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.
Type 'q()' to quit R.
> x <- array(list(162556
+ ,1081
+ ,213118
+ ,29790
+ ,309
+ ,81767
+ ,87550
+ ,458
+ ,153198
+ ,84738
+ ,588
+ ,-26007
+ ,54660
+ ,302
+ ,126942
+ ,42634
+ ,156
+ ,157214
+ ,40949
+ ,481
+ ,129352
+ ,45187
+ ,353
+ ,234817
+ ,37704
+ ,452
+ ,60448
+ ,16275
+ ,109
+ ,47818
+ ,25830
+ ,115
+ ,245546
+ ,12679
+ ,110
+ ,48020
+ ,18014
+ ,239
+ ,-1710
+ ,43556
+ ,247
+ ,32648
+ ,24811
+ ,505
+ ,95350
+ ,6575
+ ,159
+ ,151352
+ ,7123
+ ,109
+ ,288170
+ ,21950
+ ,519
+ ,114337
+ ,37597
+ ,248
+ ,37884
+ ,17821
+ ,373
+ ,122844
+ ,12988
+ ,119
+ ,82340
+ ,22330
+ ,84
+ ,79801
+ ,13326
+ ,102
+ ,165548
+ ,16189
+ ,295
+ ,116384
+ ,7146
+ ,105
+ ,134028
+ ,15824
+ ,64
+ ,63838
+ ,27664
+ ,282
+ ,74996
+ ,11920
+ ,182
+ ,31080
+ ,8568
+ ,37
+ ,32168
+ ,14416
+ ,361
+ ,49857
+ ,3369
+ ,28
+ ,87161
+ ,11819
+ ,85
+ ,106113
+ ,6984
+ ,45
+ ,80570
+ ,4519
+ ,49
+ ,102129
+ ,2220
+ ,22
+ ,301670
+ ,18562
+ ,155
+ ,102313
+ ,10327
+ ,91
+ ,88577
+ ,5336
+ ,81
+ ,112477
+ ,2365
+ ,79
+ ,191778
+ ,4069
+ ,145
+ ,79804
+ ,8636
+ ,855
+ ,128294
+ ,13718
+ ,61
+ ,96448
+ ,4525
+ ,226
+ ,93811
+ ,6869
+ ,105
+ ,117520
+ ,4628
+ ,62
+ ,69159
+ ,3689
+ ,25
+ ,101792
+ ,4891
+ ,217
+ ,210568
+ ,7489
+ ,322
+ ,136996
+ ,4901
+ ,84
+ ,121920
+ ,2284
+ ,33
+ ,76403
+ ,3160
+ ,108
+ ,108094
+ ,4150
+ ,150
+ ,134759
+ ,7285
+ ,115
+ ,188873
+ ,1134
+ ,162
+ ,146216
+ ,4658
+ ,158
+ ,156608
+ ,2384
+ ,97
+ ,61348
+ ,3748
+ ,9
+ ,50350
+ ,5371
+ ,66
+ ,87720
+ ,1285
+ ,107
+ ,99489
+ ,9327
+ ,101
+ ,87419
+ ,5565
+ ,47
+ ,94355
+ ,1528
+ ,38
+ ,60326
+ ,3122
+ ,34
+ ,94670
+ ,7561
+ ,87
+ ,82425
+ ,2675
+ ,79
+ ,59017
+ ,13253
+ ,947
+ ,90829
+ ,880
+ ,74
+ ,80791
+ ,2053
+ ,53
+ ,100423
+ ,1424
+ ,94
+ ,131116
+ ,4036
+ ,63
+ ,100269
+ ,3045
+ ,58
+ ,27330
+ ,5119
+ ,49
+ ,39039
+ ,1431
+ ,34
+ ,106885
+ ,554
+ ,11
+ ,79285
+ ,1975
+ ,35
+ ,118881
+ ,1765
+ ,20
+ ,77623
+ ,1012
+ ,47
+ ,114768
+ ,810
+ ,43
+ ,74015
+ ,1280
+ ,117
+ ,69465
+ ,666
+ ,171
+ ,117869
+ ,1380
+ ,26
+ ,60982
+ ,4677
+ ,75
+ ,90131
+ ,876
+ ,59
+ ,138971
+ ,814
+ ,18
+ ,39625
+ ,514
+ ,15
+ ,102725
+ ,5692
+ ,72
+ ,64239
+ ,3642
+ ,86
+ ,90262
+ ,540
+ ,14
+ ,103960
+ ,2099
+ ,64
+ ,106611
+ ,567
+ ,11
+ ,103345
+ ,2001
+ ,52
+ ,95551
+ ,2949
+ ,41
+ ,82903
+ ,2253
+ ,99
+ ,63593
+ ,6533
+ ,75
+ ,126910
+ ,1889
+ ,45
+ ,37527
+ ,3055
+ ,43
+ ,60247
+ ,272
+ ,8
+ ,112995
+ ,1414
+ ,198
+ ,70184
+ ,2564
+ ,22
+ ,130140
+ ,1383
+ ,11
+ ,73221
+ ,1261
+ ,33
+ ,76114
+ ,975
+ ,23
+ ,90534
+ ,3366
+ ,80
+ ,108479
+ ,576
+ ,18
+ ,113761
+ ,1686
+ ,40
+ ,68696
+ ,746
+ ,23
+ ,71561
+ ,3192
+ ,60
+ ,59831
+ ,2045
+ ,20
+ ,97890
+ ,5702
+ ,61
+ ,101481
+ ,1932
+ ,36
+ ,72954
+ ,936
+ ,30
+ ,67939
+ ,3437
+ ,47
+ ,48022
+ ,5131
+ ,71
+ ,86111
+ ,2397
+ ,14
+ ,74020
+ ,1389
+ ,9
+ ,57530
+ ,1503
+ ,39
+ ,56364
+ ,402
+ ,26
+ ,84990
+ ,2239
+ ,21
+ ,88590
+ ,2234
+ ,16
+ ,77200
+ ,837
+ ,69
+ ,61262
+ ,10579
+ ,92
+ ,110309
+ ,875
+ ,14
+ ,67000
+ ,1585
+ ,107
+ ,93099
+ ,1659
+ ,29
+ ,107577
+ ,2647
+ ,37
+ ,62920
+ ,3294
+ ,23
+ ,75832
+ ,0
+ ,0
+ ,60720
+ ,94
+ ,7
+ ,60793
+ ,422
+ ,28
+ ,57935
+ ,0
+ ,0
+ ,60720
+ ,34
+ ,8
+ ,60630
+ ,1558
+ ,63
+ ,55637
+ ,0
+ ,0
+ ,60720
+ ,43
+ ,3
+ ,60887
+ ,645
+ ,5
+ ,60720
+ ,316
+ ,9
+ ,60505
+ ,115
+ ,13
+ ,60945
+ ,5
+ ,2
+ ,60720
+ ,897
+ ,5
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,389
+ ,14
+ ,58990
+ ,0
+ ,0
+ ,60720
+ ,1002
+ ,15
+ ,56750
+ ,36
+ ,3
+ ,60894
+ ,460
+ ,15
+ ,63346
+ ,309
+ ,11
+ ,56535
+ ,0
+ ,0
+ ,60720
+ ,9
+ ,6
+ ,60835
+ ,271
+ ,2
+ ,60720
+ ,14
+ ,1
+ ,61016
+ ,520
+ ,10
+ ,58650
+ ,1766
+ ,73
+ ,60438
+ ,0
+ ,0
+ ,60720
+ ,458
+ ,11
+ ,58625
+ ,20
+ ,3
+ ,60938
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,98
+ ,2
+ ,61490
+ ,405
+ ,7
+ ,60845
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,483
+ ,27
+ ,60830
+ ,454
+ ,51
+ ,63261
+ ,47
+ ,3
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,757
+ ,19
+ ,45689
+ ,4655
+ ,393
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,36
+ ,4
+ ,61564
+ ,0
+ ,0
+ ,60720
+ ,203
+ ,9
+ ,61938
+ ,0
+ ,0
+ ,60720
+ ,126
+ ,10
+ ,60951
+ ,400
+ ,152
+ ,60720
+ ,71
+ ,1
+ ,60745
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,972
+ ,34
+ ,71642
+ ,531
+ ,10
+ ,71641
+ ,2461
+ ,57
+ ,55792
+ ,378
+ ,52
+ ,71873
+ ,23
+ ,5
+ ,62555
+ ,638
+ ,14
+ ,60370
+ ,2300
+ ,29
+ ,64873
+ ,149
+ ,5
+ ,62041
+ ,226
+ ,5
+ ,65745
+ ,0
+ ,0
+ ,60720
+ ,275
+ ,4
+ ,59500
+ ,0
+ ,0
+ ,60720
+ ,141
+ ,6
+ ,61630
+ ,0
+ ,0
+ ,60720
+ ,28
+ ,2
+ ,60890
+ ,0
+ ,0
+ ,60720
+ ,4980
+ ,91
+ ,113521
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,472
+ ,20
+ ,80045
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,203
+ ,27
+ ,50804
+ ,496
+ ,17
+ ,87390
+ ,10
+ ,2
+ ,61656
+ ,63
+ ,4
+ ,65688
+ ,0
+ ,0
+ ,60720
+ ,1136
+ ,32
+ ,48522
+ ,265
+ ,31
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,267
+ ,32
+ ,57640
+ ,474
+ ,20
+ ,61977
+ ,534
+ ,7
+ ,62620
+ ,0
+ ,0
+ ,60720
+ ,15
+ ,8
+ ,60831
+ ,397
+ ,28
+ ,60646
+ ,0
+ ,0
+ ,60720
+ ,1866
+ ,29
+ ,56225
+ ,288
+ ,4
+ ,60510
+ ,0
+ ,0
+ ,60720
+ ,3
+ ,2
+ ,60698
+ ,468
+ ,21
+ ,60720
+ ,20
+ ,2
+ ,60805
+ ,278
+ ,26
+ ,61404
+ ,61
+ ,14
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,192
+ ,4
+ ,65276
+ ,0
+ ,0
+ ,60720
+ ,317
+ ,9
+ ,63915
+ ,738
+ ,10
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,368
+ ,17
+ ,61686
+ ,0
+ ,0
+ ,60720
+ ,2
+ ,1
+ ,60743
+ ,0
+ ,0
+ ,60720
+ ,53
+ ,6
+ ,60349
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,94
+ ,3
+ ,61360
+ ,0
+ ,0
+ ,60720
+ ,24
+ ,8
+ ,59818
+ ,2332
+ ,4
+ ,72680
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,131
+ ,11
+ ,61808
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,206
+ ,9
+ ,53110
+ ,0
+ ,0
+ ,60720
+ ,167
+ ,2
+ ,64245
+ ,622
+ ,73
+ ,73007
+ ,2328
+ ,94
+ ,82732
+ ,0
+ ,0
+ ,60720
+ ,365
+ ,8
+ ,54820
+ ,364
+ ,35
+ ,47705
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,226
+ ,12
+ ,72835
+ ,307
+ ,15
+ ,58856
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,188
+ ,11
+ ,77655
+ ,0
+ ,0
+ ,60720
+ ,138
+ ,6
+ ,69817
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,125
+ ,12
+ ,60798
+ ,0
+ ,0
+ ,60720
+ ,282
+ ,30
+ ,62452
+ ,335
+ ,33
+ ,64175
+ ,0
+ ,0
+ ,60720
+ ,1324
+ ,117
+ ,67440
+ ,176
+ ,28
+ ,68136
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,249
+ ,72
+ ,56726
+ ,0
+ ,0
+ ,60720
+ ,333
+ ,13
+ ,70811
+ ,0
+ ,0
+ ,60720
+ ,601
+ ,6
+ ,60720
+ ,30
+ ,4
+ ,62045
+ ,0
+ ,0
+ ,60720
+ ,249
+ ,62
+ ,54323
+ ,0
+ ,0
+ ,60720
+ ,165
+ ,24
+ ,62841
+ ,453
+ ,21
+ ,81125
+ ,0
+ ,0
+ ,60720
+ ,53
+ ,14
+ ,59506
+ ,382
+ ,21
+ ,59365
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,30
+ ,4
+ ,60798
+ ,290
+ ,2
+ ,58790
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,366
+ ,53
+ ,61808
+ ,2
+ ,9
+ ,60735
+ ,0
+ ,0
+ ,60720
+ ,209
+ ,13
+ ,64016
+ ,384
+ ,22
+ ,54683
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,365
+ ,83
+ ,87192
+ ,0
+ ,0
+ ,60720
+ ,49
+ ,8
+ ,64107
+ ,3
+ ,4
+ ,60761
+ ,133
+ ,14
+ ,65990
+ ,32
+ ,1
+ ,59988
+ ,368
+ ,17
+ ,61167
+ ,1
+ ,6
+ ,60719
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,22
+ ,2
+ ,60722
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,96
+ ,5
+ ,60379
+ ,1
+ ,2
+ ,60727
+ ,314
+ ,5
+ ,60720
+ ,844
+ ,78
+ ,60925
+ ,0
+ ,0
+ ,60720
+ ,26
+ ,1
+ ,60896
+ ,125
+ ,13
+ ,59734
+ ,304
+ ,15
+ ,62969
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,621
+ ,48
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,119
+ ,6
+ ,59118
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,1595
+ ,17
+ ,60720
+ ,312
+ ,14
+ ,58598
+ ,60
+ ,10
+ ,61124
+ ,587
+ ,12
+ ,59595
+ ,135
+ ,2
+ ,62065
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,514
+ ,52
+ ,78780
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,1
+ ,4
+ ,60722
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,1763
+ ,24
+ ,61600
+ ,180
+ ,11
+ ,59635
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,218
+ ,21
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,448
+ ,40
+ ,59781
+ ,227
+ ,9
+ ,76644
+ ,174
+ ,1
+ ,64820
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,121
+ ,24
+ ,56178
+ ,607
+ ,11
+ ,60436
+ ,2212
+ ,14
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,0
+ ,0
+ ,60720
+ ,530
+ ,60
+ ,73433
+ ,571
+ ,80
+ ,41477
+ ,0
+ ,0
+ ,60720
+ ,78
+ ,16
+ ,62700
+ ,2489
+ ,40
+ ,67804
+ ,131
+ ,6
+ ,59661
+ ,923
+ ,8
+ ,58620
+ ,72
+ ,3
+ ,60398
+ ,572
+ ,16
+ ,58580
+ ,397
+ ,10
+ ,62710
+ ,450
+ ,8
+ ,59325
+ ,622
+ ,7
+ ,60950
+ ,694
+ ,8
+ ,68060
+ ,3425
+ ,12
+ ,83620
+ ,562
+ ,13
+ ,58456
+ ,4917
+ ,42
+ ,52811
+ ,1442
+ ,118
+ ,121173
+ ,529
+ ,9
+ ,63870
+ ,2126
+ ,138
+ ,21001
+ ,1061
+ ,5
+ ,70415
+ ,776
+ ,9
+ ,64230
+ ,611
+ ,8
+ ,59190
+ ,1526
+ ,25
+ ,69351
+ ,592
+ ,7
+ ,64270
+ ,1182
+ ,13
+ ,70694
+ ,621
+ ,16
+ ,68005
+ ,989
+ ,11
+ ,58930
+ ,438
+ ,11
+ ,58320
+ ,726
+ ,3
+ ,69980
+ ,1303
+ ,61
+ ,69863
+ ,7419
+ ,29
+ ,63255
+ ,1164
+ ,17
+ ,57320
+ ,3310
+ ,33
+ ,75230
+ ,1920
+ ,15
+ ,79420
+ ,965
+ ,3
+ ,73490
+ ,3256
+ ,66
+ ,35250
+ ,1135
+ ,17
+ ,62285
+ ,1270
+ ,26
+ ,69206
+ ,661
+ ,3
+ ,65920
+ ,1013
+ ,2
+ ,69770
+ ,2844
+ ,67
+ ,72683
+ ,11528
+ ,70
+ ,-14545
+ ,6526
+ ,26
+ ,55830
+ ,2264
+ ,24
+ ,55174
+ ,5109
+ ,97
+ ,67038
+ ,3999
+ ,30
+ ,51252
+ ,35624
+ ,223
+ ,157278
+ ,9252
+ ,48
+ ,79510
+ ,15236
+ ,90
+ ,77440
+ ,18073
+ ,180
+ ,27284)
+ ,dim=c(3
+ ,431)
+ ,dimnames=list(c('Costs'
+ ,'Trades'
+ ,'Dividends')
+ ,1:431))
> y <- array(NA,dim=c(3,431),dimnames=list(c('Costs','Trades','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 Dividends
1 162556 1081 213118
2 29790 309 81767
3 87550 458 153198
4 84738 588 -26007
5 54660 302 126942
6 42634 156 157214
7 40949 481 129352
8 45187 353 234817
9 37704 452 60448
10 16275 109 47818
11 25830 115 245546
12 12679 110 48020
13 18014 239 -1710
14 43556 247 32648
15 24811 505 95350
16 6575 159 151352
17 7123 109 288170
18 21950 519 114337
19 37597 248 37884
20 17821 373 122844
21 12988 119 82340
22 22330 84 79801
23 13326 102 165548
24 16189 295 116384
25 7146 105 134028
26 15824 64 63838
27 27664 282 74996
28 11920 182 31080
29 8568 37 32168
30 14416 361 49857
31 3369 28 87161
32 11819 85 106113
33 6984 45 80570
34 4519 49 102129
35 2220 22 301670
36 18562 155 102313
37 10327 91 88577
38 5336 81 112477
39 2365 79 191778
40 4069 145 79804
41 8636 855 128294
42 13718 61 96448
43 4525 226 93811
44 6869 105 117520
45 4628 62 69159
46 3689 25 101792
47 4891 217 210568
48 7489 322 136996
49 4901 84 121920
50 2284 33 76403
51 3160 108 108094
52 4150 150 134759
53 7285 115 188873
54 1134 162 146216
55 4658 158 156608
56 2384 97 61348
57 3748 9 50350
58 5371 66 87720
59 1285 107 99489
60 9327 101 87419
61 5565 47 94355
62 1528 38 60326
63 3122 34 94670
64 7561 87 82425
65 2675 79 59017
66 13253 947 90829
67 880 74 80791
68 2053 53 100423
69 1424 94 131116
70 4036 63 100269
71 3045 58 27330
72 5119 49 39039
73 1431 34 106885
74 554 11 79285
75 1975 35 118881
76 1765 20 77623
77 1012 47 114768
78 810 43 74015
79 1280 117 69465
80 666 171 117869
81 1380 26 60982
82 4677 75 90131
83 876 59 138971
84 814 18 39625
85 514 15 102725
86 5692 72 64239
87 3642 86 90262
88 540 14 103960
89 2099 64 106611
90 567 11 103345
91 2001 52 95551
92 2949 41 82903
93 2253 99 63593
94 6533 75 126910
95 1889 45 37527
96 3055 43 60247
97 272 8 112995
98 1414 198 70184
99 2564 22 130140
100 1383 11 73221
101 1261 33 76114
102 975 23 90534
103 3366 80 108479
104 576 18 113761
105 1686 40 68696
106 746 23 71561
107 3192 60 59831
108 2045 20 97890
109 5702 61 101481
110 1932 36 72954
111 936 30 67939
112 3437 47 48022
113 5131 71 86111
114 2397 14 74020
115 1389 9 57530
116 1503 39 56364
117 402 26 84990
118 2239 21 88590
119 2234 16 77200
120 837 69 61262
121 10579 92 110309
122 875 14 67000
123 1585 107 93099
124 1659 29 107577
125 2647 37 62920
126 3294 23 75832
127 0 0 60720
128 94 7 60793
129 422 28 57935
130 0 0 60720
131 34 8 60630
132 1558 63 55637
133 0 0 60720
134 43 3 60887
135 645 5 60720
136 316 9 60505
137 115 13 60945
138 5 2 60720
139 897 5 60720
140 0 0 60720
141 389 14 58990
142 0 0 60720
143 1002 15 56750
144 36 3 60894
145 460 15 63346
146 309 11 56535
147 0 0 60720
148 9 6 60835
149 271 2 60720
150 14 1 61016
151 520 10 58650
152 1766 73 60438
153 0 0 60720
154 458 11 58625
155 20 3 60938
156 0 0 60720
157 0 0 60720
158 98 2 61490
159 405 7 60845
160 0 0 60720
161 0 0 60720
162 0 0 60720
163 0 0 60720
164 483 27 60830
165 454 51 63261
166 47 3 60720
167 0 0 60720
168 757 19 45689
169 4655 393 60720
170 0 0 60720
171 0 0 60720
172 36 4 61564
173 0 0 60720
174 203 9 61938
175 0 0 60720
176 126 10 60951
177 400 152 60720
178 71 1 60745
179 0 0 60720
180 0 0 60720
181 972 34 71642
182 531 10 71641
183 2461 57 55792
184 378 52 71873
185 23 5 62555
186 638 14 60370
187 2300 29 64873
188 149 5 62041
189 226 5 65745
190 0 0 60720
191 275 4 59500
192 0 0 60720
193 141 6 61630
194 0 0 60720
195 28 2 60890
196 0 0 60720
197 4980 91 113521
198 0 0 60720
199 0 0 60720
200 472 20 80045
201 0 0 60720
202 0 0 60720
203 0 0 60720
204 203 27 50804
205 496 17 87390
206 10 2 61656
207 63 4 65688
208 0 0 60720
209 1136 32 48522
210 265 31 60720
211 0 0 60720
212 0 0 60720
213 267 32 57640
214 474 20 61977
215 534 7 62620
216 0 0 60720
217 15 8 60831
218 397 28 60646
219 0 0 60720
220 1866 29 56225
221 288 4 60510
222 0 0 60720
223 3 2 60698
224 468 21 60720
225 20 2 60805
226 278 26 61404
227 61 14 60720
228 0 0 60720
229 192 4 65276
230 0 0 60720
231 317 9 63915
232 738 10 60720
233 0 0 60720
234 368 17 61686
235 0 0 60720
236 2 1 60743
237 0 0 60720
238 53 6 60349
239 0 0 60720
240 0 0 60720
241 0 0 60720
242 94 3 61360
243 0 0 60720
244 24 8 59818
245 2332 4 72680
246 0 0 60720
247 0 0 60720
248 131 11 61808
249 0 0 60720
250 0 0 60720
251 206 9 53110
252 0 0 60720
253 167 2 64245
254 622 73 73007
255 2328 94 82732
256 0 0 60720
257 365 8 54820
258 364 35 47705
259 0 0 60720
260 0 0 60720
261 0 0 60720
262 0 0 60720
263 226 12 72835
264 307 15 58856
265 0 0 60720
266 0 0 60720
267 0 0 60720
268 188 11 77655
269 0 0 60720
270 138 6 69817
271 0 0 60720
272 0 0 60720
273 0 0 60720
274 125 12 60798
275 0 0 60720
276 282 30 62452
277 335 33 64175
278 0 0 60720
279 1324 117 67440
280 176 28 68136
281 0 0 60720
282 0 0 60720
283 249 72 56726
284 0 0 60720
285 333 13 70811
286 0 0 60720
287 601 6 60720
288 30 4 62045
289 0 0 60720
290 249 62 54323
291 0 0 60720
292 165 24 62841
293 453 21 81125
294 0 0 60720
295 53 14 59506
296 382 21 59365
297 0 0 60720
298 0 0 60720
299 0 0 60720
300 0 0 60720
301 30 4 60798
302 290 2 58790
303 0 0 60720
304 0 0 60720
305 366 53 61808
306 2 9 60735
307 0 0 60720
308 209 13 64016
309 384 22 54683
310 0 0 60720
311 0 0 60720
312 365 83 87192
313 0 0 60720
314 49 8 64107
315 3 4 60761
316 133 14 65990
317 32 1 59988
318 368 17 61167
319 1 6 60719
320 0 0 60720
321 0 0 60720
322 0 0 60720
323 0 0 60720
324 0 0 60720
325 0 0 60720
326 22 2 60722
327 0 0 60720
328 0 0 60720
329 0 0 60720
330 0 0 60720
331 0 0 60720
332 0 0 60720
333 0 0 60720
334 96 5 60379
335 1 2 60727
336 314 5 60720
337 844 78 60925
338 0 0 60720
339 26 1 60896
340 125 13 59734
341 304 15 62969
342 0 0 60720
343 0 0 60720
344 0 0 60720
345 621 48 60720
346 0 0 60720
347 119 6 59118
348 0 0 60720
349 0 0 60720
350 1595 17 60720
351 312 14 58598
352 60 10 61124
353 587 12 59595
354 135 2 62065
355 0 0 60720
356 0 0 60720
357 514 52 78780
358 0 0 60720
359 0 0 60720
360 0 0 60720
361 1 4 60722
362 0 0 60720
363 0 0 60720
364 1763 24 61600
365 180 11 59635
366 0 0 60720
367 0 0 60720
368 0 0 60720
369 0 0 60720
370 218 21 60720
371 0 0 60720
372 448 40 59781
373 227 9 76644
374 174 1 64820
375 0 0 60720
376 0 0 60720
377 121 24 56178
378 607 11 60436
379 2212 14 60720
380 0 0 60720
381 0 0 60720
382 530 60 73433
383 571 80 41477
384 0 0 60720
385 78 16 62700
386 2489 40 67804
387 131 6 59661
388 923 8 58620
389 72 3 60398
390 572 16 58580
391 397 10 62710
392 450 8 59325
393 622 7 60950
394 694 8 68060
395 3425 12 83620
396 562 13 58456
397 4917 42 52811
398 1442 118 121173
399 529 9 63870
400 2126 138 21001
401 1061 5 70415
402 776 9 64230
403 611 8 59190
404 1526 25 69351
405 592 7 64270
406 1182 13 70694
407 621 16 68005
408 989 11 58930
409 438 11 58320
410 726 3 69980
411 1303 61 69863
412 7419 29 63255
413 1164 17 57320
414 3310 33 75230
415 1920 15 79420
416 965 3 73490
417 3256 66 35250
418 1135 17 62285
419 1270 26 69206
420 661 3 65920
421 1013 2 69770
422 2844 67 72683
423 11528 70 -14545
424 6526 26 55830
425 2264 24 55174
426 5109 97 67038
427 3999 30 51252
428 35624 223 157278
429 9252 48 79510
430 15236 90 77440
431 18073 180 27284
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Trades Dividends
-1.896e+03 7.612e+01 2.309e-02
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-59032.5 -691.1 366.2 494.3 77247.0
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.896e+03 9.379e+02 -2.022 0.0438 *
Trades 7.612e+01 3.559e+00 21.389 <2e-16 ***
Dividends 2.309e-02 1.253e-02 1.842 0.0662 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 7798 on 428 degrees of freedom
Multiple R-squared: 0.5667, Adjusted R-squared: 0.5647
F-statistic: 279.9 on 2 and 428 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.9999981 3.793950e-06 1.896975e-06
[2,] 1.0000000 1.248089e-16 6.240444e-17
[3,] 1.0000000 1.292213e-19 6.461063e-20
[4,] 1.0000000 3.414407e-25 1.707203e-25
[5,] 1.0000000 3.254928e-25 1.627464e-25
[6,] 1.0000000 6.768166e-26 3.384083e-26
[7,] 1.0000000 1.753745e-25 8.768723e-26
[8,] 1.0000000 1.024349e-25 5.121745e-26
[9,] 1.0000000 3.658042e-33 1.829021e-33
[10,] 1.0000000 8.481316e-51 4.240658e-51
[11,] 1.0000000 1.156683e-52 5.783413e-53
[12,] 1.0000000 1.055400e-53 5.277001e-54
[13,] 1.0000000 2.648572e-68 1.324286e-68
[14,] 1.0000000 1.492259e-79 7.461294e-80
[15,] 1.0000000 5.433895e-85 2.716947e-85
[16,] 1.0000000 2.406921e-85 1.203460e-85
[17,] 1.0000000 5.951238e-92 2.975619e-92
[18,] 1.0000000 3.046976e-92 1.523488e-92
[19,] 1.0000000 5.301810e-95 2.650905e-95
[20,] 1.0000000 1.982309e-94 9.911546e-95
[21,] 1.0000000 6.354305e-98 3.177152e-98
[22,] 1.0000000 3.732658e-106 1.866329e-106
[23,] 1.0000000 3.760068e-107 1.880034e-107
[24,] 1.0000000 3.141011e-108 1.570506e-108
[25,] 1.0000000 2.073975e-113 1.036987e-113
[26,] 1.0000000 1.189608e-112 5.948038e-113
[27,] 1.0000000 9.776028e-114 4.888014e-114
[28,] 1.0000000 1.159249e-113 5.796243e-114
[29,] 1.0000000 6.287930e-113 3.143965e-113
[30,] 1.0000000 6.524332e-113 3.262166e-113
[31,] 1.0000000 1.279556e-117 6.397779e-118
[32,] 1.0000000 1.978660e-118 9.893299e-119
[33,] 1.0000000 8.885569e-118 4.442785e-118
[34,] 1.0000000 1.236450e-117 6.182249e-118
[35,] 1.0000000 1.412530e-117 7.062649e-118
[36,] 1.0000000 2.844119e-157 1.422060e-157
[37,] 1.0000000 8.614750e-161 4.307375e-161
[38,] 1.0000000 2.122178e-161 1.061089e-161
[39,] 1.0000000 7.394798e-161 3.697399e-161
[40,] 1.0000000 3.460071e-160 1.730035e-160
[41,] 1.0000000 2.338480e-159 1.169240e-159
[42,] 1.0000000 1.865259e-160 9.326295e-161
[43,] 1.0000000 4.818331e-162 2.409165e-162
[44,] 1.0000000 3.288513e-161 1.644257e-161
[45,] 1.0000000 2.675741e-160 1.337871e-160
[46,] 1.0000000 1.263671e-159 6.318356e-160
[47,] 1.0000000 3.139470e-159 1.569735e-159
[48,] 1.0000000 1.992166e-158 9.960831e-159
[49,] 1.0000000 2.717206e-159 1.358603e-159
[50,] 1.0000000 6.024906e-159 3.012453e-159
[51,] 1.0000000 3.590280e-158 1.795140e-158
[52,] 1.0000000 9.248118e-158 4.624059e-158
[53,] 1.0000000 4.034166e-157 2.017083e-157
[54,] 1.0000000 9.855557e-157 4.927779e-157
[55,] 1.0000000 3.927839e-157 1.963920e-157
[56,] 1.0000000 1.289694e-156 6.448470e-157
[57,] 1.0000000 1.000139e-155 5.000697e-156
[58,] 1.0000000 7.169110e-155 3.584555e-155
[59,] 1.0000000 8.339531e-155 4.169766e-155
[60,] 1.0000000 5.462428e-154 2.731214e-154
[61,] 1.0000000 2.123039e-176 1.061520e-176
[62,] 1.0000000 8.291909e-176 4.145954e-176
[63,] 1.0000000 6.239810e-175 3.119905e-175
[64,] 1.0000000 8.754300e-175 4.377150e-175
[65,] 1.0000000 7.118327e-174 3.559164e-174
[66,] 1.0000000 4.707726e-173 2.353863e-173
[67,] 1.0000000 9.793120e-173 4.896560e-173
[68,] 1.0000000 7.108571e-172 3.554286e-172
[69,] 1.0000000 5.898240e-171 2.949120e-171
[70,] 1.0000000 4.397834e-170 2.198917e-170
[71,] 1.0000000 3.591292e-169 1.795646e-169
[72,] 1.0000000 1.592350e-168 7.961752e-169
[73,] 1.0000000 1.060818e-167 5.304088e-168
[74,] 1.0000000 1.775788e-167 8.878940e-168
[75,] 1.0000000 1.061939e-169 5.309697e-170
[76,] 1.0000000 8.696592e-169 4.348296e-169
[77,] 1.0000000 6.635616e-168 3.317808e-168
[78,] 1.0000000 7.807522e-168 3.903761e-168
[79,] 1.0000000 5.911504e-167 2.955752e-167
[80,] 1.0000000 3.558787e-166 1.779394e-166
[81,] 1.0000000 1.339793e-165 6.698966e-166
[82,] 1.0000000 9.177386e-165 4.588693e-165
[83,] 1.0000000 5.361152e-164 2.680576e-164
[84,] 1.0000000 2.324647e-163 1.162323e-163
[85,] 1.0000000 1.375563e-162 6.877813e-163
[86,] 1.0000000 8.163742e-162 4.081871e-162
[87,] 1.0000000 6.230478e-161 3.115239e-161
[88,] 1.0000000 2.925147e-160 1.462574e-160
[89,] 1.0000000 2.099924e-159 1.049962e-159
[90,] 1.0000000 1.416574e-158 7.082868e-159
[91,] 1.0000000 8.856888e-158 4.428444e-158
[92,] 1.0000000 3.830907e-157 1.915453e-157
[93,] 1.0000000 5.888359e-159 2.944180e-159
[94,] 1.0000000 3.609416e-158 1.804708e-158
[95,] 1.0000000 2.665889e-157 1.332945e-157
[96,] 1.0000000 1.848805e-156 9.244027e-157
[97,] 1.0000000 1.133439e-155 5.667196e-156
[98,] 1.0000000 4.732992e-155 2.366496e-155
[99,] 1.0000000 1.523941e-154 7.619706e-155
[100,] 1.0000000 1.091356e-153 5.456779e-154
[101,] 1.0000000 7.439942e-153 3.719971e-153
[102,] 1.0000000 5.059980e-152 2.529990e-152
[103,] 1.0000000 3.438392e-151 1.719196e-151
[104,] 1.0000000 2.180199e-150 1.090099e-150
[105,] 1.0000000 1.538610e-149 7.693051e-150
[106,] 1.0000000 1.029077e-148 5.145383e-149
[107,] 1.0000000 4.516769e-148 2.258384e-148
[108,] 1.0000000 2.909791e-147 1.454896e-147
[109,] 1.0000000 1.744228e-146 8.721140e-147
[110,] 1.0000000 1.033721e-145 5.168605e-146
[111,] 1.0000000 7.047444e-145 3.523722e-145
[112,] 1.0000000 3.260841e-144 1.630421e-144
[113,] 1.0000000 2.202340e-143 1.101170e-143
[114,] 1.0000000 1.399310e-142 6.996548e-143
[115,] 1.0000000 5.673059e-142 2.836529e-142
[116,] 1.0000000 5.574361e-142 2.787180e-142
[117,] 1.0000000 3.722043e-141 1.861021e-141
[118,] 1.0000000 2.671105e-141 1.335553e-141
[119,] 1.0000000 1.192728e-140 5.963641e-141
[120,] 1.0000000 7.162138e-140 3.581069e-140
[121,] 1.0000000 3.645441e-139 1.822721e-139
[122,] 1.0000000 2.383821e-138 1.191911e-138
[123,] 1.0000000 1.547627e-137 7.738135e-138
[124,] 1.0000000 9.626779e-137 4.813389e-137
[125,] 1.0000000 6.189884e-136 3.094942e-136
[126,] 1.0000000 3.934051e-135 1.967025e-135
[127,] 1.0000000 2.266649e-134 1.133325e-134
[128,] 1.0000000 1.433471e-133 7.167356e-134
[129,] 1.0000000 9.020337e-133 4.510169e-133
[130,] 1.0000000 5.530120e-132 2.765060e-132
[131,] 1.0000000 3.448064e-131 1.724032e-131
[132,] 1.0000000 2.098614e-130 1.049307e-130
[133,] 1.0000000 1.292208e-129 6.461038e-130
[134,] 1.0000000 7.528535e-129 3.764268e-129
[135,] 1.0000000 4.585848e-128 2.292924e-128
[136,] 1.0000000 2.782564e-127 1.391282e-127
[137,] 1.0000000 1.676927e-126 8.384635e-127
[138,] 1.0000000 9.748636e-126 4.874318e-126
[139,] 1.0000000 5.815470e-125 2.907735e-125
[140,] 1.0000000 3.427475e-124 1.713738e-124
[141,] 1.0000000 2.026552e-123 1.013276e-123
[142,] 1.0000000 1.189703e-122 5.948516e-123
[143,] 1.0000000 6.920927e-122 3.460463e-122
[144,] 1.0000000 4.005688e-121 2.002844e-121
[145,] 1.0000000 2.315842e-120 1.157921e-120
[146,] 1.0000000 1.328361e-119 6.641804e-120
[147,] 1.0000000 6.192362e-119 3.096181e-119
[148,] 1.0000000 3.526429e-118 1.763215e-118
[149,] 1.0000000 2.000008e-117 1.000004e-117
[150,] 1.0000000 1.127208e-116 5.636042e-117
[151,] 1.0000000 6.321830e-116 3.160915e-116
[152,] 1.0000000 3.527660e-115 1.763830e-115
[153,] 1.0000000 1.959283e-114 9.796416e-115
[154,] 1.0000000 1.082394e-113 5.411968e-114
[155,] 1.0000000 5.949366e-113 2.974683e-113
[156,] 1.0000000 3.253743e-112 1.626871e-112
[157,] 1.0000000 1.770631e-111 8.853153e-112
[158,] 1.0000000 9.587599e-111 4.793800e-111
[159,] 1.0000000 4.954250e-110 2.477125e-110
[160,] 1.0000000 1.902350e-109 9.511748e-110
[161,] 1.0000000 1.016424e-108 5.082122e-109
[162,] 1.0000000 5.402535e-108 2.701267e-108
[163,] 1.0000000 2.735116e-107 1.367558e-107
[164,] 1.0000000 1.398539e-117 6.992694e-118
[165,] 1.0000000 8.093644e-117 4.046822e-117
[166,] 1.0000000 4.661122e-116 2.330561e-116
[167,] 1.0000000 2.692288e-115 1.346144e-115
[168,] 1.0000000 1.535461e-114 7.677303e-115
[169,] 1.0000000 8.764182e-114 4.382091e-114
[170,] 1.0000000 4.950269e-113 2.475135e-113
[171,] 1.0000000 2.786209e-112 1.393104e-112
[172,] 1.0000000 8.826007e-116 4.413003e-116
[173,] 1.0000000 5.102179e-115 2.551089e-115
[174,] 1.0000000 2.935391e-114 1.467696e-114
[175,] 1.0000000 1.680687e-113 8.403435e-114
[176,] 1.0000000 7.658078e-113 3.829039e-113
[177,] 1.0000000 4.374507e-112 2.187254e-112
[178,] 1.0000000 2.222681e-111 1.111341e-111
[179,] 1.0000000 3.621445e-111 1.810722e-111
[180,] 1.0000000 2.061205e-110 1.030602e-110
[181,] 1.0000000 1.168633e-109 5.843164e-110
[182,] 1.0000000 6.457981e-109 3.228990e-109
[183,] 1.0000000 3.624367e-108 1.812184e-108
[184,] 1.0000000 2.025048e-107 1.012524e-107
[185,] 1.0000000 1.113892e-106 5.569461e-107
[186,] 1.0000000 6.082891e-106 3.041446e-106
[187,] 1.0000000 3.314426e-105 1.657213e-105
[188,] 1.0000000 1.817728e-104 9.088638e-105
[189,] 1.0000000 9.811585e-104 4.905793e-104
[190,] 1.0000000 5.306791e-103 2.653396e-103
[191,] 1.0000000 2.837569e-102 1.418785e-102
[192,] 1.0000000 5.571724e-102 2.785862e-102
[193,] 1.0000000 2.963704e-101 1.481852e-101
[194,] 1.0000000 1.569048e-100 7.845238e-101
[195,] 1.0000000 6.822758e-100 3.411379e-100
[196,] 1.0000000 3.582926e-99 1.791463e-99
[197,] 1.0000000 1.872733e-98 9.363665e-99
[198,] 1.0000000 9.742598e-98 4.871299e-98
[199,] 1.0000000 4.596145e-97 2.298072e-97
[200,] 1.0000000 1.919788e-96 9.598942e-97
[201,] 1.0000000 9.952428e-96 4.976214e-96
[202,] 1.0000000 5.141167e-95 2.570583e-95
[203,] 1.0000000 2.618561e-94 1.309280e-94
[204,] 1.0000000 1.327783e-93 6.638917e-94
[205,] 1.0000000 5.168688e-93 2.584344e-93
[206,] 1.0000000 2.600411e-92 1.300206e-92
[207,] 1.0000000 1.302185e-91 6.510926e-92
[208,] 1.0000000 5.097294e-91 2.548647e-91
[209,] 1.0000000 2.437731e-90 1.218865e-90
[210,] 1.0000000 1.209122e-89 6.045610e-90
[211,] 1.0000000 5.954341e-89 2.977170e-89
[212,] 1.0000000 2.930020e-88 1.465010e-88
[213,] 1.0000000 1.223625e-87 6.118126e-88
[214,] 1.0000000 5.949259e-87 2.974629e-87
[215,] 1.0000000 2.886255e-86 1.443127e-86
[216,] 1.0000000 1.389541e-85 6.947704e-86
[217,] 1.0000000 6.662008e-85 3.331004e-85
[218,] 1.0000000 3.200376e-84 1.600188e-84
[219,] 1.0000000 1.459701e-83 7.298505e-84
[220,] 1.0000000 6.946244e-83 3.473122e-83
[221,] 1.0000000 2.808125e-82 1.404062e-82
[222,] 1.0000000 1.279300e-81 6.396501e-82
[223,] 1.0000000 5.975569e-81 2.987785e-81
[224,] 1.0000000 2.802154e-80 1.401077e-80
[225,] 1.0000000 1.296705e-79 6.483524e-80
[226,] 1.0000000 6.013258e-79 3.006629e-79
[227,] 1.0000000 2.754144e-78 1.377072e-78
[228,] 1.0000000 1.256779e-77 6.283894e-78
[229,] 1.0000000 5.583843e-77 2.791921e-77
[230,] 1.0000000 2.525033e-76 1.262516e-76
[231,] 1.0000000 1.140484e-75 5.702422e-76
[232,] 1.0000000 5.108891e-75 2.554446e-75
[233,] 1.0000000 2.297492e-74 1.148746e-74
[234,] 1.0000000 1.019559e-73 5.097796e-74
[235,] 1.0000000 4.503127e-73 2.251563e-73
[236,] 1.0000000 1.979506e-72 9.897529e-73
[237,] 1.0000000 8.715296e-72 4.357648e-72
[238,] 1.0000000 3.794939e-71 1.897469e-71
[239,] 1.0000000 1.653944e-70 8.269718e-71
[240,] 1.0000000 5.279285e-70 2.639642e-70
[241,] 1.0000000 2.269357e-69 1.134679e-69
[242,] 1.0000000 9.708546e-69 4.854273e-69
[243,] 1.0000000 4.124543e-68 2.062271e-68
[244,] 1.0000000 1.748112e-67 8.740562e-68
[245,] 1.0000000 7.373560e-67 3.686780e-67
[246,] 1.0000000 3.116220e-66 1.558110e-66
[247,] 1.0000000 1.301849e-65 6.509246e-66
[248,] 1.0000000 5.441002e-65 2.720501e-65
[249,] 1.0000000 3.260833e-65 1.630416e-65
[250,] 1.0000000 1.344932e-65 6.724662e-66
[251,] 1.0000000 5.656305e-65 2.828152e-65
[252,] 1.0000000 2.366252e-64 1.183126e-64
[253,] 1.0000000 8.475055e-64 4.237527e-64
[254,] 1.0000000 3.517506e-63 1.758753e-63
[255,] 1.0000000 1.452797e-62 7.263983e-63
[256,] 1.0000000 5.971011e-62 2.985506e-62
[257,] 1.0000000 2.442077e-61 1.221039e-61
[258,] 1.0000000 9.481633e-61 4.740816e-61
[259,] 1.0000000 3.832023e-60 1.916012e-60
[260,] 1.0000000 1.545828e-59 7.729140e-60
[261,] 1.0000000 6.205033e-59 3.102517e-59
[262,] 1.0000000 2.478402e-58 1.239201e-58
[263,] 1.0000000 9.174589e-58 4.587294e-58
[264,] 1.0000000 3.631717e-57 1.815858e-57
[265,] 1.0000000 1.430121e-56 7.150606e-57
[266,] 1.0000000 5.606247e-56 2.803123e-56
[267,] 1.0000000 2.186700e-55 1.093350e-55
[268,] 1.0000000 8.486292e-55 4.243146e-55
[269,] 1.0000000 3.262814e-54 1.631407e-54
[270,] 1.0000000 1.253917e-53 6.269584e-54
[271,] 1.0000000 3.879777e-53 1.939888e-53
[272,] 1.0000000 1.113476e-52 5.567381e-53
[273,] 1.0000000 4.234202e-52 2.117101e-52
[274,] 1.0000000 1.564477e-53 7.822383e-54
[275,] 1.0000000 4.443011e-53 2.221505e-53
[276,] 1.0000000 1.723083e-52 8.615415e-53
[277,] 1.0000000 6.647965e-52 3.323983e-52
[278,] 1.0000000 3.303966e-52 1.651983e-52
[279,] 1.0000000 1.281284e-51 6.406418e-52
[280,] 1.0000000 4.759807e-51 2.379903e-51
[281,] 1.0000000 1.828069e-50 9.140346e-51
[282,] 1.0000000 6.936634e-50 3.468317e-50
[283,] 1.0000000 2.664660e-49 1.332330e-49
[284,] 1.0000000 1.007439e-48 5.037195e-49
[285,] 1.0000000 9.216703e-49 4.608352e-49
[286,] 1.0000000 3.488176e-48 1.744088e-48
[287,] 1.0000000 1.097375e-47 5.486877e-48
[288,] 1.0000000 3.278136e-47 1.639068e-47
[289,] 1.0000000 1.226639e-46 6.133193e-47
[290,] 1.0000000 4.427415e-46 2.213708e-46
[291,] 1.0000000 1.537462e-45 7.687308e-46
[292,] 1.0000000 5.669682e-45 2.834841e-45
[293,] 1.0000000 2.079386e-44 1.039693e-44
[294,] 1.0000000 7.584434e-44 3.792217e-44
[295,] 1.0000000 2.751137e-43 1.375569e-43
[296,] 1.0000000 1.001203e-42 5.006016e-43
[297,] 1.0000000 3.546407e-42 1.773204e-42
[298,] 1.0000000 1.265195e-41 6.325975e-42
[299,] 1.0000000 4.488313e-41 2.244157e-41
[300,] 1.0000000 5.743403e-41 2.871701e-41
[301,] 1.0000000 2.027136e-40 1.013568e-40
[302,] 1.0000000 7.142416e-40 3.571208e-40
[303,] 1.0000000 2.443352e-39 1.221676e-39
[304,] 1.0000000 8.104073e-39 4.052037e-39
[305,] 1.0000000 2.810948e-38 1.405474e-38
[306,] 1.0000000 9.693423e-38 4.846711e-38
[307,] 1.0000000 6.140183e-39 3.070091e-39
[308,] 1.0000000 2.173547e-38 1.086773e-38
[309,] 1.0000000 7.598346e-38 3.799173e-38
[310,] 1.0000000 2.681462e-37 1.340731e-37
[311,] 1.0000000 8.774850e-37 4.387425e-37
[312,] 1.0000000 3.041572e-36 1.520786e-36
[313,] 1.0000000 1.007731e-35 5.038656e-36
[314,] 1.0000000 3.466557e-35 1.733278e-35
[315,] 1.0000000 1.179909e-34 5.899545e-35
[316,] 1.0000000 3.991441e-34 1.995721e-34
[317,] 1.0000000 1.341916e-33 6.709580e-34
[318,] 1.0000000 4.483514e-33 2.241757e-33
[319,] 1.0000000 1.488648e-32 7.443242e-33
[320,] 1.0000000 4.911662e-32 2.455831e-32
[321,] 1.0000000 1.618967e-31 8.094834e-32
[322,] 1.0000000 5.274209e-31 2.637105e-31
[323,] 1.0000000 1.707200e-30 8.536002e-31
[324,] 1.0000000 5.490352e-30 2.745176e-30
[325,] 1.0000000 1.754223e-29 8.771114e-30
[326,] 1.0000000 5.568240e-29 2.784120e-29
[327,] 1.0000000 1.755817e-28 8.779084e-29
[328,] 1.0000000 5.499806e-28 2.749903e-28
[329,] 1.0000000 1.725700e-27 8.628502e-28
[330,] 1.0000000 5.365944e-27 2.682972e-27
[331,] 1.0000000 1.655147e-26 8.275734e-27
[332,] 1.0000000 7.524528e-27 3.762264e-27
[333,] 1.0000000 2.333569e-26 1.166785e-26
[334,] 1.0000000 7.208186e-26 3.604093e-26
[335,] 1.0000000 2.175017e-25 1.087509e-25
[336,] 1.0000000 6.442370e-25 3.221185e-25
[337,] 1.0000000 1.945756e-24 9.728778e-25
[338,] 1.0000000 5.834492e-24 2.917246e-24
[339,] 1.0000000 1.736852e-23 8.684258e-24
[340,] 1.0000000 2.794058e-23 1.397029e-23
[341,] 1.0000000 8.274117e-23 4.137059e-23
[342,] 1.0000000 2.450311e-22 1.225156e-22
[343,] 1.0000000 7.149197e-22 3.574599e-22
[344,] 1.0000000 2.070118e-21 1.035059e-21
[345,] 1.0000000 5.942627e-21 2.971314e-21
[346,] 1.0000000 1.686658e-20 8.433291e-21
[347,] 1.0000000 4.752674e-20 2.376337e-20
[348,] 1.0000000 1.344329e-19 6.721643e-20
[349,] 1.0000000 3.761302e-19 1.880651e-19
[350,] 1.0000000 1.040527e-18 5.202633e-19
[351,] 1.0000000 2.855191e-18 1.427596e-18
[352,] 1.0000000 2.813088e-18 1.406544e-18
[353,] 1.0000000 7.730785e-18 3.865392e-18
[354,] 1.0000000 2.106768e-17 1.053384e-17
[355,] 1.0000000 5.692737e-17 2.846368e-17
[356,] 1.0000000 1.534887e-16 7.674437e-17
[357,] 1.0000000 4.076944e-16 2.038472e-16
[358,] 1.0000000 1.073428e-15 5.367138e-16
[359,] 1.0000000 2.816526e-15 1.408263e-15
[360,] 1.0000000 7.282281e-15 3.641140e-15
[361,] 1.0000000 1.867681e-14 9.338407e-15
[362,] 1.0000000 4.745985e-14 2.372993e-14
[363,] 1.0000000 1.194772e-13 5.973862e-14
[364,] 1.0000000 2.979369e-13 1.489684e-13
[365,] 1.0000000 6.930199e-13 3.465100e-13
[366,] 1.0000000 1.698938e-12 8.494689e-13
[367,] 1.0000000 3.081866e-12 1.540933e-12
[368,] 1.0000000 7.248285e-12 3.624142e-12
[369,] 1.0000000 1.743753e-11 8.718763e-12
[370,] 1.0000000 4.143436e-11 2.071718e-11
[371,] 1.0000000 9.743047e-11 4.871523e-11
[372,] 1.0000000 2.100126e-10 1.050063e-10
[373,] 1.0000000 4.863275e-10 2.431637e-10
[374,] 1.0000000 1.063613e-09 5.318065e-10
[375,] 1.0000000 2.403301e-09 1.201650e-09
[376,] 1.0000000 5.369238e-09 2.684619e-09
[377,] 1.0000000 5.067241e-09 2.533621e-09
[378,] 1.0000000 3.701523e-09 1.850762e-09
[379,] 1.0000000 8.445506e-09 4.222753e-09
[380,] 1.0000000 1.813583e-08 9.067913e-09
[381,] 1.0000000 3.790097e-08 1.895048e-08
[382,] 1.0000000 8.373725e-08 4.186862e-08
[383,] 0.9999999 1.818632e-07 9.093158e-08
[384,] 0.9999998 3.920012e-07 1.960006e-07
[385,] 0.9999996 8.231015e-07 4.115508e-07
[386,] 0.9999991 1.717952e-06 8.589762e-07
[387,] 0.9999982 3.555215e-06 1.777608e-06
[388,] 0.9999964 7.252146e-06 3.626073e-06
[389,] 0.9999927 1.456893e-05 7.284465e-06
[390,] 0.9999863 2.740811e-05 1.370405e-05
[391,] 0.9999733 5.340406e-05 2.670203e-05
[392,] 0.9999503 9.933319e-05 4.966659e-05
[393,] 0.9999991 1.783567e-06 8.917834e-07
[394,] 0.9999980 4.047613e-06 2.023807e-06
[395,] 1.0000000 9.870697e-08 4.935348e-08
[396,] 0.9999999 2.591105e-07 1.295553e-07
[397,] 0.9999997 6.778415e-07 3.389207e-07
[398,] 0.9999991 1.735491e-06 8.677456e-07
[399,] 0.9999980 4.041330e-06 2.020665e-06
[400,] 0.9999950 9.996703e-06 4.998352e-06
[401,] 0.9999880 2.409980e-05 1.204990e-05
[402,] 0.9999728 5.430741e-05 2.715370e-05
[403,] 0.9999370 1.260185e-04 6.300926e-05
[404,] 0.9998579 2.842225e-04 1.421112e-04
[405,] 0.9996869 6.261665e-04 3.130832e-04
[406,] 0.9997925 4.150257e-04 2.075129e-04
[407,] 0.9997133 5.733165e-04 2.866583e-04
[408,] 0.9993443 1.311347e-03 6.556735e-04
[409,] 0.9985892 2.821582e-03 1.410791e-03
[410,] 0.9969676 6.064706e-03 3.032353e-03
[411,] 0.9936633 1.267339e-02 6.336693e-03
[412,] 0.9906569 1.868623e-02 9.343117e-03
[413,] 0.9816336 3.673271e-02 1.836636e-02
[414,] 0.9685005 6.299902e-02 3.149951e-02
[415,] 0.9410259 1.179482e-01 5.897410e-02
[416,] 0.8946609 2.106782e-01 1.053391e-01
[417,] 0.9067877 1.864246e-01 9.321229e-02
[418,] 0.9487447 1.025107e-01 5.125534e-02
[419,] 0.9109696 1.780608e-01 8.903039e-02
[420,] 0.8035449 3.929102e-01 1.964551e-01
> postscript(file="/var/www/html/rcomp/tmp/1v7wc1291297533.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2v7wc1291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/36zef1291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/46zef1291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/56zef1291297533.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 6
77246.99539 6277.62626 51046.61742 42476.84472 30637.40608 29025.82077
7 8 9 10 11 12
3245.46528 14791.59498 3798.85120 8770.27461 13303.18659 5093.49163
13 14 15 16 17 18
1757.36841 25897.11914 -13934.31229 -7126.18746 -5931.25210 -18299.37185
19 20 21 22 23 24
19741.10531 -11511.42151 3925.00078 15989.78818 3635.82015 -7056.98572
25 26 27 28 29 30
-2044.76632 11374.73993 6363.17522 -754.94389 6905.18599 -12317.78505
31 32 33 34 35 36
1121.51434 4795.14712 3594.67250 327.41733 -4523.60528 6297.55793
37 38 39 40 41 42
3251.32487 -1530.31643 -6180.07227 -6914.53836 -57511.60178 8744.15921
43 44 45 46 47 48
-12947.58498 -1940.61040 208.12043 1332.05370 -14592.33574 -18288.11180
49 50 51 52 53 54
-2411.70432 -95.68729 -5660.32886 -8482.99822 -3933.28123 -12676.95843
55 56 57 58 59 60
-9088.42513 -4519.69411 3796.71001 218.08658 -7260.52763 1516.87241
61 62 63 64 65 66
1705.15044 -861.07766 244.42398 931.84529 -2804.73178 -59032.51165
67 68 69 70 71 72
-4721.88038 -2403.66844 -6862.22198 -1178.30243 -104.60704 2384.11268
73 74 75 76 77 78
-1728.61016 -217.61289 -1537.70674 346.69056 -3319.16867 -2275.74008
79 80 81 82 83 84
-7333.48829 -13175.52065 -110.79649 -1216.65214 -4927.42336 425.27055
85 86 87 88 89 90
-1103.29877 624.52940 -3091.98551 -1029.69492 -3337.85287 -760.13817
91 92 93 94 95 96
-2267.05906 -189.71863 -4854.76723 -209.84850 -506.50062 287.15152
97 98 99 100 101 102
-1049.59168 -13381.72610 -219.12100 751.39980 -1112.01452 -969.77055
103 104 105 106 107 108
-3331.88698 -1524.46770 -1048.57191 -760.69984 -860.26590 158.74248
109 110 111 112 113 114
611.95145 -596.40968 -1019.90369 646.94067 -365.35782 1518.59465
115 116 117 118 119 120
1271.92982 -870.71737 -1643.12114 491.35273 1129.93316 -3933.37724
121 122 123 124 125 126
2925.43219 158.68058 -6812.98787 -1135.99300 274.14802 1688.68634
127 128 129 130 131 132
494.34613 53.82782 -1150.68176 494.34613 -78.52762 -2625.78686
133 134 135 136 137 138
494.34613 305.13332 758.75127 130.23955 -385.39556 347.10819
139 140 141 142 143 144
1010.75127 494.34613 -142.37522 494.34613 446.22554 297.97170
145 146 147 148 149 150
-248.07059 62.66559 494.34613 43.97705 613.10819 425.39277
151 152 153 154 155 156
300.95098 -3289.82766 494.34613 163.40924 280.95578 494.34613
157 158 159 160 161 162
494.34613 422.32953 363.62718 494.34613 494.34613 494.34613
163 164 165 166 167 168
494.34613 -1080.40591 -2992.39099 312.98921 494.34613 152.13889
169 170 171 172 173 174
-24765.40973 494.34613 494.34613 206.38299 494.34613 -15.84722
175 176 177 178 179 180
494.34613 -146.17718 -10675.73756 488.64993 494.34613 494.34613
181 182 183 184 185 186
-1373.87875 11.99965 -1269.65185 -3343.35384 94.38266 74.76173
187 188 189 190 191 192
491.00665 232.25049 223.72822 494.34613 493.03902 494.34613
193 194 195 196 197 198
157.62116 494.34613 366.18303 494.34613 -2671.61123 494.34613
199 200 201 202 203 204
494.34613 -1002.23140 494.34613 494.34613 494.34613 -1128.91396
205 206 207 208 209 210
-919.46439 330.49673 138.16328 494.34613 -523.81934 -1600.34199
211 212 213 214 215 216
494.34613 494.34613 -1603.34634 -583.05638 451.64392 494.34613
217 218 219 220 221 222
-102.16854 -1238.27648 494.34613 256.68174 482.71897 494.34613
223 224 225 226 227 228
345.61615 -636.15228 360.14561 -1222.54012 -510.31947 494.34613
229 230 231 232 233 234
276.67601 494.34613 52.50551 471.15641 494.34613 -453.98052
235 236 237 238 239 240
494.34613 419.69611 494.34613 99.19838 494.34613 494.34613
241 242 243 244 245 246
494.34613 345.21215 494.34613 -69.77922 2245.72384 494.34613
247 248 249 250 251 252
494.34613 -237.08357 494.34613 494.34613 190.98392 494.34613
253 254 255 256 257 258
427.71888 -4724.03536 -4841.07588 494.34613 386.62042 -1505.31241
259 260 261 262 263 264
494.34613 494.34613 494.34613 494.34613 -472.80675 -297.40024
265 266 267 268 269 270
494.34613 494.34613 494.34613 -545.97755 494.34613 -34.40982
271 272 273 274 275 276
494.34613 494.34613 494.34613 -295.88249 494.34613 -1547.21345
277 278 279 280 281 282
-1762.35300 494.34613 -7242.73273 -1632.21432 494.34613 494.34613
283 284 285 286 287 288
-4645.00171 494.34613 -395.19325 494.34613 638.63230 189.27710
289 290 291 292 293 294
494.34613 -3828.32873 494.34613 -1216.48131 -1122.28666 494.34613
295 296 297 298 299 300
-490.28923 -690.86646 494.34613 494.34613 494.34613 494.34613
301 302 303 304 305 306
218.06929 676.67027 494.34613 494.34613 -3199.08038 -189.07095
307 308 309 310 311 312
494.34613 -362.30239 -656.88196 494.34613 494.34613 -6069.74486
313 314 315 316 317 318
494.34613 -143.80864 191.92359 -559.99937 467.12843 -441.99724
319 320 321 322 323 324
38.65539 494.34613 494.34613 494.34613 494.34613 494.34613
325 326 327 328 329 330
494.34613 364.06201 494.34613 494.34613 494.34613 494.34613
331 332 333 334 335 336
494.34613 494.34613 494.34613 217.62468 342.94656 427.75127
337 338 339 340 341 342
-4603.66694 494.34613 440.16346 -347.43459 -395.36597 494.34613
343 344 345 346 347 348
494.34613 494.34613 -2538.36451 494.34613 193.62114 494.34613
349 350 351 352 353 354
494.34613 795.32361 -210.32427 -216.17161 193.89378 446.05326
355 356 357 358 359 360
494.34613 494.34613 -3366.83070 494.34613 494.34613 494.34613
361 362 363 364 365 366
190.82406 494.34613 494.34613 410.17235 -137.91082 494.34613
367 368 369 370 371 372
494.34613 494.34613 494.34613 -886.15228 494.34613 -2080.73201
373 374 375 376 377 378
-331.39646 497.56159 494.34613 494.34613 -1106.63821 270.59476
379 380 381 382 383 384
1640.68053 494.34613 494.34613 -3836.32471 -4579.86682 494.34613
385 386 387 388 389 390
-691.27396 -224.97637 193.08372 856.88160 345.42393 -102.14661
391 392 393 394 395 396
84.20898 367.60374 578.20282 409.91989 2477.17662 119.07337
397 398 399 400 401 402
2396.96152 -8441.50175 265.54452 -6966.99346 950.90183 504.23242
403 404 405 406 407 408
531.72078 -81.91073 471.54680 456.50818 -270.76198 687.36704
409 410 411 412 413 414
150.45143 778.18356 -3057.01537 5647.36492 442.82677 957.39630
415 416 417 418 419 420
840.79419 936.14059 -685.42500 299.18907 -410.68178 806.92556
421 422 423 424 425 426
1146.15125 -2037.84064 8431.82403 5154.15888 1059.54331 -1926.07146
427 428 429 430 431
2428.38518 16914.37197 5658.79010 8493.58786 5637.94052
> postscript(file="/var/www/html/rcomp/tmp/6hqv01291297533.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 77246.99539 NA
1 6277.62626 77246.99539
2 51046.61742 6277.62626
3 42476.84472 51046.61742
4 30637.40608 42476.84472
5 29025.82077 30637.40608
6 3245.46528 29025.82077
7 14791.59498 3245.46528
8 3798.85120 14791.59498
9 8770.27461 3798.85120
10 13303.18659 8770.27461
11 5093.49163 13303.18659
12 1757.36841 5093.49163
13 25897.11914 1757.36841
14 -13934.31229 25897.11914
15 -7126.18746 -13934.31229
16 -5931.25210 -7126.18746
17 -18299.37185 -5931.25210
18 19741.10531 -18299.37185
19 -11511.42151 19741.10531
20 3925.00078 -11511.42151
21 15989.78818 3925.00078
22 3635.82015 15989.78818
23 -7056.98572 3635.82015
24 -2044.76632 -7056.98572
25 11374.73993 -2044.76632
26 6363.17522 11374.73993
27 -754.94389 6363.17522
28 6905.18599 -754.94389
29 -12317.78505 6905.18599
30 1121.51434 -12317.78505
31 4795.14712 1121.51434
32 3594.67250 4795.14712
33 327.41733 3594.67250
34 -4523.60528 327.41733
35 6297.55793 -4523.60528
36 3251.32487 6297.55793
37 -1530.31643 3251.32487
38 -6180.07227 -1530.31643
39 -6914.53836 -6180.07227
40 -57511.60178 -6914.53836
41 8744.15921 -57511.60178
42 -12947.58498 8744.15921
43 -1940.61040 -12947.58498
44 208.12043 -1940.61040
45 1332.05370 208.12043
46 -14592.33574 1332.05370
47 -18288.11180 -14592.33574
48 -2411.70432 -18288.11180
49 -95.68729 -2411.70432
50 -5660.32886 -95.68729
51 -8482.99822 -5660.32886
52 -3933.28123 -8482.99822
53 -12676.95843 -3933.28123
54 -9088.42513 -12676.95843
55 -4519.69411 -9088.42513
56 3796.71001 -4519.69411
57 218.08658 3796.71001
58 -7260.52763 218.08658
59 1516.87241 -7260.52763
60 1705.15044 1516.87241
61 -861.07766 1705.15044
62 244.42398 -861.07766
63 931.84529 244.42398
64 -2804.73178 931.84529
65 -59032.51165 -2804.73178
66 -4721.88038 -59032.51165
67 -2403.66844 -4721.88038
68 -6862.22198 -2403.66844
69 -1178.30243 -6862.22198
70 -104.60704 -1178.30243
71 2384.11268 -104.60704
72 -1728.61016 2384.11268
73 -217.61289 -1728.61016
74 -1537.70674 -217.61289
75 346.69056 -1537.70674
76 -3319.16867 346.69056
77 -2275.74008 -3319.16867
78 -7333.48829 -2275.74008
79 -13175.52065 -7333.48829
80 -110.79649 -13175.52065
81 -1216.65214 -110.79649
82 -4927.42336 -1216.65214
83 425.27055 -4927.42336
84 -1103.29877 425.27055
85 624.52940 -1103.29877
86 -3091.98551 624.52940
87 -1029.69492 -3091.98551
88 -3337.85287 -1029.69492
89 -760.13817 -3337.85287
90 -2267.05906 -760.13817
91 -189.71863 -2267.05906
92 -4854.76723 -189.71863
93 -209.84850 -4854.76723
94 -506.50062 -209.84850
95 287.15152 -506.50062
96 -1049.59168 287.15152
97 -13381.72610 -1049.59168
98 -219.12100 -13381.72610
99 751.39980 -219.12100
100 -1112.01452 751.39980
101 -969.77055 -1112.01452
102 -3331.88698 -969.77055
103 -1524.46770 -3331.88698
104 -1048.57191 -1524.46770
105 -760.69984 -1048.57191
106 -860.26590 -760.69984
107 158.74248 -860.26590
108 611.95145 158.74248
109 -596.40968 611.95145
110 -1019.90369 -596.40968
111 646.94067 -1019.90369
112 -365.35782 646.94067
113 1518.59465 -365.35782
114 1271.92982 1518.59465
115 -870.71737 1271.92982
116 -1643.12114 -870.71737
117 491.35273 -1643.12114
118 1129.93316 491.35273
119 -3933.37724 1129.93316
120 2925.43219 -3933.37724
121 158.68058 2925.43219
122 -6812.98787 158.68058
123 -1135.99300 -6812.98787
124 274.14802 -1135.99300
125 1688.68634 274.14802
126 494.34613 1688.68634
127 53.82782 494.34613
128 -1150.68176 53.82782
129 494.34613 -1150.68176
130 -78.52762 494.34613
131 -2625.78686 -78.52762
132 494.34613 -2625.78686
133 305.13332 494.34613
134 758.75127 305.13332
135 130.23955 758.75127
136 -385.39556 130.23955
137 347.10819 -385.39556
138 1010.75127 347.10819
139 494.34613 1010.75127
140 -142.37522 494.34613
141 494.34613 -142.37522
142 446.22554 494.34613
143 297.97170 446.22554
144 -248.07059 297.97170
145 62.66559 -248.07059
146 494.34613 62.66559
147 43.97705 494.34613
148 613.10819 43.97705
149 425.39277 613.10819
150 300.95098 425.39277
151 -3289.82766 300.95098
152 494.34613 -3289.82766
153 163.40924 494.34613
154 280.95578 163.40924
155 494.34613 280.95578
156 494.34613 494.34613
157 422.32953 494.34613
158 363.62718 422.32953
159 494.34613 363.62718
160 494.34613 494.34613
161 494.34613 494.34613
162 494.34613 494.34613
163 -1080.40591 494.34613
164 -2992.39099 -1080.40591
165 312.98921 -2992.39099
166 494.34613 312.98921
167 152.13889 494.34613
168 -24765.40973 152.13889
169 494.34613 -24765.40973
170 494.34613 494.34613
171 206.38299 494.34613
172 494.34613 206.38299
173 -15.84722 494.34613
174 494.34613 -15.84722
175 -146.17718 494.34613
176 -10675.73756 -146.17718
177 488.64993 -10675.73756
178 494.34613 488.64993
179 494.34613 494.34613
180 -1373.87875 494.34613
181 11.99965 -1373.87875
182 -1269.65185 11.99965
183 -3343.35384 -1269.65185
184 94.38266 -3343.35384
185 74.76173 94.38266
186 491.00665 74.76173
187 232.25049 491.00665
188 223.72822 232.25049
189 494.34613 223.72822
190 493.03902 494.34613
191 494.34613 493.03902
192 157.62116 494.34613
193 494.34613 157.62116
194 366.18303 494.34613
195 494.34613 366.18303
196 -2671.61123 494.34613
197 494.34613 -2671.61123
198 494.34613 494.34613
199 -1002.23140 494.34613
200 494.34613 -1002.23140
201 494.34613 494.34613
202 494.34613 494.34613
203 -1128.91396 494.34613
204 -919.46439 -1128.91396
205 330.49673 -919.46439
206 138.16328 330.49673
207 494.34613 138.16328
208 -523.81934 494.34613
209 -1600.34199 -523.81934
210 494.34613 -1600.34199
211 494.34613 494.34613
212 -1603.34634 494.34613
213 -583.05638 -1603.34634
214 451.64392 -583.05638
215 494.34613 451.64392
216 -102.16854 494.34613
217 -1238.27648 -102.16854
218 494.34613 -1238.27648
219 256.68174 494.34613
220 482.71897 256.68174
221 494.34613 482.71897
222 345.61615 494.34613
223 -636.15228 345.61615
224 360.14561 -636.15228
225 -1222.54012 360.14561
226 -510.31947 -1222.54012
227 494.34613 -510.31947
228 276.67601 494.34613
229 494.34613 276.67601
230 52.50551 494.34613
231 471.15641 52.50551
232 494.34613 471.15641
233 -453.98052 494.34613
234 494.34613 -453.98052
235 419.69611 494.34613
236 494.34613 419.69611
237 99.19838 494.34613
238 494.34613 99.19838
239 494.34613 494.34613
240 494.34613 494.34613
241 345.21215 494.34613
242 494.34613 345.21215
243 -69.77922 494.34613
244 2245.72384 -69.77922
245 494.34613 2245.72384
246 494.34613 494.34613
247 -237.08357 494.34613
248 494.34613 -237.08357
249 494.34613 494.34613
250 190.98392 494.34613
251 494.34613 190.98392
252 427.71888 494.34613
253 -4724.03536 427.71888
254 -4841.07588 -4724.03536
255 494.34613 -4841.07588
256 386.62042 494.34613
257 -1505.31241 386.62042
258 494.34613 -1505.31241
259 494.34613 494.34613
260 494.34613 494.34613
261 494.34613 494.34613
262 -472.80675 494.34613
263 -297.40024 -472.80675
264 494.34613 -297.40024
265 494.34613 494.34613
266 494.34613 494.34613
267 -545.97755 494.34613
268 494.34613 -545.97755
269 -34.40982 494.34613
270 494.34613 -34.40982
271 494.34613 494.34613
272 494.34613 494.34613
273 -295.88249 494.34613
274 494.34613 -295.88249
275 -1547.21345 494.34613
276 -1762.35300 -1547.21345
277 494.34613 -1762.35300
278 -7242.73273 494.34613
279 -1632.21432 -7242.73273
280 494.34613 -1632.21432
281 494.34613 494.34613
282 -4645.00171 494.34613
283 494.34613 -4645.00171
284 -395.19325 494.34613
285 494.34613 -395.19325
286 638.63230 494.34613
287 189.27710 638.63230
288 494.34613 189.27710
289 -3828.32873 494.34613
290 494.34613 -3828.32873
291 -1216.48131 494.34613
292 -1122.28666 -1216.48131
293 494.34613 -1122.28666
294 -490.28923 494.34613
295 -690.86646 -490.28923
296 494.34613 -690.86646
297 494.34613 494.34613
298 494.34613 494.34613
299 494.34613 494.34613
300 218.06929 494.34613
301 676.67027 218.06929
302 494.34613 676.67027
303 494.34613 494.34613
304 -3199.08038 494.34613
305 -189.07095 -3199.08038
306 494.34613 -189.07095
307 -362.30239 494.34613
308 -656.88196 -362.30239
309 494.34613 -656.88196
310 494.34613 494.34613
311 -6069.74486 494.34613
312 494.34613 -6069.74486
313 -143.80864 494.34613
314 191.92359 -143.80864
315 -559.99937 191.92359
316 467.12843 -559.99937
317 -441.99724 467.12843
318 38.65539 -441.99724
319 494.34613 38.65539
320 494.34613 494.34613
321 494.34613 494.34613
322 494.34613 494.34613
323 494.34613 494.34613
324 494.34613 494.34613
325 364.06201 494.34613
326 494.34613 364.06201
327 494.34613 494.34613
328 494.34613 494.34613
329 494.34613 494.34613
330 494.34613 494.34613
331 494.34613 494.34613
332 494.34613 494.34613
333 217.62468 494.34613
334 342.94656 217.62468
335 427.75127 342.94656
336 -4603.66694 427.75127
337 494.34613 -4603.66694
338 440.16346 494.34613
339 -347.43459 440.16346
340 -395.36597 -347.43459
341 494.34613 -395.36597
342 494.34613 494.34613
343 494.34613 494.34613
344 -2538.36451 494.34613
345 494.34613 -2538.36451
346 193.62114 494.34613
347 494.34613 193.62114
348 494.34613 494.34613
349 795.32361 494.34613
350 -210.32427 795.32361
351 -216.17161 -210.32427
352 193.89378 -216.17161
353 446.05326 193.89378
354 494.34613 446.05326
355 494.34613 494.34613
356 -3366.83070 494.34613
357 494.34613 -3366.83070
358 494.34613 494.34613
359 494.34613 494.34613
360 190.82406 494.34613
361 494.34613 190.82406
362 494.34613 494.34613
363 410.17235 494.34613
364 -137.91082 410.17235
365 494.34613 -137.91082
366 494.34613 494.34613
367 494.34613 494.34613
368 494.34613 494.34613
369 -886.15228 494.34613
370 494.34613 -886.15228
371 -2080.73201 494.34613
372 -331.39646 -2080.73201
373 497.56159 -331.39646
374 494.34613 497.56159
375 494.34613 494.34613
376 -1106.63821 494.34613
377 270.59476 -1106.63821
378 1640.68053 270.59476
379 494.34613 1640.68053
380 494.34613 494.34613
381 -3836.32471 494.34613
382 -4579.86682 -3836.32471
383 494.34613 -4579.86682
384 -691.27396 494.34613
385 -224.97637 -691.27396
386 193.08372 -224.97637
387 856.88160 193.08372
388 345.42393 856.88160
389 -102.14661 345.42393
390 84.20898 -102.14661
391 367.60374 84.20898
392 578.20282 367.60374
393 409.91989 578.20282
394 2477.17662 409.91989
395 119.07337 2477.17662
396 2396.96152 119.07337
397 -8441.50175 2396.96152
398 265.54452 -8441.50175
399 -6966.99346 265.54452
400 950.90183 -6966.99346
401 504.23242 950.90183
402 531.72078 504.23242
403 -81.91073 531.72078
404 471.54680 -81.91073
405 456.50818 471.54680
406 -270.76198 456.50818
407 687.36704 -270.76198
408 150.45143 687.36704
409 778.18356 150.45143
410 -3057.01537 778.18356
411 5647.36492 -3057.01537
412 442.82677 5647.36492
413 957.39630 442.82677
414 840.79419 957.39630
415 936.14059 840.79419
416 -685.42500 936.14059
417 299.18907 -685.42500
418 -410.68178 299.18907
419 806.92556 -410.68178
420 1146.15125 806.92556
421 -2037.84064 1146.15125
422 8431.82403 -2037.84064
423 5154.15888 8431.82403
424 1059.54331 5154.15888
425 -1926.07146 1059.54331
426 2428.38518 -1926.07146
427 16914.37197 2428.38518
428 5658.79010 16914.37197
429 8493.58786 5658.79010
430 5637.94052 8493.58786
431 NA 5637.94052
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 6277.62626 77246.99539
[2,] 51046.61742 6277.62626
[3,] 42476.84472 51046.61742
[4,] 30637.40608 42476.84472
[5,] 29025.82077 30637.40608
[6,] 3245.46528 29025.82077
[7,] 14791.59498 3245.46528
[8,] 3798.85120 14791.59498
[9,] 8770.27461 3798.85120
[10,] 13303.18659 8770.27461
[11,] 5093.49163 13303.18659
[12,] 1757.36841 5093.49163
[13,] 25897.11914 1757.36841
[14,] -13934.31229 25897.11914
[15,] -7126.18746 -13934.31229
[16,] -5931.25210 -7126.18746
[17,] -18299.37185 -5931.25210
[18,] 19741.10531 -18299.37185
[19,] -11511.42151 19741.10531
[20,] 3925.00078 -11511.42151
[21,] 15989.78818 3925.00078
[22,] 3635.82015 15989.78818
[23,] -7056.98572 3635.82015
[24,] -2044.76632 -7056.98572
[25,] 11374.73993 -2044.76632
[26,] 6363.17522 11374.73993
[27,] -754.94389 6363.17522
[28,] 6905.18599 -754.94389
[29,] -12317.78505 6905.18599
[30,] 1121.51434 -12317.78505
[31,] 4795.14712 1121.51434
[32,] 3594.67250 4795.14712
[33,] 327.41733 3594.67250
[34,] -4523.60528 327.41733
[35,] 6297.55793 -4523.60528
[36,] 3251.32487 6297.55793
[37,] -1530.31643 3251.32487
[38,] -6180.07227 -1530.31643
[39,] -6914.53836 -6180.07227
[40,] -57511.60178 -6914.53836
[41,] 8744.15921 -57511.60178
[42,] -12947.58498 8744.15921
[43,] -1940.61040 -12947.58498
[44,] 208.12043 -1940.61040
[45,] 1332.05370 208.12043
[46,] -14592.33574 1332.05370
[47,] -18288.11180 -14592.33574
[48,] -2411.70432 -18288.11180
[49,] -95.68729 -2411.70432
[50,] -5660.32886 -95.68729
[51,] -8482.99822 -5660.32886
[52,] -3933.28123 -8482.99822
[53,] -12676.95843 -3933.28123
[54,] -9088.42513 -12676.95843
[55,] -4519.69411 -9088.42513
[56,] 3796.71001 -4519.69411
[57,] 218.08658 3796.71001
[58,] -7260.52763 218.08658
[59,] 1516.87241 -7260.52763
[60,] 1705.15044 1516.87241
[61,] -861.07766 1705.15044
[62,] 244.42398 -861.07766
[63,] 931.84529 244.42398
[64,] -2804.73178 931.84529
[65,] -59032.51165 -2804.73178
[66,] -4721.88038 -59032.51165
[67,] -2403.66844 -4721.88038
[68,] -6862.22198 -2403.66844
[69,] -1178.30243 -6862.22198
[70,] -104.60704 -1178.30243
[71,] 2384.11268 -104.60704
[72,] -1728.61016 2384.11268
[73,] -217.61289 -1728.61016
[74,] -1537.70674 -217.61289
[75,] 346.69056 -1537.70674
[76,] -3319.16867 346.69056
[77,] -2275.74008 -3319.16867
[78,] -7333.48829 -2275.74008
[79,] -13175.52065 -7333.48829
[80,] -110.79649 -13175.52065
[81,] -1216.65214 -110.79649
[82,] -4927.42336 -1216.65214
[83,] 425.27055 -4927.42336
[84,] -1103.29877 425.27055
[85,] 624.52940 -1103.29877
[86,] -3091.98551 624.52940
[87,] -1029.69492 -3091.98551
[88,] -3337.85287 -1029.69492
[89,] -760.13817 -3337.85287
[90,] -2267.05906 -760.13817
[91,] -189.71863 -2267.05906
[92,] -4854.76723 -189.71863
[93,] -209.84850 -4854.76723
[94,] -506.50062 -209.84850
[95,] 287.15152 -506.50062
[96,] -1049.59168 287.15152
[97,] -13381.72610 -1049.59168
[98,] -219.12100 -13381.72610
[99,] 751.39980 -219.12100
[100,] -1112.01452 751.39980
[101,] -969.77055 -1112.01452
[102,] -3331.88698 -969.77055
[103,] -1524.46770 -3331.88698
[104,] -1048.57191 -1524.46770
[105,] -760.69984 -1048.57191
[106,] -860.26590 -760.69984
[107,] 158.74248 -860.26590
[108,] 611.95145 158.74248
[109,] -596.40968 611.95145
[110,] -1019.90369 -596.40968
[111,] 646.94067 -1019.90369
[112,] -365.35782 646.94067
[113,] 1518.59465 -365.35782
[114,] 1271.92982 1518.59465
[115,] -870.71737 1271.92982
[116,] -1643.12114 -870.71737
[117,] 491.35273 -1643.12114
[118,] 1129.93316 491.35273
[119,] -3933.37724 1129.93316
[120,] 2925.43219 -3933.37724
[121,] 158.68058 2925.43219
[122,] -6812.98787 158.68058
[123,] -1135.99300 -6812.98787
[124,] 274.14802 -1135.99300
[125,] 1688.68634 274.14802
[126,] 494.34613 1688.68634
[127,] 53.82782 494.34613
[128,] -1150.68176 53.82782
[129,] 494.34613 -1150.68176
[130,] -78.52762 494.34613
[131,] -2625.78686 -78.52762
[132,] 494.34613 -2625.78686
[133,] 305.13332 494.34613
[134,] 758.75127 305.13332
[135,] 130.23955 758.75127
[136,] -385.39556 130.23955
[137,] 347.10819 -385.39556
[138,] 1010.75127 347.10819
[139,] 494.34613 1010.75127
[140,] -142.37522 494.34613
[141,] 494.34613 -142.37522
[142,] 446.22554 494.34613
[143,] 297.97170 446.22554
[144,] -248.07059 297.97170
[145,] 62.66559 -248.07059
[146,] 494.34613 62.66559
[147,] 43.97705 494.34613
[148,] 613.10819 43.97705
[149,] 425.39277 613.10819
[150,] 300.95098 425.39277
[151,] -3289.82766 300.95098
[152,] 494.34613 -3289.82766
[153,] 163.40924 494.34613
[154,] 280.95578 163.40924
[155,] 494.34613 280.95578
[156,] 494.34613 494.34613
[157,] 422.32953 494.34613
[158,] 363.62718 422.32953
[159,] 494.34613 363.62718
[160,] 494.34613 494.34613
[161,] 494.34613 494.34613
[162,] 494.34613 494.34613
[163,] -1080.40591 494.34613
[164,] -2992.39099 -1080.40591
[165,] 312.98921 -2992.39099
[166,] 494.34613 312.98921
[167,] 152.13889 494.34613
[168,] -24765.40973 152.13889
[169,] 494.34613 -24765.40973
[170,] 494.34613 494.34613
[171,] 206.38299 494.34613
[172,] 494.34613 206.38299
[173,] -15.84722 494.34613
[174,] 494.34613 -15.84722
[175,] -146.17718 494.34613
[176,] -10675.73756 -146.17718
[177,] 488.64993 -10675.73756
[178,] 494.34613 488.64993
[179,] 494.34613 494.34613
[180,] -1373.87875 494.34613
[181,] 11.99965 -1373.87875
[182,] -1269.65185 11.99965
[183,] -3343.35384 -1269.65185
[184,] 94.38266 -3343.35384
[185,] 74.76173 94.38266
[186,] 491.00665 74.76173
[187,] 232.25049 491.00665
[188,] 223.72822 232.25049
[189,] 494.34613 223.72822
[190,] 493.03902 494.34613
[191,] 494.34613 493.03902
[192,] 157.62116 494.34613
[193,] 494.34613 157.62116
[194,] 366.18303 494.34613
[195,] 494.34613 366.18303
[196,] -2671.61123 494.34613
[197,] 494.34613 -2671.61123
[198,] 494.34613 494.34613
[199,] -1002.23140 494.34613
[200,] 494.34613 -1002.23140
[201,] 494.34613 494.34613
[202,] 494.34613 494.34613
[203,] -1128.91396 494.34613
[204,] -919.46439 -1128.91396
[205,] 330.49673 -919.46439
[206,] 138.16328 330.49673
[207,] 494.34613 138.16328
[208,] -523.81934 494.34613
[209,] -1600.34199 -523.81934
[210,] 494.34613 -1600.34199
[211,] 494.34613 494.34613
[212,] -1603.34634 494.34613
[213,] -583.05638 -1603.34634
[214,] 451.64392 -583.05638
[215,] 494.34613 451.64392
[216,] -102.16854 494.34613
[217,] -1238.27648 -102.16854
[218,] 494.34613 -1238.27648
[219,] 256.68174 494.34613
[220,] 482.71897 256.68174
[221,] 494.34613 482.71897
[222,] 345.61615 494.34613
[223,] -636.15228 345.61615
[224,] 360.14561 -636.15228
[225,] -1222.54012 360.14561
[226,] -510.31947 -1222.54012
[227,] 494.34613 -510.31947
[228,] 276.67601 494.34613
[229,] 494.34613 276.67601
[230,] 52.50551 494.34613
[231,] 471.15641 52.50551
[232,] 494.34613 471.15641
[233,] -453.98052 494.34613
[234,] 494.34613 -453.98052
[235,] 419.69611 494.34613
[236,] 494.34613 419.69611
[237,] 99.19838 494.34613
[238,] 494.34613 99.19838
[239,] 494.34613 494.34613
[240,] 494.34613 494.34613
[241,] 345.21215 494.34613
[242,] 494.34613 345.21215
[243,] -69.77922 494.34613
[244,] 2245.72384 -69.77922
[245,] 494.34613 2245.72384
[246,] 494.34613 494.34613
[247,] -237.08357 494.34613
[248,] 494.34613 -237.08357
[249,] 494.34613 494.34613
[250,] 190.98392 494.34613
[251,] 494.34613 190.98392
[252,] 427.71888 494.34613
[253,] -4724.03536 427.71888
[254,] -4841.07588 -4724.03536
[255,] 494.34613 -4841.07588
[256,] 386.62042 494.34613
[257,] -1505.31241 386.62042
[258,] 494.34613 -1505.31241
[259,] 494.34613 494.34613
[260,] 494.34613 494.34613
[261,] 494.34613 494.34613
[262,] -472.80675 494.34613
[263,] -297.40024 -472.80675
[264,] 494.34613 -297.40024
[265,] 494.34613 494.34613
[266,] 494.34613 494.34613
[267,] -545.97755 494.34613
[268,] 494.34613 -545.97755
[269,] -34.40982 494.34613
[270,] 494.34613 -34.40982
[271,] 494.34613 494.34613
[272,] 494.34613 494.34613
[273,] -295.88249 494.34613
[274,] 494.34613 -295.88249
[275,] -1547.21345 494.34613
[276,] -1762.35300 -1547.21345
[277,] 494.34613 -1762.35300
[278,] -7242.73273 494.34613
[279,] -1632.21432 -7242.73273
[280,] 494.34613 -1632.21432
[281,] 494.34613 494.34613
[282,] -4645.00171 494.34613
[283,] 494.34613 -4645.00171
[284,] -395.19325 494.34613
[285,] 494.34613 -395.19325
[286,] 638.63230 494.34613
[287,] 189.27710 638.63230
[288,] 494.34613 189.27710
[289,] -3828.32873 494.34613
[290,] 494.34613 -3828.32873
[291,] -1216.48131 494.34613
[292,] -1122.28666 -1216.48131
[293,] 494.34613 -1122.28666
[294,] -490.28923 494.34613
[295,] -690.86646 -490.28923
[296,] 494.34613 -690.86646
[297,] 494.34613 494.34613
[298,] 494.34613 494.34613
[299,] 494.34613 494.34613
[300,] 218.06929 494.34613
[301,] 676.67027 218.06929
[302,] 494.34613 676.67027
[303,] 494.34613 494.34613
[304,] -3199.08038 494.34613
[305,] -189.07095 -3199.08038
[306,] 494.34613 -189.07095
[307,] -362.30239 494.34613
[308,] -656.88196 -362.30239
[309,] 494.34613 -656.88196
[310,] 494.34613 494.34613
[311,] -6069.74486 494.34613
[312,] 494.34613 -6069.74486
[313,] -143.80864 494.34613
[314,] 191.92359 -143.80864
[315,] -559.99937 191.92359
[316,] 467.12843 -559.99937
[317,] -441.99724 467.12843
[318,] 38.65539 -441.99724
[319,] 494.34613 38.65539
[320,] 494.34613 494.34613
[321,] 494.34613 494.34613
[322,] 494.34613 494.34613
[323,] 494.34613 494.34613
[324,] 494.34613 494.34613
[325,] 364.06201 494.34613
[326,] 494.34613 364.06201
[327,] 494.34613 494.34613
[328,] 494.34613 494.34613
[329,] 494.34613 494.34613
[330,] 494.34613 494.34613
[331,] 494.34613 494.34613
[332,] 494.34613 494.34613
[333,] 217.62468 494.34613
[334,] 342.94656 217.62468
[335,] 427.75127 342.94656
[336,] -4603.66694 427.75127
[337,] 494.34613 -4603.66694
[338,] 440.16346 494.34613
[339,] -347.43459 440.16346
[340,] -395.36597 -347.43459
[341,] 494.34613 -395.36597
[342,] 494.34613 494.34613
[343,] 494.34613 494.34613
[344,] -2538.36451 494.34613
[345,] 494.34613 -2538.36451
[346,] 193.62114 494.34613
[347,] 494.34613 193.62114
[348,] 494.34613 494.34613
[349,] 795.32361 494.34613
[350,] -210.32427 795.32361
[351,] -216.17161 -210.32427
[352,] 193.89378 -216.17161
[353,] 446.05326 193.89378
[354,] 494.34613 446.05326
[355,] 494.34613 494.34613
[356,] -3366.83070 494.34613
[357,] 494.34613 -3366.83070
[358,] 494.34613 494.34613
[359,] 494.34613 494.34613
[360,] 190.82406 494.34613
[361,] 494.34613 190.82406
[362,] 494.34613 494.34613
[363,] 410.17235 494.34613
[364,] -137.91082 410.17235
[365,] 494.34613 -137.91082
[366,] 494.34613 494.34613
[367,] 494.34613 494.34613
[368,] 494.34613 494.34613
[369,] -886.15228 494.34613
[370,] 494.34613 -886.15228
[371,] -2080.73201 494.34613
[372,] -331.39646 -2080.73201
[373,] 497.56159 -331.39646
[374,] 494.34613 497.56159
[375,] 494.34613 494.34613
[376,] -1106.63821 494.34613
[377,] 270.59476 -1106.63821
[378,] 1640.68053 270.59476
[379,] 494.34613 1640.68053
[380,] 494.34613 494.34613
[381,] -3836.32471 494.34613
[382,] -4579.86682 -3836.32471
[383,] 494.34613 -4579.86682
[384,] -691.27396 494.34613
[385,] -224.97637 -691.27396
[386,] 193.08372 -224.97637
[387,] 856.88160 193.08372
[388,] 345.42393 856.88160
[389,] -102.14661 345.42393
[390,] 84.20898 -102.14661
[391,] 367.60374 84.20898
[392,] 578.20282 367.60374
[393,] 409.91989 578.20282
[394,] 2477.17662 409.91989
[395,] 119.07337 2477.17662
[396,] 2396.96152 119.07337
[397,] -8441.50175 2396.96152
[398,] 265.54452 -8441.50175
[399,] -6966.99346 265.54452
[400,] 950.90183 -6966.99346
[401,] 504.23242 950.90183
[402,] 531.72078 504.23242
[403,] -81.91073 531.72078
[404,] 471.54680 -81.91073
[405,] 456.50818 471.54680
[406,] -270.76198 456.50818
[407,] 687.36704 -270.76198
[408,] 150.45143 687.36704
[409,] 778.18356 150.45143
[410,] -3057.01537 778.18356
[411,] 5647.36492 -3057.01537
[412,] 442.82677 5647.36492
[413,] 957.39630 442.82677
[414,] 840.79419 957.39630
[415,] 936.14059 840.79419
[416,] -685.42500 936.14059
[417,] 299.18907 -685.42500
[418,] -410.68178 299.18907
[419,] 806.92556 -410.68178
[420,] 1146.15125 806.92556
[421,] -2037.84064 1146.15125
[422,] 8431.82403 -2037.84064
[423,] 5154.15888 8431.82403
[424,] 1059.54331 5154.15888
[425,] -1926.07146 1059.54331
[426,] 2428.38518 -1926.07146
[427,] 16914.37197 2428.38518
[428,] 5658.79010 16914.37197
[429,] 8493.58786 5658.79010
[430,] 5637.94052 8493.58786
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 6277.62626 77246.99539
2 51046.61742 6277.62626
3 42476.84472 51046.61742
4 30637.40608 42476.84472
5 29025.82077 30637.40608
6 3245.46528 29025.82077
7 14791.59498 3245.46528
8 3798.85120 14791.59498
9 8770.27461 3798.85120
10 13303.18659 8770.27461
11 5093.49163 13303.18659
12 1757.36841 5093.49163
13 25897.11914 1757.36841
14 -13934.31229 25897.11914
15 -7126.18746 -13934.31229
16 -5931.25210 -7126.18746
17 -18299.37185 -5931.25210
18 19741.10531 -18299.37185
19 -11511.42151 19741.10531
20 3925.00078 -11511.42151
21 15989.78818 3925.00078
22 3635.82015 15989.78818
23 -7056.98572 3635.82015
24 -2044.76632 -7056.98572
25 11374.73993 -2044.76632
26 6363.17522 11374.73993
27 -754.94389 6363.17522
28 6905.18599 -754.94389
29 -12317.78505 6905.18599
30 1121.51434 -12317.78505
31 4795.14712 1121.51434
32 3594.67250 4795.14712
33 327.41733 3594.67250
34 -4523.60528 327.41733
35 6297.55793 -4523.60528
36 3251.32487 6297.55793
37 -1530.31643 3251.32487
38 -6180.07227 -1530.31643
39 -6914.53836 -6180.07227
40 -57511.60178 -6914.53836
41 8744.15921 -57511.60178
42 -12947.58498 8744.15921
43 -1940.61040 -12947.58498
44 208.12043 -1940.61040
45 1332.05370 208.12043
46 -14592.33574 1332.05370
47 -18288.11180 -14592.33574
48 -2411.70432 -18288.11180
49 -95.68729 -2411.70432
50 -5660.32886 -95.68729
51 -8482.99822 -5660.32886
52 -3933.28123 -8482.99822
53 -12676.95843 -3933.28123
54 -9088.42513 -12676.95843
55 -4519.69411 -9088.42513
56 3796.71001 -4519.69411
57 218.08658 3796.71001
58 -7260.52763 218.08658
59 1516.87241 -7260.52763
60 1705.15044 1516.87241
61 -861.07766 1705.15044
62 244.42398 -861.07766
63 931.84529 244.42398
64 -2804.73178 931.84529
65 -59032.51165 -2804.73178
66 -4721.88038 -59032.51165
67 -2403.66844 -4721.88038
68 -6862.22198 -2403.66844
69 -1178.30243 -6862.22198
70 -104.60704 -1178.30243
71 2384.11268 -104.60704
72 -1728.61016 2384.11268
73 -217.61289 -1728.61016
74 -1537.70674 -217.61289
75 346.69056 -1537.70674
76 -3319.16867 346.69056
77 -2275.74008 -3319.16867
78 -7333.48829 -2275.74008
79 -13175.52065 -7333.48829
80 -110.79649 -13175.52065
81 -1216.65214 -110.79649
82 -4927.42336 -1216.65214
83 425.27055 -4927.42336
84 -1103.29877 425.27055
85 624.52940 -1103.29877
86 -3091.98551 624.52940
87 -1029.69492 -3091.98551
88 -3337.85287 -1029.69492
89 -760.13817 -3337.85287
90 -2267.05906 -760.13817
91 -189.71863 -2267.05906
92 -4854.76723 -189.71863
93 -209.84850 -4854.76723
94 -506.50062 -209.84850
95 287.15152 -506.50062
96 -1049.59168 287.15152
97 -13381.72610 -1049.59168
98 -219.12100 -13381.72610
99 751.39980 -219.12100
100 -1112.01452 751.39980
101 -969.77055 -1112.01452
102 -3331.88698 -969.77055
103 -1524.46770 -3331.88698
104 -1048.57191 -1524.46770
105 -760.69984 -1048.57191
106 -860.26590 -760.69984
107 158.74248 -860.26590
108 611.95145 158.74248
109 -596.40968 611.95145
110 -1019.90369 -596.40968
111 646.94067 -1019.90369
112 -365.35782 646.94067
113 1518.59465 -365.35782
114 1271.92982 1518.59465
115 -870.71737 1271.92982
116 -1643.12114 -870.71737
117 491.35273 -1643.12114
118 1129.93316 491.35273
119 -3933.37724 1129.93316
120 2925.43219 -3933.37724
121 158.68058 2925.43219
122 -6812.98787 158.68058
123 -1135.99300 -6812.98787
124 274.14802 -1135.99300
125 1688.68634 274.14802
126 494.34613 1688.68634
127 53.82782 494.34613
128 -1150.68176 53.82782
129 494.34613 -1150.68176
130 -78.52762 494.34613
131 -2625.78686 -78.52762
132 494.34613 -2625.78686
133 305.13332 494.34613
134 758.75127 305.13332
135 130.23955 758.75127
136 -385.39556 130.23955
137 347.10819 -385.39556
138 1010.75127 347.10819
139 494.34613 1010.75127
140 -142.37522 494.34613
141 494.34613 -142.37522
142 446.22554 494.34613
143 297.97170 446.22554
144 -248.07059 297.97170
145 62.66559 -248.07059
146 494.34613 62.66559
147 43.97705 494.34613
148 613.10819 43.97705
149 425.39277 613.10819
150 300.95098 425.39277
151 -3289.82766 300.95098
152 494.34613 -3289.82766
153 163.40924 494.34613
154 280.95578 163.40924
155 494.34613 280.95578
156 494.34613 494.34613
157 422.32953 494.34613
158 363.62718 422.32953
159 494.34613 363.62718
160 494.34613 494.34613
161 494.34613 494.34613
162 494.34613 494.34613
163 -1080.40591 494.34613
164 -2992.39099 -1080.40591
165 312.98921 -2992.39099
166 494.34613 312.98921
167 152.13889 494.34613
168 -24765.40973 152.13889
169 494.34613 -24765.40973
170 494.34613 494.34613
171 206.38299 494.34613
172 494.34613 206.38299
173 -15.84722 494.34613
174 494.34613 -15.84722
175 -146.17718 494.34613
176 -10675.73756 -146.17718
177 488.64993 -10675.73756
178 494.34613 488.64993
179 494.34613 494.34613
180 -1373.87875 494.34613
181 11.99965 -1373.87875
182 -1269.65185 11.99965
183 -3343.35384 -1269.65185
184 94.38266 -3343.35384
185 74.76173 94.38266
186 491.00665 74.76173
187 232.25049 491.00665
188 223.72822 232.25049
189 494.34613 223.72822
190 493.03902 494.34613
191 494.34613 493.03902
192 157.62116 494.34613
193 494.34613 157.62116
194 366.18303 494.34613
195 494.34613 366.18303
196 -2671.61123 494.34613
197 494.34613 -2671.61123
198 494.34613 494.34613
199 -1002.23140 494.34613
200 494.34613 -1002.23140
201 494.34613 494.34613
202 494.34613 494.34613
203 -1128.91396 494.34613
204 -919.46439 -1128.91396
205 330.49673 -919.46439
206 138.16328 330.49673
207 494.34613 138.16328
208 -523.81934 494.34613
209 -1600.34199 -523.81934
210 494.34613 -1600.34199
211 494.34613 494.34613
212 -1603.34634 494.34613
213 -583.05638 -1603.34634
214 451.64392 -583.05638
215 494.34613 451.64392
216 -102.16854 494.34613
217 -1238.27648 -102.16854
218 494.34613 -1238.27648
219 256.68174 494.34613
220 482.71897 256.68174
221 494.34613 482.71897
222 345.61615 494.34613
223 -636.15228 345.61615
224 360.14561 -636.15228
225 -1222.54012 360.14561
226 -510.31947 -1222.54012
227 494.34613 -510.31947
228 276.67601 494.34613
229 494.34613 276.67601
230 52.50551 494.34613
231 471.15641 52.50551
232 494.34613 471.15641
233 -453.98052 494.34613
234 494.34613 -453.98052
235 419.69611 494.34613
236 494.34613 419.69611
237 99.19838 494.34613
238 494.34613 99.19838
239 494.34613 494.34613
240 494.34613 494.34613
241 345.21215 494.34613
242 494.34613 345.21215
243 -69.77922 494.34613
244 2245.72384 -69.77922
245 494.34613 2245.72384
246 494.34613 494.34613
247 -237.08357 494.34613
248 494.34613 -237.08357
249 494.34613 494.34613
250 190.98392 494.34613
251 494.34613 190.98392
252 427.71888 494.34613
253 -4724.03536 427.71888
254 -4841.07588 -4724.03536
255 494.34613 -4841.07588
256 386.62042 494.34613
257 -1505.31241 386.62042
258 494.34613 -1505.31241
259 494.34613 494.34613
260 494.34613 494.34613
261 494.34613 494.34613
262 -472.80675 494.34613
263 -297.40024 -472.80675
264 494.34613 -297.40024
265 494.34613 494.34613
266 494.34613 494.34613
267 -545.97755 494.34613
268 494.34613 -545.97755
269 -34.40982 494.34613
270 494.34613 -34.40982
271 494.34613 494.34613
272 494.34613 494.34613
273 -295.88249 494.34613
274 494.34613 -295.88249
275 -1547.21345 494.34613
276 -1762.35300 -1547.21345
277 494.34613 -1762.35300
278 -7242.73273 494.34613
279 -1632.21432 -7242.73273
280 494.34613 -1632.21432
281 494.34613 494.34613
282 -4645.00171 494.34613
283 494.34613 -4645.00171
284 -395.19325 494.34613
285 494.34613 -395.19325
286 638.63230 494.34613
287 189.27710 638.63230
288 494.34613 189.27710
289 -3828.32873 494.34613
290 494.34613 -3828.32873
291 -1216.48131 494.34613
292 -1122.28666 -1216.48131
293 494.34613 -1122.28666
294 -490.28923 494.34613
295 -690.86646 -490.28923
296 494.34613 -690.86646
297 494.34613 494.34613
298 494.34613 494.34613
299 494.34613 494.34613
300 218.06929 494.34613
301 676.67027 218.06929
302 494.34613 676.67027
303 494.34613 494.34613
304 -3199.08038 494.34613
305 -189.07095 -3199.08038
306 494.34613 -189.07095
307 -362.30239 494.34613
308 -656.88196 -362.30239
309 494.34613 -656.88196
310 494.34613 494.34613
311 -6069.74486 494.34613
312 494.34613 -6069.74486
313 -143.80864 494.34613
314 191.92359 -143.80864
315 -559.99937 191.92359
316 467.12843 -559.99937
317 -441.99724 467.12843
318 38.65539 -441.99724
319 494.34613 38.65539
320 494.34613 494.34613
321 494.34613 494.34613
322 494.34613 494.34613
323 494.34613 494.34613
324 494.34613 494.34613
325 364.06201 494.34613
326 494.34613 364.06201
327 494.34613 494.34613
328 494.34613 494.34613
329 494.34613 494.34613
330 494.34613 494.34613
331 494.34613 494.34613
332 494.34613 494.34613
333 217.62468 494.34613
334 342.94656 217.62468
335 427.75127 342.94656
336 -4603.66694 427.75127
337 494.34613 -4603.66694
338 440.16346 494.34613
339 -347.43459 440.16346
340 -395.36597 -347.43459
341 494.34613 -395.36597
342 494.34613 494.34613
343 494.34613 494.34613
344 -2538.36451 494.34613
345 494.34613 -2538.36451
346 193.62114 494.34613
347 494.34613 193.62114
348 494.34613 494.34613
349 795.32361 494.34613
350 -210.32427 795.32361
351 -216.17161 -210.32427
352 193.89378 -216.17161
353 446.05326 193.89378
354 494.34613 446.05326
355 494.34613 494.34613
356 -3366.83070 494.34613
357 494.34613 -3366.83070
358 494.34613 494.34613
359 494.34613 494.34613
360 190.82406 494.34613
361 494.34613 190.82406
362 494.34613 494.34613
363 410.17235 494.34613
364 -137.91082 410.17235
365 494.34613 -137.91082
366 494.34613 494.34613
367 494.34613 494.34613
368 494.34613 494.34613
369 -886.15228 494.34613
370 494.34613 -886.15228
371 -2080.73201 494.34613
372 -331.39646 -2080.73201
373 497.56159 -331.39646
374 494.34613 497.56159
375 494.34613 494.34613
376 -1106.63821 494.34613
377 270.59476 -1106.63821
378 1640.68053 270.59476
379 494.34613 1640.68053
380 494.34613 494.34613
381 -3836.32471 494.34613
382 -4579.86682 -3836.32471
383 494.34613 -4579.86682
384 -691.27396 494.34613
385 -224.97637 -691.27396
386 193.08372 -224.97637
387 856.88160 193.08372
388 345.42393 856.88160
389 -102.14661 345.42393
390 84.20898 -102.14661
391 367.60374 84.20898
392 578.20282 367.60374
393 409.91989 578.20282
394 2477.17662 409.91989
395 119.07337 2477.17662
396 2396.96152 119.07337
397 -8441.50175 2396.96152
398 265.54452 -8441.50175
399 -6966.99346 265.54452
400 950.90183 -6966.99346
401 504.23242 950.90183
402 531.72078 504.23242
403 -81.91073 531.72078
404 471.54680 -81.91073
405 456.50818 471.54680
406 -270.76198 456.50818
407 687.36704 -270.76198
408 150.45143 687.36704
409 778.18356 150.45143
410 -3057.01537 778.18356
411 5647.36492 -3057.01537
412 442.82677 5647.36492
413 957.39630 442.82677
414 840.79419 957.39630
415 936.14059 840.79419
416 -685.42500 936.14059
417 299.18907 -685.42500
418 -410.68178 299.18907
419 806.92556 -410.68178
420 1146.15125 806.92556
421 -2037.84064 1146.15125
422 8431.82403 -2037.84064
423 5154.15888 8431.82403
424 1059.54331 5154.15888
425 -1926.07146 1059.54331
426 2428.38518 -1926.07146
427 16914.37197 2428.38518
428 5658.79010 16914.37197
429 8493.58786 5658.79010
430 5637.94052 8493.58786
> 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/79hc21291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/89hc21291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/99hc21291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10kqb51291297533.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/116rat1291297533.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/129a8z1291297533.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/13ybnt1291297533.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/14qk5e1291297533.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/15nukn1291297533.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/16qujs1291297533.tab")
+ }
>
> try(system("convert tmp/1v7wc1291297533.ps tmp/1v7wc1291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/2v7wc1291297533.ps tmp/2v7wc1291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/36zef1291297533.ps tmp/36zef1291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/46zef1291297533.ps tmp/46zef1291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/56zef1291297533.ps tmp/56zef1291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/6hqv01291297533.ps tmp/6hqv01291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/79hc21291297533.ps tmp/79hc21291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/89hc21291297533.ps tmp/89hc21291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/99hc21291297533.ps tmp/99hc21291297533.png",intern=TRUE))
character(0)
> try(system("convert tmp/10kqb51291297533.ps tmp/10kqb51291297533.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
11.038 2.202 23.633