R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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,3 + ,73490 + ,0 + ,3256 + ,66 + ,35250 + ,1 + ,1135 + ,17 + ,62285 + ,0 + ,1270 + ,26 + ,69206 + ,0 + ,661 + ,3 + ,65920 + ,0 + ,1013 + ,2 + ,69770 + ,0 + ,2844 + ,67 + ,72683 + ,1 + ,11528 + ,70 + ,-14545 + ,0 + ,6526 + ,26 + ,55830 + ,0 + ,2264 + ,24 + ,55174 + ,1 + ,4461 + ,94 + ,67038 + ,0 + ,3999 + ,30 + ,51252 + ,0 + ,35624 + ,223 + ,157278 + ,0 + ,9252 + ,48 + ,79510 + ,0 + ,15236 + ,90 + ,77440 + ,0 + ,18073 + ,180 + ,27284) + ,dim=c(4 + ,431) + ,dimnames=list(c('Group' + ,'Costs' + ,'Trades' + ,'Dividends') + ,1:431)) > y <- array(NA,dim=c(4,431),dimnames=list(c('Group','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 = '4' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Dividends Group Costs Trades 1 213118 1 162556 1081 2 81767 1 29790 309 3 153198 1 87550 458 4 -26007 0 84738 588 5 126942 1 54660 299 6 157214 1 42634 156 7 129352 0 40949 481 8 234817 1 42312 323 9 60448 1 37704 452 10 47818 1 16275 109 11 245546 0 25830 115 12 48020 0 12679 110 13 -1710 1 18014 239 14 32648 0 43556 247 15 95350 1 24524 497 16 151352 0 6532 103 17 288170 0 7123 109 18 114337 1 20813 502 19 37884 1 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58320 0 438 11 410 69980 0 726 3 411 69863 0 1303 61 412 63255 1 6341 24 413 57320 1 1164 17 414 75230 1 3310 33 415 79420 0 1366 7 416 73490 0 965 3 417 35250 0 3256 66 418 62285 1 1135 17 419 69206 0 1270 26 420 65920 0 661 3 421 69770 0 1013 2 422 72683 0 2844 67 423 -14545 1 11528 70 424 55830 0 6526 26 425 55174 0 2264 24 426 67038 1 4461 94 427 51252 0 3999 30 428 157278 0 35624 223 429 79510 0 9252 48 430 77440 0 15236 90 431 27284 0 18073 180 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Group Costs Trades 6.615e+04 6.265e+03 3.015e-01 7.238e+01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -160275.4 -9222.0 -5434.6 770.5 233253.5 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.615e+04 1.770e+03 37.369 < 2e-16 *** Group 6.265e+03 3.279e+03 1.911 0.056699 . Costs 3.015e-01 1.910e-01 1.578 0.115219 Trades 7.238e+01 2.034e+01 3.559 0.000414 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 29980 on 427 degrees of freedom Multiple R-squared: 0.1343, Adjusted R-squared: 0.1282 F-statistic: 22.08 on 3 and 427 DF, p-value: 2.598e-13 > 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,] 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1.691452e-33 8.457262e-34 [274,] 1.00000000 4.177464e-33 2.088732e-33 [275,] 1.00000000 1.091540e-32 5.457702e-33 [276,] 1.00000000 2.937489e-32 1.468745e-32 [277,] 1.00000000 7.267325e-32 3.633662e-32 [278,] 1.00000000 1.938521e-31 9.692606e-32 [279,] 1.00000000 4.331804e-31 2.165902e-31 [280,] 1.00000000 1.146199e-30 5.730993e-31 [281,] 1.00000000 2.921419e-30 1.460709e-30 [282,] 1.00000000 7.686479e-30 3.843240e-30 [283,] 1.00000000 1.942613e-29 9.713064e-30 [284,] 1.00000000 4.321355e-29 2.160677e-29 [285,] 1.00000000 1.083715e-28 5.418574e-29 [286,] 1.00000000 2.788453e-28 1.394227e-28 [287,] 1.00000000 3.147563e-28 1.573781e-28 [288,] 1.00000000 8.083807e-28 4.041904e-28 [289,] 1.00000000 2.039406e-27 1.019703e-27 [290,] 1.00000000 4.982567e-27 2.491283e-27 [291,] 1.00000000 1.260702e-26 6.303510e-27 [292,] 1.00000000 3.086054e-26 1.543027e-26 [293,] 1.00000000 7.729595e-26 3.864797e-26 [294,] 1.00000000 1.925928e-25 9.629640e-26 [295,] 1.00000000 4.640717e-25 2.320359e-25 [296,] 1.00000000 1.118423e-24 5.592117e-25 [297,] 1.00000000 2.744041e-24 1.372021e-24 [298,] 1.00000000 6.526114e-24 3.263057e-24 [299,] 1.00000000 1.575235e-23 7.876176e-24 [300,] 1.00000000 3.800217e-23 1.900108e-23 [301,] 1.00000000 8.902900e-23 4.451450e-23 [302,] 1.00000000 2.006962e-22 1.003481e-22 [303,] 1.00000000 4.236754e-22 2.118377e-22 [304,] 1.00000000 9.773480e-22 4.886740e-22 [305,] 1.00000000 2.242040e-21 1.121020e-21 [306,] 1.00000000 1.296945e-21 6.484726e-22 [307,] 1.00000000 3.003689e-21 1.501844e-21 [308,] 1.00000000 6.627586e-21 3.313793e-21 [309,] 1.00000000 1.551758e-20 7.758789e-21 [310,] 1.00000000 3.481705e-20 1.740853e-20 [311,] 1.00000000 8.025737e-20 4.012868e-20 [312,] 1.00000000 1.846776e-19 9.233879e-20 [313,] 1.00000000 4.226749e-19 2.113374e-19 [314,] 1.00000000 9.619535e-19 4.809767e-19 [315,] 1.00000000 2.176383e-18 1.088191e-18 [316,] 1.00000000 4.894774e-18 2.447387e-18 [317,] 1.00000000 1.094280e-17 5.471399e-18 [318,] 1.00000000 2.379299e-17 1.189649e-17 [319,] 1.00000000 5.256691e-17 2.628345e-17 [320,] 1.00000000 1.154187e-16 5.770933e-17 [321,] 1.00000000 2.463939e-16 1.231969e-16 [322,] 1.00000000 5.221930e-16 2.610965e-16 [323,] 1.00000000 1.126269e-15 5.631344e-16 [324,] 1.00000000 2.413907e-15 1.206953e-15 [325,] 1.00000000 5.140979e-15 2.570489e-15 [326,] 1.00000000 1.087920e-14 5.439601e-15 [327,] 1.00000000 2.287457e-14 1.143728e-14 [328,] 1.00000000 4.769525e-14 2.384762e-14 [329,] 1.00000000 9.898950e-14 4.949475e-14 [330,] 1.00000000 2.040980e-13 1.020490e-13 [331,] 1.00000000 4.181467e-13 2.090734e-13 [332,] 1.00000000 8.507260e-13 4.253630e-13 [333,] 1.00000000 1.720063e-12 8.600316e-13 [334,] 1.00000000 3.435457e-12 1.717729e-12 [335,] 1.00000000 6.844508e-12 3.422254e-12 [336,] 1.00000000 1.355160e-11 6.775802e-12 [337,] 1.00000000 2.664437e-11 1.332218e-11 [338,] 1.00000000 5.201874e-11 2.600937e-11 [339,] 1.00000000 1.008386e-10 5.041928e-11 [340,] 1.00000000 1.940788e-10 9.703941e-11 [341,] 1.00000000 3.675346e-10 1.837673e-10 [342,] 1.00000000 6.972410e-10 3.486205e-10 [343,] 1.00000000 1.313001e-09 6.565006e-10 [344,] 1.00000000 2.454226e-09 1.227113e-09 [345,] 1.00000000 4.494098e-09 2.247049e-09 [346,] 1.00000000 8.283335e-09 4.141668e-09 [347,] 0.99999999 1.501543e-08 7.507716e-09 [348,] 0.99999999 2.729819e-08 1.364909e-08 [349,] 0.99999998 4.912312e-08 2.456156e-08 [350,] 0.99999996 8.770178e-08 4.385089e-08 [351,] 0.99999995 1.097023e-07 5.485115e-08 [352,] 0.99999990 1.942598e-07 9.712989e-08 [353,] 0.99999983 3.412004e-07 1.706002e-07 [354,] 0.99999970 5.943707e-07 2.971854e-07 [355,] 0.99999949 1.027026e-06 5.135129e-07 [356,] 0.99999912 1.759369e-06 8.796845e-07 [357,] 0.99999851 2.988365e-06 1.494182e-06 [358,] 0.99999752 4.960608e-06 2.480304e-06 [359,] 0.99999587 8.257117e-06 4.128559e-06 [360,] 0.99999316 1.367059e-05 6.835294e-06 [361,] 0.99998878 2.243227e-05 1.121614e-05 [362,] 0.99998176 3.647880e-05 1.823940e-05 [363,] 0.99997061 5.878166e-05 2.939083e-05 [364,] 0.99995308 9.384884e-05 4.692442e-05 [365,] 0.99992578 1.484405e-04 7.422024e-05 [366,] 0.99988392 2.321507e-04 1.160754e-04 [367,] 0.99984466 3.106884e-04 1.553442e-04 [368,] 0.99976078 4.784434e-04 2.392217e-04 [369,] 0.99963389 7.322254e-04 3.661127e-04 [370,] 0.99944525 1.109494e-03 5.547469e-04 [371,] 0.99918039 1.639229e-03 8.196143e-04 [372,] 0.99878442 2.431168e-03 1.215584e-03 [373,] 0.99821294 3.574115e-03 1.787058e-03 [374,] 0.99740029 5.199426e-03 2.599713e-03 [375,] 0.99625816 7.483678e-03 3.741839e-03 [376,] 0.99519885 9.602299e-03 4.801150e-03 [377,] 0.99418712 1.162576e-02 5.812878e-03 [378,] 0.99181087 1.637826e-02 8.189130e-03 [379,] 0.98859103 2.281794e-02 1.140897e-02 [380,] 0.98438212 3.123576e-02 1.561788e-02 [381,] 0.97876602 4.246797e-02 2.123398e-02 [382,] 0.97162922 5.674157e-02 2.837078e-02 [383,] 0.96226446 7.547109e-02 3.773554e-02 [384,] 0.95063051 9.873898e-02 4.936949e-02 [385,] 0.93579413 1.284117e-01 6.420587e-02 [386,] 0.91784583 1.643083e-01 8.215417e-02 [387,] 0.89589799 2.082040e-01 1.041020e-01 [388,] 0.87037653 2.592469e-01 1.296235e-01 [389,] 0.85990310 2.801938e-01 1.400969e-01 [390,] 0.82781286 3.443743e-01 1.721871e-01 [391,] 0.80113201 3.977360e-01 1.988680e-01 [392,] 0.96858913 6.282174e-02 3.141087e-02 [393,] 0.95643867 8.712266e-02 4.356133e-02 [394,] 0.94535819 1.092836e-01 5.464181e-02 [395,] 0.92682078 1.463584e-01 7.317922e-02 [396,] 0.90264690 1.947062e-01 9.735310e-02 [397,] 0.87364129 2.527174e-01 1.263587e-01 [398,] 0.85696837 2.860633e-01 1.430316e-01 [399,] 0.81690432 3.661914e-01 1.830957e-01 [400,] 0.77241274 4.551745e-01 2.275873e-01 [401,] 0.72122502 5.575500e-01 2.787750e-01 [402,] 0.66262930 6.747414e-01 3.373707e-01 [403,] 0.59831538 8.033692e-01 4.016846e-01 [404,] 0.53054181 9.389164e-01 4.694582e-01 [405,] 0.48107349 9.621470e-01 5.189265e-01 [406,] 0.40863956 8.172791e-01 5.913604e-01 [407,] 0.34627983 6.925597e-01 6.537202e-01 [408,] 0.35127520 7.025504e-01 6.487248e-01 [409,] 0.29981203 5.996241e-01 7.001880e-01 [410,] 0.24275265 4.855053e-01 7.572473e-01 [411,] 0.20942236 4.188447e-01 7.905776e-01 [412,] 0.22985232 4.597046e-01 7.701477e-01 [413,] 0.17116875 3.423375e-01 8.288313e-01 [414,] 0.12023811 2.404762e-01 8.797619e-01 [415,] 0.08520058 1.704012e-01 9.147994e-01 [416,] 0.06016729 1.203346e-01 9.398327e-01 [417,] 0.90334825 1.933035e-01 9.665175e-02 [418,] 0.88792378 2.241524e-01 1.120762e-01 > postscript(file="/var/www/html/freestat/rcomp/tmp/1ibba1291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2ibba1291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/3tlav1291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4tlav1291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5tlav1291317005.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 13434.20093 -22001.95596 21226.85096 -160275.42977 16397.58555 6 7 8 9 10 60646.84247 16032.81249 126258.78154 -56058.28033 -37398.80811 11 12 13 14 15 163278.40317 -29920.12320 -96861.12864 -64519.40595 -20439.27068 16 17 18 19 20 75772.13249 211977.61730 -695.17654 -63823.64434 24316.32064 21 22 23 24 25 -2609.48780 -5432.02860 87991.85379 23994.39941 58118.21857 26 27 28 29 30 -11720.79462 -24616.51957 -47827.43884 -39248.44760 -46775.32554 31 32 33 34 35 11698.98532 23977.07434 2969.53197 24800.14668 233253.49102 36 37 38 39 40 19341.62911 12721.39819 32585.49496 112927.13870 1926.69030 41 42 43 44 45 749.00328 21741.40118 9933.07007 41693.74516 -2878.98424 46 47 48 49 50 26533.88465 135885.19386 39010.69371 48207.24353 7170.96656 51 52 53 54 55 26904.27338 50230.61351 105932.73160 61728.44813 71347.35780 56 57 58 59 60 -12546.77449 -17586.26788 15168.43483 25201.77626 4876.36530 61 62 63 64 65 16855.50417 -9039.99005 18848.16067 1718.99167 -13662.60753 66 67 68 69 70 -47869.75964 9014.57767 23548.20767 57727.85645 22072.41209 71 72 73 74 75 -50205.84089 -32206.04615 37837.79602 12167.08259 49597.37408 76 77 78 79 80 3585.31908 44906.14704 4503.59482 -5544.55776 32871.11131 81 82 83 84 85 -7470.75206 11038.08948 68281.54642 -28078.00703 35329.60750 86 87 88 89 90 -15108.39573 16784.11407 36629.15163 35190.84211 36223.16257 91 92 93 94 95 25029.00311 6626.63789 -10407.04109 47091.85660 -32454.53520 96 97 98 99 100 -16206.09370 46179.26939 -16993.81329 61619.76125 -411.62527 101 102 103 104 105 925.71082 22420.52417 35518.64415 46129.75950 120.79356 106 107 108 109 110 3516.57683 -17893.93562 23406.29769 29404.16080 -2653.77505 111 112 113 114 115 -669.40498 -28835.81868 13269.88357 -135.53936 -15959.66616 116 117 118 119 120 -13066.83572 16832.15408 20240.14593 2948.84331 -10139.53525 121 122 123 124 125 34305.02594 -431.86428 19068.14355 32558.23458 -12975.76034 126 127 128 129 130 754.52169 -5434.63835 -5896.67232 -10373.64507 -5434.63835 131 132 133 134 135 -6113.96409 -15547.64057 -5434.63835 -5497.75708 -5434.63835 136 137 138 139 140 -6396.38254 -6185.30969 -5434.63835 -5434.63835 -5434.63835 141 142 143 144 145 -8295.31583 -5434.63835 -10792.54403 -5488.64630 -4033.10934 146 147 148 149 150 -10509.04011 -5434.63835 -5756.65724 -5434.63835 -5215.24408 151 152 153 154 155 -8385.28088 -11533.20262 -5434.63835 -8463.96957 -5439.82166 156 157 158 159 160 -5434.63835 -5434.63835 -4838.95761 -5938.45126 -5434.63835 161 162 163 164 165 -5434.63835 -5434.63835 -5434.63835 -7424.65483 -6722.13032 166 167 168 169 170 -5434.63835 -5434.63835 -22069.20342 -5434.63835 -5434.63835 171 172 173 174 175 -5434.63835 -4891.03048 -5434.63835 -4929.30852 -5434.63835 176 177 178 179 180 -5809.85033 -5434.63835 -11768.16304 -5434.63835 -5434.63835 181 182 183 184 185 2733.20289 -1662.32900 -13295.36707 -1355.54708 -10233.22581 186 187 188 189 190 -13255.13047 -8915.29276 -4520.48867 -839.70725 -5434.63835 191 192 193 194 195 -7027.09854 -5434.63835 -5001.46052 -5434.63835 -5417.84981 196 197 198 199 200 -11699.36953 34537.14498 -11699.36953 -11699.36953 6035.62013 201 202 203 204 205 -11699.36953 -11699.36953 -11699.36953 -23630.95481 13590.53569 206 207 208 209 210 -10911.15327 -7039.90324 -11699.36953 -26556.21251 -11699.36953 211 212 213 214 215 -5434.63835 -5434.63835 -10911.44305 -5768.25177 -4202.34992 216 217 218 219 220 -5434.63835 -5907.23483 -7655.10657 -5434.63835 -11697.25576 221 222 223 224 225 -6021.01856 -5434.63835 -5602.31131 -5434.63835 -5500.43749 226 227 228 229 230 -6716.45496 -5434.63835 -5434.63835 -1226.07072 -5434.63835 231 232 233 234 235 -2986.68408 -5434.63835 -5434.63835 -5810.13601 -5434.63835 236 237 238 239 240 -5484.62560 -5434.63835 -6255.92500 -5434.63835 -5434.63835 241 242 243 244 245 -5434.63835 -5040.13563 -5434.63835 -6922.94869 5532.63364 246 247 248 249 250 -11699.36953 -11699.36953 -5182.36599 -11699.36953 -11699.36953 251 252 253 254 255 -13758.21314 -11699.36953 -2104.76387 1380.75916 10157.84407 256 257 258 259 260 -5434.63835 -12023.77383 -21092.84495 -11699.36953 -5434.63835 261 262 263 264 265 -11699.36953 -11699.36953 5743.60354 -8476.97372 -11699.36953 266 267 268 269 270 -5434.63835 -11699.36953 10647.44623 -11699.36953 3186.44410 271 272 273 274 275 -11699.36953 -11699.36953 -11699.36953 -6262.94092 -5434.63835 276 277 278 279 280 -5959.19781 -4469.33195 -5434.63835 -11160.02371 -98.46622 281 282 283 284 285 -11699.36953 -5434.63835 -14715.38224 -5434.63835 3614.95458 286 287 288 289 290 -5434.63835 -11699.36953 -4408.22124 -11699.36953 -16394.54051 291 292 293 294 295 -11699.36953 -5100.61259 13313.69640 -5434.63835 -7677.99838 296 297 298 299 300 -14689.62544 -5434.63835 -11699.36953 -5434.63835 -5434.63835 301 302 303 304 305 -11919.95242 -7596.85330 -5434.63835 -11699.36953 -8293.36314 306 307 308 309 310 -6071.69898 -11699.36953 -9407.38564 -13179.88151 -11699.36953 311 312 313 314 315 -11699.36953 14919.41322 -11699.36953 -8906.21837 -5684.07966 316 317 318 319 320 -1218.12158 -6248.67180 -6329.13601 -5870.24492 -5434.63835 321 322 323 324 325 -5434.63835 -5434.63835 -5434.63835 -11699.36953 -5434.63835 326 327 328 329 330 -5584.04057 -11699.36953 -11699.36953 -5434.63835 -5434.63835 331 332 333 334 335 -5434.63835 -5434.63835 -5434.63835 -6166.50705 -5572.70823 336 337 338 339 340 -5434.63835 -5760.75230 -5434.63835 -5338.86256 -7399.32509 341 342 343 344 345 -4363.06910 -5434.63835 -5434.63835 -5434.63835 -5434.63835 346 347 348 349 350 -5434.63835 -7506.82664 -5434.63835 -5434.63835 -5434.63835 351 352 353 354 355 -8664.09725 -5772.57247 -7605.25241 -4275.11459 -5434.63835 356 357 358 359 360 -5434.63835 8706.39311 -5434.63835 -5434.63835 -5434.63835 361 362 363 364 365 -5722.47658 -5434.63835 -5434.63835 -11054.01137 -7370.14145 366 367 368 369 370 -5434.63835 -5434.63835 -5434.63835 -5434.63835 -5434.63835 371 372 373 374 375 -5434.63835 -9404.09518 9769.45452 -1459.49048 -5434.63835 376 377 378 379 380 -5434.63835 -11750.34483 -6697.89903 -5434.63835 -5434.63835 381 382 383 384 385 -5434.63835 2775.49509 -30640.55150 -5434.63835 -4636.30523 386 387 388 389 390 -1996.53835 -6967.44512 -8392.03316 -5995.50174 -8905.26600 391 392 393 394 395 -4288.19146 -7544.40473 -5898.88544 1117.01950 9299.24584 396 397 398 399 400 -8809.09808 -17866.44586 39777.47740 -3095.61057 -62048.45942 401 402 403 404 405 3578.50683 -2810.09095 -7727.95268 -5338.12391 -2569.83924 406 407 408 409 410 3241.94711 504.95854 -8319.08732 -8762.93877 3389.29108 411 412 413 414 415 -1099.97952 -12813.65492 -16680.89304 -576.14468 12346.76878 416 417 418 419 420 6827.22302 -36663.80803 -11707.14838 786.41735 -651.10881 421 422 423 424 425 3165.13327 821.04228 -95507.41492 -14174.47698 -13400.54509 426 427 428 429 430 -13530.65177 -18280.02205 64239.62961 7091.07313 176.52243 431 -57349.52214 > postscript(file="/var/www/html/freestat/rcomp/tmp/6mu9y1291317005.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 13434.20093 NA 1 -22001.95596 13434.20093 2 21226.85096 -22001.95596 3 -160275.42977 21226.85096 4 16397.58555 -160275.42977 5 60646.84247 16397.58555 6 16032.81249 60646.84247 7 126258.78154 16032.81249 8 -56058.28033 126258.78154 9 -37398.80811 -56058.28033 10 163278.40317 -37398.80811 11 -29920.12320 163278.40317 12 -96861.12864 -29920.12320 13 -64519.40595 -96861.12864 14 -20439.27068 -64519.40595 15 75772.13249 -20439.27068 16 211977.61730 75772.13249 17 -695.17654 211977.61730 18 -63823.64434 -695.17654 19 24316.32064 -63823.64434 20 -2609.48780 24316.32064 21 -5432.02860 -2609.48780 22 87991.85379 -5432.02860 23 23994.39941 87991.85379 24 58118.21857 23994.39941 25 -11720.79462 58118.21857 26 -24616.51957 -11720.79462 27 -47827.43884 -24616.51957 28 -39248.44760 -47827.43884 29 -46775.32554 -39248.44760 30 11698.98532 -46775.32554 31 23977.07434 11698.98532 32 2969.53197 23977.07434 33 24800.14668 2969.53197 34 233253.49102 24800.14668 35 19341.62911 233253.49102 36 12721.39819 19341.62911 37 32585.49496 12721.39819 38 112927.13870 32585.49496 39 1926.69030 112927.13870 40 749.00328 1926.69030 41 21741.40118 749.00328 42 9933.07007 21741.40118 43 41693.74516 9933.07007 44 -2878.98424 41693.74516 45 26533.88465 -2878.98424 46 135885.19386 26533.88465 47 39010.69371 135885.19386 48 48207.24353 39010.69371 49 7170.96656 48207.24353 50 26904.27338 7170.96656 51 50230.61351 26904.27338 52 105932.73160 50230.61351 53 61728.44813 105932.73160 54 71347.35780 61728.44813 55 -12546.77449 71347.35780 56 -17586.26788 -12546.77449 57 15168.43483 -17586.26788 58 25201.77626 15168.43483 59 4876.36530 25201.77626 60 16855.50417 4876.36530 61 -9039.99005 16855.50417 62 18848.16067 -9039.99005 63 1718.99167 18848.16067 64 -13662.60753 1718.99167 65 -47869.75964 -13662.60753 66 9014.57767 -47869.75964 67 23548.20767 9014.57767 68 57727.85645 23548.20767 69 22072.41209 57727.85645 70 -50205.84089 22072.41209 71 -32206.04615 -50205.84089 72 37837.79602 -32206.04615 73 12167.08259 37837.79602 74 49597.37408 12167.08259 75 3585.31908 49597.37408 76 44906.14704 3585.31908 77 4503.59482 44906.14704 78 -5544.55776 4503.59482 79 32871.11131 -5544.55776 80 -7470.75206 32871.11131 81 11038.08948 -7470.75206 82 68281.54642 11038.08948 83 -28078.00703 68281.54642 84 35329.60750 -28078.00703 85 -15108.39573 35329.60750 86 16784.11407 -15108.39573 87 36629.15163 16784.11407 88 35190.84211 36629.15163 89 36223.16257 35190.84211 90 25029.00311 36223.16257 91 6626.63789 25029.00311 92 -10407.04109 6626.63789 93 47091.85660 -10407.04109 94 -32454.53520 47091.85660 95 -16206.09370 -32454.53520 96 46179.26939 -16206.09370 97 -16993.81329 46179.26939 98 61619.76125 -16993.81329 99 -411.62527 61619.76125 100 925.71082 -411.62527 101 22420.52417 925.71082 102 35518.64415 22420.52417 103 46129.75950 35518.64415 104 120.79356 46129.75950 105 3516.57683 120.79356 106 -17893.93562 3516.57683 107 23406.29769 -17893.93562 108 29404.16080 23406.29769 109 -2653.77505 29404.16080 110 -669.40498 -2653.77505 111 -28835.81868 -669.40498 112 13269.88357 -28835.81868 113 -135.53936 13269.88357 114 -15959.66616 -135.53936 115 -13066.83572 -15959.66616 116 16832.15408 -13066.83572 117 20240.14593 16832.15408 118 2948.84331 20240.14593 119 -10139.53525 2948.84331 120 34305.02594 -10139.53525 121 -431.86428 34305.02594 122 19068.14355 -431.86428 123 32558.23458 19068.14355 124 -12975.76034 32558.23458 125 754.52169 -12975.76034 126 -5434.63835 754.52169 127 -5896.67232 -5434.63835 128 -10373.64507 -5896.67232 129 -5434.63835 -10373.64507 130 -6113.96409 -5434.63835 131 -15547.64057 -6113.96409 132 -5434.63835 -15547.64057 133 -5497.75708 -5434.63835 134 -5434.63835 -5497.75708 135 -6396.38254 -5434.63835 136 -6185.30969 -6396.38254 137 -5434.63835 -6185.30969 138 -5434.63835 -5434.63835 139 -5434.63835 -5434.63835 140 -8295.31583 -5434.63835 141 -5434.63835 -8295.31583 142 -10792.54403 -5434.63835 143 -5488.64630 -10792.54403 144 -4033.10934 -5488.64630 145 -10509.04011 -4033.10934 146 -5434.63835 -10509.04011 147 -5756.65724 -5434.63835 148 -5434.63835 -5756.65724 149 -5215.24408 -5434.63835 150 -8385.28088 -5215.24408 151 -11533.20262 -8385.28088 152 -5434.63835 -11533.20262 153 -8463.96957 -5434.63835 154 -5439.82166 -8463.96957 155 -5434.63835 -5439.82166 156 -5434.63835 -5434.63835 157 -4838.95761 -5434.63835 158 -5938.45126 -4838.95761 159 -5434.63835 -5938.45126 160 -5434.63835 -5434.63835 161 -5434.63835 -5434.63835 162 -5434.63835 -5434.63835 163 -7424.65483 -5434.63835 164 -6722.13032 -7424.65483 165 -5434.63835 -6722.13032 166 -5434.63835 -5434.63835 167 -22069.20342 -5434.63835 168 -5434.63835 -22069.20342 169 -5434.63835 -5434.63835 170 -5434.63835 -5434.63835 171 -4891.03048 -5434.63835 172 -5434.63835 -4891.03048 173 -4929.30852 -5434.63835 174 -5434.63835 -4929.30852 175 -5809.85033 -5434.63835 176 -5434.63835 -5809.85033 177 -11768.16304 -5434.63835 178 -5434.63835 -11768.16304 179 -5434.63835 -5434.63835 180 2733.20289 -5434.63835 181 -1662.32900 2733.20289 182 -13295.36707 -1662.32900 183 -1355.54708 -13295.36707 184 -10233.22581 -1355.54708 185 -13255.13047 -10233.22581 186 -8915.29276 -13255.13047 187 -4520.48867 -8915.29276 188 -839.70725 -4520.48867 189 -5434.63835 -839.70725 190 -7027.09854 -5434.63835 191 -5434.63835 -7027.09854 192 -5001.46052 -5434.63835 193 -5434.63835 -5001.46052 194 -5417.84981 -5434.63835 195 -11699.36953 -5417.84981 196 34537.14498 -11699.36953 197 -11699.36953 34537.14498 198 -11699.36953 -11699.36953 199 6035.62013 -11699.36953 200 -11699.36953 6035.62013 201 -11699.36953 -11699.36953 202 -11699.36953 -11699.36953 203 -23630.95481 -11699.36953 204 13590.53569 -23630.95481 205 -10911.15327 13590.53569 206 -7039.90324 -10911.15327 207 -11699.36953 -7039.90324 208 -26556.21251 -11699.36953 209 -11699.36953 -26556.21251 210 -5434.63835 -11699.36953 211 -5434.63835 -5434.63835 212 -10911.44305 -5434.63835 213 -5768.25177 -10911.44305 214 -4202.34992 -5768.25177 215 -5434.63835 -4202.34992 216 -5907.23483 -5434.63835 217 -7655.10657 -5907.23483 218 -5434.63835 -7655.10657 219 -11697.25576 -5434.63835 220 -6021.01856 -11697.25576 221 -5434.63835 -6021.01856 222 -5602.31131 -5434.63835 223 -5434.63835 -5602.31131 224 -5500.43749 -5434.63835 225 -6716.45496 -5500.43749 226 -5434.63835 -6716.45496 227 -5434.63835 -5434.63835 228 -1226.07072 -5434.63835 229 -5434.63835 -1226.07072 230 -2986.68408 -5434.63835 231 -5434.63835 -2986.68408 232 -5434.63835 -5434.63835 233 -5810.13601 -5434.63835 234 -5434.63835 -5810.13601 235 -5484.62560 -5434.63835 236 -5434.63835 -5484.62560 237 -6255.92500 -5434.63835 238 -5434.63835 -6255.92500 239 -5434.63835 -5434.63835 240 -5434.63835 -5434.63835 241 -5040.13563 -5434.63835 242 -5434.63835 -5040.13563 243 -6922.94869 -5434.63835 244 5532.63364 -6922.94869 245 -11699.36953 5532.63364 246 -11699.36953 -11699.36953 247 -5182.36599 -11699.36953 248 -11699.36953 -5182.36599 249 -11699.36953 -11699.36953 250 -13758.21314 -11699.36953 251 -11699.36953 -13758.21314 252 -2104.76387 -11699.36953 253 1380.75916 -2104.76387 254 10157.84407 1380.75916 255 -5434.63835 10157.84407 256 -12023.77383 -5434.63835 257 -21092.84495 -12023.77383 258 -11699.36953 -21092.84495 259 -5434.63835 -11699.36953 260 -11699.36953 -5434.63835 261 -11699.36953 -11699.36953 262 5743.60354 -11699.36953 263 -8476.97372 5743.60354 264 -11699.36953 -8476.97372 265 -5434.63835 -11699.36953 266 -11699.36953 -5434.63835 267 10647.44623 -11699.36953 268 -11699.36953 10647.44623 269 3186.44410 -11699.36953 270 -11699.36953 3186.44410 271 -11699.36953 -11699.36953 272 -11699.36953 -11699.36953 273 -6262.94092 -11699.36953 274 -5434.63835 -6262.94092 275 -5959.19781 -5434.63835 276 -4469.33195 -5959.19781 277 -5434.63835 -4469.33195 278 -11160.02371 -5434.63835 279 -98.46622 -11160.02371 280 -11699.36953 -98.46622 281 -5434.63835 -11699.36953 282 -14715.38224 -5434.63835 283 -5434.63835 -14715.38224 284 3614.95458 -5434.63835 285 -5434.63835 3614.95458 286 -11699.36953 -5434.63835 287 -4408.22124 -11699.36953 288 -11699.36953 -4408.22124 289 -16394.54051 -11699.36953 290 -11699.36953 -16394.54051 291 -5100.61259 -11699.36953 292 13313.69640 -5100.61259 293 -5434.63835 13313.69640 294 -7677.99838 -5434.63835 295 -14689.62544 -7677.99838 296 -5434.63835 -14689.62544 297 -11699.36953 -5434.63835 298 -5434.63835 -11699.36953 299 -5434.63835 -5434.63835 300 -11919.95242 -5434.63835 301 -7596.85330 -11919.95242 302 -5434.63835 -7596.85330 303 -11699.36953 -5434.63835 304 -8293.36314 -11699.36953 305 -6071.69898 -8293.36314 306 -11699.36953 -6071.69898 307 -9407.38564 -11699.36953 308 -13179.88151 -9407.38564 309 -11699.36953 -13179.88151 310 -11699.36953 -11699.36953 311 14919.41322 -11699.36953 312 -11699.36953 14919.41322 313 -8906.21837 -11699.36953 314 -5684.07966 -8906.21837 315 -1218.12158 -5684.07966 316 -6248.67180 -1218.12158 317 -6329.13601 -6248.67180 318 -5870.24492 -6329.13601 319 -5434.63835 -5870.24492 320 -5434.63835 -5434.63835 321 -5434.63835 -5434.63835 322 -5434.63835 -5434.63835 323 -11699.36953 -5434.63835 324 -5434.63835 -11699.36953 325 -5584.04057 -5434.63835 326 -11699.36953 -5584.04057 327 -11699.36953 -11699.36953 328 -5434.63835 -11699.36953 329 -5434.63835 -5434.63835 330 -5434.63835 -5434.63835 331 -5434.63835 -5434.63835 332 -5434.63835 -5434.63835 333 -6166.50705 -5434.63835 334 -5572.70823 -6166.50705 335 -5434.63835 -5572.70823 336 -5760.75230 -5434.63835 337 -5434.63835 -5760.75230 338 -5338.86256 -5434.63835 339 -7399.32509 -5338.86256 340 -4363.06910 -7399.32509 341 -5434.63835 -4363.06910 342 -5434.63835 -5434.63835 343 -5434.63835 -5434.63835 344 -5434.63835 -5434.63835 345 -5434.63835 -5434.63835 346 -7506.82664 -5434.63835 347 -5434.63835 -7506.82664 348 -5434.63835 -5434.63835 349 -5434.63835 -5434.63835 350 -8664.09725 -5434.63835 351 -5772.57247 -8664.09725 352 -7605.25241 -5772.57247 353 -4275.11459 -7605.25241 354 -5434.63835 -4275.11459 355 -5434.63835 -5434.63835 356 8706.39311 -5434.63835 357 -5434.63835 8706.39311 358 -5434.63835 -5434.63835 359 -5434.63835 -5434.63835 360 -5722.47658 -5434.63835 361 -5434.63835 -5722.47658 362 -5434.63835 -5434.63835 363 -11054.01137 -5434.63835 364 -7370.14145 -11054.01137 365 -5434.63835 -7370.14145 366 -5434.63835 -5434.63835 367 -5434.63835 -5434.63835 368 -5434.63835 -5434.63835 369 -5434.63835 -5434.63835 370 -5434.63835 -5434.63835 371 -9404.09518 -5434.63835 372 9769.45452 -9404.09518 373 -1459.49048 9769.45452 374 -5434.63835 -1459.49048 375 -5434.63835 -5434.63835 376 -11750.34483 -5434.63835 377 -6697.89903 -11750.34483 378 -5434.63835 -6697.89903 379 -5434.63835 -5434.63835 380 -5434.63835 -5434.63835 381 2775.49509 -5434.63835 382 -30640.55150 2775.49509 383 -5434.63835 -30640.55150 384 -4636.30523 -5434.63835 385 -1996.53835 -4636.30523 386 -6967.44512 -1996.53835 387 -8392.03316 -6967.44512 388 -5995.50174 -8392.03316 389 -8905.26600 -5995.50174 390 -4288.19146 -8905.26600 391 -7544.40473 -4288.19146 392 -5898.88544 -7544.40473 393 1117.01950 -5898.88544 394 9299.24584 1117.01950 395 -8809.09808 9299.24584 396 -17866.44586 -8809.09808 397 39777.47740 -17866.44586 398 -3095.61057 39777.47740 399 -62048.45942 -3095.61057 400 3578.50683 -62048.45942 401 -2810.09095 3578.50683 402 -7727.95268 -2810.09095 403 -5338.12391 -7727.95268 404 -2569.83924 -5338.12391 405 3241.94711 -2569.83924 406 504.95854 3241.94711 407 -8319.08732 504.95854 408 -8762.93877 -8319.08732 409 3389.29108 -8762.93877 410 -1099.97952 3389.29108 411 -12813.65492 -1099.97952 412 -16680.89304 -12813.65492 413 -576.14468 -16680.89304 414 12346.76878 -576.14468 415 6827.22302 12346.76878 416 -36663.80803 6827.22302 417 -11707.14838 -36663.80803 418 786.41735 -11707.14838 419 -651.10881 786.41735 420 3165.13327 -651.10881 421 821.04228 3165.13327 422 -95507.41492 821.04228 423 -14174.47698 -95507.41492 424 -13400.54509 -14174.47698 425 -13530.65177 -13400.54509 426 -18280.02205 -13530.65177 427 64239.62961 -18280.02205 428 7091.07313 64239.62961 429 176.52243 7091.07313 430 -57349.52214 176.52243 431 NA -57349.52214 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -22001.95596 13434.20093 [2,] 21226.85096 -22001.95596 [3,] -160275.42977 21226.85096 [4,] 16397.58555 -160275.42977 [5,] 60646.84247 16397.58555 [6,] 16032.81249 60646.84247 [7,] 126258.78154 16032.81249 [8,] -56058.28033 126258.78154 [9,] -37398.80811 -56058.28033 [10,] 163278.40317 -37398.80811 [11,] -29920.12320 163278.40317 [12,] -96861.12864 -29920.12320 [13,] -64519.40595 -96861.12864 [14,] -20439.27068 -64519.40595 [15,] 75772.13249 -20439.27068 [16,] 211977.61730 75772.13249 [17,] -695.17654 211977.61730 [18,] -63823.64434 -695.17654 [19,] 24316.32064 -63823.64434 [20,] -2609.48780 24316.32064 [21,] -5432.02860 -2609.48780 [22,] 87991.85379 -5432.02860 [23,] 23994.39941 87991.85379 [24,] 58118.21857 23994.39941 [25,] -11720.79462 58118.21857 [26,] -24616.51957 -11720.79462 [27,] -47827.43884 -24616.51957 [28,] -39248.44760 -47827.43884 [29,] -46775.32554 -39248.44760 [30,] 11698.98532 -46775.32554 [31,] 23977.07434 11698.98532 [32,] 2969.53197 23977.07434 [33,] 24800.14668 2969.53197 [34,] 233253.49102 24800.14668 [35,] 19341.62911 233253.49102 [36,] 12721.39819 19341.62911 [37,] 32585.49496 12721.39819 [38,] 112927.13870 32585.49496 [39,] 1926.69030 112927.13870 [40,] 749.00328 1926.69030 [41,] 21741.40118 749.00328 [42,] 9933.07007 21741.40118 [43,] 41693.74516 9933.07007 [44,] -2878.98424 41693.74516 [45,] 26533.88465 -2878.98424 [46,] 135885.19386 26533.88465 [47,] 39010.69371 135885.19386 [48,] 48207.24353 39010.69371 [49,] 7170.96656 48207.24353 [50,] 26904.27338 7170.96656 [51,] 50230.61351 26904.27338 [52,] 105932.73160 50230.61351 [53,] 61728.44813 105932.73160 [54,] 71347.35780 61728.44813 [55,] -12546.77449 71347.35780 [56,] -17586.26788 -12546.77449 [57,] 15168.43483 -17586.26788 [58,] 25201.77626 15168.43483 [59,] 4876.36530 25201.77626 [60,] 16855.50417 4876.36530 [61,] -9039.99005 16855.50417 [62,] 18848.16067 -9039.99005 [63,] 1718.99167 18848.16067 [64,] -13662.60753 1718.99167 [65,] -47869.75964 -13662.60753 [66,] 9014.57767 -47869.75964 [67,] 23548.20767 9014.57767 [68,] 57727.85645 23548.20767 [69,] 22072.41209 57727.85645 [70,] -50205.84089 22072.41209 [71,] -32206.04615 -50205.84089 [72,] 37837.79602 -32206.04615 [73,] 12167.08259 37837.79602 [74,] 49597.37408 12167.08259 [75,] 3585.31908 49597.37408 [76,] 44906.14704 3585.31908 [77,] 4503.59482 44906.14704 [78,] -5544.55776 4503.59482 [79,] 32871.11131 -5544.55776 [80,] -7470.75206 32871.11131 [81,] 11038.08948 -7470.75206 [82,] 68281.54642 11038.08948 [83,] -28078.00703 68281.54642 [84,] 35329.60750 -28078.00703 [85,] -15108.39573 35329.60750 [86,] 16784.11407 -15108.39573 [87,] 36629.15163 16784.11407 [88,] 35190.84211 36629.15163 [89,] 36223.16257 35190.84211 [90,] 25029.00311 36223.16257 [91,] 6626.63789 25029.00311 [92,] -10407.04109 6626.63789 [93,] 47091.85660 -10407.04109 [94,] -32454.53520 47091.85660 [95,] -16206.09370 -32454.53520 [96,] 46179.26939 -16206.09370 [97,] -16993.81329 46179.26939 [98,] 61619.76125 -16993.81329 [99,] -411.62527 61619.76125 [100,] 925.71082 -411.62527 [101,] 22420.52417 925.71082 [102,] 35518.64415 22420.52417 [103,] 46129.75950 35518.64415 [104,] 120.79356 46129.75950 [105,] 3516.57683 120.79356 [106,] -17893.93562 3516.57683 [107,] 23406.29769 -17893.93562 [108,] 29404.16080 23406.29769 [109,] -2653.77505 29404.16080 [110,] -669.40498 -2653.77505 [111,] -28835.81868 -669.40498 [112,] 13269.88357 -28835.81868 [113,] -135.53936 13269.88357 [114,] -15959.66616 -135.53936 [115,] -13066.83572 -15959.66616 [116,] 16832.15408 -13066.83572 [117,] 20240.14593 16832.15408 [118,] 2948.84331 20240.14593 [119,] -10139.53525 2948.84331 [120,] 34305.02594 -10139.53525 [121,] -431.86428 34305.02594 [122,] 19068.14355 -431.86428 [123,] 32558.23458 19068.14355 [124,] -12975.76034 32558.23458 [125,] 754.52169 -12975.76034 [126,] -5434.63835 754.52169 [127,] -5896.67232 -5434.63835 [128,] -10373.64507 -5896.67232 [129,] -5434.63835 -10373.64507 [130,] -6113.96409 -5434.63835 [131,] -15547.64057 -6113.96409 [132,] -5434.63835 -15547.64057 [133,] -5497.75708 -5434.63835 [134,] -5434.63835 -5497.75708 [135,] -6396.38254 -5434.63835 [136,] -6185.30969 -6396.38254 [137,] -5434.63835 -6185.30969 [138,] -5434.63835 -5434.63835 [139,] -5434.63835 -5434.63835 [140,] -8295.31583 -5434.63835 [141,] -5434.63835 -8295.31583 [142,] -10792.54403 -5434.63835 [143,] -5488.64630 -10792.54403 [144,] -4033.10934 -5488.64630 [145,] -10509.04011 -4033.10934 [146,] -5434.63835 -10509.04011 [147,] -5756.65724 -5434.63835 [148,] -5434.63835 -5756.65724 [149,] -5215.24408 -5434.63835 [150,] -8385.28088 -5215.24408 [151,] -11533.20262 -8385.28088 [152,] -5434.63835 -11533.20262 [153,] -8463.96957 -5434.63835 [154,] -5439.82166 -8463.96957 [155,] -5434.63835 -5439.82166 [156,] -5434.63835 -5434.63835 [157,] -4838.95761 -5434.63835 [158,] -5938.45126 -4838.95761 [159,] -5434.63835 -5938.45126 [160,] -5434.63835 -5434.63835 [161,] -5434.63835 -5434.63835 [162,] -5434.63835 -5434.63835 [163,] -7424.65483 -5434.63835 [164,] -6722.13032 -7424.65483 [165,] -5434.63835 -6722.13032 [166,] -5434.63835 -5434.63835 [167,] -22069.20342 -5434.63835 [168,] -5434.63835 -22069.20342 [169,] -5434.63835 -5434.63835 [170,] -5434.63835 -5434.63835 [171,] -4891.03048 -5434.63835 [172,] -5434.63835 -4891.03048 [173,] -4929.30852 -5434.63835 [174,] -5434.63835 -4929.30852 [175,] -5809.85033 -5434.63835 [176,] -5434.63835 -5809.85033 [177,] -11768.16304 -5434.63835 [178,] -5434.63835 -11768.16304 [179,] -5434.63835 -5434.63835 [180,] 2733.20289 -5434.63835 [181,] -1662.32900 2733.20289 [182,] -13295.36707 -1662.32900 [183,] -1355.54708 -13295.36707 [184,] -10233.22581 -1355.54708 [185,] -13255.13047 -10233.22581 [186,] -8915.29276 -13255.13047 [187,] -4520.48867 -8915.29276 [188,] -839.70725 -4520.48867 [189,] -5434.63835 -839.70725 [190,] -7027.09854 -5434.63835 [191,] -5434.63835 -7027.09854 [192,] -5001.46052 -5434.63835 [193,] -5434.63835 -5001.46052 [194,] -5417.84981 -5434.63835 [195,] -11699.36953 -5417.84981 [196,] 34537.14498 -11699.36953 [197,] -11699.36953 34537.14498 [198,] -11699.36953 -11699.36953 [199,] 6035.62013 -11699.36953 [200,] -11699.36953 6035.62013 [201,] -11699.36953 -11699.36953 [202,] -11699.36953 -11699.36953 [203,] -23630.95481 -11699.36953 [204,] 13590.53569 -23630.95481 [205,] -10911.15327 13590.53569 [206,] -7039.90324 -10911.15327 [207,] -11699.36953 -7039.90324 [208,] -26556.21251 -11699.36953 [209,] -11699.36953 -26556.21251 [210,] -5434.63835 -11699.36953 [211,] -5434.63835 -5434.63835 [212,] -10911.44305 -5434.63835 [213,] -5768.25177 -10911.44305 [214,] -4202.34992 -5768.25177 [215,] -5434.63835 -4202.34992 [216,] -5907.23483 -5434.63835 [217,] -7655.10657 -5907.23483 [218,] -5434.63835 -7655.10657 [219,] -11697.25576 -5434.63835 [220,] -6021.01856 -11697.25576 [221,] -5434.63835 -6021.01856 [222,] -5602.31131 -5434.63835 [223,] -5434.63835 -5602.31131 [224,] -5500.43749 -5434.63835 [225,] -6716.45496 -5500.43749 [226,] -5434.63835 -6716.45496 [227,] -5434.63835 -5434.63835 [228,] -1226.07072 -5434.63835 [229,] -5434.63835 -1226.07072 [230,] -2986.68408 -5434.63835 [231,] -5434.63835 -2986.68408 [232,] -5434.63835 -5434.63835 [233,] -5810.13601 -5434.63835 [234,] -5434.63835 -5810.13601 [235,] -5484.62560 -5434.63835 [236,] -5434.63835 -5484.62560 [237,] -6255.92500 -5434.63835 [238,] -5434.63835 -6255.92500 [239,] -5434.63835 -5434.63835 [240,] -5434.63835 -5434.63835 [241,] -5040.13563 -5434.63835 [242,] -5434.63835 -5040.13563 [243,] -6922.94869 -5434.63835 [244,] 5532.63364 -6922.94869 [245,] -11699.36953 5532.63364 [246,] -11699.36953 -11699.36953 [247,] -5182.36599 -11699.36953 [248,] -11699.36953 -5182.36599 [249,] -11699.36953 -11699.36953 [250,] -13758.21314 -11699.36953 [251,] -11699.36953 -13758.21314 [252,] -2104.76387 -11699.36953 [253,] 1380.75916 -2104.76387 [254,] 10157.84407 1380.75916 [255,] -5434.63835 10157.84407 [256,] -12023.77383 -5434.63835 [257,] -21092.84495 -12023.77383 [258,] -11699.36953 -21092.84495 [259,] -5434.63835 -11699.36953 [260,] -11699.36953 -5434.63835 [261,] -11699.36953 -11699.36953 [262,] 5743.60354 -11699.36953 [263,] -8476.97372 5743.60354 [264,] -11699.36953 -8476.97372 [265,] -5434.63835 -11699.36953 [266,] -11699.36953 -5434.63835 [267,] 10647.44623 -11699.36953 [268,] -11699.36953 10647.44623 [269,] 3186.44410 -11699.36953 [270,] -11699.36953 3186.44410 [271,] -11699.36953 -11699.36953 [272,] -11699.36953 -11699.36953 [273,] -6262.94092 -11699.36953 [274,] -5434.63835 -6262.94092 [275,] -5959.19781 -5434.63835 [276,] -4469.33195 -5959.19781 [277,] -5434.63835 -4469.33195 [278,] -11160.02371 -5434.63835 [279,] -98.46622 -11160.02371 [280,] -11699.36953 -98.46622 [281,] -5434.63835 -11699.36953 [282,] -14715.38224 -5434.63835 [283,] -5434.63835 -14715.38224 [284,] 3614.95458 -5434.63835 [285,] -5434.63835 3614.95458 [286,] -11699.36953 -5434.63835 [287,] -4408.22124 -11699.36953 [288,] -11699.36953 -4408.22124 [289,] -16394.54051 -11699.36953 [290,] -11699.36953 -16394.54051 [291,] -5100.61259 -11699.36953 [292,] 13313.69640 -5100.61259 [293,] -5434.63835 13313.69640 [294,] -7677.99838 -5434.63835 [295,] -14689.62544 -7677.99838 [296,] -5434.63835 -14689.62544 [297,] -11699.36953 -5434.63835 [298,] -5434.63835 -11699.36953 [299,] -5434.63835 -5434.63835 [300,] -11919.95242 -5434.63835 [301,] -7596.85330 -11919.95242 [302,] -5434.63835 -7596.85330 [303,] -11699.36953 -5434.63835 [304,] -8293.36314 -11699.36953 [305,] -6071.69898 -8293.36314 [306,] -11699.36953 -6071.69898 [307,] -9407.38564 -11699.36953 [308,] -13179.88151 -9407.38564 [309,] -11699.36953 -13179.88151 [310,] -11699.36953 -11699.36953 [311,] 14919.41322 -11699.36953 [312,] -11699.36953 14919.41322 [313,] -8906.21837 -11699.36953 [314,] -5684.07966 -8906.21837 [315,] -1218.12158 -5684.07966 [316,] -6248.67180 -1218.12158 [317,] -6329.13601 -6248.67180 [318,] -5870.24492 -6329.13601 [319,] -5434.63835 -5870.24492 [320,] -5434.63835 -5434.63835 [321,] -5434.63835 -5434.63835 [322,] -5434.63835 -5434.63835 [323,] -11699.36953 -5434.63835 [324,] -5434.63835 -11699.36953 [325,] -5584.04057 -5434.63835 [326,] -11699.36953 -5584.04057 [327,] -11699.36953 -11699.36953 [328,] -5434.63835 -11699.36953 [329,] -5434.63835 -5434.63835 [330,] -5434.63835 -5434.63835 [331,] -5434.63835 -5434.63835 [332,] -5434.63835 -5434.63835 [333,] -6166.50705 -5434.63835 [334,] -5572.70823 -6166.50705 [335,] -5434.63835 -5572.70823 [336,] -5760.75230 -5434.63835 [337,] -5434.63835 -5760.75230 [338,] -5338.86256 -5434.63835 [339,] -7399.32509 -5338.86256 [340,] -4363.06910 -7399.32509 [341,] -5434.63835 -4363.06910 [342,] -5434.63835 -5434.63835 [343,] -5434.63835 -5434.63835 [344,] -5434.63835 -5434.63835 [345,] -5434.63835 -5434.63835 [346,] -7506.82664 -5434.63835 [347,] -5434.63835 -7506.82664 [348,] -5434.63835 -5434.63835 [349,] -5434.63835 -5434.63835 [350,] -8664.09725 -5434.63835 [351,] -5772.57247 -8664.09725 [352,] -7605.25241 -5772.57247 [353,] -4275.11459 -7605.25241 [354,] -5434.63835 -4275.11459 [355,] -5434.63835 -5434.63835 [356,] 8706.39311 -5434.63835 [357,] -5434.63835 8706.39311 [358,] -5434.63835 -5434.63835 [359,] -5434.63835 -5434.63835 [360,] -5722.47658 -5434.63835 [361,] -5434.63835 -5722.47658 [362,] -5434.63835 -5434.63835 [363,] -11054.01137 -5434.63835 [364,] -7370.14145 -11054.01137 [365,] -5434.63835 -7370.14145 [366,] -5434.63835 -5434.63835 [367,] -5434.63835 -5434.63835 [368,] -5434.63835 -5434.63835 [369,] -5434.63835 -5434.63835 [370,] -5434.63835 -5434.63835 [371,] -9404.09518 -5434.63835 [372,] 9769.45452 -9404.09518 [373,] -1459.49048 9769.45452 [374,] -5434.63835 -1459.49048 [375,] -5434.63835 -5434.63835 [376,] -11750.34483 -5434.63835 [377,] -6697.89903 -11750.34483 [378,] -5434.63835 -6697.89903 [379,] -5434.63835 -5434.63835 [380,] -5434.63835 -5434.63835 [381,] 2775.49509 -5434.63835 [382,] -30640.55150 2775.49509 [383,] -5434.63835 -30640.55150 [384,] -4636.30523 -5434.63835 [385,] -1996.53835 -4636.30523 [386,] -6967.44512 -1996.53835 [387,] -8392.03316 -6967.44512 [388,] -5995.50174 -8392.03316 [389,] -8905.26600 -5995.50174 [390,] -4288.19146 -8905.26600 [391,] -7544.40473 -4288.19146 [392,] -5898.88544 -7544.40473 [393,] 1117.01950 -5898.88544 [394,] 9299.24584 1117.01950 [395,] -8809.09808 9299.24584 [396,] -17866.44586 -8809.09808 [397,] 39777.47740 -17866.44586 [398,] -3095.61057 39777.47740 [399,] -62048.45942 -3095.61057 [400,] 3578.50683 -62048.45942 [401,] -2810.09095 3578.50683 [402,] -7727.95268 -2810.09095 [403,] -5338.12391 -7727.95268 [404,] -2569.83924 -5338.12391 [405,] 3241.94711 -2569.83924 [406,] 504.95854 3241.94711 [407,] -8319.08732 504.95854 [408,] -8762.93877 -8319.08732 [409,] 3389.29108 -8762.93877 [410,] -1099.97952 3389.29108 [411,] -12813.65492 -1099.97952 [412,] -16680.89304 -12813.65492 [413,] -576.14468 -16680.89304 [414,] 12346.76878 -576.14468 [415,] 6827.22302 12346.76878 [416,] -36663.80803 6827.22302 [417,] -11707.14838 -36663.80803 [418,] 786.41735 -11707.14838 [419,] -651.10881 786.41735 [420,] 3165.13327 -651.10881 [421,] 821.04228 3165.13327 [422,] -95507.41492 821.04228 [423,] -14174.47698 -95507.41492 [424,] -13400.54509 -14174.47698 [425,] -13530.65177 -13400.54509 [426,] -18280.02205 -13530.65177 [427,] 64239.62961 -18280.02205 [428,] 7091.07313 64239.62961 [429,] 176.52243 7091.07313 [430,] -57349.52214 176.52243 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -22001.95596 13434.20093 2 21226.85096 -22001.95596 3 -160275.42977 21226.85096 4 16397.58555 -160275.42977 5 60646.84247 16397.58555 6 16032.81249 60646.84247 7 126258.78154 16032.81249 8 -56058.28033 126258.78154 9 -37398.80811 -56058.28033 10 163278.40317 -37398.80811 11 -29920.12320 163278.40317 12 -96861.12864 -29920.12320 13 -64519.40595 -96861.12864 14 -20439.27068 -64519.40595 15 75772.13249 -20439.27068 16 211977.61730 75772.13249 17 -695.17654 211977.61730 18 -63823.64434 -695.17654 19 24316.32064 -63823.64434 20 -2609.48780 24316.32064 21 -5432.02860 -2609.48780 22 87991.85379 -5432.02860 23 23994.39941 87991.85379 24 58118.21857 23994.39941 25 -11720.79462 58118.21857 26 -24616.51957 -11720.79462 27 -47827.43884 -24616.51957 28 -39248.44760 -47827.43884 29 -46775.32554 -39248.44760 30 11698.98532 -46775.32554 31 23977.07434 11698.98532 32 2969.53197 23977.07434 33 24800.14668 2969.53197 34 233253.49102 24800.14668 35 19341.62911 233253.49102 36 12721.39819 19341.62911 37 32585.49496 12721.39819 38 112927.13870 32585.49496 39 1926.69030 112927.13870 40 749.00328 1926.69030 41 21741.40118 749.00328 42 9933.07007 21741.40118 43 41693.74516 9933.07007 44 -2878.98424 41693.74516 45 26533.88465 -2878.98424 46 135885.19386 26533.88465 47 39010.69371 135885.19386 48 48207.24353 39010.69371 49 7170.96656 48207.24353 50 26904.27338 7170.96656 51 50230.61351 26904.27338 52 105932.73160 50230.61351 53 61728.44813 105932.73160 54 71347.35780 61728.44813 55 -12546.77449 71347.35780 56 -17586.26788 -12546.77449 57 15168.43483 -17586.26788 58 25201.77626 15168.43483 59 4876.36530 25201.77626 60 16855.50417 4876.36530 61 -9039.99005 16855.50417 62 18848.16067 -9039.99005 63 1718.99167 18848.16067 64 -13662.60753 1718.99167 65 -47869.75964 -13662.60753 66 9014.57767 -47869.75964 67 23548.20767 9014.57767 68 57727.85645 23548.20767 69 22072.41209 57727.85645 70 -50205.84089 22072.41209 71 -32206.04615 -50205.84089 72 37837.79602 -32206.04615 73 12167.08259 37837.79602 74 49597.37408 12167.08259 75 3585.31908 49597.37408 76 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9299.24584 1117.01950 395 -8809.09808 9299.24584 396 -17866.44586 -8809.09808 397 39777.47740 -17866.44586 398 -3095.61057 39777.47740 399 -62048.45942 -3095.61057 400 3578.50683 -62048.45942 401 -2810.09095 3578.50683 402 -7727.95268 -2810.09095 403 -5338.12391 -7727.95268 404 -2569.83924 -5338.12391 405 3241.94711 -2569.83924 406 504.95854 3241.94711 407 -8319.08732 504.95854 408 -8762.93877 -8319.08732 409 3389.29108 -8762.93877 410 -1099.97952 3389.29108 411 -12813.65492 -1099.97952 412 -16680.89304 -12813.65492 413 -576.14468 -16680.89304 414 12346.76878 -576.14468 415 6827.22302 12346.76878 416 -36663.80803 6827.22302 417 -11707.14838 -36663.80803 418 786.41735 -11707.14838 419 -651.10881 786.41735 420 3165.13327 -651.10881 421 821.04228 3165.13327 422 -95507.41492 821.04228 423 -14174.47698 -95507.41492 424 -13400.54509 -14174.47698 425 -13530.65177 -13400.54509 426 -18280.02205 -13530.65177 427 64239.62961 -18280.02205 428 7091.07313 64239.62961 429 176.52243 7091.07313 430 -57349.52214 176.52243 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/7wl811291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8wl811291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9pc7m1291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/10pc7m1291317005.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/11ad6s1291317005.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/12wwny1291317005.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/13kwj91291317005.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/14d61c1291317005.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/freestat/rcomp/tmp/15h6zi1291317005.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/freestat/rcomp/tmp/16dgxr1291317005.tab") + } > > try(system("convert tmp/1ibba1291317005.ps tmp/1ibba1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/2ibba1291317005.ps tmp/2ibba1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/3tlav1291317005.ps tmp/3tlav1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/4tlav1291317005.ps tmp/4tlav1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/5tlav1291317005.ps tmp/5tlav1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/6mu9y1291317005.ps tmp/6mu9y1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/7wl811291317005.ps tmp/7wl811291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/8wl811291317005.ps tmp/8wl811291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/9pc7m1291317005.ps tmp/9pc7m1291317005.png",intern=TRUE)) character(0) > try(system("convert tmp/10pc7m1291317005.ps tmp/10pc7m1291317005.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 13.454 3.127 14.278