R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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+ ,13 + ,11 + ,70694 + ,621 + ,16 + ,11 + ,68005 + ,989 + ,11 + ,12 + ,58930 + ,438 + ,11 + ,9 + ,58320 + ,726 + ,3 + ,3 + ,69980 + ,1303 + ,61 + ,57 + ,69863 + ,7419 + ,29 + ,21 + ,63255 + ,1164 + ,17 + ,15 + ,57320 + ,3310 + ,33 + ,32 + ,75230 + ,1920 + ,15 + ,11 + ,79420 + ,965 + ,3 + ,2 + ,73490 + ,3256 + ,66 + ,23 + ,35250 + ,1135 + ,17 + ,20 + ,62285 + ,1270 + ,26 + ,24 + ,69206 + ,661 + ,3 + ,1 + ,65920 + ,1013 + ,2 + ,1 + ,69770 + ,2844 + ,67 + ,74 + ,72683 + ,11528 + ,70 + ,68 + ,-14545 + ,6526 + ,26 + ,20 + ,55830 + ,2264 + ,24 + ,20 + ,55174 + ,5109 + ,97 + ,82 + ,67038 + ,3999 + ,30 + ,21 + ,51252 + ,35624 + ,223 + ,244 + ,157278 + ,9252 + ,48 + ,32 + ,79510 + ,15236 + ,90 + ,86 + ,77440 + ,18073 + ,180 + ,69 + ,27284) + ,dim=c(4 + ,431) + ,dimnames=list(c('Costs' + ,'Trades' + ,'Orders' + ,'Dividends') + ,1:431)) > y <- array(NA,dim=c(4,431),dimnames=list(c('Costs','Trades','Orders','Dividends'),1:431)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '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 Costs Trades Orders Dividends 1 162556 1081 807 213118 2 29790 309 444 81767 3 87550 458 412 153198 4 84738 588 428 -26007 5 54660 302 315 126942 6 42634 156 168 157214 7 40949 481 263 129352 8 45187 353 267 234817 9 37704 452 228 60448 10 16275 109 129 47818 11 25830 115 104 245546 12 12679 110 122 48020 13 18014 239 393 -1710 14 43556 247 190 32648 15 24811 505 280 95350 16 6575 159 63 151352 17 7123 109 102 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0 0 0 60720 339 26 1 1 60896 340 125 13 10 59734 341 304 15 12 62969 342 0 0 0 60720 343 0 0 0 60720 344 0 0 0 60720 345 621 48 13 60720 346 0 0 0 60720 347 119 6 3 59118 348 0 0 0 60720 349 0 0 0 60720 350 1595 17 10 60720 351 312 14 3 58598 352 60 10 7 61124 353 587 12 10 59595 354 135 2 1 62065 355 0 0 0 60720 356 0 0 0 60720 357 514 52 15 78780 358 0 0 0 60720 359 0 0 0 60720 360 0 0 0 60720 361 1 4 4 60722 362 0 0 0 60720 363 0 0 0 60720 364 1763 24 28 61600 365 180 11 9 59635 366 0 0 0 60720 367 0 0 0 60720 368 0 0 0 60720 369 0 0 0 60720 370 218 21 7 60720 371 0 0 0 60720 372 448 40 7 59781 373 227 9 7 76644 374 174 1 3 64820 375 0 0 0 60720 376 0 0 0 60720 377 121 24 11 56178 378 607 11 7 60436 379 2212 14 10 60720 380 0 0 0 60720 381 0 0 0 60720 382 530 60 18 73433 383 571 80 14 41477 384 0 0 0 60720 385 78 16 12 62700 386 2489 40 29 67804 387 131 6 3 59661 388 923 8 6 58620 389 72 3 3 60398 390 572 16 8 58580 391 397 10 10 62710 392 450 8 6 59325 393 622 7 8 60950 394 694 8 6 68060 395 3425 12 9 83620 396 562 13 8 58456 397 4917 42 26 52811 398 1442 118 239 121173 399 529 9 7 63870 400 2126 138 41 21001 401 1061 5 3 70415 402 776 9 8 64230 403 611 8 6 59190 404 1526 25 21 69351 405 592 7 7 64270 406 1182 13 11 70694 407 621 16 11 68005 408 989 11 12 58930 409 438 11 9 58320 410 726 3 3 69980 411 1303 61 57 69863 412 7419 29 21 63255 413 1164 17 15 57320 414 3310 33 32 75230 415 1920 15 11 79420 416 965 3 2 73490 417 3256 66 23 35250 418 1135 17 20 62285 419 1270 26 24 69206 420 661 3 1 65920 421 1013 2 1 69770 422 2844 67 74 72683 423 11528 70 68 -14545 424 6526 26 20 55830 425 2264 24 20 55174 426 5109 97 82 67038 427 3999 30 21 51252 428 35624 223 244 157278 429 9252 48 32 79510 430 15236 90 86 77440 431 18073 180 69 27284 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Trades Orders Dividends -8.936e+02 -2.570e+00 1.432e+02 -3.894e-03 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -36760.7 -450.9 746.8 1130.1 51498.8 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -8.936e+02 6.865e+02 -1.302 0.194 Trades -2.570e+00 4.817e+00 -0.534 0.594 Orders 1.432e+02 7.382e+00 19.399 <2e-16 *** Dividends -3.894e-03 9.254e-03 -0.421 0.674 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5692 on 427 degrees of freedom Multiple R-squared: 0.7697, Adjusted R-squared: 0.7681 F-statistic: 475.7 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 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3.080064e-54 [227,] 1.0000000 1.996419e-53 9.982095e-54 [228,] 1.0000000 6.380665e-53 3.190332e-53 [229,] 1.0000000 2.050984e-52 1.025492e-52 [230,] 1.0000000 6.575353e-52 3.287677e-52 [231,] 1.0000000 2.096066e-51 1.048033e-51 [232,] 1.0000000 6.783081e-51 3.391540e-51 [233,] 1.0000000 2.144027e-50 1.072014e-50 [234,] 1.0000000 6.748471e-50 3.374236e-50 [235,] 1.0000000 2.115172e-49 1.057586e-49 [236,] 1.0000000 6.689246e-49 3.344623e-49 [237,] 1.0000000 2.078714e-48 1.039357e-48 [238,] 1.0000000 6.517771e-48 3.258886e-48 [239,] 1.0000000 1.201734e-47 6.008669e-48 [240,] 1.0000000 3.697394e-47 1.848697e-47 [241,] 1.0000000 1.132683e-46 5.663413e-47 [242,] 1.0000000 3.391122e-46 1.695561e-46 [243,] 1.0000000 1.030075e-45 5.150373e-46 [244,] 1.0000000 3.115317e-45 1.557658e-45 [245,] 1.0000000 9.538273e-45 4.769137e-45 [246,] 1.0000000 2.859437e-44 1.429718e-44 [247,] 1.0000000 8.517567e-44 4.258784e-44 [248,] 1.0000000 6.998897e-44 3.499449e-44 [249,] 1.0000000 4.394253e-44 2.197127e-44 [250,] 1.0000000 1.317910e-43 6.589548e-44 [251,] 1.0000000 4.008743e-43 2.004372e-43 [252,] 1.0000000 8.701592e-43 4.350796e-43 [253,] 1.0000000 2.581022e-42 1.290511e-42 [254,] 1.0000000 7.621515e-42 3.810758e-42 [255,] 1.0000000 2.240475e-41 1.120237e-41 [256,] 1.0000000 6.556627e-41 3.278314e-41 [257,] 1.0000000 1.890120e-40 9.450598e-41 [258,] 1.0000000 5.490161e-40 2.745080e-40 [259,] 1.0000000 1.585520e-39 7.927602e-40 [260,] 1.0000000 4.557995e-39 2.278997e-39 [261,] 1.0000000 1.304317e-38 6.521587e-39 [262,] 1.0000000 3.719805e-38 1.859902e-38 [263,] 1.0000000 1.054844e-37 5.274219e-38 [264,] 1.0000000 2.742515e-37 1.371258e-37 [265,] 1.0000000 7.711278e-37 3.855639e-37 [266,] 1.0000000 2.158125e-36 1.079063e-36 [267,] 1.0000000 6.011622e-36 3.005811e-36 [268,] 1.0000000 1.582764e-35 7.913820e-36 [269,] 1.0000000 4.370229e-35 2.185115e-35 [270,] 1.0000000 1.075931e-34 5.379655e-35 [271,] 1.0000000 2.275831e-34 1.137916e-34 [272,] 1.0000000 6.216686e-34 3.108343e-34 [273,] 1.0000000 1.814091e-34 9.070456e-35 [274,] 1.0000000 4.348185e-34 2.174092e-34 [275,] 1.0000000 1.191994e-33 5.959971e-34 [276,] 1.0000000 3.251893e-33 1.625947e-33 [277,] 1.0000000 2.133458e-33 1.066729e-33 [278,] 1.0000000 5.831421e-33 2.915710e-33 [279,] 1.0000000 1.579219e-32 7.896093e-33 [280,] 1.0000000 4.275525e-32 2.137763e-32 [281,] 1.0000000 1.149400e-31 5.747001e-32 [282,] 1.0000000 3.121667e-31 1.560833e-31 [283,] 1.0000000 8.326321e-31 4.163161e-31 [284,] 1.0000000 9.265618e-31 4.632809e-31 [285,] 1.0000000 2.465970e-30 1.232985e-30 [286,] 1.0000000 5.791699e-30 2.895849e-30 [287,] 1.0000000 1.343031e-29 6.715153e-30 [288,] 1.0000000 3.531197e-29 1.765599e-29 [289,] 1.0000000 9.011993e-29 4.505996e-29 [290,] 1.0000000 2.258035e-28 1.129018e-28 [291,] 1.0000000 5.853106e-28 2.926553e-28 [292,] 1.0000000 1.509330e-27 7.546648e-28 [293,] 1.0000000 3.871792e-27 1.935896e-27 [294,] 1.0000000 1.004194e-26 5.020971e-27 [295,] 1.0000000 2.580070e-26 1.290035e-26 [296,] 1.0000000 6.446135e-26 3.223068e-26 [297,] 1.0000000 1.623469e-25 8.117347e-26 [298,] 1.0000000 4.054988e-25 2.027494e-25 [299,] 1.0000000 5.408829e-25 2.704415e-25 [300,] 1.0000000 1.336983e-24 6.684913e-25 [301,] 1.0000000 3.308646e-24 1.654323e-24 [302,] 1.0000000 7.836834e-24 3.918417e-24 [303,] 1.0000000 1.805754e-23 9.028772e-24 [304,] 1.0000000 4.402979e-23 2.201490e-23 [305,] 1.0000000 1.067620e-22 5.338100e-23 [306,] 1.0000000 1.795867e-23 8.979335e-24 [307,] 1.0000000 4.428481e-23 2.214240e-23 [308,] 1.0000000 1.079706e-22 5.398530e-23 [309,] 1.0000000 2.668876e-22 1.334438e-22 [310,] 1.0000000 6.241857e-22 3.120929e-22 [311,] 1.0000000 1.506601e-21 7.533007e-22 [312,] 1.0000000 3.461290e-21 1.730645e-21 [313,] 1.0000000 8.326917e-21 4.163458e-21 [314,] 1.0000000 1.976178e-20 9.880888e-21 [315,] 1.0000000 4.662286e-20 2.331143e-20 [316,] 1.0000000 1.093417e-19 5.467083e-20 [317,] 1.0000000 2.548993e-19 1.274497e-19 [318,] 1.0000000 5.906497e-19 2.953248e-19 [319,] 1.0000000 1.360352e-18 6.801758e-19 [320,] 1.0000000 3.129584e-18 1.564792e-18 [321,] 1.0000000 7.119864e-18 3.559932e-18 [322,] 1.0000000 1.609755e-17 8.048776e-18 [323,] 1.0000000 3.616856e-17 1.808428e-17 [324,] 1.0000000 8.075433e-17 4.037716e-17 [325,] 1.0000000 1.791608e-16 8.958038e-17 [326,] 1.0000000 3.949495e-16 1.974748e-16 [327,] 1.0000000 8.650486e-16 4.325243e-16 [328,] 1.0000000 1.900173e-15 9.500863e-16 [329,] 1.0000000 4.130567e-15 2.065284e-15 [330,] 1.0000000 8.921408e-15 4.460704e-15 [331,] 1.0000000 4.773091e-15 2.386546e-15 [332,] 1.0000000 1.031836e-14 5.159180e-15 [333,] 1.0000000 2.222765e-14 1.111382e-14 [334,] 1.0000000 4.702009e-14 2.351004e-14 [335,] 1.0000000 9.791231e-14 4.895615e-14 [336,] 1.0000000 2.062183e-13 1.031091e-13 [337,] 1.0000000 4.312995e-13 2.156497e-13 [338,] 1.0000000 8.957065e-13 4.478532e-13 [339,] 1.0000000 1.160787e-12 5.803933e-13 [340,] 1.0000000 2.396214e-12 1.198107e-12 [341,] 1.0000000 4.947315e-12 2.473657e-12 [342,] 1.0000000 1.006562e-11 5.032812e-12 [343,] 1.0000000 2.032838e-11 1.016419e-11 [344,] 1.0000000 4.066998e-11 2.033499e-11 [345,] 1.0000000 8.063031e-11 4.031516e-11 [346,] 1.0000000 1.591446e-10 7.957228e-11 [347,] 1.0000000 3.146490e-10 1.573245e-10 [348,] 1.0000000 6.139033e-10 3.069516e-10 [349,] 1.0000000 1.185502e-09 5.927508e-10 [350,] 1.0000000 2.271248e-09 1.135624e-09 [351,] 1.0000000 1.924397e-09 9.621984e-10 [352,] 1.0000000 3.689835e-09 1.844918e-09 [353,] 1.0000000 7.017197e-09 3.508598e-09 [354,] 1.0000000 1.323503e-08 6.617515e-09 [355,] 1.0000000 2.493411e-08 1.246706e-08 [356,] 1.0000000 4.624429e-08 2.312215e-08 [357,] 1.0000000 8.503582e-08 4.251791e-08 [358,] 0.9999999 1.559555e-07 7.797776e-08 [359,] 0.9999999 2.825969e-07 1.412985e-07 [360,] 0.9999997 5.063799e-07 2.531900e-07 [361,] 0.9999996 8.992576e-07 4.496288e-07 [362,] 0.9999992 1.582492e-06 7.912460e-07 [363,] 0.9999986 2.759296e-06 1.379648e-06 [364,] 0.9999977 4.552861e-06 2.276430e-06 [365,] 0.9999961 7.806723e-06 3.903362e-06 [366,] 0.9999948 1.046452e-05 5.232258e-06 [367,] 0.9999914 1.729688e-05 8.648440e-06 [368,] 0.9999854 2.914147e-05 1.457074e-05 [369,] 0.9999758 4.848130e-05 2.424065e-05 [370,] 0.9999601 7.984343e-05 3.992171e-05 [371,] 0.9999384 1.231818e-04 6.159091e-05 [372,] 0.9999001 1.998913e-04 9.994567e-05 [373,] 0.9998453 3.094944e-04 1.547472e-04 [374,] 0.9997548 4.903881e-04 2.451941e-04 [375,] 0.9996157 7.685939e-04 3.842970e-04 [376,] 0.9997096 5.808086e-04 2.904043e-04 [377,] 0.9998365 3.270493e-04 1.635246e-04 [378,] 0.9997355 5.290406e-04 2.645203e-04 [379,] 0.9995925 8.150700e-04 4.075350e-04 [380,] 0.9993943 1.211415e-03 6.057076e-04 [381,] 0.9990491 1.901719e-03 9.508594e-04 [382,] 0.9985325 2.934936e-03 1.467468e-03 [383,] 0.9977508 4.498436e-03 2.249218e-03 [384,] 0.9966325 6.734917e-03 3.367458e-03 [385,] 0.9949828 1.003445e-02 5.017227e-03 [386,] 0.9926023 1.479535e-02 7.397675e-03 [387,] 0.9892444 2.151124e-02 1.075562e-02 [388,] 0.9846078 3.078439e-02 1.539220e-02 [389,] 0.9786474 4.270528e-02 2.135264e-02 [390,] 0.9702558 5.948840e-02 2.974420e-02 [391,] 0.9600090 7.998200e-02 3.999100e-02 [392,] 0.9998925 2.150967e-04 1.075484e-04 [393,] 0.9997983 4.034182e-04 2.017091e-04 [394,] 0.9999635 7.308253e-05 3.654126e-05 [395,] 0.9999287 1.426906e-04 7.134530e-05 [396,] 0.9998577 2.846819e-04 1.423409e-04 [397,] 0.9997219 5.562796e-04 2.781398e-04 [398,] 0.9994941 1.011770e-03 5.058849e-04 [399,] 0.9990464 1.907199e-03 9.535997e-04 [400,] 0.9982401 3.519828e-03 1.759914e-03 [401,] 0.9968913 6.217464e-03 3.108732e-03 [402,] 0.9945080 1.098408e-02 5.492039e-03 [403,] 0.9905791 1.884180e-02 9.420898e-03 [404,] 0.9843284 3.134321e-02 1.567161e-02 [405,] 0.9919916 1.601678e-02 8.008389e-03 [406,] 0.9917429 1.651421e-02 8.257107e-03 [407,] 0.9852470 2.950597e-02 1.475298e-02 [408,] 0.9748434 5.031319e-02 2.515659e-02 [409,] 0.9573731 8.525379e-02 4.262690e-02 [410,] 0.9315500 1.369000e-01 6.844999e-02 [411,] 0.9051179 1.897642e-01 9.488212e-02 [412,] 0.8555786 2.888428e-01 1.444214e-01 [413,] 0.7989746 4.020508e-01 2.010254e-01 [414,] 0.7079229 5.841543e-01 2.920771e-01 [415,] 0.5974765 8.050470e-01 4.025235e-01 [416,] 0.7235574 5.528852e-01 2.764426e-01 [417,] 0.7483434 5.033131e-01 2.516566e-01 [418,] 0.6650533 6.698935e-01 3.349467e-01 > postscript(file="/var/www/html/rcomp/tmp/1p7cn1291225705.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2p7cn1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3p7cn1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/40gtp1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/50gtp1291225705.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 5.149877e+04 -3.178270e+04 3.122064e+04 2.575369e+04 1.171746e+04 6 7 8 9 10 2.048390e+04 5.922010e+03 9.669016e+03 7.345987e+03 -8.372933e+02 11 12 13 14 15 1.308305e+04 -3.427568e+03 -3.676071e+04 1.800434e+04 -1.272106e+04 16 17 18 19 20 -5.546943e+02 -5.186983e+03 -1.332420e+04 5.767697e+03 -1.951361e+04 21 22 23 24 25 4.054796e+03 1.415614e+04 3.772912e+02 -2.323276e+04 -3.053841e+03 26 27 28 29 30 9.111725e+03 -4.219791e+03 2.949067e+03 4.813305e+03 -3.472713e+03 31 32 33 34 35 9.509061e+02 3.320591e+03 2.579188e+03 -7.796396e+01 2.626613e+03 36 37 38 39 40 -9.961886e+03 1.202935e+03 -4.579859e+03 -7.676754e+03 -1.311260e+04 41 42 43 44 45 -1.684227e+04 7.125013e+03 -6.379688e+03 -4.111108e+03 3.656311e+02 46 47 48 49 50 1.463371e+03 1.457042e+02 -1.159254e+04 -1.820074e+03 -2.311073e+03 51 52 53 54 55 -8.135498e+03 -1.352071e+04 -4.680291e+03 -6.007987e+03 -9.756766e+03 56 57 58 59 60 -7.260274e+03 4.001632e+03 4.563074e+01 -4.461955e+03 -1.351027e+03 61 62 63 64 65 7.894257e+02 -1.828075e+03 8.917638e+02 -2.026889e+03 -3.731112e+03 66 67 68 69 70 -1.900813e+04 1.304608e+02 -2.826720e+03 -7.383495e+03 -6.689637e+03 71 72 73 74 75 -2.822503e+03 8.491190e+02 -2.183621e+03 4.958703e+02 -1.447138e+03 76 77 78 79 80 1.483756e+02 -1.679341e+03 5.271899e+02 -4.701379e+03 5.965216e+02 81 82 83 84 85 -1.574772e+03 -3.336566e+03 -2.263028e+03 -2.397668e+02 -3.017382e+02 86 87 88 89 90 -2.716501e+03 -9.211435e+03 1.289258e+01 -2.871548e+03 -1.134074e+02 91 92 93 94 95 -1.754699e+03 -1.457006e+03 -6.088631e+03 3.960900e+03 -3.113026e+03 96 97 98 99 100 -2.143029e+00 3.374418e+02 -6.055827e+01 1.300234e+03 1.301255e+03 101 102 103 104 105 -1.903244e+03 -4.404386e+02 -2.988112e+03 8.133186e+02 -1.059558e+03 106 107 108 109 110 -2.175282e+03 -2.400595e+03 1.080086e+03 4.173728e+02 3.383097e+02 111 112 113 114 115 -9.790308e+02 -8.705956e+01 2.418002e+02 1.753294e+03 1.670594e+03 116 117 118 119 120 -2.295522e+03 5.478307e+02 1.097242e+03 1.894208e+03 -8.606154e+02 121 122 123 124 125 -1.035380e+03 3.471503e+02 -1.292177e+04 -5.338200e+02 1.446389e+03 126 127 128 129 130 1.248524e+03 1.130062e+03 -1.896201e+02 -1.680326e+03 1.130062e+03 131 132 133 134 135 1.819014e+02 -7.497224e+02 1.130062e+03 -1.682488e+03 1.215129e+03 136 137 138 139 140 8.955709e+02 -1.526093e+02 9.970060e+02 1.467129e+03 1.130062e+03 141 142 143 144 145 4.027379e+02 1.130062e+03 5.799978e+02 6.016669e+02 -5.090966e+02 146 147 148 149 150 1.622722e+02 1.130062e+03 1.525601e+02 1.119810e+03 1.147784e+03 151 152 153 154 155 6.653301e+02 -3.504433e+03 4.140843e+02 6.058025e+02 8.722293e+02 156 157 158 159 160 1.130062e+03 1.130062e+03 9.498092e+02 8.375599e+02 1.130062e+03 161 162 163 164 165 1.130062e+03 1.130062e+03 1.130062e+03 6.805068e+02 -1.711674e+03 166 167 168 169 170 1.041576e+03 1.130062e+03 -7.001677e+02 -1.080752e+03 1.130062e+03 171 172 173 174 175 1.130062e+03 7.500415e+02 1.130062e+03 7.217411e+01 1.130062e+03 176 177 178 179 180 1.370956e+02 -1.426042e+04 1.203729e+03 1.130062e+03 1.130062e+03 181 182 183 184 185 -4.887440e+02 1.541405e+02 1.384623e+02 -6.060011e+02 4.570797e+02 186 187 188 189 190 2.275257e+02 2.272636e+02 4.378825e+02 6.725029e+02 1.130062e+03 191 192 193 194 195 4.082214e+02 1.130062e+03 2.876562e+02 1.130062e+03 7.342770e+02 196 197 198 199 200 1.130062e+03 -6.194855e+03 1.130062e+03 1.130062e+03 -9.919966e+02 201 202 203 204 205 1.130062e+03 1.130062e+03 1.130062e+03 -3.545161e+02 5.526697e+01 206 207 208 209 210 4.328691e+02 9.362976e+02 1.130062e+03 -1.422291e+03 1.045140e+03 211 212 213 214 215 1.130062e+03 1.130062e+03 -1.078493e+02 2.283985e+02 9.734725e+02 216 217 218 219 220 8.436708e+02 3.068797e+02 5.963601e+02 8.436708e+02 -9.563929e+02 221 222 223 224 225 9.979368e+02 1.130062e+03 9.949203e+02 -1.211882e+03 1.012337e+03 226 227 228 229 230 -1.672760e+03 -6.172021e+01 1.130062e+03 1.063693e+03 1.130062e+03 231 232 233 234 235 4.802644e+02 6.050005e+02 1.130062e+03 -3.160307e+02 1.130062e+03 236 237 238 239 240 1.134721e+03 1.130062e+03 3.378629e+02 1.130062e+03 1.130062e+03 241 242 243 244 245 1.130062e+03 8.046772e+02 1.130062e+03 1.687391e+02 3.232527e+03 246 247 248 249 250 1.130062e+03 1.130062e+03 -8.543655e+02 1.130062e+03 1.130062e+03 251 252 253 254 255 4.079415e+01 1.130062e+03 1.172734e+03 -3.453920e+03 -4.376795e+03 256 257 258 259 260 1.130062e+03 4.902748e+02 -2.189763e+03 1.130062e+03 1.130062e+03 261 262 263 264 265 1.130062e+03 1.130062e+03 -4.274609e+02 3.639491e+01 1.130062e+03 266 267 268 269 270 1.130062e+03 1.130062e+03 1.235224e+02 1.130062e+03 -2.404175e+03 271 272 273 274 275 1.130062e+03 1.130062e+03 1.130062e+03 -1.434511e+03 1.130062e+03 276 277 278 279 280 -2.224445e+02 -1.730175e+03 1.130062e+03 -1.371768e+03 2.613338e+02 281 282 283 284 285 1.130062e+03 1.130062e+03 -2.174549e+03 1.130062e+03 2.470086e+02 286 287 288 289 290 1.130062e+03 1.030503e+03 7.459147e+02 1.130062e+03 -3.480635e+02 291 292 293 294 295 1.130062e+03 -3.533485e+02 -1.004221e+03 1.130062e+03 -2.176435e+02 296 297 298 299 300 2.719916e+02 1.130062e+03 1.130062e+03 1.130062e+03 -1.586977e+02 301 302 303 304 305 5.978629e+02 1.274490e+03 9.868663e+02 1.130062e+03 -3.682376e+02 306 307 308 309 310 -5.630974e+02 1.130062e+03 -1.335409e+03 -8.872363e+02 1.130062e+03 311 312 313 314 315 1.130062e+03 -2.770806e+03 1.130062e+03 -7.919262e+02 -2.063221e+00 316 317 318 319 320 7.467809e+02 1.161781e+03 -1.320420e+03 4.304994e+02 1.130062e+03 321 322 323 324 325 1.130062e+03 1.130062e+03 1.130062e+03 1.130062e+03 1.130062e+03 326 327 328 329 330 1.014014e+03 1.130062e+03 1.130062e+03 1.130062e+03 1.130062e+03 331 332 333 334 335 1.130062e+03 1.130062e+03 1.130062e+03 6.648009e+02 9.930332e+02 336 337 338 339 340 8.841289e+02 -6.886040e+02 1.130062e+03 1.016122e+03 -1.473254e+02 341 342 343 344 345 -2.369783e+02 1.130062e+03 1.130062e+03 1.130062e+03 1.287163e+01 346 347 348 349 350 1.130062e+03 8.286554e+02 1.130062e+03 1.130062e+03 1.336794e+03 351 352 353 354 355 1.040189e+03 2.149649e+02 3.115634e+02 1.132244e+03 1.130062e+03 356 357 358 359 360 1.130062e+03 -2.999068e+02 1.130062e+03 1.130062e+03 1.130062e+03 361 362 363 364 365 5.685669e+02 1.130062e+03 1.130062e+03 -1.051309e+03 4.534489e+01 366 367 368 369 370 1.130062e+03 1.130062e+03 1.130062e+03 1.130062e+03 3.996595e+02 371 372 373 374 375 1.130062e+03 6.748292e+02 4.398365e+02 8.930123e+02 1.130062e+03 376 377 378 379 380 1.130062e+03 -2.801015e+02 7.618553e+02 1.946084e+03 1.130062e+03 381 382 383 384 385 1.130062e+03 -7.137583e+02 -1.730300e+02 1.130062e+03 -4.614561e+02 386 387 388 389 390 -4.032268e+02 8.427701e+02 1.206269e+03 7.789308e+02 5.892809e+02 391 392 393 394 395 1.285549e+02 7.360147e+02 6.253823e+02 1.014032e+03 3.386322e+03 396 397 398 399 400 5.710885e+02 2.401110e+03 -3.111299e+04 6.920891e+02 -2.415001e+03 401 402 403 404 405 1.812081e+03 7.972956e+02 8.964889e+02 -2.531855e+02 7.515073e+02 406 407 408 409 410 8.091619e+02 2.453993e+02 4.220128e+02 2.982237e+02 1.470247e+03 411 412 413 414 415 -5.536716e+03 5.626353e+03 1.765752e+02 -8.820997e-01 1.586284e+03 416 417 418 419 420 1.866112e+03 1.162982e+03 -5.490665e+02 -9.367668e+02 1.675827e+03 421 422 423 424 425 2.040250e+03 -6.403638e+03 2.807542e+03 4.839923e+03 5.702290e+02 426 427 428 429 430 -5.229092e+03 2.162179e+03 2.763467e+03 5.996333e+03 4.347647e+03 431 9.654926e+03 > postscript(file="/var/www/html/rcomp/tmp/60gtp1291225705.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 5.149877e+04 NA 1 -3.178270e+04 5.149877e+04 2 3.122064e+04 -3.178270e+04 3 2.575369e+04 3.122064e+04 4 1.171746e+04 2.575369e+04 5 2.048390e+04 1.171746e+04 6 5.922010e+03 2.048390e+04 7 9.669016e+03 5.922010e+03 8 7.345987e+03 9.669016e+03 9 -8.372933e+02 7.345987e+03 10 1.308305e+04 -8.372933e+02 11 -3.427568e+03 1.308305e+04 12 -3.676071e+04 -3.427568e+03 13 1.800434e+04 -3.676071e+04 14 -1.272106e+04 1.800434e+04 15 -5.546943e+02 -1.272106e+04 16 -5.186983e+03 -5.546943e+02 17 -1.332420e+04 -5.186983e+03 18 5.767697e+03 -1.332420e+04 19 -1.951361e+04 5.767697e+03 20 4.054796e+03 -1.951361e+04 21 1.415614e+04 4.054796e+03 22 3.772912e+02 1.415614e+04 23 -2.323276e+04 3.772912e+02 24 -3.053841e+03 -2.323276e+04 25 9.111725e+03 -3.053841e+03 26 -4.219791e+03 9.111725e+03 27 2.949067e+03 -4.219791e+03 28 4.813305e+03 2.949067e+03 29 -3.472713e+03 4.813305e+03 30 9.509061e+02 -3.472713e+03 31 3.320591e+03 9.509061e+02 32 2.579188e+03 3.320591e+03 33 -7.796396e+01 2.579188e+03 34 2.626613e+03 -7.796396e+01 35 -9.961886e+03 2.626613e+03 36 1.202935e+03 -9.961886e+03 37 -4.579859e+03 1.202935e+03 38 -7.676754e+03 -4.579859e+03 39 -1.311260e+04 -7.676754e+03 40 -1.684227e+04 -1.311260e+04 41 7.125013e+03 -1.684227e+04 42 -6.379688e+03 7.125013e+03 43 -4.111108e+03 -6.379688e+03 44 3.656311e+02 -4.111108e+03 45 1.463371e+03 3.656311e+02 46 1.457042e+02 1.463371e+03 47 -1.159254e+04 1.457042e+02 48 -1.820074e+03 -1.159254e+04 49 -2.311073e+03 -1.820074e+03 50 -8.135498e+03 -2.311073e+03 51 -1.352071e+04 -8.135498e+03 52 -4.680291e+03 -1.352071e+04 53 -6.007987e+03 -4.680291e+03 54 -9.756766e+03 -6.007987e+03 55 -7.260274e+03 -9.756766e+03 56 4.001632e+03 -7.260274e+03 57 4.563074e+01 4.001632e+03 58 -4.461955e+03 4.563074e+01 59 -1.351027e+03 -4.461955e+03 60 7.894257e+02 -1.351027e+03 61 -1.828075e+03 7.894257e+02 62 8.917638e+02 -1.828075e+03 63 -2.026889e+03 8.917638e+02 64 -3.731112e+03 -2.026889e+03 65 -1.900813e+04 -3.731112e+03 66 1.304608e+02 -1.900813e+04 67 -2.826720e+03 1.304608e+02 68 -7.383495e+03 -2.826720e+03 69 -6.689637e+03 -7.383495e+03 70 -2.822503e+03 -6.689637e+03 71 8.491190e+02 -2.822503e+03 72 -2.183621e+03 8.491190e+02 73 4.958703e+02 -2.183621e+03 74 -1.447138e+03 4.958703e+02 75 1.483756e+02 -1.447138e+03 76 -1.679341e+03 1.483756e+02 77 5.271899e+02 -1.679341e+03 78 -4.701379e+03 5.271899e+02 79 5.965216e+02 -4.701379e+03 80 -1.574772e+03 5.965216e+02 81 -3.336566e+03 -1.574772e+03 82 -2.263028e+03 -3.336566e+03 83 -2.397668e+02 -2.263028e+03 84 -3.017382e+02 -2.397668e+02 85 -2.716501e+03 -3.017382e+02 86 -9.211435e+03 -2.716501e+03 87 1.289258e+01 -9.211435e+03 88 -2.871548e+03 1.289258e+01 89 -1.134074e+02 -2.871548e+03 90 -1.754699e+03 -1.134074e+02 91 -1.457006e+03 -1.754699e+03 92 -6.088631e+03 -1.457006e+03 93 3.960900e+03 -6.088631e+03 94 -3.113026e+03 3.960900e+03 95 -2.143029e+00 -3.113026e+03 96 3.374418e+02 -2.143029e+00 97 -6.055827e+01 3.374418e+02 98 1.300234e+03 -6.055827e+01 99 1.301255e+03 1.300234e+03 100 -1.903244e+03 1.301255e+03 101 -4.404386e+02 -1.903244e+03 102 -2.988112e+03 -4.404386e+02 103 8.133186e+02 -2.988112e+03 104 -1.059558e+03 8.133186e+02 105 -2.175282e+03 -1.059558e+03 106 -2.400595e+03 -2.175282e+03 107 1.080086e+03 -2.400595e+03 108 4.173728e+02 1.080086e+03 109 3.383097e+02 4.173728e+02 110 -9.790308e+02 3.383097e+02 111 -8.705956e+01 -9.790308e+02 112 2.418002e+02 -8.705956e+01 113 1.753294e+03 2.418002e+02 114 1.670594e+03 1.753294e+03 115 -2.295522e+03 1.670594e+03 116 5.478307e+02 -2.295522e+03 117 1.097242e+03 5.478307e+02 118 1.894208e+03 1.097242e+03 119 -8.606154e+02 1.894208e+03 120 -1.035380e+03 -8.606154e+02 121 3.471503e+02 -1.035380e+03 122 -1.292177e+04 3.471503e+02 123 -5.338200e+02 -1.292177e+04 124 1.446389e+03 -5.338200e+02 125 1.248524e+03 1.446389e+03 126 1.130062e+03 1.248524e+03 127 -1.896201e+02 1.130062e+03 128 -1.680326e+03 -1.896201e+02 129 1.130062e+03 -1.680326e+03 130 1.819014e+02 1.130062e+03 131 -7.497224e+02 1.819014e+02 132 1.130062e+03 -7.497224e+02 133 -1.682488e+03 1.130062e+03 134 1.215129e+03 -1.682488e+03 135 8.955709e+02 1.215129e+03 136 -1.526093e+02 8.955709e+02 137 9.970060e+02 -1.526093e+02 138 1.467129e+03 9.970060e+02 139 1.130062e+03 1.467129e+03 140 4.027379e+02 1.130062e+03 141 1.130062e+03 4.027379e+02 142 5.799978e+02 1.130062e+03 143 6.016669e+02 5.799978e+02 144 -5.090966e+02 6.016669e+02 145 1.622722e+02 -5.090966e+02 146 1.130062e+03 1.622722e+02 147 1.525601e+02 1.130062e+03 148 1.119810e+03 1.525601e+02 149 1.147784e+03 1.119810e+03 150 6.653301e+02 1.147784e+03 151 -3.504433e+03 6.653301e+02 152 4.140843e+02 -3.504433e+03 153 6.058025e+02 4.140843e+02 154 8.722293e+02 6.058025e+02 155 1.130062e+03 8.722293e+02 156 1.130062e+03 1.130062e+03 157 9.498092e+02 1.130062e+03 158 8.375599e+02 9.498092e+02 159 1.130062e+03 8.375599e+02 160 1.130062e+03 1.130062e+03 161 1.130062e+03 1.130062e+03 162 1.130062e+03 1.130062e+03 163 6.805068e+02 1.130062e+03 164 -1.711674e+03 6.805068e+02 165 1.041576e+03 -1.711674e+03 166 1.130062e+03 1.041576e+03 167 -7.001677e+02 1.130062e+03 168 -1.080752e+03 -7.001677e+02 169 1.130062e+03 -1.080752e+03 170 1.130062e+03 1.130062e+03 171 7.500415e+02 1.130062e+03 172 1.130062e+03 7.500415e+02 173 7.217411e+01 1.130062e+03 174 1.130062e+03 7.217411e+01 175 1.370956e+02 1.130062e+03 176 -1.426042e+04 1.370956e+02 177 1.203729e+03 -1.426042e+04 178 1.130062e+03 1.203729e+03 179 1.130062e+03 1.130062e+03 180 -4.887440e+02 1.130062e+03 181 1.541405e+02 -4.887440e+02 182 1.384623e+02 1.541405e+02 183 -6.060011e+02 1.384623e+02 184 4.570797e+02 -6.060011e+02 185 2.275257e+02 4.570797e+02 186 2.272636e+02 2.275257e+02 187 4.378825e+02 2.272636e+02 188 6.725029e+02 4.378825e+02 189 1.130062e+03 6.725029e+02 190 4.082214e+02 1.130062e+03 191 1.130062e+03 4.082214e+02 192 2.876562e+02 1.130062e+03 193 1.130062e+03 2.876562e+02 194 7.342770e+02 1.130062e+03 195 1.130062e+03 7.342770e+02 196 -6.194855e+03 1.130062e+03 197 1.130062e+03 -6.194855e+03 198 1.130062e+03 1.130062e+03 199 -9.919966e+02 1.130062e+03 200 1.130062e+03 -9.919966e+02 201 1.130062e+03 1.130062e+03 202 1.130062e+03 1.130062e+03 203 -3.545161e+02 1.130062e+03 204 5.526697e+01 -3.545161e+02 205 4.328691e+02 5.526697e+01 206 9.362976e+02 4.328691e+02 207 1.130062e+03 9.362976e+02 208 -1.422291e+03 1.130062e+03 209 1.045140e+03 -1.422291e+03 210 1.130062e+03 1.045140e+03 211 1.130062e+03 1.130062e+03 212 -1.078493e+02 1.130062e+03 213 2.283985e+02 -1.078493e+02 214 9.734725e+02 2.283985e+02 215 8.436708e+02 9.734725e+02 216 3.068797e+02 8.436708e+02 217 5.963601e+02 3.068797e+02 218 8.436708e+02 5.963601e+02 219 -9.563929e+02 8.436708e+02 220 9.979368e+02 -9.563929e+02 221 1.130062e+03 9.979368e+02 222 9.949203e+02 1.130062e+03 223 -1.211882e+03 9.949203e+02 224 1.012337e+03 -1.211882e+03 225 -1.672760e+03 1.012337e+03 226 -6.172021e+01 -1.672760e+03 227 1.130062e+03 -6.172021e+01 228 1.063693e+03 1.130062e+03 229 1.130062e+03 1.063693e+03 230 4.802644e+02 1.130062e+03 231 6.050005e+02 4.802644e+02 232 1.130062e+03 6.050005e+02 233 -3.160307e+02 1.130062e+03 234 1.130062e+03 -3.160307e+02 235 1.134721e+03 1.130062e+03 236 1.130062e+03 1.134721e+03 237 3.378629e+02 1.130062e+03 238 1.130062e+03 3.378629e+02 239 1.130062e+03 1.130062e+03 240 1.130062e+03 1.130062e+03 241 8.046772e+02 1.130062e+03 242 1.130062e+03 8.046772e+02 243 1.687391e+02 1.130062e+03 244 3.232527e+03 1.687391e+02 245 1.130062e+03 3.232527e+03 246 1.130062e+03 1.130062e+03 247 -8.543655e+02 1.130062e+03 248 1.130062e+03 -8.543655e+02 249 1.130062e+03 1.130062e+03 250 4.079415e+01 1.130062e+03 251 1.130062e+03 4.079415e+01 252 1.172734e+03 1.130062e+03 253 -3.453920e+03 1.172734e+03 254 -4.376795e+03 -3.453920e+03 255 1.130062e+03 -4.376795e+03 256 4.902748e+02 1.130062e+03 257 -2.189763e+03 4.902748e+02 258 1.130062e+03 -2.189763e+03 259 1.130062e+03 1.130062e+03 260 1.130062e+03 1.130062e+03 261 1.130062e+03 1.130062e+03 262 -4.274609e+02 1.130062e+03 263 3.639491e+01 -4.274609e+02 264 1.130062e+03 3.639491e+01 265 1.130062e+03 1.130062e+03 266 1.130062e+03 1.130062e+03 267 1.235224e+02 1.130062e+03 268 1.130062e+03 1.235224e+02 269 -2.404175e+03 1.130062e+03 270 1.130062e+03 -2.404175e+03 271 1.130062e+03 1.130062e+03 272 1.130062e+03 1.130062e+03 273 -1.434511e+03 1.130062e+03 274 1.130062e+03 -1.434511e+03 275 -2.224445e+02 1.130062e+03 276 -1.730175e+03 -2.224445e+02 277 1.130062e+03 -1.730175e+03 278 -1.371768e+03 1.130062e+03 279 2.613338e+02 -1.371768e+03 280 1.130062e+03 2.613338e+02 281 1.130062e+03 1.130062e+03 282 -2.174549e+03 1.130062e+03 283 1.130062e+03 -2.174549e+03 284 2.470086e+02 1.130062e+03 285 1.130062e+03 2.470086e+02 286 1.030503e+03 1.130062e+03 287 7.459147e+02 1.030503e+03 288 1.130062e+03 7.459147e+02 289 -3.480635e+02 1.130062e+03 290 1.130062e+03 -3.480635e+02 291 -3.533485e+02 1.130062e+03 292 -1.004221e+03 -3.533485e+02 293 1.130062e+03 -1.004221e+03 294 -2.176435e+02 1.130062e+03 295 2.719916e+02 -2.176435e+02 296 1.130062e+03 2.719916e+02 297 1.130062e+03 1.130062e+03 298 1.130062e+03 1.130062e+03 299 -1.586977e+02 1.130062e+03 300 5.978629e+02 -1.586977e+02 301 1.274490e+03 5.978629e+02 302 9.868663e+02 1.274490e+03 303 1.130062e+03 9.868663e+02 304 -3.682376e+02 1.130062e+03 305 -5.630974e+02 -3.682376e+02 306 1.130062e+03 -5.630974e+02 307 -1.335409e+03 1.130062e+03 308 -8.872363e+02 -1.335409e+03 309 1.130062e+03 -8.872363e+02 310 1.130062e+03 1.130062e+03 311 -2.770806e+03 1.130062e+03 312 1.130062e+03 -2.770806e+03 313 -7.919262e+02 1.130062e+03 314 -2.063221e+00 -7.919262e+02 315 7.467809e+02 -2.063221e+00 316 1.161781e+03 7.467809e+02 317 -1.320420e+03 1.161781e+03 318 4.304994e+02 -1.320420e+03 319 1.130062e+03 4.304994e+02 320 1.130062e+03 1.130062e+03 321 1.130062e+03 1.130062e+03 322 1.130062e+03 1.130062e+03 323 1.130062e+03 1.130062e+03 324 1.130062e+03 1.130062e+03 325 1.014014e+03 1.130062e+03 326 1.130062e+03 1.014014e+03 327 1.130062e+03 1.130062e+03 328 1.130062e+03 1.130062e+03 329 1.130062e+03 1.130062e+03 330 1.130062e+03 1.130062e+03 331 1.130062e+03 1.130062e+03 332 1.130062e+03 1.130062e+03 333 6.648009e+02 1.130062e+03 334 9.930332e+02 6.648009e+02 335 8.841289e+02 9.930332e+02 336 -6.886040e+02 8.841289e+02 337 1.130062e+03 -6.886040e+02 338 1.016122e+03 1.130062e+03 339 -1.473254e+02 1.016122e+03 340 -2.369783e+02 -1.473254e+02 341 1.130062e+03 -2.369783e+02 342 1.130062e+03 1.130062e+03 343 1.130062e+03 1.130062e+03 344 1.287163e+01 1.130062e+03 345 1.130062e+03 1.287163e+01 346 8.286554e+02 1.130062e+03 347 1.130062e+03 8.286554e+02 348 1.130062e+03 1.130062e+03 349 1.336794e+03 1.130062e+03 350 1.040189e+03 1.336794e+03 351 2.149649e+02 1.040189e+03 352 3.115634e+02 2.149649e+02 353 1.132244e+03 3.115634e+02 354 1.130062e+03 1.132244e+03 355 1.130062e+03 1.130062e+03 356 -2.999068e+02 1.130062e+03 357 1.130062e+03 -2.999068e+02 358 1.130062e+03 1.130062e+03 359 1.130062e+03 1.130062e+03 360 5.685669e+02 1.130062e+03 361 1.130062e+03 5.685669e+02 362 1.130062e+03 1.130062e+03 363 -1.051309e+03 1.130062e+03 364 4.534489e+01 -1.051309e+03 365 1.130062e+03 4.534489e+01 366 1.130062e+03 1.130062e+03 367 1.130062e+03 1.130062e+03 368 1.130062e+03 1.130062e+03 369 3.996595e+02 1.130062e+03 370 1.130062e+03 3.996595e+02 371 6.748292e+02 1.130062e+03 372 4.398365e+02 6.748292e+02 373 8.930123e+02 4.398365e+02 374 1.130062e+03 8.930123e+02 375 1.130062e+03 1.130062e+03 376 -2.801015e+02 1.130062e+03 377 7.618553e+02 -2.801015e+02 378 1.946084e+03 7.618553e+02 379 1.130062e+03 1.946084e+03 380 1.130062e+03 1.130062e+03 381 -7.137583e+02 1.130062e+03 382 -1.730300e+02 -7.137583e+02 383 1.130062e+03 -1.730300e+02 384 -4.614561e+02 1.130062e+03 385 -4.032268e+02 -4.614561e+02 386 8.427701e+02 -4.032268e+02 387 1.206269e+03 8.427701e+02 388 7.789308e+02 1.206269e+03 389 5.892809e+02 7.789308e+02 390 1.285549e+02 5.892809e+02 391 7.360147e+02 1.285549e+02 392 6.253823e+02 7.360147e+02 393 1.014032e+03 6.253823e+02 394 3.386322e+03 1.014032e+03 395 5.710885e+02 3.386322e+03 396 2.401110e+03 5.710885e+02 397 -3.111299e+04 2.401110e+03 398 6.920891e+02 -3.111299e+04 399 -2.415001e+03 6.920891e+02 400 1.812081e+03 -2.415001e+03 401 7.972956e+02 1.812081e+03 402 8.964889e+02 7.972956e+02 403 -2.531855e+02 8.964889e+02 404 7.515073e+02 -2.531855e+02 405 8.091619e+02 7.515073e+02 406 2.453993e+02 8.091619e+02 407 4.220128e+02 2.453993e+02 408 2.982237e+02 4.220128e+02 409 1.470247e+03 2.982237e+02 410 -5.536716e+03 1.470247e+03 411 5.626353e+03 -5.536716e+03 412 1.765752e+02 5.626353e+03 413 -8.820997e-01 1.765752e+02 414 1.586284e+03 -8.820997e-01 415 1.866112e+03 1.586284e+03 416 1.162982e+03 1.866112e+03 417 -5.490665e+02 1.162982e+03 418 -9.367668e+02 -5.490665e+02 419 1.675827e+03 -9.367668e+02 420 2.040250e+03 1.675827e+03 421 -6.403638e+03 2.040250e+03 422 2.807542e+03 -6.403638e+03 423 4.839923e+03 2.807542e+03 424 5.702290e+02 4.839923e+03 425 -5.229092e+03 5.702290e+02 426 2.162179e+03 -5.229092e+03 427 2.763467e+03 2.162179e+03 428 5.996333e+03 2.763467e+03 429 4.347647e+03 5.996333e+03 430 9.654926e+03 4.347647e+03 431 NA 9.654926e+03 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -3.178270e+04 5.149877e+04 [2,] 3.122064e+04 -3.178270e+04 [3,] 2.575369e+04 3.122064e+04 [4,] 1.171746e+04 2.575369e+04 [5,] 2.048390e+04 1.171746e+04 [6,] 5.922010e+03 2.048390e+04 [7,] 9.669016e+03 5.922010e+03 [8,] 7.345987e+03 9.669016e+03 [9,] -8.372933e+02 7.345987e+03 [10,] 1.308305e+04 -8.372933e+02 [11,] -3.427568e+03 1.308305e+04 [12,] -3.676071e+04 -3.427568e+03 [13,] 1.800434e+04 -3.676071e+04 [14,] -1.272106e+04 1.800434e+04 [15,] -5.546943e+02 -1.272106e+04 [16,] -5.186983e+03 -5.546943e+02 [17,] -1.332420e+04 -5.186983e+03 [18,] 5.767697e+03 -1.332420e+04 [19,] -1.951361e+04 5.767697e+03 [20,] 4.054796e+03 -1.951361e+04 [21,] 1.415614e+04 4.054796e+03 [22,] 3.772912e+02 1.415614e+04 [23,] -2.323276e+04 3.772912e+02 [24,] -3.053841e+03 -2.323276e+04 [25,] 9.111725e+03 -3.053841e+03 [26,] -4.219791e+03 9.111725e+03 [27,] 2.949067e+03 -4.219791e+03 [28,] 4.813305e+03 2.949067e+03 [29,] -3.472713e+03 4.813305e+03 [30,] 9.509061e+02 -3.472713e+03 [31,] 3.320591e+03 9.509061e+02 [32,] 2.579188e+03 3.320591e+03 [33,] -7.796396e+01 2.579188e+03 [34,] 2.626613e+03 -7.796396e+01 [35,] -9.961886e+03 2.626613e+03 [36,] 1.202935e+03 -9.961886e+03 [37,] -4.579859e+03 1.202935e+03 [38,] -7.676754e+03 -4.579859e+03 [39,] -1.311260e+04 -7.676754e+03 [40,] -1.684227e+04 -1.311260e+04 [41,] 7.125013e+03 -1.684227e+04 [42,] -6.379688e+03 7.125013e+03 [43,] -4.111108e+03 -6.379688e+03 [44,] 3.656311e+02 -4.111108e+03 [45,] 1.463371e+03 3.656311e+02 [46,] 1.457042e+02 1.463371e+03 [47,] -1.159254e+04 1.457042e+02 [48,] -1.820074e+03 -1.159254e+04 [49,] -2.311073e+03 -1.820074e+03 [50,] -8.135498e+03 -2.311073e+03 [51,] -1.352071e+04 -8.135498e+03 [52,] -4.680291e+03 -1.352071e+04 [53,] -6.007987e+03 -4.680291e+03 [54,] -9.756766e+03 -6.007987e+03 [55,] -7.260274e+03 -9.756766e+03 [56,] 4.001632e+03 -7.260274e+03 [57,] 4.563074e+01 4.001632e+03 [58,] -4.461955e+03 4.563074e+01 [59,] -1.351027e+03 -4.461955e+03 [60,] 7.894257e+02 -1.351027e+03 [61,] -1.828075e+03 7.894257e+02 [62,] 8.917638e+02 -1.828075e+03 [63,] -2.026889e+03 8.917638e+02 [64,] -3.731112e+03 -2.026889e+03 [65,] -1.900813e+04 -3.731112e+03 [66,] 1.304608e+02 -1.900813e+04 [67,] -2.826720e+03 1.304608e+02 [68,] -7.383495e+03 -2.826720e+03 [69,] -6.689637e+03 -7.383495e+03 [70,] -2.822503e+03 -6.689637e+03 [71,] 8.491190e+02 -2.822503e+03 [72,] -2.183621e+03 8.491190e+02 [73,] 4.958703e+02 -2.183621e+03 [74,] -1.447138e+03 4.958703e+02 [75,] 1.483756e+02 -1.447138e+03 [76,] -1.679341e+03 1.483756e+02 [77,] 5.271899e+02 -1.679341e+03 [78,] -4.701379e+03 5.271899e+02 [79,] 5.965216e+02 -4.701379e+03 [80,] -1.574772e+03 5.965216e+02 [81,] -3.336566e+03 -1.574772e+03 [82,] -2.263028e+03 -3.336566e+03 [83,] -2.397668e+02 -2.263028e+03 [84,] -3.017382e+02 -2.397668e+02 [85,] -2.716501e+03 -3.017382e+02 [86,] -9.211435e+03 -2.716501e+03 [87,] 1.289258e+01 -9.211435e+03 [88,] -2.871548e+03 1.289258e+01 [89,] -1.134074e+02 -2.871548e+03 [90,] -1.754699e+03 -1.134074e+02 [91,] -1.457006e+03 -1.754699e+03 [92,] -6.088631e+03 -1.457006e+03 [93,] 3.960900e+03 -6.088631e+03 [94,] -3.113026e+03 3.960900e+03 [95,] -2.143029e+00 -3.113026e+03 [96,] 3.374418e+02 -2.143029e+00 [97,] -6.055827e+01 3.374418e+02 [98,] 1.300234e+03 -6.055827e+01 [99,] 1.301255e+03 1.300234e+03 [100,] -1.903244e+03 1.301255e+03 [101,] -4.404386e+02 -1.903244e+03 [102,] -2.988112e+03 -4.404386e+02 [103,] 8.133186e+02 -2.988112e+03 [104,] -1.059558e+03 8.133186e+02 [105,] -2.175282e+03 -1.059558e+03 [106,] -2.400595e+03 -2.175282e+03 [107,] 1.080086e+03 -2.400595e+03 [108,] 4.173728e+02 1.080086e+03 [109,] 3.383097e+02 4.173728e+02 [110,] -9.790308e+02 3.383097e+02 [111,] -8.705956e+01 -9.790308e+02 [112,] 2.418002e+02 -8.705956e+01 [113,] 1.753294e+03 2.418002e+02 [114,] 1.670594e+03 1.753294e+03 [115,] -2.295522e+03 1.670594e+03 [116,] 5.478307e+02 -2.295522e+03 [117,] 1.097242e+03 5.478307e+02 [118,] 1.894208e+03 1.097242e+03 [119,] -8.606154e+02 1.894208e+03 [120,] -1.035380e+03 -8.606154e+02 [121,] 3.471503e+02 -1.035380e+03 [122,] -1.292177e+04 3.471503e+02 [123,] -5.338200e+02 -1.292177e+04 [124,] 1.446389e+03 -5.338200e+02 [125,] 1.248524e+03 1.446389e+03 [126,] 1.130062e+03 1.248524e+03 [127,] -1.896201e+02 1.130062e+03 [128,] -1.680326e+03 -1.896201e+02 [129,] 1.130062e+03 -1.680326e+03 [130,] 1.819014e+02 1.130062e+03 [131,] -7.497224e+02 1.819014e+02 [132,] 1.130062e+03 -7.497224e+02 [133,] -1.682488e+03 1.130062e+03 [134,] 1.215129e+03 -1.682488e+03 [135,] 8.955709e+02 1.215129e+03 [136,] -1.526093e+02 8.955709e+02 [137,] 9.970060e+02 -1.526093e+02 [138,] 1.467129e+03 9.970060e+02 [139,] 1.130062e+03 1.467129e+03 [140,] 4.027379e+02 1.130062e+03 [141,] 1.130062e+03 4.027379e+02 [142,] 5.799978e+02 1.130062e+03 [143,] 6.016669e+02 5.799978e+02 [144,] -5.090966e+02 6.016669e+02 [145,] 1.622722e+02 -5.090966e+02 [146,] 1.130062e+03 1.622722e+02 [147,] 1.525601e+02 1.130062e+03 [148,] 1.119810e+03 1.525601e+02 [149,] 1.147784e+03 1.119810e+03 [150,] 6.653301e+02 1.147784e+03 [151,] -3.504433e+03 6.653301e+02 [152,] 4.140843e+02 -3.504433e+03 [153,] 6.058025e+02 4.140843e+02 [154,] 8.722293e+02 6.058025e+02 [155,] 1.130062e+03 8.722293e+02 [156,] 1.130062e+03 1.130062e+03 [157,] 9.498092e+02 1.130062e+03 [158,] 8.375599e+02 9.498092e+02 [159,] 1.130062e+03 8.375599e+02 [160,] 1.130062e+03 1.130062e+03 [161,] 1.130062e+03 1.130062e+03 [162,] 1.130062e+03 1.130062e+03 [163,] 6.805068e+02 1.130062e+03 [164,] -1.711674e+03 6.805068e+02 [165,] 1.041576e+03 -1.711674e+03 [166,] 1.130062e+03 1.041576e+03 [167,] -7.001677e+02 1.130062e+03 [168,] -1.080752e+03 -7.001677e+02 [169,] 1.130062e+03 -1.080752e+03 [170,] 1.130062e+03 1.130062e+03 [171,] 7.500415e+02 1.130062e+03 [172,] 1.130062e+03 7.500415e+02 [173,] 7.217411e+01 1.130062e+03 [174,] 1.130062e+03 7.217411e+01 [175,] 1.370956e+02 1.130062e+03 [176,] -1.426042e+04 1.370956e+02 [177,] 1.203729e+03 -1.426042e+04 [178,] 1.130062e+03 1.203729e+03 [179,] 1.130062e+03 1.130062e+03 [180,] -4.887440e+02 1.130062e+03 [181,] 1.541405e+02 -4.887440e+02 [182,] 1.384623e+02 1.541405e+02 [183,] -6.060011e+02 1.384623e+02 [184,] 4.570797e+02 -6.060011e+02 [185,] 2.275257e+02 4.570797e+02 [186,] 2.272636e+02 2.275257e+02 [187,] 4.378825e+02 2.272636e+02 [188,] 6.725029e+02 4.378825e+02 [189,] 1.130062e+03 6.725029e+02 [190,] 4.082214e+02 1.130062e+03 [191,] 1.130062e+03 4.082214e+02 [192,] 2.876562e+02 1.130062e+03 [193,] 1.130062e+03 2.876562e+02 [194,] 7.342770e+02 1.130062e+03 [195,] 1.130062e+03 7.342770e+02 [196,] -6.194855e+03 1.130062e+03 [197,] 1.130062e+03 -6.194855e+03 [198,] 1.130062e+03 1.130062e+03 [199,] -9.919966e+02 1.130062e+03 [200,] 1.130062e+03 -9.919966e+02 [201,] 1.130062e+03 1.130062e+03 [202,] 1.130062e+03 1.130062e+03 [203,] -3.545161e+02 1.130062e+03 [204,] 5.526697e+01 -3.545161e+02 [205,] 4.328691e+02 5.526697e+01 [206,] 9.362976e+02 4.328691e+02 [207,] 1.130062e+03 9.362976e+02 [208,] -1.422291e+03 1.130062e+03 [209,] 1.045140e+03 -1.422291e+03 [210,] 1.130062e+03 1.045140e+03 [211,] 1.130062e+03 1.130062e+03 [212,] -1.078493e+02 1.130062e+03 [213,] 2.283985e+02 -1.078493e+02 [214,] 9.734725e+02 2.283985e+02 [215,] 8.436708e+02 9.734725e+02 [216,] 3.068797e+02 8.436708e+02 [217,] 5.963601e+02 3.068797e+02 [218,] 8.436708e+02 5.963601e+02 [219,] -9.563929e+02 8.436708e+02 [220,] 9.979368e+02 -9.563929e+02 [221,] 1.130062e+03 9.979368e+02 [222,] 9.949203e+02 1.130062e+03 [223,] -1.211882e+03 9.949203e+02 [224,] 1.012337e+03 -1.211882e+03 [225,] -1.672760e+03 1.012337e+03 [226,] -6.172021e+01 -1.672760e+03 [227,] 1.130062e+03 -6.172021e+01 [228,] 1.063693e+03 1.130062e+03 [229,] 1.130062e+03 1.063693e+03 [230,] 4.802644e+02 1.130062e+03 [231,] 6.050005e+02 4.802644e+02 [232,] 1.130062e+03 6.050005e+02 [233,] -3.160307e+02 1.130062e+03 [234,] 1.130062e+03 -3.160307e+02 [235,] 1.134721e+03 1.130062e+03 [236,] 1.130062e+03 1.134721e+03 [237,] 3.378629e+02 1.130062e+03 [238,] 1.130062e+03 3.378629e+02 [239,] 1.130062e+03 1.130062e+03 [240,] 1.130062e+03 1.130062e+03 [241,] 8.046772e+02 1.130062e+03 [242,] 1.130062e+03 8.046772e+02 [243,] 1.687391e+02 1.130062e+03 [244,] 3.232527e+03 1.687391e+02 [245,] 1.130062e+03 3.232527e+03 [246,] 1.130062e+03 1.130062e+03 [247,] -8.543655e+02 1.130062e+03 [248,] 1.130062e+03 -8.543655e+02 [249,] 1.130062e+03 1.130062e+03 [250,] 4.079415e+01 1.130062e+03 [251,] 1.130062e+03 4.079415e+01 [252,] 1.172734e+03 1.130062e+03 [253,] -3.453920e+03 1.172734e+03 [254,] -4.376795e+03 -3.453920e+03 [255,] 1.130062e+03 -4.376795e+03 [256,] 4.902748e+02 1.130062e+03 [257,] -2.189763e+03 4.902748e+02 [258,] 1.130062e+03 -2.189763e+03 [259,] 1.130062e+03 1.130062e+03 [260,] 1.130062e+03 1.130062e+03 [261,] 1.130062e+03 1.130062e+03 [262,] -4.274609e+02 1.130062e+03 [263,] 3.639491e+01 -4.274609e+02 [264,] 1.130062e+03 3.639491e+01 [265,] 1.130062e+03 1.130062e+03 [266,] 1.130062e+03 1.130062e+03 [267,] 1.235224e+02 1.130062e+03 [268,] 1.130062e+03 1.235224e+02 [269,] -2.404175e+03 1.130062e+03 [270,] 1.130062e+03 -2.404175e+03 [271,] 1.130062e+03 1.130062e+03 [272,] 1.130062e+03 1.130062e+03 [273,] -1.434511e+03 1.130062e+03 [274,] 1.130062e+03 -1.434511e+03 [275,] -2.224445e+02 1.130062e+03 [276,] -1.730175e+03 -2.224445e+02 [277,] 1.130062e+03 -1.730175e+03 [278,] -1.371768e+03 1.130062e+03 [279,] 2.613338e+02 -1.371768e+03 [280,] 1.130062e+03 2.613338e+02 [281,] 1.130062e+03 1.130062e+03 [282,] -2.174549e+03 1.130062e+03 [283,] 1.130062e+03 -2.174549e+03 [284,] 2.470086e+02 1.130062e+03 [285,] 1.130062e+03 2.470086e+02 [286,] 1.030503e+03 1.130062e+03 [287,] 7.459147e+02 1.030503e+03 [288,] 1.130062e+03 7.459147e+02 [289,] -3.480635e+02 1.130062e+03 [290,] 1.130062e+03 -3.480635e+02 [291,] -3.533485e+02 1.130062e+03 [292,] -1.004221e+03 -3.533485e+02 [293,] 1.130062e+03 -1.004221e+03 [294,] -2.176435e+02 1.130062e+03 [295,] 2.719916e+02 -2.176435e+02 [296,] 1.130062e+03 2.719916e+02 [297,] 1.130062e+03 1.130062e+03 [298,] 1.130062e+03 1.130062e+03 [299,] -1.586977e+02 1.130062e+03 [300,] 5.978629e+02 -1.586977e+02 [301,] 1.274490e+03 5.978629e+02 [302,] 9.868663e+02 1.274490e+03 [303,] 1.130062e+03 9.868663e+02 [304,] -3.682376e+02 1.130062e+03 [305,] -5.630974e+02 -3.682376e+02 [306,] 1.130062e+03 -5.630974e+02 [307,] -1.335409e+03 1.130062e+03 [308,] -8.872363e+02 -1.335409e+03 [309,] 1.130062e+03 -8.872363e+02 [310,] 1.130062e+03 1.130062e+03 [311,] -2.770806e+03 1.130062e+03 [312,] 1.130062e+03 -2.770806e+03 [313,] -7.919262e+02 1.130062e+03 [314,] -2.063221e+00 -7.919262e+02 [315,] 7.467809e+02 -2.063221e+00 [316,] 1.161781e+03 7.467809e+02 [317,] -1.320420e+03 1.161781e+03 [318,] 4.304994e+02 -1.320420e+03 [319,] 1.130062e+03 4.304994e+02 [320,] 1.130062e+03 1.130062e+03 [321,] 1.130062e+03 1.130062e+03 [322,] 1.130062e+03 1.130062e+03 [323,] 1.130062e+03 1.130062e+03 [324,] 1.130062e+03 1.130062e+03 [325,] 1.014014e+03 1.130062e+03 [326,] 1.130062e+03 1.014014e+03 [327,] 1.130062e+03 1.130062e+03 [328,] 1.130062e+03 1.130062e+03 [329,] 1.130062e+03 1.130062e+03 [330,] 1.130062e+03 1.130062e+03 [331,] 1.130062e+03 1.130062e+03 [332,] 1.130062e+03 1.130062e+03 [333,] 6.648009e+02 1.130062e+03 [334,] 9.930332e+02 6.648009e+02 [335,] 8.841289e+02 9.930332e+02 [336,] -6.886040e+02 8.841289e+02 [337,] 1.130062e+03 -6.886040e+02 [338,] 1.016122e+03 1.130062e+03 [339,] -1.473254e+02 1.016122e+03 [340,] -2.369783e+02 -1.473254e+02 [341,] 1.130062e+03 -2.369783e+02 [342,] 1.130062e+03 1.130062e+03 [343,] 1.130062e+03 1.130062e+03 [344,] 1.287163e+01 1.130062e+03 [345,] 1.130062e+03 1.287163e+01 [346,] 8.286554e+02 1.130062e+03 [347,] 1.130062e+03 8.286554e+02 [348,] 1.130062e+03 1.130062e+03 [349,] 1.336794e+03 1.130062e+03 [350,] 1.040189e+03 1.336794e+03 [351,] 2.149649e+02 1.040189e+03 [352,] 3.115634e+02 2.149649e+02 [353,] 1.132244e+03 3.115634e+02 [354,] 1.130062e+03 1.132244e+03 [355,] 1.130062e+03 1.130062e+03 [356,] -2.999068e+02 1.130062e+03 [357,] 1.130062e+03 -2.999068e+02 [358,] 1.130062e+03 1.130062e+03 [359,] 1.130062e+03 1.130062e+03 [360,] 5.685669e+02 1.130062e+03 [361,] 1.130062e+03 5.685669e+02 [362,] 1.130062e+03 1.130062e+03 [363,] -1.051309e+03 1.130062e+03 [364,] 4.534489e+01 -1.051309e+03 [365,] 1.130062e+03 4.534489e+01 [366,] 1.130062e+03 1.130062e+03 [367,] 1.130062e+03 1.130062e+03 [368,] 1.130062e+03 1.130062e+03 [369,] 3.996595e+02 1.130062e+03 [370,] 1.130062e+03 3.996595e+02 [371,] 6.748292e+02 1.130062e+03 [372,] 4.398365e+02 6.748292e+02 [373,] 8.930123e+02 4.398365e+02 [374,] 1.130062e+03 8.930123e+02 [375,] 1.130062e+03 1.130062e+03 [376,] -2.801015e+02 1.130062e+03 [377,] 7.618553e+02 -2.801015e+02 [378,] 1.946084e+03 7.618553e+02 [379,] 1.130062e+03 1.946084e+03 [380,] 1.130062e+03 1.130062e+03 [381,] -7.137583e+02 1.130062e+03 [382,] -1.730300e+02 -7.137583e+02 [383,] 1.130062e+03 -1.730300e+02 [384,] -4.614561e+02 1.130062e+03 [385,] -4.032268e+02 -4.614561e+02 [386,] 8.427701e+02 -4.032268e+02 [387,] 1.206269e+03 8.427701e+02 [388,] 7.789308e+02 1.206269e+03 [389,] 5.892809e+02 7.789308e+02 [390,] 1.285549e+02 5.892809e+02 [391,] 7.360147e+02 1.285549e+02 [392,] 6.253823e+02 7.360147e+02 [393,] 1.014032e+03 6.253823e+02 [394,] 3.386322e+03 1.014032e+03 [395,] 5.710885e+02 3.386322e+03 [396,] 2.401110e+03 5.710885e+02 [397,] -3.111299e+04 2.401110e+03 [398,] 6.920891e+02 -3.111299e+04 [399,] -2.415001e+03 6.920891e+02 [400,] 1.812081e+03 -2.415001e+03 [401,] 7.972956e+02 1.812081e+03 [402,] 8.964889e+02 7.972956e+02 [403,] -2.531855e+02 8.964889e+02 [404,] 7.515073e+02 -2.531855e+02 [405,] 8.091619e+02 7.515073e+02 [406,] 2.453993e+02 8.091619e+02 [407,] 4.220128e+02 2.453993e+02 [408,] 2.982237e+02 4.220128e+02 [409,] 1.470247e+03 2.982237e+02 [410,] -5.536716e+03 1.470247e+03 [411,] 5.626353e+03 -5.536716e+03 [412,] 1.765752e+02 5.626353e+03 [413,] -8.820997e-01 1.765752e+02 [414,] 1.586284e+03 -8.820997e-01 [415,] 1.866112e+03 1.586284e+03 [416,] 1.162982e+03 1.866112e+03 [417,] -5.490665e+02 1.162982e+03 [418,] -9.367668e+02 -5.490665e+02 [419,] 1.675827e+03 -9.367668e+02 [420,] 2.040250e+03 1.675827e+03 [421,] -6.403638e+03 2.040250e+03 [422,] 2.807542e+03 -6.403638e+03 [423,] 4.839923e+03 2.807542e+03 [424,] 5.702290e+02 4.839923e+03 [425,] -5.229092e+03 5.702290e+02 [426,] 2.162179e+03 -5.229092e+03 [427,] 2.763467e+03 2.162179e+03 [428,] 5.996333e+03 2.763467e+03 [429,] 4.347647e+03 5.996333e+03 [430,] 9.654926e+03 4.347647e+03 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -3.178270e+04 5.149877e+04 2 3.122064e+04 -3.178270e+04 3 2.575369e+04 3.122064e+04 4 1.171746e+04 2.575369e+04 5 2.048390e+04 1.171746e+04 6 5.922010e+03 2.048390e+04 7 9.669016e+03 5.922010e+03 8 7.345987e+03 9.669016e+03 9 -8.372933e+02 7.345987e+03 10 1.308305e+04 -8.372933e+02 11 -3.427568e+03 1.308305e+04 12 -3.676071e+04 -3.427568e+03 13 1.800434e+04 -3.676071e+04 14 -1.272106e+04 1.800434e+04 15 -5.546943e+02 -1.272106e+04 16 -5.186983e+03 -5.546943e+02 17 -1.332420e+04 -5.186983e+03 18 5.767697e+03 -1.332420e+04 19 -1.951361e+04 5.767697e+03 20 4.054796e+03 -1.951361e+04 21 1.415614e+04 4.054796e+03 22 3.772912e+02 1.415614e+04 23 -2.323276e+04 3.772912e+02 24 -3.053841e+03 -2.323276e+04 25 9.111725e+03 -3.053841e+03 26 -4.219791e+03 9.111725e+03 27 2.949067e+03 -4.219791e+03 28 4.813305e+03 2.949067e+03 29 -3.472713e+03 4.813305e+03 30 9.509061e+02 -3.472713e+03 31 3.320591e+03 9.509061e+02 32 2.579188e+03 3.320591e+03 33 -7.796396e+01 2.579188e+03 34 2.626613e+03 -7.796396e+01 35 -9.961886e+03 2.626613e+03 36 1.202935e+03 -9.961886e+03 37 -4.579859e+03 1.202935e+03 38 -7.676754e+03 -4.579859e+03 39 -1.311260e+04 -7.676754e+03 40 -1.684227e+04 -1.311260e+04 41 7.125013e+03 -1.684227e+04 42 -6.379688e+03 7.125013e+03 43 -4.111108e+03 -6.379688e+03 44 3.656311e+02 -4.111108e+03 45 1.463371e+03 3.656311e+02 46 1.457042e+02 1.463371e+03 47 -1.159254e+04 1.457042e+02 48 -1.820074e+03 -1.159254e+04 49 -2.311073e+03 -1.820074e+03 50 -8.135498e+03 -2.311073e+03 51 -1.352071e+04 -8.135498e+03 52 -4.680291e+03 -1.352071e+04 53 -6.007987e+03 -4.680291e+03 54 -9.756766e+03 -6.007987e+03 55 -7.260274e+03 -9.756766e+03 56 4.001632e+03 -7.260274e+03 57 4.563074e+01 4.001632e+03 58 -4.461955e+03 4.563074e+01 59 -1.351027e+03 -4.461955e+03 60 7.894257e+02 -1.351027e+03 61 -1.828075e+03 7.894257e+02 62 8.917638e+02 -1.828075e+03 63 -2.026889e+03 8.917638e+02 64 -3.731112e+03 -2.026889e+03 65 -1.900813e+04 -3.731112e+03 66 1.304608e+02 -1.900813e+04 67 -2.826720e+03 1.304608e+02 68 -7.383495e+03 -2.826720e+03 69 -6.689637e+03 -7.383495e+03 70 -2.822503e+03 -6.689637e+03 71 8.491190e+02 -2.822503e+03 72 -2.183621e+03 8.491190e+02 73 4.958703e+02 -2.183621e+03 74 -1.447138e+03 4.958703e+02 75 1.483756e+02 -1.447138e+03 76 -1.679341e+03 1.483756e+02 77 5.271899e+02 -1.679341e+03 78 -4.701379e+03 5.271899e+02 79 5.965216e+02 -4.701379e+03 80 -1.574772e+03 5.965216e+02 81 -3.336566e+03 -1.574772e+03 82 -2.263028e+03 -3.336566e+03 83 -2.397668e+02 -2.263028e+03 84 -3.017382e+02 -2.397668e+02 85 -2.716501e+03 -3.017382e+02 86 -9.211435e+03 -2.716501e+03 87 1.289258e+01 -9.211435e+03 88 -2.871548e+03 1.289258e+01 89 -1.134074e+02 -2.871548e+03 90 -1.754699e+03 -1.134074e+02 91 -1.457006e+03 -1.754699e+03 92 -6.088631e+03 -1.457006e+03 93 3.960900e+03 -6.088631e+03 94 -3.113026e+03 3.960900e+03 95 -2.143029e+00 -3.113026e+03 96 3.374418e+02 -2.143029e+00 97 -6.055827e+01 3.374418e+02 98 1.300234e+03 -6.055827e+01 99 1.301255e+03 1.300234e+03 100 -1.903244e+03 1.301255e+03 101 -4.404386e+02 -1.903244e+03 102 -2.988112e+03 -4.404386e+02 103 8.133186e+02 -2.988112e+03 104 -1.059558e+03 8.133186e+02 105 -2.175282e+03 -1.059558e+03 106 -2.400595e+03 -2.175282e+03 107 1.080086e+03 -2.400595e+03 108 4.173728e+02 1.080086e+03 109 3.383097e+02 4.173728e+02 110 -9.790308e+02 3.383097e+02 111 -8.705956e+01 -9.790308e+02 112 2.418002e+02 -8.705956e+01 113 1.753294e+03 2.418002e+02 114 1.670594e+03 1.753294e+03 115 -2.295522e+03 1.670594e+03 116 5.478307e+02 -2.295522e+03 117 1.097242e+03 5.478307e+02 118 1.894208e+03 1.097242e+03 119 -8.606154e+02 1.894208e+03 120 -1.035380e+03 -8.606154e+02 121 3.471503e+02 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2.149649e+02 1.040189e+03 352 3.115634e+02 2.149649e+02 353 1.132244e+03 3.115634e+02 354 1.130062e+03 1.132244e+03 355 1.130062e+03 1.130062e+03 356 -2.999068e+02 1.130062e+03 357 1.130062e+03 -2.999068e+02 358 1.130062e+03 1.130062e+03 359 1.130062e+03 1.130062e+03 360 5.685669e+02 1.130062e+03 361 1.130062e+03 5.685669e+02 362 1.130062e+03 1.130062e+03 363 -1.051309e+03 1.130062e+03 364 4.534489e+01 -1.051309e+03 365 1.130062e+03 4.534489e+01 366 1.130062e+03 1.130062e+03 367 1.130062e+03 1.130062e+03 368 1.130062e+03 1.130062e+03 369 3.996595e+02 1.130062e+03 370 1.130062e+03 3.996595e+02 371 6.748292e+02 1.130062e+03 372 4.398365e+02 6.748292e+02 373 8.930123e+02 4.398365e+02 374 1.130062e+03 8.930123e+02 375 1.130062e+03 1.130062e+03 376 -2.801015e+02 1.130062e+03 377 7.618553e+02 -2.801015e+02 378 1.946084e+03 7.618553e+02 379 1.130062e+03 1.946084e+03 380 1.130062e+03 1.130062e+03 381 -7.137583e+02 1.130062e+03 382 -1.730300e+02 -7.137583e+02 383 1.130062e+03 -1.730300e+02 384 -4.614561e+02 1.130062e+03 385 -4.032268e+02 -4.614561e+02 386 8.427701e+02 -4.032268e+02 387 1.206269e+03 8.427701e+02 388 7.789308e+02 1.206269e+03 389 5.892809e+02 7.789308e+02 390 1.285549e+02 5.892809e+02 391 7.360147e+02 1.285549e+02 392 6.253823e+02 7.360147e+02 393 1.014032e+03 6.253823e+02 394 3.386322e+03 1.014032e+03 395 5.710885e+02 3.386322e+03 396 2.401110e+03 5.710885e+02 397 -3.111299e+04 2.401110e+03 398 6.920891e+02 -3.111299e+04 399 -2.415001e+03 6.920891e+02 400 1.812081e+03 -2.415001e+03 401 7.972956e+02 1.812081e+03 402 8.964889e+02 7.972956e+02 403 -2.531855e+02 8.964889e+02 404 7.515073e+02 -2.531855e+02 405 8.091619e+02 7.515073e+02 406 2.453993e+02 8.091619e+02 407 4.220128e+02 2.453993e+02 408 2.982237e+02 4.220128e+02 409 1.470247e+03 2.982237e+02 410 -5.536716e+03 1.470247e+03 411 5.626353e+03 -5.536716e+03 412 1.765752e+02 5.626353e+03 413 -8.820997e-01 1.765752e+02 414 1.586284e+03 -8.820997e-01 415 1.866112e+03 1.586284e+03 416 1.162982e+03 1.866112e+03 417 -5.490665e+02 1.162982e+03 418 -9.367668e+02 -5.490665e+02 419 1.675827e+03 -9.367668e+02 420 2.040250e+03 1.675827e+03 421 -6.403638e+03 2.040250e+03 422 2.807542e+03 -6.403638e+03 423 4.839923e+03 2.807542e+03 424 5.702290e+02 4.839923e+03 425 -5.229092e+03 5.702290e+02 426 2.162179e+03 -5.229092e+03 427 2.763467e+03 2.162179e+03 428 5.996333e+03 2.763467e+03 429 4.347647e+03 5.996333e+03 430 9.654926e+03 4.347647e+03 > 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/7a7aa1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8lzsv1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9lzsv1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10lzsv1291225705.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11h9q41291225705.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/12ai771291225705.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/13h1411291225705.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/149sl41291225705.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/15vb2a1291225705.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/169kz11291225705.tab") + } > > try(system("convert tmp/1p7cn1291225705.ps tmp/1p7cn1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/2p7cn1291225705.ps tmp/2p7cn1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/3p7cn1291225705.ps tmp/3p7cn1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/40gtp1291225705.ps tmp/40gtp1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/50gtp1291225705.ps tmp/50gtp1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/60gtp1291225705.ps tmp/60gtp1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/7a7aa1291225705.ps tmp/7a7aa1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/8lzsv1291225705.ps tmp/8lzsv1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/9lzsv1291225705.ps tmp/9lzsv1291225705.png",intern=TRUE)) character(0) > try(system("convert tmp/10lzsv1291225705.ps tmp/10lzsv1291225705.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 11.766 2.346 24.828