3456 -109793.5683
[281,] 40333.5293 -222308.3456
[282,] -27336.4422 40333.5293
[283,] 30703.7900 -27336.4422
[284,] 70481.1553 30703.7900
[285,] 48552.8094 70481.1553
[286,] -24837.8057 48552.8094
[287,] 18944.7134 -24837.8057
[288,] 40522.8682 18944.7134
[289,] 47097.0361 40522.8682
[290,] 41201.6448 47097.0361
[291,] 51191.0826 41201.6448
[292,] -33830.7392 51191.0826
[293,] -35054.0918 -33830.7392
[294,] -131376.8094 -35054.0918
[295,] 1753.4866 -131376.8094
[296,] 82841.2675 1753.4866
[297,] -151773.5706 82841.2675
[298,] -71249.6138 -151773.5706
[299,] 122922.8921 -71249.6138
[300,] 8355.6202 122922.8921
[301,] -26544.0917 8355.6202
[302,] -8303.3265 -26544.0917
[303,] -15478.3684 -8303.3265
[304,] -162142.5876 -15478.3684
[305,] -512798.7567 -162142.5876
[306,] -427507.0606 -512798.7567
[307,] -21104.4526 -427507.0606
[308,] -235888.7952 -21104.4526
[309,] -282347.9966 -235888.7952
[310,] -1148078.3291 -282347.9966
[311,] -245296.7673 -1148078.3291
[312,] -316328.3385 -245296.7673
[313,] -648870.7514 -316328.3385
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 2873355.4095 1342895.8241
2 1355354.2430 2873355.4095
3 -2184669.5911 1355354.2430
4 -402325.1894 -2184669.5911
5 120597.1016 -402325.1894
6 -143788.2162 120597.1016
7 107241.3248 -143788.2162
8 -328180.0699 107241.3248
9 730482.1786 -328180.0699
10 -152554.9837 730482.1786
11 356372.5395 -152554.9837
12 414268.7524 356372.5395
13 -1113979.8419 414268.7524
14 -233621.9730 -1113979.8419
15 467130.4478 -233621.9730
16 -260934.6308 467130.4478
17 -259268.4761 -260934.6308
18 -285676.6694 -259268.4761
19 -613644.8744 -285676.6694
20 223572.1620 -613644.8744
21 -108070.1059 223572.1620
22 -118904.8302 -108070.1059
23 -669846.8767 -118904.8302
24 -313163.7597 -669846.8767
25 -55198.0333 -313163.7597
26 -475850.7347 -55198.0333
27 -313195.5780 -475850.7347
28 381477.3606 -313195.5780
29 -249742.0339 381477.3606
30 308981.5608 -249742.0339
31 -71765.0368 308981.5608
32 278974.8603 -71765.0368
33 148028.8189 278974.8603
34 -63581.9474 148028.8189
35 -578950.1247 -63581.9474
36 51095.9363 -578950.1247
37 165560.4575 51095.9363
38 -58625.4170 165560.4575
39 -304358.9351 -58625.4170
40 -479585.8860 -304358.9351
41 -306647.7512 -479585.8860
42 8098.5325 -306647.7512
43 -203014.9218 8098.5325
44 -4077.6890 -203014.9218
45 -33258.0355 -4077.6890
46 -282339.4622 -33258.0355
47 -274244.4415 -282339.4622
48 -42642.4672 -274244.4415
49 -162288.2506 -42642.4672
50 40127.9984 -162288.2506
51 -95987.0440 40127.9984
52 -234603.9529 -95987.0440
53 47138.1322 -234603.9529
54 -401814.9657 47138.1322
55 28516.1350 -401814.9657
56 353242.5556 28516.1350
57 -2977.6188 353242.5556
58 -46391.3267 -2977.6188
59 -191864.2899 -46391.3267
60 33614.0460 -191864.2899
61 -155420.0819 33614.0460
62 28200.6204 -155420.0819
63 -159300.3743 28200.6204
64 3994.1493 -159300.3743
65 -516147.4125 3994.1493
66 -41205.1784 -516147.4125
67 162.5807 -41205.1784
68 -97431.1041 162.5807
69 -64563.2904 -97431.1041
70 -96193.2347 -64563.2904
71 29696.5393 -96193.2347
72 -73029.4958 29696.5393
73 40244.1058 -73029.4958
74 -20264.3537 40244.1058
75 -74856.8332 -20264.3537
76 -12998.9300 -74856.8332
77 -47554.2806 -12998.9300
78 -24744.1897 -47554.2806
79 -19468.1792 -24744.1897
80 51188.2729 -19468.1792
81 -35824.9648 51188.2729
82 -71993.8538 -35824.9648
83 71799.6014 -71993.8538
84 45061.3917 71799.6014
85 -84179.1293 45061.3917
86 -24055.4799 -84179.1293
87 21565.6368 -24055.4799
88 -101220.8265 21565.6368
89 52800.6265 -101220.8265
90 15748.6251 52800.6265
91 -2345.0377 15748.6251
92 85047.7219 -2345.0377
93 -154286.9165 85047.7219
94 74768.7911 -154286.9165
95 44940.5761 74768.7911
96 91509.5770 44940.5761
97 26422.7209 91509.5770
98 -24571.5080 26422.7209
99 25261.1289 -24571.5080
100 -14692.5823 25261.1289
101 -91037.3438 -14692.5823
102 -153071.8537 -91037.3438
103 -30062.6205 -153071.8537
104 53440.4525 -30062.6205
105 -31316.0837 53440.4525
106 -230748.3383 -31316.0837
107 152995.9376 -230748.3383
108 -158028.3628 152995.9376
109 -67515.7629 -158028.3628
110 118766.9599 -67515.7629
111 -163953.6015 118766.9599
112 -145462.3525 -163953.6015
113 -30950.3355 -145462.3525
114 116038.5448 -30950.3355
115 45201.7596 116038.5448
116 41878.5458 45201.7596
117 95718.6002 41878.5458
118 -105798.2881 95718.6002
119 40416.4080 -105798.2881
120 -279026.3542 40416.4080
121 59438.4074 -279026.3542
122 -102617.4282 59438.4074
123 102915.3313 -102617.4282
124 41475.1121 102915.3313
125 -137782.4995 41475.1121
126 69428.2282 -137782.4995
127 54849.6540 69428.2282
128 74510.0559 54849.6540
129 83629.9958 74510.0559
130 56300.9561 83629.9958
131 62822.9776 56300.9561
132 73107.0447 62822.9776
133 73090.7888 73107.0447
134 82920.3178 73090.7888
135 60314.9264 82920.3178
136 79722.0325 60314.9264
137 39931.5805 79722.0325
138 79201.7544 39931.5805
139 66335.1362 79201.7544
140 71785.7666 66335.1362
141 75321.1503 71785.7666
142 86403.2413 75321.1503
143 84445.3256 86403.2413
144 44908.8645 84445.3256
145 -18501.4497 44908.8645
146 52382.2442 -18501.4497
147 81348.4078 52382.2442
148 78733.4395 81348.4078
149 90813.0252 78733.4395
150 56555.0990 90813.0252
151 27887.6977 56555.0990
152 82024.3093 27887.6977
153 139681.9255 82024.3093
154 -55789.2687 139681.9255
155 75861.1942 -55789.2687
156 61441.7414 75861.1942
157 71963.1348 61441.7414
158 -65513.9227 71963.1348
159 84002.1026 -65513.9227
160 65784.0828 84002.1026
161 55762.5754 65784.0828
162 9047.2075 55762.5754
163 19773.4840 9047.2075
164 74351.1893 19773.4840
165 76057.4618 74351.1893
166 37104.8827 76057.4618
167 69853.8957 37104.8827
168 41528.4563 69853.8957
169 75736.6453 41528.4563
170 71529.8480 75736.6453
171 80468.3858 71529.8480
172 -127626.4678 80468.3858
173 -27837.2067 -127626.4678
174 68286.4244 -27837.2067
175 23540.4756 68286.4244
176 77525.1863 23540.4756
177 75579.7111 77525.1863
178 77772.4656 75579.7111
179 66993.5058 77772.4656
180 85481.5305 66993.5058
181 33778.3854 85481.5305
182 53077.5738 33778.3854
183 77137.7789 53077.5738
184 70164.6244 77137.7789
185 25257.5904 70164.6244
186 56575.4566 25257.5904
187 83467.6584 56575.4566
188 46887.5824 83467.6584
189 83144.6236 46887.5824
190 50028.5821 83144.6236
191 71508.1266 50028.5821
192 67318.0242 71508.1266
193 47192.4543 67318.0242
194 63970.9177 47192.4543
195 47065.5218 63970.9177
196 84780.3488 47065.5218
197 77267.2385 84780.3488
198 75457.2985 77267.2385
199 77405.4860 75457.2985
200 21206.0188 77405.4860
201 55170.0732 21206.0188
202 63697.0163 55170.0732
203 65844.0875 63697.0163
204 -7586.5199 65844.0875
205 -134809.5452 -7586.5199
206 72707.1870 -134809.5452
207 50410.9524 72707.1870
208 71564.3799 50410.9524
209 85669.4921 71564.3799
210 106259.5186 85669.4921
211 50054.7542 106259.5186
212 53305.7604 50054.7542
213 65591.9749 53305.7604
214 48284.1869 65591.9749
215 -14296.5135 48284.1869
216 53643.8043 -14296.5135
217 52330.1116 53643.8043
218 65120.3929 52330.1116
219 69655.3926 65120.3929
220 80845.5943 69655.3926
221 51802.3918 80845.5943
222 72563.7229 51802.3918
223 67076.7503 72563.7229
224 60391.8548 67076.7503
225 93450.2898 60391.8548
226 76824.4740 93450.2898
227 66477.0757 76824.4740
228 86856.6908 66477.0757
229 69868.8651 86856.6908
230 52424.3003 69868.8651
231 60455.9732 52424.3003
232 23072.3291 60455.9732
233 67225.9145 23072.3291
234 75008.9359 67225.9145
235 91973.2281 75008.9359
236 84921.9737 91973.2281
237 33218.7351 84921.9737
238 78547.8091 33218.7351
239 80171.2250 78547.8091
240 76711.3627 80171.2250
241 83494.1129 76711.3627
242 73140.9733 83494.1129
243 22535.6668 73140.9733
244 81164.5202 22535.6668
245 73760.5089 81164.5202
246 39798.3320 73760.5089
247 48388.9230 39798.3320
248 69580.4798 48388.9230
249 42547.0784 69580.4798
250 81395.1775 42547.0784
251 72803.1900 81395.1775
252 72199.9479 72803.1900
253 77167.6527 72199.9479
254 31186.7956 77167.6527
255 79804.6618 31186.7956
256 4185.1730 79804.6618
257 72688.3370 4185.1730
258 71651.4968 72688.3370
259 76198.3033 71651.4968
260 65105.4120 76198.3033
261 62334.6680 65105.4120
262 56409.2485 62334.6680
263 70675.4659 56409.2485
264 29952.7388 70675.4659
265 31266.5549 29952.7388
266 53516.2715 31266.5549
267 66806.3628 53516.2715
268 -93354.6587 66806.3628
269 91784.1771 -93354.6587
270 55035.1457 91784.1771
271 78904.7910 55035.1457
272 58970.3166 78904.7910
273 67490.7532 58970.3166
274 46952.7023 67490.7532
275 9171.4716 46952.7023
276 102242.7117 9171.4716
277 -69961.0132 102242.7117
278 35053.1455 -69961.0132
279 -109793.5683 35053.1455
280 -222308.3456 -109793.5683
281 40333.5293 -222308.3456
282 -27336.4422 40333.5293
283 30703.7900 -27336.4422
284 70481.1553 30703.7900
285 48552.8094 70481.1553
286 -24837.8057 48552.8094
287 18944.7134 -24837.8057
288 40522.8682 18944.7134
289 47097.0361 40522.8682
290 41201.6448 47097.0361
291 51191.0826 41201.6448
292 -33830.7392 51191.0826
293 -35054.0918 -33830.7392
294 -131376.8094 -35054.0918
295 1753.4866 -131376.8094
296 82841.2675 1753.4866
297 -151773.5706 82841.2675
298 -71249.6138 -151773.5706
299 122922.8921 -71249.6138
300 8355.6202 122922.8921
301 -26544.0917 8355.6202
302 -8303.3265 -26544.0917
303 -15478.3684 -8303.3265
304 -162142.5876 -15478.3684
305 -512798.7567 -162142.5876
306 -427507.0606 -512798.7567
307 -21104.4526 -427507.0606
308 -235888.7952 -21104.4526
309 -282347.9966 -235888.7952
310 -1148078.3291 -282347.9966
311 -245296.7673 -1148078.3291
312 -316328.3385 -245296.7673
313 -648870.7514 -316328.3385
> 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/7qhik1291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/80qz41291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/90qz41291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10bhz71291220821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11w0xv1291220821.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/120ie11291220821.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/13wats1291220821.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/14zasg1291220821.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/153t941291220821.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/16hl6u1291220821.tab")
+ }
>
> try(system("convert tmp/1my2e1291220821.ps tmp/1my2e1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/2my2e1291220821.ps tmp/2my2e1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/3f71z1291220821.ps tmp/3f71z1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/4f71z1291220821.ps tmp/4f71z1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/5f71z1291220821.ps tmp/5f71z1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/6qhik1291220821.ps tmp/6qhik1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/7qhik1291220821.ps tmp/7qhik1291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/80qz41291220821.ps tmp/80qz41291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/90qz41291220821.ps tmp/90qz41291220821.png",intern=TRUE))
character(0)
> try(system("convert tmp/10bhz71291220821.ps tmp/10bhz71291220821.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.796 2.024 25.495