R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-redhat-linux-gnu (64-bit)
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
+ ,807
+ ,213118
+ ,6282929
+ ,5627
+ ,37
+ ,29790
+ ,444
+ ,81767
+ ,4324047
+ ,13346
+ ,138
+ ,87550
+ ,412
+ ,153198
+ ,4108272
+ ,8533
+ ,45
+ ,84738
+ ,428
+ ,-26007
+ ,-1212617
+ ,-2402
+ ,-17
+ ,54660
+ ,312
+ ,126942
+ ,1485329
+ ,4299
+ ,24
+ ,42634
+ ,166
+ ,157214
+ ,1779876
+ ,10127
+ ,37
+ ,40949
+ ,263
+ ,129352
+ ,1367203
+ ,2427
+ ,29
+ ,42312
+ ,237
+ ,234817
+ ,2519076
+ ,7180
+ ,55
+ ,37704
+ ,228
+ ,60448
+ ,912684
+ ,1577
+ ,19
+ ,16275
+ ,129
+ ,47818
+ ,1443586
+ ,11409
+ ,76
+ ,25830
+ ,104
+ ,245546
+ ,1220017
+ ,8870
+ ,39
+ ,12679
+ ,122
+ ,48020
+ ,984885
+ ,7135
+ ,62
+ ,18014
+ ,393
+ ,-1710
+ ,1457425
+ ,5261
+ ,70
+ ,43556
+ ,190
+ ,32648
+ ,-572920
+ ,-3129
+ ,-18
+ ,24524
+ ,275
+ ,95350
+ ,929144
+ ,1467
+ ,30
+ ,6532
+ ,62
+ ,151352
+ ,1151176
+ ,9235
+ ,146
+ ,7123
+ ,102
+ ,288170
+ ,790090
+ ,5414
+ ,83
+ ,20813
+ ,255
+ ,114337
+ ,774497
+ ,1144
+ ,28
+ ,37597
+ ,234
+ ,37884
+ ,990576
+ ,3188
+ ,21
+ ,17821
+ ,277
+ ,122844
+ ,454195
+ ,681
+ ,14
+ ,12988
+ ,73
+ ,82340
+ ,876607
+ ,5686
+ ,52
+ ,22330
+ ,67
+ ,79801
+ ,711969
+ ,6095
+ ,23
+ ,13326
+ ,103
+ ,165548
+ ,702380
+ ,4925
+ ,38
+ ,16189
+ ,290
+ ,116384
+ ,264449
+ ,218
+ ,4
+ ,7146
+ ,83
+ ,134028
+ ,450033
+ ,2381
+ ,35
+ ,15824
+ ,56
+ ,63838
+ ,541063
+ ,5329
+ ,22
+ ,26088
+ ,224
+ ,74996
+ ,588864
+ ,1456
+ ,15
+ ,11326
+ ,64
+ ,31080
+ ,-37216
+ ,-1839
+ ,-21
+ ,8568
+ ,34
+ ,32168
+ ,783310
+ ,15765
+ ,68
+ ,14416
+ ,139
+ ,49857
+ ,467359
+ ,741
+ ,19
+ ,3369
+ ,26
+ ,87161
+ ,688779
+ ,17456
+ ,145
+ ,11819
+ ,70
+ ,106113
+ ,608419
+ ,4805
+ ,35
+ ,6620
+ ,40
+ ,80570
+ ,696348
+ ,11281
+ ,75
+ ,4519
+ ,42
+ ,102129
+ ,597793
+ ,8118
+ ,88
+ ,2220
+ ,12
+ ,301670
+ ,821730
+ ,28260
+ ,280
+ ,18562
+ ,211
+ ,102313
+ ,377934
+ ,1148
+ ,10
+ ,10327
+ ,74
+ ,88577
+ ,651939
+ ,4966
+ ,44
+ ,5336
+ ,80
+ ,112477
+ ,697458
+ ,6141
+ ,93
+ ,2365
+ ,83
+ ,191778
+ ,700368
+ ,6334
+ ,212
+ ,4069
+ ,131
+ ,79804
+ ,225986
+ ,179
+ ,6
+ ,7710
+ ,187
+ ,128294
+ ,348695
+ ,182
+ ,19
+ ,13718
+ ,56
+ ,96448
+ ,373683
+ ,2847
+ ,13
+ ,4525
+ ,89
+ ,93811
+ ,501709
+ ,1335
+ ,67
+ ,6869
+ ,88
+ ,117520
+ ,413743
+ ,2036
+ ,31
+ ,4628
+ ,39
+ ,69159
+ ,379825
+ ,2900
+ ,39
+ ,3653
+ ,24
+ ,101792
+ ,336260
+ ,5677
+ ,37
+ ,1265
+ ,19
+ ,210568
+ ,636765
+ ,16799
+ ,345
+ ,7489
+ ,149
+ ,136996
+ ,481231
+ ,873
+ ,38
+ ,4901
+ ,58
+ ,121920
+ ,469107
+ ,3204
+ ,55
+ ,2284
+ ,41
+ ,76403
+ ,211928
+ ,361
+ ,5
+ ,3160
+ ,90
+ ,108094
+ ,563925
+ ,3370
+ ,115
+ ,4150
+ ,136
+ ,134759
+ ,511939
+ ,2080
+ ,75
+ ,7285
+ ,97
+ ,188873
+ ,521016
+ ,2791
+ ,44
+ ,1134
+ ,63
+ ,146216
+ ,543856
+ ,2123
+ ,303
+ ,4658
+ ,114
+ ,156608
+ ,329304
+ ,818
+ ,28
+ ,2384
+ ,77
+ ,61348
+ ,423262
+ ,2302
+ ,94
+ ,3748
+ ,6
+ ,50350
+ ,509665
+ ,34407
+ ,83
+ ,5371
+ ,47
+ ,87720
+ ,455881
+ ,3877
+ ,48
+ ,1285
+ ,51
+ ,99489
+ ,367772
+ ,1568
+ ,131
+ ,9327
+ ,85
+ ,87419
+ ,406339
+ ,2043
+ ,22
+ ,5565
+ ,43
+ ,94355
+ ,493408
+ ,6243
+ ,53
+ ,1528
+ ,32
+ ,60326
+ ,232942
+ ,867
+ ,22
+ ,3122
+ ,25
+ ,94670
+ ,416002
+ ,6353
+ ,69
+ ,7317
+ ,74
+ ,82425
+ ,337430
+ ,1636
+ ,19
+ ,2675
+ ,54
+ ,59017
+ ,361517
+ ,2045
+ ,60
+ ,13253
+ ,251
+ ,90829
+ ,360962
+ ,170
+ ,12
+ ,880
+ ,15
+ ,80791
+ ,235561
+ ,481
+ ,40
+ ,2053
+ ,44
+ ,100423
+ ,408247
+ ,3929
+ ,101
+ ,1424
+ ,73
+ ,131116
+ ,450296
+ ,2663
+ ,176
+ ,4036
+ ,85
+ ,100269
+ ,418799
+ ,3473
+ ,54
+ ,3045
+ ,49
+ ,27330
+ ,247405
+ ,817
+ ,16
+ ,5119
+ ,38
+ ,39039
+ ,378519
+ ,3643
+ ,35
+ ,1431
+ ,35
+ ,106885
+ ,326638
+ ,3725
+ ,89
+ ,554
+ ,9
+ ,79285
+ ,328233
+ ,11658
+ ,232
+ ,1975
+ ,34
+ ,118881
+ ,386225
+ ,5321
+ ,94
+ ,1286
+ ,17
+ ,77623
+ ,283662
+ ,4921
+ ,65
+ ,1012
+ ,29
+ ,114768
+ ,370225
+ ,3622
+ ,168
+ ,810
+ ,11
+ ,74015
+ ,269236
+ ,1610
+ ,86
+ ,1280
+ ,52
+ ,69465
+ ,365732
+ ,1417
+ ,129
+ ,666
+ ,13
+ ,117869
+ ,420383
+ ,1289
+ ,331
+ ,1380
+ ,29
+ ,60982
+ ,345811
+ ,5608
+ ,106
+ ,4608
+ ,64
+ ,90131
+ ,431809
+ ,3175
+ ,50
+ ,876
+ ,33
+ ,138971
+ ,418876
+ ,3710
+ ,250
+ ,814
+ ,15
+ ,39625
+ ,297476
+ ,5415
+ ,120
+ ,514
+ ,15
+ ,102725
+ ,416776
+ ,14452
+ ,422
+ ,5692
+ ,68
+ ,64239
+ ,357257
+ ,2184
+ ,28
+ ,3642
+ ,100
+ ,90262
+ ,458343
+ ,3004
+ ,71
+ ,540
+ ,13
+ ,103960
+ ,388386
+ ,13456
+ ,349
+ ,2099
+ ,45
+ ,106611
+ ,358934
+ ,2483
+ ,76
+ ,567
+ ,14
+ ,103345
+ ,407560
+ ,18869
+ ,366
+ ,2001
+ ,36
+ ,95551
+ ,392558
+ ,3703
+ ,96
+ ,2949
+ ,40
+ ,82903
+ ,373177
+ ,4224
+ ,59
+ ,2253
+ ,68
+ ,63593
+ ,428370
+ ,2307
+ ,101
+ ,6533
+ ,29
+ ,126910
+ ,369419
+ ,2259
+ ,26
+ ,1889
+ ,43
+ ,37527
+ ,358649
+ ,3526
+ ,84
+ ,3055
+ ,30
+ ,60247
+ ,376641
+ ,4108
+ ,58
+ ,272
+ ,9
+ ,112995
+ ,467427
+ ,33428
+ ,985
+ ,1414
+ ,22
+ ,70184
+ ,364885
+ ,833
+ ,117
+ ,2564
+ ,19
+ ,130140
+ ,436230
+ ,10738
+ ,92
+ ,1383
+ ,9
+ ,73221
+ ,329118
+ ,11738
+ ,93
+ ,1261
+ ,31
+ ,76114
+ ,317365
+ ,3557
+ ,93
+ ,975
+ ,19
+ ,90534
+ ,286849
+ ,3776
+ ,89
+ ,3366
+ ,55
+ ,108479
+ ,376685
+ ,2209
+ ,52
+ ,576
+ ,8
+ ,113761
+ ,407198
+ ,11511
+ ,360
+ ,1306
+ ,26
+ ,68696
+ ,377772
+ ,6349
+ ,136
+ ,746
+ ,29
+ ,71561
+ ,271483
+ ,3108
+ ,96
+ ,3192
+ ,48
+ ,59831
+ ,153661
+ ,-772
+ ,-15
+ ,2045
+ ,16
+ ,97890
+ ,513294
+ ,15665
+ ,153
+ ,5477
+ ,45
+ ,101481
+ ,324881
+ ,2117
+ ,23
+ ,1932
+ ,20
+ ,72954
+ ,264512
+ ,1792
+ ,33
+ ,936
+ ,22
+ ,67939
+ ,420968
+ ,7366
+ ,236
+ ,3437
+ ,33
+ ,48022
+ ,129302
+ ,-1504
+ ,-21
+ ,5131
+ ,44
+ ,86111
+ ,191521
+ ,-119
+ ,-2
+ ,2397
+ ,13
+ ,74020
+ ,268673
+ ,4905
+ ,29
+ ,1389
+ ,6
+ ,57530
+ ,353179
+ ,17020
+ ,110
+ ,1503
+ ,35
+ ,56364
+ ,354624
+ ,3965
+ ,103
+ ,402
+ ,8
+ ,84990
+ ,363713
+ ,6297
+ ,407
+ ,2239
+ ,17
+ ,88590
+ ,456657
+ ,12222
+ ,115
+ ,2234
+ ,11
+ ,77200
+ ,211742
+ ,734
+ ,5
+ ,837
+ ,21
+ ,61262
+ ,338381
+ ,2006
+ ,165
+ ,10579
+ ,92
+ ,110309
+ ,418530
+ ,2375
+ ,21
+ ,875
+ ,12
+ ,67000
+ ,351483
+ ,10820
+ ,173
+ ,1395
+ ,108
+ ,93099
+ ,372928
+ ,1679
+ ,124
+ ,1659
+ ,25
+ ,107577
+ ,485538
+ ,9846
+ ,172
+ ,2647
+ ,17
+ ,62920
+ ,279268
+ ,2142
+ ,30
+ ,3294
+ ,23
+ ,75832
+ ,219060
+ ,829
+ ,6
+ ,94
+ ,10
+ ,60793
+ ,325314
+ ,17902
+ ,1326
+ ,422
+ ,23
+ ,57935
+ ,322046
+ ,4359
+ ,289
+ ,34
+ ,7
+ ,60630
+ ,325599
+ ,15700
+ ,3668
+ ,1558
+ ,25
+ ,55637
+ ,377028
+ ,2810
+ ,114
+ ,43
+ ,20
+ ,60887
+ ,323850
+ ,41283
+ ,2868
+ ,316
+ ,4
+ ,60505
+ ,331514
+ ,14613
+ ,416
+ ,115
+ ,10
+ ,60945
+ ,325632
+ ,9664
+ ,1096
+ ,389
+ ,7
+ ,58990
+ ,322265
+ ,8733
+ ,314
+ ,1002
+ ,11
+ ,56750
+ ,325906
+ ,8394
+ ,126
+ ,36
+ ,4
+ ,60894
+ ,325985
+ ,41995
+ ,3497
+ ,460
+ ,15
+ ,63346
+ ,346145
+ ,9743
+ ,317
+ ,309
+ ,9
+ ,56535
+ ,325898
+ ,11445
+ ,407
+ ,9
+ ,7
+ ,60835
+ ,325356
+ ,20893
+ ,13581
+ ,14
+ ,0
+ ,61016
+ ,325930
+ ,125930
+ ,8739
+ ,520
+ ,7
+ ,58650
+ ,318020
+ ,11802
+ ,227
+ ,1766
+ ,46
+ ,60438
+ ,326389
+ ,1731
+ ,72
+ ,458
+ ,7
+ ,58625
+ ,302925
+ ,9357
+ ,225
+ ,20
+ ,2
+ ,60938
+ ,325540
+ ,41847
+ ,6181
+ ,98
+ ,2
+ ,61490
+ ,326736
+ ,63368
+ ,1296
+ ,405
+ ,5
+ ,60845
+ ,340580
+ ,20083
+ ,347
+ ,483
+ ,7
+ ,60830
+ ,331828
+ ,4883
+ ,273
+ ,454
+ ,24
+ ,63261
+ ,323299
+ ,2418
+ ,272
+ ,757
+ ,18
+ ,45689
+ ,387722
+ ,9880
+ ,248
+ ,36
+ ,3
+ ,61564
+ ,324598
+ ,31150
+ ,3487
+ ,203
+ ,9
+ ,61938
+ ,328726
+ ,14303
+ ,635
+ ,90
+ ,6
+ ,60951
+ ,325043
+ ,15630
+ ,1394
+ ,71
+ ,0
+ ,60745
+ ,325806
+ ,125806
+ ,1782
+ ,972
+ ,19
+ ,71642
+ ,387732
+ ,5522
+ ,193
+ ,531
+ ,11
+ ,71641
+ ,349729
+ ,14973
+ ,282
+ ,604
+ ,8
+ ,55792
+ ,332202
+ ,3479
+ ,219
+ ,283
+ ,15
+ ,71873
+ ,305442
+ ,10544
+ ,372
+ ,23
+ ,5
+ ,62555
+ ,329537
+ ,25907
+ ,5613
+ ,638
+ ,11
+ ,60370
+ ,327055
+ ,9075
+ ,199
+ ,699
+ ,10
+ ,64873
+ ,356245
+ ,9765
+ ,224
+ ,149
+ ,6
+ ,62041
+ ,328451
+ ,25690
+ ,862
+ ,226
+ ,5
+ ,65745
+ ,307062
+ ,21412
+ ,474
+ ,275
+ ,7
+ ,59500
+ ,331345
+ ,32836
+ ,477
+ ,141
+ ,7
+ ,61630
+ ,331824
+ ,21971
+ ,936
+ ,28
+ ,3
+ ,60890
+ ,325685
+ ,62842
+ ,4506
+ ,2566
+ ,74
+ ,113521
+ ,404480
+ ,2556
+ ,80
+ ,472
+ ,19
+ ,80045
+ ,318314
+ ,5916
+ ,251
+ ,203
+ ,12
+ ,50804
+ ,311807
+ ,4141
+ ,551
+ ,496
+ ,12
+ ,87390
+ ,337724
+ ,8101
+ ,277
+ ,10
+ ,5
+ ,61656
+ ,326431
+ ,63215
+ ,12668
+ ,63
+ ,2
+ ,65688
+ ,327556
+ ,31889
+ ,2034
+ ,1136
+ ,26
+ ,48522
+ ,356850
+ ,4902
+ ,138
+ ,267
+ ,11
+ ,57640
+ ,322741
+ ,3836
+ ,460
+ ,474
+ ,10
+ ,61977
+ ,310902
+ ,5545
+ ,234
+ ,534
+ ,5
+ ,62620
+ ,324295
+ ,17756
+ ,233
+ ,15
+ ,6
+ ,60831
+ ,326156
+ ,15769
+ ,8382
+ ,397
+ ,7
+ ,60646
+ ,326960
+ ,4534
+ ,320
+ ,1061
+ ,22
+ ,56225
+ ,333411
+ ,6671
+ ,126
+ ,288
+ ,3
+ ,60510
+ ,297761
+ ,24440
+ ,339
+ ,3
+ ,1
+ ,60698
+ ,325536
+ ,62768
+ ,39727
+ ,20
+ ,1
+ ,60805
+ ,325762
+ ,62881
+ ,6446
+ ,278
+ ,22
+ ,61404
+ ,327957
+ ,4921
+ ,460
+ ,192
+ ,2
+ ,65276
+ ,318521
+ ,29630
+ ,618
+ ,317
+ ,7
+ ,63915
+ ,319775
+ ,13308
+ ,378
+ ,2
+ ,0
+ ,60743
+ ,325486
+ ,125486
+ ,56781
+ ,53
+ ,6
+ ,60349
+ ,325838
+ ,20973
+ ,2388
+ ,94
+ ,3
+ ,61360
+ ,331767
+ ,43922
+ ,1400
+ ,24
+ ,7
+ ,59818
+ ,324523
+ ,15565
+ ,5139
+ ,2332
+ ,2
+ ,72680
+ ,339995
+ ,34999
+ ,60
+ ,131
+ ,15
+ ,61808
+ ,319582
+ ,10871
+ ,916
+ ,206
+ ,9
+ ,53110
+ ,307245
+ ,11916
+ ,520
+ ,167
+ ,1
+ ,64245
+ ,317967
+ ,58984
+ ,706
+ ,622
+ ,38
+ ,73007
+ ,331488
+ ,1801
+ ,211
+ ,885
+ ,49
+ ,82732
+ ,335452
+ ,1594
+ ,153
+ ,365
+ ,6
+ ,54820
+ ,334184
+ ,16773
+ ,367
+ ,364
+ ,26
+ ,47705
+ ,313213
+ ,3235
+ ,311
+ ,226
+ ,13
+ ,72835
+ ,348678
+ ,12390
+ ,657
+ ,307
+ ,10
+ ,58856
+ ,328727
+ ,8582
+ ,420
+ ,188
+ ,9
+ ,77655
+ ,387978
+ ,17089
+ ,1001
+ ,138
+ ,26
+ ,69817
+ ,336704
+ ,22784
+ ,993
+ ,125
+ ,19
+ ,60798
+ ,322076
+ ,10173
+ ,978
+ ,282
+ ,12
+ ,62452
+ ,334272
+ ,4476
+ ,475
+ ,335
+ ,23
+ ,64175
+ ,338197
+ ,4188
+ ,412
+ ,813
+ ,24
+ ,67440
+ ,321024
+ ,1476
+ ,149
+ ,176
+ ,8
+ ,68136
+ ,322145
+ ,4362
+ ,694
+ ,249
+ ,26
+ ,56726
+ ,323351
+ ,1713
+ ,495
+ ,333
+ ,9
+ ,70811
+ ,327748
+ ,9827
+ ,384
+ ,30
+ ,3
+ ,62045
+ ,328157
+ ,32039
+ ,4245
+ ,249
+ ,13
+ ,54323
+ ,311594
+ ,1800
+ ,449
+ ,165
+ ,12
+ ,62841
+ ,335962
+ ,5665
+ ,825
+ ,453
+ ,19
+ ,81125
+ ,372426
+ ,8211
+ ,380
+ ,53
+ ,10
+ ,59506
+ ,319844
+ ,8560
+ ,2260
+ ,382
+ ,9
+ ,59365
+ ,355822
+ ,7420
+ ,407
+ ,30
+ ,4
+ ,60798
+ ,324047
+ ,31012
+ ,4174
+ ,290
+ ,1
+ ,58790
+ ,311464
+ ,55732
+ ,384
+ ,366
+ ,14
+ ,61808
+ ,353417
+ ,2895
+ ,419
+ ,2
+ ,12
+ ,60735
+ ,325590
+ ,13954
+ ,68628
+ ,209
+ ,19
+ ,64016
+ ,328576
+ ,9890
+ ,615
+ ,384
+ ,17
+ ,54683
+ ,326126
+ ,5733
+ ,328
+ ,365
+ ,32
+ ,87192
+ ,369376
+ ,2041
+ ,464
+ ,49
+ ,14
+ ,64107
+ ,332013
+ ,16502
+ ,2704
+ ,3
+ ,8
+ ,60761
+ ,325871
+ ,31468
+ ,41269
+ ,133
+ ,4
+ ,65990
+ ,342165
+ ,10155
+ ,1072
+ ,32
+ ,0
+ ,59988
+ ,324967
+ ,124967
+ ,3916
+ ,368
+ ,20
+ ,61167
+ ,314832
+ ,6755
+ ,312
+ ,1
+ ,5
+ ,60719
+ ,325557
+ ,20926
+ ,91647
+ ,22
+ ,1
+ ,60722
+ ,322649
+ ,61325
+ ,5618
+ ,96
+ ,4
+ ,60379
+ ,324598
+ ,24920
+ ,1302
+ ,1
+ ,1
+ ,60727
+ ,325567
+ ,62784
+ ,128130
+ ,81
+ ,4
+ ,60925
+ ,324005
+ ,17715
+ ,1535
+ ,26
+ ,1
+ ,60896
+ ,325748
+ ,125748
+ ,4779
+ ,125
+ ,10
+ ,59734
+ ,323385
+ ,9491
+ ,990
+ ,304
+ ,12
+ ,62969
+ ,315409
+ ,7694
+ ,379
+ ,119
+ ,3
+ ,59118
+ ,312275
+ ,18713
+ ,945
+ ,312
+ ,3
+ ,58598
+ ,320576
+ ,8613
+ ,387
+ ,60
+ ,7
+ ,61124
+ ,325246
+ ,12525
+ ,2104
+ ,587
+ ,10
+ ,59595
+ ,332961
+ ,11080
+ ,227
+ ,135
+ ,1
+ ,62065
+ ,323010
+ ,61505
+ ,912
+ ,514
+ ,15
+ ,78780
+ ,345253
+ ,2793
+ ,283
+ ,1
+ ,4
+ ,60722
+ ,325559
+ ,31390
+ ,187401
+ ,58
+ ,2
+ ,61600
+ ,319634
+ ,39878
+ ,2072
+ ,180
+ ,9
+ ,59635
+ ,319951
+ ,10905
+ ,667
+ ,448
+ ,7
+ ,59781
+ ,318519
+ ,2963
+ ,265
+ ,227
+ ,7
+ ,76644
+ ,343222
+ ,15914
+ ,632
+ ,174
+ ,3
+ ,64820
+ ,317234
+ ,117234
+ ,675
+ ,121
+ ,11
+ ,56178
+ ,314025
+ ,4751
+ ,943
+ ,607
+ ,7
+ ,60436
+ ,320249
+ ,10932
+ ,198
+ ,530
+ ,18
+ ,73433
+ ,349365
+ ,2489
+ ,282
+ ,571
+ ,14
+ ,41477
+ ,289197
+ ,1115
+ ,156
+ ,78
+ ,12
+ ,62700
+ ,329245
+ ,8078
+ ,1664
+ ,2489
+ ,29
+ ,67804
+ ,240869
+ ,1022
+ ,16
+ ,131
+ ,3
+ ,59661
+ ,327182
+ ,21197
+ ,970
+ ,923
+ ,6
+ ,58620
+ ,322876
+ ,15360
+ ,133
+ ,72
+ ,3
+ ,60398
+ ,323117
+ ,41039
+ ,1715
+ ,572
+ ,8
+ ,58580
+ ,306351
+ ,6647
+ ,186
+ ,397
+ ,10
+ ,62710
+ ,335137
+ ,13514
+ ,340
+ ,450
+ ,6
+ ,59325
+ ,308271
+ ,13534
+ ,241
+ ,622
+ ,8
+ ,60950
+ ,301731
+ ,14533
+ ,164
+ ,694
+ ,6
+ ,68060
+ ,382409
+ ,22801
+ ,263
+ ,3425
+ ,9
+ ,83620
+ ,279230
+ ,6603
+ ,23
+ ,562
+ ,8
+ ,58456
+ ,298731
+ ,7595
+ ,176
+ ,4917
+ ,26
+ ,52811
+ ,243650
+ ,1039
+ ,9
+ ,1442
+ ,239
+ ,121173
+ ,532682
+ ,2819
+ ,231
+ ,529
+ ,7
+ ,63870
+ ,319771
+ ,13308
+ ,226
+ ,2126
+ ,41
+ ,21001
+ ,171493
+ ,-207
+ ,-13
+ ,1061
+ ,3
+ ,70415
+ ,347262
+ ,29452
+ ,139
+ ,776
+ ,8
+ ,64230
+ ,343945
+ ,15994
+ ,186
+ ,611
+ ,6
+ ,59190
+ ,311874
+ ,13984
+ ,183
+ ,1526
+ ,21
+ ,69351
+ ,302211
+ ,4088
+ ,67
+ ,592
+ ,7
+ ,64270
+ ,316708
+ ,16673
+ ,197
+ ,1182
+ ,11
+ ,70694
+ ,333463
+ ,10266
+ ,113
+ ,621
+ ,11
+ ,68005
+ ,344282
+ ,9018
+ ,232
+ ,989
+ ,12
+ ,58930
+ ,319635
+ ,10876
+ ,121
+ ,438
+ ,9
+ ,58320
+ ,301186
+ ,9199
+ ,231
+ ,726
+ ,3
+ ,69980
+ ,300381
+ ,33460
+ ,138
+ ,1303
+ ,57
+ ,69863
+ ,318765
+ ,1947
+ ,91
+ ,6341
+ ,16
+ ,63255
+ ,286146
+ ,3589
+ ,14
+ ,1164
+ ,15
+ ,57320
+ ,306844
+ ,6285
+ ,92
+ ,3310
+ ,32
+ ,75230
+ ,307705
+ ,3264
+ ,33
+ ,1366
+ ,5
+ ,79420
+ ,312448
+ ,16064
+ ,82
+ ,965
+ ,2
+ ,73490
+ ,299715
+ ,33238
+ ,103
+ ,3256
+ ,23
+ ,35250
+ ,373399
+ ,2627
+ ,53
+ ,1135
+ ,20
+ ,62285
+ ,299446
+ ,5850
+ ,88
+ ,1270
+ ,24
+ ,69206
+ ,325586
+ ,4830
+ ,99
+ ,661
+ ,1
+ ,65920
+ ,291221
+ ,30407
+ ,138
+ ,1013
+ ,1
+ ,69770
+ ,261173
+ ,30587
+ ,60
+ ,2844
+ ,74
+ ,72683
+ ,255027
+ ,821
+ ,19
+ ,11528
+ ,68
+ ,-14545
+ ,-78375
+ ,-3977
+ ,-24
+ ,6526
+ ,20
+ ,55830
+ ,-58143
+ ,-9929
+ ,-40
+ ,2264
+ ,20
+ ,55174
+ ,227033
+ ,1126
+ ,12
+ ,4461
+ ,79
+ ,67038
+ ,235098
+ ,373
+ ,8
+ ,3999
+ ,21
+ ,51252
+ ,21267
+ ,-5958
+ ,-45
+ ,35624
+ ,244
+ ,157278
+ ,238675
+ ,173
+ ,1
+ ,9252
+ ,32
+ ,79510
+ ,197687
+ ,-48
+ ,0
+ ,15236
+ ,86
+ ,77440
+ ,418341
+ ,2426
+ ,14
+ ,18073
+ ,69
+ ,27284
+ ,-297706
+ ,-2765
+ ,-28)
+ ,dim=c(6
+ ,296)
+ ,dimnames=list(c('Costs'
+ ,'Orders'
+ ,'Dividends'
+ ,'Wealth'
+ ,'Profit/Trades'
+ ,'Profit/Cost')
+ ,1:296))
> y <- array(NA,dim=c(6,296),dimnames=list(c('Costs','Orders','Dividends','Wealth','Profit/Trades','Profit/Cost'),1:296))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '4'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Wealth Costs Orders Dividends Profit/Trades Profit/Cost
1 6282929 162556 807 213118 5627 37
2 4324047 29790 444 81767 13346 138
3 4108272 87550 412 153198 8533 45
4 -1212617 84738 428 -26007 -2402 -17
5 1485329 54660 312 126942 4299 24
6 1779876 42634 166 157214 10127 37
7 1367203 40949 263 129352 2427 29
8 2519076 42312 237 234817 7180 55
9 912684 37704 228 60448 1577 19
10 1443586 16275 129 47818 11409 76
11 1220017 25830 104 245546 8870 39
12 984885 12679 122 48020 7135 62
13 1457425 18014 393 -1710 5261 70
14 -572920 43556 190 32648 -3129 -18
15 929144 24524 275 95350 1467 30
16 1151176 6532 62 151352 9235 146
17 790090 7123 102 288170 5414 83
18 774497 20813 255 114337 1144 28
19 990576 37597 234 37884 3188 21
20 454195 17821 277 122844 681 14
21 876607 12988 73 82340 5686 52
22 711969 22330 67 79801 6095 23
23 702380 13326 103 165548 4925 38
24 264449 16189 290 116384 218 4
25 450033 7146 83 134028 2381 35
26 541063 15824 56 63838 5329 22
27 588864 26088 224 74996 1456 15
28 -37216 11326 64 31080 -1839 -21
29 783310 8568 34 32168 15765 68
30 467359 14416 139 49857 741 19
31 688779 3369 26 87161 17456 145
32 608419 11819 70 106113 4805 35
33 696348 6620 40 80570 11281 75
34 597793 4519 42 102129 8118 88
35 821730 2220 12 301670 28260 280
36 377934 18562 211 102313 1148 10
37 651939 10327 74 88577 4966 44
38 697458 5336 80 112477 6141 93
39 700368 2365 83 191778 6334 212
40 225986 4069 131 79804 179 6
41 348695 7710 187 128294 182 19
42 373683 13718 56 96448 2847 13
43 501709 4525 89 93811 1335 67
44 413743 6869 88 117520 2036 31
45 379825 4628 39 69159 2900 39
46 336260 3653 24 101792 5677 37
47 636765 1265 19 210568 16799 345
48 481231 7489 149 136996 873 38
49 469107 4901 58 121920 3204 55
50 211928 2284 41 76403 361 5
51 563925 3160 90 108094 3370 115
52 511939 4150 136 134759 2080 75
53 521016 7285 97 188873 2791 44
54 543856 1134 63 146216 2123 303
55 329304 4658 114 156608 818 28
56 423262 2384 77 61348 2302 94
57 509665 3748 6 50350 34407 83
58 455881 5371 47 87720 3877 48
59 367772 1285 51 99489 1568 131
60 406339 9327 85 87419 2043 22
61 493408 5565 43 94355 6243 53
62 232942 1528 32 60326 867 22
63 416002 3122 25 94670 6353 69
64 337430 7317 74 82425 1636 19
65 361517 2675 54 59017 2045 60
66 360962 13253 251 90829 170 12
67 235561 880 15 80791 481 40
68 408247 2053 44 100423 3929 101
69 450296 1424 73 131116 2663 176
70 418799 4036 85 100269 3473 54
71 247405 3045 49 27330 817 16
72 378519 5119 38 39039 3643 35
73 326638 1431 35 106885 3725 89
74 328233 554 9 79285 11658 232
75 386225 1975 34 118881 5321 94
76 283662 1286 17 77623 4921 65
77 370225 1012 29 114768 3622 168
78 269236 810 11 74015 1610 86
79 365732 1280 52 69465 1417 129
80 420383 666 13 117869 1289 331
81 345811 1380 29 60982 5608 106
82 431809 4608 64 90131 3175 50
83 418876 876 33 138971 3710 250
84 297476 814 15 39625 5415 120
85 416776 514 15 102725 14452 422
86 357257 5692 68 64239 2184 28
87 458343 3642 100 90262 3004 71
88 388386 540 13 103960 13456 349
89 358934 2099 45 106611 2483 76
90 407560 567 14 103345 18869 366
91 392558 2001 36 95551 3703 96
92 373177 2949 40 82903 4224 59
93 428370 2253 68 63593 2307 101
94 369419 6533 29 126910 2259 26
95 358649 1889 43 37527 3526 84
96 376641 3055 30 60247 4108 58
97 467427 272 9 112995 33428 985
98 364885 1414 22 70184 833 117
99 436230 2564 19 130140 10738 92
100 329118 1383 9 73221 11738 93
101 317365 1261 31 76114 3557 93
102 286849 975 19 90534 3776 89
103 376685 3366 55 108479 2209 52
104 407198 576 8 113761 11511 360
105 377772 1306 26 68696 6349 136
106 271483 746 29 71561 3108 96
107 153661 3192 48 59831 -772 -15
108 513294 2045 16 97890 15665 153
109 324881 5477 45 101481 2117 23
110 264512 1932 20 72954 1792 33
111 420968 936 22 67939 7366 236
112 129302 3437 33 48022 -1504 -21
113 191521 5131 44 86111 -119 -2
114 268673 2397 13 74020 4905 29
115 353179 1389 6 57530 17020 110
116 354624 1503 35 56364 3965 103
117 363713 402 8 84990 6297 407
118 456657 2239 17 88590 12222 115
119 211742 2234 11 77200 734 5
120 338381 837 21 61262 2006 165
121 418530 10579 92 110309 2375 21
122 351483 875 12 67000 10820 173
123 372928 1395 108 93099 1679 124
124 485538 1659 25 107577 9846 172
125 279268 2647 17 62920 2142 30
126 219060 3294 23 75832 829 6
127 325314 94 10 60793 17902 1326
128 322046 422 23 57935 4359 289
129 325599 34 7 60630 15700 3668
130 377028 1558 25 55637 2810 114
131 323850 43 20 60887 41283 2868
132 331514 316 4 60505 14613 416
133 325632 115 10 60945 9664 1096
134 322265 389 7 58990 8733 314
135 325906 1002 11 56750 8394 126
136 325985 36 4 60894 41995 3497
137 346145 460 15 63346 9743 317
138 325898 309 9 56535 11445 407
139 325356 9 7 60835 20893 13581
140 325930 14 0 61016 125930 8739
141 318020 520 7 58650 11802 227
142 326389 1766 46 60438 1731 72
143 302925 458 7 58625 9357 225
144 325540 20 2 60938 41847 6181
145 326736 98 2 61490 63368 1296
146 340580 405 5 60845 20083 347
147 331828 483 7 60830 4883 273
148 323299 454 24 63261 2418 272
149 387722 757 18 45689 9880 248
150 324598 36 3 61564 31150 3487
151 328726 203 9 61938 14303 635
152 325043 90 6 60951 15630 1394
153 325806 71 0 60745 125806 1782
154 387732 972 19 71642 5522 193
155 349729 531 11 71641 14973 282
156 332202 604 8 55792 3479 219
157 305442 283 15 71873 10544 372
158 329537 23 5 62555 25907 5613
159 327055 638 11 60370 9075 199
160 356245 699 10 64873 9765 224
161 328451 149 6 62041 25690 862
162 307062 226 5 65745 21412 474
163 331345 275 7 59500 32836 477
164 331824 141 7 61630 21971 936
165 325685 28 3 60890 62842 4506
166 404480 2566 74 113521 2556 80
167 318314 472 19 80045 5916 251
168 311807 203 12 50804 4141 551
169 337724 496 12 87390 8101 277
170 326431 10 5 61656 63215 12668
171 327556 63 2 65688 31889 2034
172 356850 1136 26 48522 4902 138
173 322741 267 11 57640 3836 460
174 310902 474 10 61977 5545 234
175 324295 534 5 62620 17756 233
176 326156 15 6 60831 15769 8382
177 326960 397 7 60646 4534 320
178 333411 1061 22 56225 6671 126
179 297761 288 3 60510 24440 339
180 325536 3 1 60698 62768 39727
181 325762 20 1 60805 62881 6446
182 327957 278 22 61404 4921 460
183 318521 192 2 65276 29630 618
184 319775 317 7 63915 13308 378
185 325486 2 0 60743 125486 56781
186 325838 53 6 60349 20973 2388
187 331767 94 3 61360 43922 1400
188 324523 24 7 59818 15565 5139
189 339995 2332 2 72680 34999 60
190 319582 131 15 61808 10871 916
191 307245 206 9 53110 11916 520
192 317967 167 1 64245 58984 706
193 331488 622 38 73007 1801 211
194 335452 885 49 82732 1594 153
195 334184 365 6 54820 16773 367
196 313213 364 26 47705 3235 311
197 348678 226 13 72835 12390 657
198 328727 307 10 58856 8582 420
199 387978 188 9 77655 17089 1001
200 336704 138 26 69817 22784 993
201 322076 125 19 60798 10173 978
202 334272 282 12 62452 4476 475
203 338197 335 23 64175 4188 412
204 321024 813 24 67440 1476 149
205 322145 176 8 68136 4362 694
206 323351 249 26 56726 1713 495
207 327748 333 9 70811 9827 384
208 328157 30 3 62045 32039 4245
209 311594 249 13 54323 1800 449
210 335962 165 12 62841 5665 825
211 372426 453 19 81125 8211 380
212 319844 53 10 59506 8560 2260
213 355822 382 9 59365 7420 407
214 324047 30 4 60798 31012 4174
215 311464 290 1 58790 55732 384
216 353417 366 14 61808 2895 419
217 325590 2 12 60735 13954 68628
218 328576 209 19 64016 9890 615
219 326126 384 17 54683 5733 328
220 369376 365 32 87192 2041 464
221 332013 49 14 64107 16502 2704
222 325871 3 8 60761 31468 41269
223 342165 133 4 65990 10155 1072
224 324967 32 0 59988 124967 3916
225 314832 368 20 61167 6755 312
226 325557 1 5 60719 20926 91647
227 322649 22 1 60722 61325 5618
228 324598 96 4 60379 24920 1302
229 325567 1 1 60727 62784 128130
230 324005 81 4 60925 17715 1535
231 325748 26 1 60896 125748 4779
232 323385 125 10 59734 9491 990
233 315409 304 12 62969 7694 379
234 312275 119 3 59118 18713 945
235 320576 312 3 58598 8613 387
236 325246 60 7 61124 12525 2104
237 332961 587 10 59595 11080 227
238 323010 135 1 62065 61505 912
239 345253 514 15 78780 2793 283
240 325559 1 4 60722 31390 187401
241 319634 58 2 61600 39878 2072
242 319951 180 9 59635 10905 667
243 318519 448 7 59781 2963 265
244 343222 227 7 76644 15914 632
245 317234 174 3 64820 117234 675
246 314025 121 11 56178 4751 943
247 320249 607 7 60436 10932 198
248 349365 530 18 73433 2489 282
249 289197 571 14 41477 1115 156
250 329245 78 12 62700 8078 1664
251 240869 2489 29 67804 1022 16
252 327182 131 3 59661 21197 970
253 322876 923 6 58620 15360 133
254 323117 72 3 60398 41039 1715
255 306351 572 8 58580 6647 186
256 335137 397 10 62710 13514 340
257 308271 450 6 59325 13534 241
258 301731 622 8 60950 14533 164
259 382409 694 6 68060 22801 263
260 279230 3425 9 83620 6603 23
261 298731 562 8 58456 7595 176
262 243650 4917 26 52811 1039 9
263 532682 1442 239 121173 2819 231
264 319771 529 7 63870 13308 226
265 171493 2126 41 21001 -207 -13
266 347262 1061 3 70415 29452 139
267 343945 776 8 64230 15994 186
268 311874 611 6 59190 13984 183
269 302211 1526 21 69351 4088 67
270 316708 592 7 64270 16673 197
271 333463 1182 11 70694 10266 113
272 344282 621 11 68005 9018 232
273 319635 989 12 58930 10876 121
274 301186 438 9 58320 9199 231
275 300381 726 3 69980 33460 138
276 318765 1303 57 69863 1947 91
277 286146 6341 16 63255 3589 14
278 306844 1164 15 57320 6285 92
279 307705 3310 32 75230 3264 33
280 312448 1366 5 79420 16064 82
281 299715 965 2 73490 33238 103
282 373399 3256 23 35250 2627 53
283 299446 1135 20 62285 5850 88
284 325586 1270 24 69206 4830 99
285 291221 661 1 65920 30407 138
286 261173 1013 1 69770 30587 60
287 255027 2844 74 72683 821 19
288 -78375 11528 68 -14545 -3977 -24
289 -58143 6526 20 55830 -9929 -40
290 227033 2264 20 55174 1126 12
291 235098 4461 79 67038 373 8
292 21267 3999 21 51252 -5958 -45
293 238675 35624 244 157278 173 1
294 197687 9252 32 79510 -48 0
295 418341 15236 86 77440 2426 14
296 -297706 18073 69 27284 -2765 -28
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Costs Orders Dividends
-3.859e+04 1.586e+01 1.705e+03 3.444e+00
`Profit/Trades` `Profit/Cost`
3.193e+00 7.069e-02
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-3150767 -56027 40485 94507 2808807
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -3.859e+04 5.134e+04 -0.752 0.45293
Costs 1.586e+01 3.086e+00 5.141 5.04e-07 ***
Orders 1.705e+03 5.200e+02 3.279 0.00117 **
Dividends 3.444e+00 5.814e-01 5.923 8.92e-09 ***
`Profit/Trades` 3.193e+00 1.058e+00 3.019 0.00276 **
`Profit/Cost` 7.069e-02 1.389e+00 0.051 0.95944
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 354400 on 290 degrees of freedom
Multiple R-squared: 0.5716, Adjusted R-squared: 0.5642
F-statistic: 77.38 on 5 and 290 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 1.0000000 1.326306e-13 6.631528e-14
[2,] 1.0000000 2.518355e-15 1.259177e-15
[3,] 1.0000000 1.120219e-18 5.601093e-19
[4,] 1.0000000 4.358165e-19 2.179083e-19
[5,] 1.0000000 7.784587e-25 3.892294e-25
[6,] 1.0000000 1.367744e-32 6.838722e-33
[7,] 1.0000000 4.812303e-34 2.406152e-34
[8,] 1.0000000 2.192739e-47 1.096370e-47
[9,] 1.0000000 1.408997e-50 7.044984e-51
[10,] 1.0000000 4.984823e-51 2.492411e-51
[11,] 1.0000000 8.599642e-57 4.299821e-57
[12,] 1.0000000 3.900362e-56 1.950181e-56
[13,] 1.0000000 1.937640e-62 9.688200e-63
[14,] 1.0000000 3.999271e-65 1.999636e-65
[15,] 1.0000000 6.434807e-65 3.217404e-65
[16,] 1.0000000 5.513146e-65 2.756573e-65
[17,] 1.0000000 1.385003e-66 6.925013e-67
[18,] 1.0000000 1.899177e-68 9.495885e-69
[19,] 1.0000000 5.070030e-70 2.535015e-70
[20,] 1.0000000 4.006783e-81 2.003392e-81
[21,] 1.0000000 1.796395e-93 8.981977e-94
[22,] 1.0000000 1.464498e-96 7.322490e-97
[23,] 1.0000000 1.872493e-106 9.362464e-107
[24,] 1.0000000 2.123757e-108 1.061878e-108
[25,] 1.0000000 5.551575e-113 2.775787e-113
[26,] 1.0000000 6.808417e-114 3.404209e-114
[27,] 1.0000000 4.238532e-133 2.119266e-133
[28,] 1.0000000 1.105493e-132 5.527467e-133
[29,] 1.0000000 6.126939e-138 3.063470e-138
[30,] 1.0000000 8.524806e-142 4.262403e-142
[31,] 1.0000000 5.035736e-142 2.517868e-142
[32,] 1.0000000 3.572287e-142 1.786143e-142
[33,] 1.0000000 5.378628e-142 2.689314e-142
[34,] 1.0000000 3.144175e-142 1.572088e-142
[35,] 1.0000000 5.549271e-143 2.774635e-143
[36,] 1.0000000 4.242959e-142 2.121479e-142
[37,] 1.0000000 2.673730e-142 1.336865e-142
[38,] 1.0000000 2.384136e-141 1.192068e-141
[39,] 1.0000000 1.688419e-140 8.442095e-141
[40,] 1.0000000 1.842355e-139 9.211776e-140
[41,] 1.0000000 6.068948e-139 3.034474e-139
[42,] 1.0000000 2.046530e-139 1.023265e-139
[43,] 1.0000000 6.271735e-140 3.135868e-140
[44,] 1.0000000 6.441344e-139 3.220672e-139
[45,] 1.0000000 6.697872e-138 3.348936e-138
[46,] 1.0000000 2.715405e-138 1.357703e-138
[47,] 1.0000000 2.728181e-139 1.364091e-139
[48,] 1.0000000 3.636381e-139 1.818191e-139
[49,] 1.0000000 7.638059e-146 3.819030e-146
[50,] 1.0000000 3.740498e-146 1.870249e-146
[51,] 1.0000000 2.107831e-145 1.053915e-145
[52,] 1.0000000 2.690650e-145 1.345325e-145
[53,] 1.0000000 4.022401e-146 2.011201e-146
[54,] 1.0000000 6.365415e-146 3.182708e-146
[55,] 1.0000000 3.129622e-145 1.564811e-145
[56,] 1.0000000 2.278987e-144 1.139493e-144
[57,] 1.0000000 8.212419e-144 4.106210e-144
[58,] 1.0000000 2.778582e-143 1.389291e-143
[59,] 1.0000000 1.775851e-143 8.879254e-144
[60,] 1.0000000 1.684102e-142 8.420510e-143
[61,] 1.0000000 1.426470e-141 7.132349e-142
[62,] 1.0000000 1.427808e-140 7.139041e-141
[63,] 1.0000000 5.890229e-140 2.945114e-140
[64,] 1.0000000 3.854400e-141 1.927200e-141
[65,] 1.0000000 1.120096e-140 5.600482e-141
[66,] 1.0000000 9.666938e-140 4.833469e-140
[67,] 1.0000000 6.977572e-139 3.488786e-139
[68,] 1.0000000 3.731862e-138 1.865931e-138
[69,] 1.0000000 1.711626e-137 8.558129e-138
[70,] 1.0000000 5.177247e-137 2.588623e-137
[71,] 1.0000000 3.957940e-136 1.978970e-136
[72,] 1.0000000 3.674575e-135 1.837288e-135
[73,] 1.0000000 2.843546e-134 1.421773e-134
[74,] 1.0000000 9.332502e-134 4.666251e-134
[75,] 1.0000000 2.487968e-133 1.243984e-133
[76,] 1.0000000 1.602051e-132 8.010255e-133
[77,] 1.0000000 5.648202e-132 2.824101e-132
[78,] 1.0000000 1.499062e-131 7.495312e-132
[79,] 1.0000000 6.910641e-131 3.455321e-131
[80,] 1.0000000 3.579130e-130 1.789565e-130
[81,] 1.0000000 1.752033e-129 8.760167e-130
[82,] 1.0000000 5.865690e-129 2.932845e-129
[83,] 1.0000000 5.205057e-128 2.602528e-128
[84,] 1.0000000 4.148892e-127 2.074446e-127
[85,] 1.0000000 4.907302e-127 2.453651e-127
[86,] 1.0000000 4.082213e-126 2.041106e-126
[87,] 1.0000000 2.769790e-126 1.384895e-126
[88,] 1.0000000 3.935000e-126 1.967500e-126
[89,] 1.0000000 2.923897e-126 1.461948e-126
[90,] 1.0000000 1.207732e-125 6.038662e-126
[91,] 1.0000000 8.393492e-125 4.196746e-125
[92,] 1.0000000 8.261714e-124 4.130857e-124
[93,] 1.0000000 6.110244e-123 3.055122e-123
[94,] 1.0000000 9.284602e-123 4.642301e-123
[95,] 1.0000000 6.381403e-122 3.190702e-122
[96,] 1.0000000 3.261491e-121 1.630745e-121
[97,] 1.0000000 1.849578e-120 9.247892e-121
[98,] 1.0000000 6.416256e-120 3.208128e-120
[99,] 1.0000000 4.288262e-120 2.144131e-120
[100,] 1.0000000 4.482379e-120 2.241190e-120
[101,] 1.0000000 3.306577e-119 1.653288e-119
[102,] 1.0000000 1.386545e-118 6.932726e-119
[103,] 1.0000000 2.666542e-118 1.333271e-118
[104,] 1.0000000 3.015668e-118 1.507834e-118
[105,] 1.0000000 1.035033e-118 5.175166e-119
[106,] 1.0000000 5.717658e-118 2.858829e-118
[107,] 1.0000000 2.351908e-117 1.175954e-117
[108,] 1.0000000 9.385748e-117 4.692874e-117
[109,] 1.0000000 6.811121e-116 3.405561e-116
[110,] 1.0000000 1.733862e-115 8.669310e-116
[111,] 1.0000000 8.829830e-116 4.414915e-116
[112,] 1.0000000 5.335736e-115 2.667868e-115
[113,] 1.0000000 1.246488e-114 6.232441e-115
[114,] 1.0000000 1.076590e-113 5.382952e-114
[115,] 1.0000000 5.215110e-113 2.607555e-113
[116,] 1.0000000 3.220157e-112 1.610078e-112
[117,] 1.0000000 2.674641e-111 1.337321e-111
[118,] 1.0000000 3.892386e-111 1.946193e-111
[119,] 1.0000000 3.717094e-110 1.858547e-110
[120,] 1.0000000 2.874057e-109 1.437028e-109
[121,] 1.0000000 2.324377e-108 1.162188e-108
[122,] 1.0000000 3.353228e-108 1.676614e-108
[123,] 1.0000000 7.966903e-108 3.983451e-108
[124,] 1.0000000 7.096640e-107 3.548320e-107
[125,] 1.0000000 5.892318e-106 2.946159e-106
[126,] 1.0000000 5.035000e-105 2.517500e-105
[127,] 1.0000000 3.654562e-104 1.827281e-104
[128,] 1.0000000 2.262016e-103 1.131008e-103
[129,] 1.0000000 1.829691e-102 9.148454e-103
[130,] 1.0000000 1.482751e-101 7.413757e-102
[131,] 1.0000000 3.967276e-101 1.983638e-101
[132,] 1.0000000 1.789798e-102 8.948991e-103
[133,] 1.0000000 1.557507e-101 7.787534e-102
[134,] 1.0000000 1.279846e-100 6.399230e-101
[135,] 1.0000000 1.136702e-99 5.683508e-100
[136,] 1.0000000 1.051276e-98 5.256379e-99
[137,] 1.0000000 7.216936e-98 3.608468e-98
[138,] 1.0000000 5.639569e-97 2.819784e-97
[139,] 1.0000000 4.212061e-96 2.106031e-96
[140,] 1.0000000 3.552374e-95 1.776187e-95
[141,] 1.0000000 1.758711e-95 8.793556e-96
[142,] 1.0000000 1.595878e-94 7.979390e-95
[143,] 1.0000000 1.376405e-93 6.882026e-94
[144,] 1.0000000 1.177502e-92 5.887510e-93
[145,] 1.0000000 3.536816e-92 1.768408e-92
[146,] 1.0000000 1.903057e-91 9.515286e-92
[147,] 1.0000000 1.650210e-90 8.251050e-91
[148,] 1.0000000 9.599275e-90 4.799638e-90
[149,] 1.0000000 6.093739e-89 3.046869e-89
[150,] 1.0000000 5.216490e-88 2.608245e-88
[151,] 1.0000000 4.008364e-87 2.004182e-87
[152,] 1.0000000 2.560165e-86 1.280082e-86
[153,] 1.0000000 2.163491e-85 1.081745e-85
[154,] 1.0000000 1.711716e-84 8.558580e-85
[155,] 1.0000000 1.364257e-83 6.821285e-84
[156,] 1.0000000 1.100956e-82 5.504782e-83
[157,] 1.0000000 8.931605e-82 4.465802e-82
[158,] 1.0000000 3.951479e-81 1.975739e-81
[159,] 1.0000000 1.973837e-80 9.869186e-81
[160,] 1.0000000 1.295175e-79 6.475873e-80
[161,] 1.0000000 6.061180e-79 3.030590e-79
[162,] 1.0000000 4.954093e-78 2.477047e-78
[163,] 1.0000000 4.030788e-77 2.015394e-77
[164,] 1.0000000 7.094254e-77 3.547127e-77
[165,] 1.0000000 5.019673e-76 2.509836e-76
[166,] 1.0000000 3.939032e-75 1.969516e-75
[167,] 1.0000000 3.078405e-74 1.539203e-74
[168,] 1.0000000 2.296802e-73 1.148401e-73
[169,] 1.0000000 1.625574e-72 8.127870e-73
[170,] 1.0000000 8.793413e-72 4.396706e-72
[171,] 1.0000000 6.758126e-71 3.379063e-71
[172,] 1.0000000 5.272843e-70 2.636422e-70
[173,] 1.0000000 3.999021e-69 1.999510e-69
[174,] 1.0000000 2.924447e-68 1.462224e-68
[175,] 1.0000000 2.206876e-67 1.103438e-67
[176,] 1.0000000 1.651325e-66 8.256623e-67
[177,] 1.0000000 1.160670e-65 5.803349e-66
[178,] 1.0000000 8.398700e-65 4.199350e-65
[179,] 1.0000000 6.132892e-64 3.066446e-64
[180,] 1.0000000 4.282324e-63 2.141162e-63
[181,] 1.0000000 2.972245e-62 1.486123e-62
[182,] 1.0000000 2.126545e-61 1.063273e-61
[183,] 1.0000000 1.398431e-60 6.992154e-61
[184,] 1.0000000 9.510064e-60 4.755032e-60
[185,] 1.0000000 6.277052e-59 3.138526e-59
[186,] 1.0000000 3.032380e-58 1.516190e-58
[187,] 1.0000000 1.569720e-57 7.848600e-58
[188,] 1.0000000 7.994092e-57 3.997046e-57
[189,] 1.0000000 5.514283e-56 2.757142e-56
[190,] 1.0000000 3.379690e-55 1.689845e-55
[191,] 1.0000000 2.211904e-54 1.105952e-54
[192,] 1.0000000 1.471195e-53 7.355973e-54
[193,] 1.0000000 9.781674e-53 4.890837e-53
[194,] 1.0000000 6.070513e-52 3.035256e-52
[195,] 1.0000000 3.863817e-51 1.931908e-51
[196,] 1.0000000 2.525439e-50 1.262720e-50
[197,] 1.0000000 1.603482e-49 8.017412e-50
[198,] 1.0000000 9.479555e-49 4.739777e-49
[199,] 1.0000000 5.943985e-48 2.971993e-48
[200,] 1.0000000 3.788218e-47 1.894109e-47
[201,] 1.0000000 2.155922e-46 1.077961e-46
[202,] 1.0000000 1.276832e-45 6.384160e-46
[203,] 1.0000000 7.935236e-45 3.967618e-45
[204,] 1.0000000 4.748552e-44 2.374276e-44
[205,] 1.0000000 1.990488e-43 9.952441e-44
[206,] 1.0000000 1.211709e-42 6.058547e-43
[207,] 1.0000000 7.290941e-42 3.645471e-42
[208,] 1.0000000 3.416723e-41 1.708362e-41
[209,] 1.0000000 1.814980e-40 9.074900e-41
[210,] 1.0000000 1.070531e-39 5.352657e-40
[211,] 1.0000000 5.126967e-39 2.563483e-39
[212,] 1.0000000 2.678707e-38 1.339354e-38
[213,] 1.0000000 1.546825e-37 7.734127e-38
[214,] 1.0000000 8.828641e-37 4.414321e-37
[215,] 1.0000000 4.826639e-36 2.413319e-36
[216,] 1.0000000 2.444137e-35 1.222068e-35
[217,] 1.0000000 1.361278e-34 6.806389e-35
[218,] 1.0000000 7.442054e-34 3.721027e-34
[219,] 1.0000000 4.105163e-33 2.052582e-33
[220,] 1.0000000 2.186024e-32 1.093012e-32
[221,] 1.0000000 1.182183e-31 5.910917e-32
[222,] 1.0000000 6.160340e-31 3.080170e-31
[223,] 1.0000000 2.947310e-30 1.473655e-30
[224,] 1.0000000 1.477844e-29 7.389221e-30
[225,] 1.0000000 7.646139e-29 3.823070e-29
[226,] 1.0000000 3.884367e-28 1.942184e-28
[227,] 1.0000000 1.826732e-27 9.133662e-28
[228,] 1.0000000 8.922592e-27 4.461296e-27
[229,] 1.0000000 3.906047e-26 1.953023e-26
[230,] 1.0000000 1.931553e-25 9.657764e-26
[231,] 1.0000000 9.298858e-25 4.649429e-25
[232,] 1.0000000 3.506240e-24 1.753120e-24
[233,] 1.0000000 1.529717e-23 7.648585e-24
[234,] 1.0000000 7.203457e-23 3.601728e-23
[235,] 1.0000000 3.198315e-22 1.599158e-22
[236,] 1.0000000 1.422276e-21 7.111381e-22
[237,] 1.0000000 4.043869e-21 2.021935e-21
[238,] 1.0000000 1.795658e-20 8.978288e-21
[239,] 1.0000000 7.701677e-20 3.850838e-20
[240,] 1.0000000 3.359497e-19 1.679749e-19
[241,] 1.0000000 1.030659e-18 5.153294e-19
[242,] 1.0000000 4.525810e-18 2.262905e-18
[243,] 1.0000000 1.799000e-17 8.995000e-18
[244,] 1.0000000 7.695223e-17 3.847611e-17
[245,] 1.0000000 2.979597e-16 1.489799e-16
[246,] 1.0000000 3.188465e-16 1.594233e-16
[247,] 1.0000000 1.361361e-15 6.806804e-16
[248,] 1.0000000 5.103616e-15 2.551808e-15
[249,] 1.0000000 2.017414e-14 1.008707e-14
[250,] 1.0000000 8.218098e-14 4.109049e-14
[251,] 1.0000000 3.312210e-13 1.656105e-13
[252,] 1.0000000 1.304920e-12 6.524602e-13
[253,] 1.0000000 5.061933e-12 2.530966e-12
[254,] 1.0000000 1.534268e-11 7.671342e-12
[255,] 1.0000000 2.169538e-11 1.084769e-11
[256,] 1.0000000 7.777424e-11 3.888712e-11
[257,] 1.0000000 2.577437e-10 1.288719e-10
[258,] 1.0000000 9.572401e-10 4.786200e-10
[259,] 1.0000000 3.507985e-09 1.753993e-09
[260,] 1.0000000 1.248978e-08 6.244891e-09
[261,] 1.0000000 4.350062e-08 2.175031e-08
[262,] 0.9999999 1.407813e-07 7.039066e-08
[263,] 0.9999998 4.670411e-07 2.335205e-07
[264,] 0.9999993 1.357703e-06 6.788513e-07
[265,] 0.9999979 4.281869e-06 2.140935e-06
[266,] 0.9999963 7.317429e-06 3.658714e-06
[267,] 0.9999899 2.020033e-05 1.010017e-05
[268,] 0.9999754 4.911658e-05 2.455829e-05
[269,] 0.9999611 7.776742e-05 3.888371e-05
[270,] 0.9998826 2.347674e-04 1.173837e-04
[271,] 0.9996684 6.632966e-04 3.316483e-04
[272,] 0.9990554 1.889127e-03 9.445637e-04
[273,] 0.9974396 5.120798e-03 2.560399e-03
[274,] 0.9972318 5.536464e-03 2.768232e-03
[275,] 0.9922902 1.541966e-02 7.709828e-03
[276,] 0.9803935 3.921298e-02 1.960649e-02
[277,] 0.9805262 3.894763e-02 1.947382e-02
[278,] 0.9521161 9.576775e-02 4.788387e-02
[279,] 0.8971829 2.056342e-01 1.028171e-01
> postscript(file="/var/www/wessaorg/rcomp/tmp/11ohn1291298442.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/wessaorg/rcomp/tmp/21ohn1291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/wessaorg/rcomp/tmp/3uxg81291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/wessaorg/rcomp/tmp/4uxg81291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/wessaorg/rcomp/tmp/5uxg81291298442.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 = 296
Frequency = 1
1 2 3 4 5 6
1614913.119 2808807.297 1500678.326 -3150767.398 -326069.133 285315.618
7 8 9 10 11 12
-145470.704 650702.246 -248810.665 802930.314 -202475.882 426159.351
13 14 15 16 17 18
529268.224 -1651684.236 -223262.074 429666.773 -468007.294 -349301.671
19 20 21 22 23 24
-106881.856 -687470.410 282949.992 -12213.051 -231935.682 -849764.673
25 26 27 28 29 30
-235466.433 -3732.808 -431259.508 -388589.180 466883.614 -133817.295
31 32 33 34 35 36
273660.887 -40641.540 248206.725 115416.327 -324584.054 -593735.324
37 38 39 40 41 42
79607.824 108002.262 -120818.103 -298757.000 -496302.318 -242092.232
43 44 45 46 47 48
-10593.797 -217930.324 31048.460 -92731.568 -155984.734 -327648.150
49 50 51 52 53 54
-99081.498 -119915.584 15878.410 -217958.641 -380760.078 -53344.453
55 56 57 58 59 60
-442360.013 74099.765 195303.601 14632.107 -48647.020 -155562.271
61 62 63 64 65 66
25496.128 -17809.512 16097.397 -155331.287 55804.809 -552014.577
67 68 69 70 71 72
-45178.434 -19172.292 -118263.935 -107993.291 57405.279 125023.208
73 74 75 76 77 78
-97172.852 32385.443 -90921.651 -10193.669 -63535.663 16156.678
79 80 81 82 83 84
51575.307 16147.697 85121.248 -32383.984 -103191.685 143805.979
85 86 87 88 89 90
21669.750 -38611.841 -51812.988 -4791.231 -87613.974 -2914.789
91 92 93 94 95 96
-2894.779 -2233.982 88882.479 -189380.421 153444.529 94998.630
97 98 99 100 101 102
-9602.439 99141.849 -80756.033 40759.151 9585.577 -46296.255
103 104 105 106 107 108
-112569.143 -5572.250 94435.557 -7602.506 -143827.367 104994.585
109 110 111 112 113 114
-156413.106 -18634.247 149674.371 -103488.980 -222503.202 -23524.147
115 116 117 118 119 120
107017.307 102903.409 69435.849 86599.813 -72093.912 110476.121
121 122 123 124 125 126
-255062.734 90418.600 -120767.546 53229.721 23335.416 -97643.059
127 128 129 130 131 132
78735.503 101252.169 92513.112 147675.468 -14046.826 103200.338
133 134 135 136 137 138
104513.181 111675.383 107582.429 13137.706 102561.823 112958.003
139 140 141 142 143 144
74681.085 -248503.935 96731.551 44844.253 90512.059 16487.755
145 146 147 148 149 150
-53815.825 90520.234 125704.205 88147.129 194692.425 45771.848
151 152 153 154 155 156
89718.660 92052.442 -247711.121 114118.857 66576.253 144291.252
157 158 159 160 161 162
32737.660 60682.086 99858.778 112072.702 58691.193 38713.822
163 164 165 166 167 168
43846.268 73769.403 -51942.583 -122953.546 22429.793 138479.715
169 170 171 172 173 174
21119.669 -58727.043 33546.493 150311.157 127539.719 93744.863
175 176 177 178 179 180
73512.642 93830.735 123945.043 102705.273 40211.763 -49877.299
181 182 183 184 185 186
-48297.559 97398.619 31196.107 78754.987 -249796.024 78379.789
187 188 189 190 191 192
12095.921 94719.363 -23878.988 82871.401 106223.324 -57425.145
193 194 195 196 197 198
38208.808 -13583.333 114370.351 127044.261 71061.108 115259.245
199 200 201 202 203 204
86157.355 15505.382 84343.095 118510.447 97829.298 68800.307
205 206 207 208 209 210
95657.179 112783.304 70426.377 44877.672 131193.105 116896.050
211 212 213 214 215 216
65787.591 108107.046 144827.086 46641.208 -36686.885 140182.254
217 218 219 220 221 222
85107.085 79356.585 122975.969 40765.038 72286.685 38122.813
223 224 225 226 227 228
112049.348 -242796.585 81227.547 73194.550 -46130.317 67240.216
229 230 231 232 233 234
-56214.895 87990.387 -249307.033 106838.158 87251.078 80441.648
235 236 237 238 239 240
119755.933 100293.117 104545.002 -52429.296 69847.364 34715.584
241 242 243 244 245 246
14275.510 100086.243 122693.511 51451.997 -249622.192 123219.750
247 248 249 250 251 252
94208.813 87976.751 148433.645 104281.903 -46261.658 85356.129
253 254 255 256 257 258
85650.555 16289.938 99234.117 91228.060 81942.777 60483.689
259 260 261 262 263 264
92539.127 -60938.596 89174.010 -25298.306 -285452.134 75553.674
265 266 267 268 269 270
34780.764 27349.670 84292.220 82024.184 28876.948 59372.827
271 272 273 274 275 276
58283.921 91239.357 84380.992 87234.757 -25514.487 -7341.704
277 278 279 280 281 282
-32453.249 83902.829 -30299.319 -3981.245 -39644.426 191323.925
283 284 285 286 287 288
52728.875 49326.231 -6503.491 -55964.357 -130622.869 -275809.500
289 290 291 292 293 294
-317764.112 1983.994 -163855.046 -196882.348 -1246113.006 -238742.487
295 296
-205855.626 -748604.059
> postscript(file="/var/www/wessaorg/rcomp/tmp/6n7xb1291298442.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 = 296
Frequency = 1
lag(myerror, k = 1) myerror
0 1614913.119 NA
1 2808807.297 1614913.119
2 1500678.326 2808807.297
3 -3150767.398 1500678.326
4 -326069.133 -3150767.398
5 285315.618 -326069.133
6 -145470.704 285315.618
7 650702.246 -145470.704
8 -248810.665 650702.246
9 802930.314 -248810.665
10 -202475.882 802930.314
11 426159.351 -202475.882
12 529268.224 426159.351
13 -1651684.236 529268.224
14 -223262.074 -1651684.236
15 429666.773 -223262.074
16 -468007.294 429666.773
17 -349301.671 -468007.294
18 -106881.856 -349301.671
19 -687470.410 -106881.856
20 282949.992 -687470.410
21 -12213.051 282949.992
22 -231935.682 -12213.051
23 -849764.673 -231935.682
24 -235466.433 -849764.673
25 -3732.808 -235466.433
26 -431259.508 -3732.808
27 -388589.180 -431259.508
28 466883.614 -388589.180
29 -133817.295 466883.614
30 273660.887 -133817.295
31 -40641.540 273660.887
32 248206.725 -40641.540
33 115416.327 248206.725
34 -324584.054 115416.327
35 -593735.324 -324584.054
36 79607.824 -593735.324
37 108002.262 79607.824
38 -120818.103 108002.262
39 -298757.000 -120818.103
40 -496302.318 -298757.000
41 -242092.232 -496302.318
42 -10593.797 -242092.232
43 -217930.324 -10593.797
44 31048.460 -217930.324
45 -92731.568 31048.460
46 -155984.734 -92731.568
47 -327648.150 -155984.734
48 -99081.498 -327648.150
49 -119915.584 -99081.498
50 15878.410 -119915.584
51 -217958.641 15878.410
52 -380760.078 -217958.641
53 -53344.453 -380760.078
54 -442360.013 -53344.453
55 74099.765 -442360.013
56 195303.601 74099.765
57 14632.107 195303.601
58 -48647.020 14632.107
59 -155562.271 -48647.020
60 25496.128 -155562.271
61 -17809.512 25496.128
62 16097.397 -17809.512
63 -155331.287 16097.397
64 55804.809 -155331.287
65 -552014.577 55804.809
66 -45178.434 -552014.577
67 -19172.292 -45178.434
68 -118263.935 -19172.292
69 -107993.291 -118263.935
70 57405.279 -107993.291
71 125023.208 57405.279
72 -97172.852 125023.208
73 32385.443 -97172.852
74 -90921.651 32385.443
75 -10193.669 -90921.651
76 -63535.663 -10193.669
77 16156.678 -63535.663
78 51575.307 16156.678
79 16147.697 51575.307
80 85121.248 16147.697
81 -32383.984 85121.248
82 -103191.685 -32383.984
83 143805.979 -103191.685
84 21669.750 143805.979
85 -38611.841 21669.750
86 -51812.988 -38611.841
87 -4791.231 -51812.988
88 -87613.974 -4791.231
89 -2914.789 -87613.974
90 -2894.779 -2914.789
91 -2233.982 -2894.779
92 88882.479 -2233.982
93 -189380.421 88882.479
94 153444.529 -189380.421
95 94998.630 153444.529
96 -9602.439 94998.630
97 99141.849 -9602.439
98 -80756.033 99141.849
99 40759.151 -80756.033
100 9585.577 40759.151
101 -46296.255 9585.577
102 -112569.143 -46296.255
103 -5572.250 -112569.143
104 94435.557 -5572.250
105 -7602.506 94435.557
106 -143827.367 -7602.506
107 104994.585 -143827.367
108 -156413.106 104994.585
109 -18634.247 -156413.106
110 149674.371 -18634.247
111 -103488.980 149674.371
112 -222503.202 -103488.980
113 -23524.147 -222503.202
114 107017.307 -23524.147
115 102903.409 107017.307
116 69435.849 102903.409
117 86599.813 69435.849
118 -72093.912 86599.813
119 110476.121 -72093.912
120 -255062.734 110476.121
121 90418.600 -255062.734
122 -120767.546 90418.600
123 53229.721 -120767.546
124 23335.416 53229.721
125 -97643.059 23335.416
126 78735.503 -97643.059
127 101252.169 78735.503
128 92513.112 101252.169
129 147675.468 92513.112
130 -14046.826 147675.468
131 103200.338 -14046.826
132 104513.181 103200.338
133 111675.383 104513.181
134 107582.429 111675.383
135 13137.706 107582.429
136 102561.823 13137.706
137 112958.003 102561.823
138 74681.085 112958.003
139 -248503.935 74681.085
140 96731.551 -248503.935
141 44844.253 96731.551
142 90512.059 44844.253
143 16487.755 90512.059
144 -53815.825 16487.755
145 90520.234 -53815.825
146 125704.205 90520.234
147 88147.129 125704.205
148 194692.425 88147.129
149 45771.848 194692.425
150 89718.660 45771.848
151 92052.442 89718.660
152 -247711.121 92052.442
153 114118.857 -247711.121
154 66576.253 114118.857
155 144291.252 66576.253
156 32737.660 144291.252
157 60682.086 32737.660
158 99858.778 60682.086
159 112072.702 99858.778
160 58691.193 112072.702
161 38713.822 58691.193
162 43846.268 38713.822
163 73769.403 43846.268
164 -51942.583 73769.403
165 -122953.546 -51942.583
166 22429.793 -122953.546
167 138479.715 22429.793
168 21119.669 138479.715
169 -58727.043 21119.669
170 33546.493 -58727.043
171 150311.157 33546.493
172 127539.719 150311.157
173 93744.863 127539.719
174 73512.642 93744.863
175 93830.735 73512.642
176 123945.043 93830.735
177 102705.273 123945.043
178 40211.763 102705.273
179 -49877.299 40211.763
180 -48297.559 -49877.299
181 97398.619 -48297.559
182 31196.107 97398.619
183 78754.987 31196.107
184 -249796.024 78754.987
185 78379.789 -249796.024
186 12095.921 78379.789
187 94719.363 12095.921
188 -23878.988 94719.363
189 82871.401 -23878.988
190 106223.324 82871.401
191 -57425.145 106223.324
192 38208.808 -57425.145
193 -13583.333 38208.808
194 114370.351 -13583.333
195 127044.261 114370.351
196 71061.108 127044.261
197 115259.245 71061.108
198 86157.355 115259.245
199 15505.382 86157.355
200 84343.095 15505.382
201 118510.447 84343.095
202 97829.298 118510.447
203 68800.307 97829.298
204 95657.179 68800.307
205 112783.304 95657.179
206 70426.377 112783.304
207 44877.672 70426.377
208 131193.105 44877.672
209 116896.050 131193.105
210 65787.591 116896.050
211 108107.046 65787.591
212 144827.086 108107.046
213 46641.208 144827.086
214 -36686.885 46641.208
215 140182.254 -36686.885
216 85107.085 140182.254
217 79356.585 85107.085
218 122975.969 79356.585
219 40765.038 122975.969
220 72286.685 40765.038
221 38122.813 72286.685
222 112049.348 38122.813
223 -242796.585 112049.348
224 81227.547 -242796.585
225 73194.550 81227.547
226 -46130.317 73194.550
227 67240.216 -46130.317
228 -56214.895 67240.216
229 87990.387 -56214.895
230 -249307.033 87990.387
231 106838.158 -249307.033
232 87251.078 106838.158
233 80441.648 87251.078
234 119755.933 80441.648
235 100293.117 119755.933
236 104545.002 100293.117
237 -52429.296 104545.002
238 69847.364 -52429.296
239 34715.584 69847.364
240 14275.510 34715.584
241 100086.243 14275.510
242 122693.511 100086.243
243 51451.997 122693.511
244 -249622.192 51451.997
245 123219.750 -249622.192
246 94208.813 123219.750
247 87976.751 94208.813
248 148433.645 87976.751
249 104281.903 148433.645
250 -46261.658 104281.903
251 85356.129 -46261.658
252 85650.555 85356.129
253 16289.938 85650.555
254 99234.117 16289.938
255 91228.060 99234.117
256 81942.777 91228.060
257 60483.689 81942.777
258 92539.127 60483.689
259 -60938.596 92539.127
260 89174.010 -60938.596
261 -25298.306 89174.010
262 -285452.134 -25298.306
263 75553.674 -285452.134
264 34780.764 75553.674
265 27349.670 34780.764
266 84292.220 27349.670
267 82024.184 84292.220
268 28876.948 82024.184
269 59372.827 28876.948
270 58283.921 59372.827
271 91239.357 58283.921
272 84380.992 91239.357
273 87234.757 84380.992
274 -25514.487 87234.757
275 -7341.704 -25514.487
276 -32453.249 -7341.704
277 83902.829 -32453.249
278 -30299.319 83902.829
279 -3981.245 -30299.319
280 -39644.426 -3981.245
281 191323.925 -39644.426
282 52728.875 191323.925
283 49326.231 52728.875
284 -6503.491 49326.231
285 -55964.357 -6503.491
286 -130622.869 -55964.357
287 -275809.500 -130622.869
288 -317764.112 -275809.500
289 1983.994 -317764.112
290 -163855.046 1983.994
291 -196882.348 -163855.046
292 -1246113.006 -196882.348
293 -238742.487 -1246113.006
294 -205855.626 -238742.487
295 -748604.059 -205855.626
296 NA -748604.059
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 2808807.297 1614913.119
[2,] 1500678.326 2808807.297
[3,] -3150767.398 1500678.326
[4,] -326069.133 -3150767.398
[5,] 285315.618 -326069.133
[6,] -145470.704 285315.618
[7,] 650702.246 -145470.704
[8,] -248810.665 650702.246
[9,] 802930.314 -248810.665
[10,] -202475.882 802930.314
[11,] 426159.351 -202475.882
[12,] 529268.224 426159.351
[13,] -1651684.236 529268.224
[14,] -223262.074 -1651684.236
[15,] 429666.773 -223262.074
[16,] -468007.294 429666.773
[17,] -349301.671 -468007.294
[18,] -106881.856 -349301.671
[19,] -687470.410 -106881.856
[20,] 282949.992 -687470.410
[21,] -12213.051 282949.992
[22,] -231935.682 -12213.051
[23,] -849764.673 -231935.682
[24,] -235466.433 -849764.673
[25,] -3732.808 -235466.433
[26,] -431259.508 -3732.808
[27,] -388589.180 -431259.508
[28,] 466883.614 -388589.180
[29,] -133817.295 466883.614
[30,] 273660.887 -133817.295
[31,] -40641.540 273660.887
[32,] 248206.725 -40641.540
[33,] 115416.327 248206.725
[34,] -324584.054 115416.327
[35,] -593735.324 -324584.054
[36,] 79607.824 -593735.324
[37,] 108002.262 79607.824
[38,] -120818.103 108002.262
[39,] -298757.000 -120818.103
[40,] -496302.318 -298757.000
[41,] -242092.232 -496302.318
[42,] -10593.797 -242092.232
[43,] -217930.324 -10593.797
[44,] 31048.460 -217930.324
[45,] -92731.568 31048.460
[46,] -155984.734 -92731.568
[47,] -327648.150 -155984.734
[48,] -99081.498 -327648.150
[49,] -119915.584 -99081.498
[50,] 15878.410 -119915.584
[51,] -217958.641 15878.410
[52,] -380760.078 -217958.641
[53,] -53344.453 -380760.078
[54,] -442360.013 -53344.453
[55,] 74099.765 -442360.013
[56,] 195303.601 74099.765
[57,] 14632.107 195303.601
[58,] -48647.020 14632.107
[59,] -155562.271 -48647.020
[60,] 25496.128 -155562.271
[61,] -17809.512 25496.128
[62,] 16097.397 -17809.512
[63,] -155331.287 16097.397
[64,] 55804.809 -155331.287
[65,] -552014.577 55804.809
[66,] -45178.434 -552014.577
[67,] -19172.292 -45178.434
[68,] -118263.935 -19172.292
[69,] -107993.291 -118263.935
[70,] 57405.279 -107993.291
[71,] 125023.208 57405.279
[72,] -97172.852 125023.208
[73,] 32385.443 -97172.852
[74,] -90921.651 32385.443
[75,] -10193.669 -90921.651
[76,] -63535.663 -10193.669
[77,] 16156.678 -63535.663
[78,] 51575.307 16156.678
[79,] 16147.697 51575.307
[80,] 85121.248 16147.697
[81,] -32383.984 85121.248
[82,] -103191.685 -32383.984
[83,] 143805.979 -103191.685
[84,] 21669.750 143805.979
[85,] -38611.841 21669.750
[86,] -51812.988 -38611.841
[87,] -4791.231 -51812.988
[88,] -87613.974 -4791.231
[89,] -2914.789 -87613.974
[90,] -2894.779 -2914.789
[91,] -2233.982 -2894.779
[92,] 88882.479 -2233.982
[93,] -189380.421 88882.479
[94,] 153444.529 -189380.421
[95,] 94998.630 153444.529
[96,] -9602.439 94998.630
[97,] 99141.849 -9602.439
[98,] -80756.033 99141.849
[99,] 40759.151 -80756.033
[100,] 9585.577 40759.151
[101,] -46296.255 9585.577
[102,] -112569.143 -46296.255
[103,] -5572.250 -112569.143
[104,] 94435.557 -5572.250
[105,] -7602.506 94435.557
[106,] -143827.367 -7602.506
[107,] 104994.585 -143827.367
[108,] -156413.106 104994.585
[109,] -18634.247 -156413.106
[110,] 149674.371 -18634.247
[111,] -103488.980 149674.371
[112,] -222503.202 -103488.980
[113,] -23524.147 -222503.202
[114,] 107017.307 -23524.147
[115,] 102903.409 107017.307
[116,] 69435.849 102903.409
[117,] 86599.813 69435.849
[118,] -72093.912 86599.813
[119,] 110476.121 -72093.912
[120,] -255062.734 110476.121
[121,] 90418.600 -255062.734
[122,] -120767.546 90418.600
[123,] 53229.721 -120767.546
[124,] 23335.416 53229.721
[125,] -97643.059 23335.416
[126,] 78735.503 -97643.059
[127,] 101252.169 78735.503
[128,] 92513.112 101252.169
[129,] 147675.468 92513.112
[130,] -14046.826 147675.468
[131,] 103200.338 -14046.826
[132,] 104513.181 103200.338
[133,] 111675.383 104513.181
[134,] 107582.429 111675.383
[135,] 13137.706 107582.429
[136,] 102561.823 13137.706
[137,] 112958.003 102561.823
[138,] 74681.085 112958.003
[139,] -248503.935 74681.085
[140,] 96731.551 -248503.935
[141,] 44844.253 96731.551
[142,] 90512.059 44844.253
[143,] 16487.755 90512.059
[144,] -53815.825 16487.755
[145,] 90520.234 -53815.825
[146,] 125704.205 90520.234
[147,] 88147.129 125704.205
[148,] 194692.425 88147.129
[149,] 45771.848 194692.425
[150,] 89718.660 45771.848
[151,] 92052.442 89718.660
[152,] -247711.121 92052.442
[153,] 114118.857 -247711.121
[154,] 66576.253 114118.857
[155,] 144291.252 66576.253
[156,] 32737.660 144291.252
[157,] 60682.086 32737.660
[158,] 99858.778 60682.086
[159,] 112072.702 99858.778
[160,] 58691.193 112072.702
[161,] 38713.822 58691.193
[162,] 43846.268 38713.822
[163,] 73769.403 43846.268
[164,] -51942.583 73769.403
[165,] -122953.546 -51942.583
[166,] 22429.793 -122953.546
[167,] 138479.715 22429.793
[168,] 21119.669 138479.715
[169,] -58727.043 21119.669
[170,] 33546.493 -58727.043
[171,] 150311.157 33546.493
[172,] 127539.719 150311.157
[173,] 93744.863 127539.719
[174,] 73512.642 93744.863
[175,] 93830.735 73512.642
[176,] 123945.043 93830.735
[177,] 102705.273 123945.043
[178,] 40211.763 102705.273
[179,] -49877.299 40211.763
[180,] -48297.559 -49877.299
[181,] 97398.619 -48297.559
[182,] 31196.107 97398.619
[183,] 78754.987 31196.107
[184,] -249796.024 78754.987
[185,] 78379.789 -249796.024
[186,] 12095.921 78379.789
[187,] 94719.363 12095.921
[188,] -23878.988 94719.363
[189,] 82871.401 -23878.988
[190,] 106223.324 82871.401
[191,] -57425.145 106223.324
[192,] 38208.808 -57425.145
[193,] -13583.333 38208.808
[194,] 114370.351 -13583.333
[195,] 127044.261 114370.351
[196,] 71061.108 127044.261
[197,] 115259.245 71061.108
[198,] 86157.355 115259.245
[199,] 15505.382 86157.355
[200,] 84343.095 15505.382
[201,] 118510.447 84343.095
[202,] 97829.298 118510.447
[203,] 68800.307 97829.298
[204,] 95657.179 68800.307
[205,] 112783.304 95657.179
[206,] 70426.377 112783.304
[207,] 44877.672 70426.377
[208,] 131193.105 44877.672
[209,] 116896.050 131193.105
[210,] 65787.591 116896.050
[211,] 108107.046 65787.591
[212,] 144827.086 108107.046
[213,] 46641.208 144827.086
[214,] -36686.885 46641.208
[215,] 140182.254 -36686.885
[216,] 85107.085 140182.254
[217,] 79356.585 85107.085
[218,] 122975.969 79356.585
[219,] 40765.038 122975.969
[220,] 72286.685 40765.038
[221,] 38122.813 72286.685
[222,] 112049.348 38122.813
[223,] -242796.585 112049.348
[224,] 81227.547 -242796.585
[225,] 73194.550 81227.547
[226,] -46130.317 73194.550
[227,] 67240.216 -46130.317
[228,] -56214.895 67240.216
[229,] 87990.387 -56214.895
[230,] -249307.033 87990.387
[231,] 106838.158 -249307.033
[232,] 87251.078 106838.158
[233,] 80441.648 87251.078
[234,] 119755.933 80441.648
[235,] 100293.117 119755.933
[236,] 104545.002 100293.117
[237,] -52429.296 104545.002
[238,] 69847.364 -52429.296
[239,] 34715.584 69847.364
[240,] 14275.510 34715.584
[241,] 100086.243 14275.510
[242,] 122693.511 100086.243
[243,] 51451.997 122693.511
[244,] -249622.192 51451.997
[245,] 123219.750 -249622.192
[246,] 94208.813 123219.750
[247,] 87976.751 94208.813
[248,] 148433.645 87976.751
[249,] 104281.903 148433.645
[250,] -46261.658 104281.903
[251,] 85356.129 -46261.658
[252,] 85650.555 85356.129
[253,] 16289.938 85650.555
[254,] 99234.117 16289.938
[255,] 91228.060 99234.117
[256,] 81942.777 91228.060
[257,] 60483.689 81942.777
[258,] 92539.127 60483.689
[259,] -60938.596 92539.127
[260,] 89174.010 -60938.596
[261,] -25298.306 89174.010
[262,] -285452.134 -25298.306
[263,] 75553.674 -285452.134
[264,] 34780.764 75553.674
[265,] 27349.670 34780.764
[266,] 84292.220 27349.670
[267,] 82024.184 84292.220
[268,] 28876.948 82024.184
[269,] 59372.827 28876.948
[270,] 58283.921 59372.827
[271,] 91239.357 58283.921
[272,] 84380.992 91239.357
[273,] 87234.757 84380.992
[274,] -25514.487 87234.757
[275,] -7341.704 -25514.487
[276,] -32453.249 -7341.704
[277,] 83902.829 -32453.249
[278,] -30299.319 83902.829
[279,] -3981.245 -30299.319
[280,] -39644.426 -3981.245
[281,] 191323.925 -39644.426
[282,] 52728.875 191323.925
[283,] 49326.231 52728.875
[284,] -6503.491 49326.231
[285,] -55964.357 -6503.491
[286,] -130622.869 -55964.357
[287,] -275809.500 -130622.869
[288,] -317764.112 -275809.500
[289,] 1983.994 -317764.112
[290,] -163855.046 1983.994
[291,] -196882.348 -163855.046
[292,] -1246113.006 -196882.348
[293,] -238742.487 -1246113.006
[294,] -205855.626 -238742.487
[295,] -748604.059 -205855.626
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 2808807.297 1614913.119
2 1500678.326 2808807.297
3 -3150767.398 1500678.326
4 -326069.133 -3150767.398
5 285315.618 -326069.133
6 -145470.704 285315.618
7 650702.246 -145470.704
8 -248810.665 650702.246
9 802930.314 -248810.665
10 -202475.882 802930.314
11 426159.351 -202475.882
12 529268.224 426159.351
13 -1651684.236 529268.224
14 -223262.074 -1651684.236
15 429666.773 -223262.074
16 -468007.294 429666.773
17 -349301.671 -468007.294
18 -106881.856 -349301.671
19 -687470.410 -106881.856
20 282949.992 -687470.410
21 -12213.051 282949.992
22 -231935.682 -12213.051
23 -849764.673 -231935.682
24 -235466.433 -849764.673
25 -3732.808 -235466.433
26 -431259.508 -3732.808
27 -388589.180 -431259.508
28 466883.614 -388589.180
29 -133817.295 466883.614
30 273660.887 -133817.295
31 -40641.540 273660.887
32 248206.725 -40641.540
33 115416.327 248206.725
34 -324584.054 115416.327
35 -593735.324 -324584.054
36 79607.824 -593735.324
37 108002.262 79607.824
38 -120818.103 108002.262
39 -298757.000 -120818.103
40 -496302.318 -298757.000
41 -242092.232 -496302.318
42 -10593.797 -242092.232
43 -217930.324 -10593.797
44 31048.460 -217930.324
45 -92731.568 31048.460
46 -155984.734 -92731.568
47 -327648.150 -155984.734
48 -99081.498 -327648.150
49 -119915.584 -99081.498
50 15878.410 -119915.584
51 -217958.641 15878.410
52 -380760.078 -217958.641
53 -53344.453 -380760.078
54 -442360.013 -53344.453
55 74099.765 -442360.013
56 195303.601 74099.765
57 14632.107 195303.601
58 -48647.020 14632.107
59 -155562.271 -48647.020
60 25496.128 -155562.271
61 -17809.512 25496.128
62 16097.397 -17809.512
63 -155331.287 16097.397
64 55804.809 -155331.287
65 -552014.577 55804.809
66 -45178.434 -552014.577
67 -19172.292 -45178.434
68 -118263.935 -19172.292
69 -107993.291 -118263.935
70 57405.279 -107993.291
71 125023.208 57405.279
72 -97172.852 125023.208
73 32385.443 -97172.852
74 -90921.651 32385.443
75 -10193.669 -90921.651
76 -63535.663 -10193.669
77 16156.678 -63535.663
78 51575.307 16156.678
79 16147.697 51575.307
80 85121.248 16147.697
81 -32383.984 85121.248
82 -103191.685 -32383.984
83 143805.979 -103191.685
84 21669.750 143805.979
85 -38611.841 21669.750
86 -51812.988 -38611.841
87 -4791.231 -51812.988
88 -87613.974 -4791.231
89 -2914.789 -87613.974
90 -2894.779 -2914.789
91 -2233.982 -2894.779
92 88882.479 -2233.982
93 -189380.421 88882.479
94 153444.529 -189380.421
95 94998.630 153444.529
96 -9602.439 94998.630
97 99141.849 -9602.439
98 -80756.033 99141.849
99 40759.151 -80756.033
100 9585.577 40759.151
101 -46296.255 9585.577
102 -112569.143 -46296.255
103 -5572.250 -112569.143
104 94435.557 -5572.250
105 -7602.506 94435.557
106 -143827.367 -7602.506
107 104994.585 -143827.367
108 -156413.106 104994.585
109 -18634.247 -156413.106
110 149674.371 -18634.247
111 -103488.980 149674.371
112 -222503.202 -103488.980
113 -23524.147 -222503.202
114 107017.307 -23524.147
115 102903.409 107017.307
116 69435.849 102903.409
117 86599.813 69435.849
118 -72093.912 86599.813
119 110476.121 -72093.912
120 -255062.734 110476.121
121 90418.600 -255062.734
122 -120767.546 90418.600
123 53229.721 -120767.546
124 23335.416 53229.721
125 -97643.059 23335.416
126 78735.503 -97643.059
127 101252.169 78735.503
128 92513.112 101252.169
129 147675.468 92513.112
130 -14046.826 147675.468
131 103200.338 -14046.826
132 104513.181 103200.338
133 111675.383 104513.181
134 107582.429 111675.383
135 13137.706 107582.429
136 102561.823 13137.706
137 112958.003 102561.823
138 74681.085 112958.003
139 -248503.935 74681.085
140 96731.551 -248503.935
141 44844.253 96731.551
142 90512.059 44844.253
143 16487.755 90512.059
144 -53815.825 16487.755
145 90520.234 -53815.825
146 125704.205 90520.234
147 88147.129 125704.205
148 194692.425 88147.129
149 45771.848 194692.425
150 89718.660 45771.848
151 92052.442 89718.660
152 -247711.121 92052.442
153 114118.857 -247711.121
154 66576.253 114118.857
155 144291.252 66576.253
156 32737.660 144291.252
157 60682.086 32737.660
158 99858.778 60682.086
159 112072.702 99858.778
160 58691.193 112072.702
161 38713.822 58691.193
162 43846.268 38713.822
163 73769.403 43846.268
164 -51942.583 73769.403
165 -122953.546 -51942.583
166 22429.793 -122953.546
167 138479.715 22429.793
168 21119.669 138479.715
169 -58727.043 21119.669
170 33546.493 -58727.043
171 150311.157 33546.493
172 127539.719 150311.157
173 93744.863 127539.719
174 73512.642 93744.863
175 93830.735 73512.642
176 123945.043 93830.735
177 102705.273 123945.043
178 40211.763 102705.273
179 -49877.299 40211.763
180 -48297.559 -49877.299
181 97398.619 -48297.559
182 31196.107 97398.619
183 78754.987 31196.107
184 -249796.024 78754.987
185 78379.789 -249796.024
186 12095.921 78379.789
187 94719.363 12095.921
188 -23878.988 94719.363
189 82871.401 -23878.988
190 106223.324 82871.401
191 -57425.145 106223.324
192 38208.808 -57425.145
193 -13583.333 38208.808
194 114370.351 -13583.333
195 127044.261 114370.351
196 71061.108 127044.261
197 115259.245 71061.108
198 86157.355 115259.245
199 15505.382 86157.355
200 84343.095 15505.382
201 118510.447 84343.095
202 97829.298 118510.447
203 68800.307 97829.298
204 95657.179 68800.307
205 112783.304 95657.179
206 70426.377 112783.304
207 44877.672 70426.377
208 131193.105 44877.672
209 116896.050 131193.105
210 65787.591 116896.050
211 108107.046 65787.591
212 144827.086 108107.046
213 46641.208 144827.086
214 -36686.885 46641.208
215 140182.254 -36686.885
216 85107.085 140182.254
217 79356.585 85107.085
218 122975.969 79356.585
219 40765.038 122975.969
220 72286.685 40765.038
221 38122.813 72286.685
222 112049.348 38122.813
223 -242796.585 112049.348
224 81227.547 -242796.585
225 73194.550 81227.547
226 -46130.317 73194.550
227 67240.216 -46130.317
228 -56214.895 67240.216
229 87990.387 -56214.895
230 -249307.033 87990.387
231 106838.158 -249307.033
232 87251.078 106838.158
233 80441.648 87251.078
234 119755.933 80441.648
235 100293.117 119755.933
236 104545.002 100293.117
237 -52429.296 104545.002
238 69847.364 -52429.296
239 34715.584 69847.364
240 14275.510 34715.584
241 100086.243 14275.510
242 122693.511 100086.243
243 51451.997 122693.511
244 -249622.192 51451.997
245 123219.750 -249622.192
246 94208.813 123219.750
247 87976.751 94208.813
248 148433.645 87976.751
249 104281.903 148433.645
250 -46261.658 104281.903
251 85356.129 -46261.658
252 85650.555 85356.129
253 16289.938 85650.555
254 99234.117 16289.938
255 91228.060 99234.117
256 81942.777 91228.060
257 60483.689 81942.777
258 92539.127 60483.689
259 -60938.596 92539.127
260 89174.010 -60938.596
261 -25298.306 89174.010
262 -285452.134 -25298.306
263 75553.674 -285452.134
264 34780.764 75553.674
265 27349.670 34780.764
266 84292.220 27349.670
267 82024.184 84292.220
268 28876.948 82024.184
269 59372.827 28876.948
270 58283.921 59372.827
271 91239.357 58283.921
272 84380.992 91239.357
273 87234.757 84380.992
274 -25514.487 87234.757
275 -7341.704 -25514.487
276 -32453.249 -7341.704
277 83902.829 -32453.249
278 -30299.319 83902.829
279 -3981.245 -30299.319
280 -39644.426 -3981.245
281 191323.925 -39644.426
282 52728.875 191323.925
283 49326.231 52728.875
284 -6503.491 49326.231
285 -55964.357 -6503.491
286 -130622.869 -55964.357
287 -275809.500 -130622.869
288 -317764.112 -275809.500
289 1983.994 -317764.112
290 -163855.046 1983.994
291 -196882.348 -163855.046
292 -1246113.006 -196882.348
293 -238742.487 -1246113.006
294 -205855.626 -238742.487
295 -748604.059 -205855.626
> 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/wessaorg/rcomp/tmp/7fyxe1291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/wessaorg/rcomp/tmp/8fyxe1291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/wessaorg/rcomp/tmp/9fyxe1291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/wessaorg/rcomp/tmp/10qpwz1291298442.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/wessaorg/rcomp/tmp/11c8un1291298442.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/wessaorg/rcomp/tmp/12xqbt1291298442.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/wessaorg/rcomp/tmp/13t08j1291298442.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/wessaorg/rcomp/tmp/14w1p71291298442.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/wessaorg/rcomp/tmp/15i15d1291298442.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/wessaorg/rcomp/tmp/1632m11291298442.tab")
+ }
>
> try(system("convert tmp/11ohn1291298442.ps tmp/11ohn1291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/21ohn1291298442.ps tmp/21ohn1291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/3uxg81291298442.ps tmp/3uxg81291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/4uxg81291298442.ps tmp/4uxg81291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/5uxg81291298442.ps tmp/5uxg81291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/6n7xb1291298442.ps tmp/6n7xb1291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/7fyxe1291298442.ps tmp/7fyxe1291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/8fyxe1291298442.ps tmp/8fyxe1291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/9fyxe1291298442.ps tmp/9fyxe1291298442.png",intern=TRUE))
character(0)
> try(system("convert tmp/10qpwz1291298442.ps tmp/10qpwz1291298442.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.73 0.60 10.55