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 = '3' > #'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 Trades Group Costs Dividends 1 1081 1 162556 213118 2 309 1 29790 81767 3 458 1 87550 153198 4 588 0 84738 -26007 5 299 1 54660 126942 6 156 1 42634 157214 7 481 0 40949 129352 8 323 1 42312 234817 9 452 1 37704 60448 10 109 1 16275 47818 11 115 0 25830 245546 12 110 0 12679 48020 13 239 1 18014 -1710 14 247 0 43556 32648 15 497 1 24524 95350 16 103 0 6532 151352 17 109 0 7123 288170 18 502 1 20813 114337 19 248 1 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353 12 0 587 59595 354 2 0 135 62065 355 0 0 0 60720 356 0 0 0 60720 357 52 0 514 78780 358 0 0 0 60720 359 0 0 0 60720 360 0 0 0 60720 361 4 0 1 60722 362 0 0 0 60720 363 0 0 0 60720 364 3 1 58 61600 365 11 0 180 59635 366 0 0 0 60720 367 0 0 0 60720 368 0 0 0 60720 369 0 0 0 60720 370 0 0 0 60720 371 0 0 0 60720 372 40 0 448 59781 373 9 0 227 76644 374 1 0 174 64820 375 0 0 0 60720 376 0 0 0 60720 377 24 0 121 56178 378 11 0 607 60436 379 0 0 0 60720 380 0 0 0 60720 381 0 0 0 60720 382 60 0 530 73433 383 80 0 571 41477 384 0 0 0 60720 385 16 0 78 62700 386 40 0 2489 67804 387 6 0 131 59661 388 8 0 923 58620 389 3 0 72 60398 390 16 0 572 58580 391 10 0 397 62710 392 8 0 450 59325 393 7 0 622 60950 394 8 0 694 68060 395 12 1 3425 83620 396 13 0 562 58456 397 42 0 4917 52811 398 118 1 1442 121173 399 9 0 529 63870 400 138 1 2126 21001 401 5 0 1061 70415 402 9 0 776 64230 403 8 0 611 59190 404 25 1 1526 69351 405 7 0 592 64270 406 13 0 1182 70694 407 16 0 621 68005 408 11 0 989 58930 409 11 0 438 58320 410 3 0 726 69980 411 61 0 1303 69863 412 24 1 6341 63255 413 17 1 1164 57320 414 33 1 3310 75230 415 7 0 1366 79420 416 3 0 965 73490 417 66 0 3256 35250 418 17 1 1135 62285 419 26 0 1270 69206 420 3 0 661 65920 421 2 0 1013 69770 422 67 0 2844 72683 423 70 1 11528 -14545 424 26 0 6526 55830 425 24 0 2264 55174 426 94 1 4461 67038 427 30 0 3999 51252 428 223 0 35624 157278 429 48 0 9252 79510 430 90 0 15236 77440 431 180 0 18073 27284 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Group Costs Dividends -6.395068 1.946248 0.006791 0.000398 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -193.048 -17.772 -15.941 -1.327 827.248 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -6.3950677 8.5726889 -0.746 0.456089 Group 1.9462480 7.7200912 0.252 0.801084 Costs 0.0067907 0.0003064 22.165 < 2e-16 *** Dividends 0.0003980 0.0001118 3.559 0.000414 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 70.29 on 427 degrees of freedom Multiple R-squared: 0.5965, Adjusted R-squared: 0.5937 F-statistic: 210.4 on 3 and 427 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 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3.042023e-25 1.521012e-25 [342,] 1.0000000 9.240190e-25 4.620095e-25 [343,] 1.0000000 2.785207e-24 1.392604e-24 [344,] 1.0000000 8.330128e-24 4.165064e-24 [345,] 1.0000000 2.646414e-23 1.323207e-23 [346,] 1.0000000 8.370806e-23 4.185403e-23 [347,] 1.0000000 2.623470e-22 1.311735e-22 [348,] 1.0000000 7.754081e-22 3.877040e-22 [349,] 1.0000000 2.236804e-21 1.118402e-21 [350,] 1.0000000 6.398850e-21 3.199425e-21 [351,] 1.0000000 6.028194e-21 3.014097e-21 [352,] 1.0000000 1.741338e-20 8.706692e-21 [353,] 1.0000000 4.986935e-20 2.493467e-20 [354,] 1.0000000 1.415745e-19 7.078723e-20 [355,] 1.0000000 4.163113e-19 2.081557e-19 [356,] 1.0000000 1.161342e-18 5.806711e-19 [357,] 1.0000000 3.210207e-18 1.605104e-18 [358,] 1.0000000 5.750857e-18 2.875429e-18 [359,] 1.0000000 1.691906e-17 8.459529e-18 [360,] 1.0000000 4.589172e-17 2.294586e-17 [361,] 1.0000000 1.232807e-16 6.164036e-17 [362,] 1.0000000 3.279338e-16 1.639669e-16 [363,] 1.0000000 8.636370e-16 4.318185e-16 [364,] 1.0000000 2.251390e-15 1.125695e-15 [365,] 1.0000000 5.808450e-15 2.904225e-15 [366,] 1.0000000 1.101481e-14 5.507404e-15 [367,] 1.0000000 3.037083e-14 1.518542e-14 [368,] 1.0000000 7.756398e-14 3.878199e-14 [369,] 1.0000000 1.952448e-13 9.762238e-14 [370,] 1.0000000 4.859602e-13 2.429801e-13 [371,] 1.0000000 1.220539e-12 6.102694e-13 [372,] 1.0000000 3.191122e-12 1.595561e-12 [373,] 1.0000000 7.735629e-12 3.867815e-12 [374,] 1.0000000 1.852535e-11 9.262676e-12 [375,] 1.0000000 4.381506e-11 2.190753e-11 [376,] 1.0000000 3.955096e-11 1.977548e-11 [377,] 1.0000000 1.147273e-11 5.736365e-12 [378,] 1.0000000 2.934782e-11 1.467391e-11 [379,] 1.0000000 7.713928e-11 3.856964e-11 [380,] 1.0000000 1.801751e-10 9.008757e-11 [381,] 1.0000000 4.667238e-10 2.333619e-10 [382,] 1.0000000 1.170567e-09 5.852837e-10 [383,] 1.0000000 2.905017e-09 1.452509e-09 [384,] 1.0000000 7.299480e-09 3.649740e-09 [385,] 1.0000000 1.807066e-08 9.035328e-09 [386,] 1.0000000 4.370946e-08 2.185473e-08 [387,] 0.9999999 1.030032e-07 5.150162e-08 [388,] 0.9999999 2.403812e-07 1.201906e-07 [389,] 0.9999999 2.666555e-07 1.333277e-07 [390,] 0.9999997 6.320726e-07 3.160363e-07 [391,] 0.9999993 1.474829e-06 7.374144e-07 [392,] 1.0000000 9.363543e-08 4.681771e-08 [393,] 0.9999999 2.421164e-07 1.210582e-07 [394,] 1.0000000 1.320441e-09 6.602203e-10 [395,] 1.0000000 3.890420e-09 1.945210e-09 [396,] 1.0000000 1.205808e-08 6.029042e-09 [397,] 1.0000000 3.624668e-08 1.812334e-08 [398,] 0.9999999 1.094402e-07 5.472012e-08 [399,] 0.9999998 3.160931e-07 1.580465e-07 [400,] 0.9999995 9.210285e-07 4.605143e-07 [401,] 0.9999987 2.672100e-06 1.336050e-06 [402,] 0.9999964 7.242726e-06 3.621363e-06 [403,] 0.9999902 1.969726e-05 9.848629e-06 [404,] 0.9999762 4.753620e-05 2.376810e-05 [405,] 0.9999764 4.715663e-05 2.357831e-05 [406,] 0.9999622 7.554642e-05 3.777321e-05 [407,] 0.9998989 2.021139e-04 1.010570e-04 [408,] 0.9997311 5.377719e-04 2.688859e-04 [409,] 0.9993360 1.328068e-03 6.640339e-04 [410,] 0.9984744 3.051271e-03 1.525636e-03 [411,] 0.9975549 4.890260e-03 2.445130e-03 [412,] 0.9946803 1.063941e-02 5.319704e-03 [413,] 0.9876586 2.468280e-02 1.234140e-02 [414,] 0.9734041 5.319178e-02 2.659589e-02 [415,] 0.9482038 1.035924e-01 5.179621e-02 [416,] 0.9274583 1.450835e-01 7.254173e-02 [417,] 0.9959520 8.096072e-03 4.048036e-03 [418,] 0.9916997 1.660060e-02 8.300302e-03 > postscript(file="/var/www/html/freestat/rcomp/tmp/1b3iv1291317431.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2b3iv1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3lczy1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4lczy1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5lczy1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 431 Frequency = 1 1 2 3 4 5 6 -103.2385301 78.6110629 -193.0483656 29.3169664 -118.2528983 -191.6364156 7 8 9 10 11 12 157.8412239 -53.3358500 176.3545702 -16.1011360 -151.7357115 11.1840122 13 14 15 16 17 18 121.8020360 -55.3738445 296.9647588 4.8001512 -47.6667778 319.6081477 19 20 21 22 23 24 -17.9383429 209.4863290 2.4800653 -94.9479725 -47.9857649 145.1398071 25 26 27 28 29 30 9.5256328 -62.4682582 64.4450331 46.1139352 -27.5903855 249.6574688 31 32 33 34 35 36 -25.1191149 -33.0432926 -28.5724041 -17.8856722 -106.7450658 -5.3742185 37 38 39 40 41 42 -7.9860084 4.4478303 -8.9388896 92.0017448 718.9778225 -64.1458767 43 44 45 46 47 48 164.3304000 17.9768446 9.4424685 -36.8708145 -61.9475680 221.0689149 49 50 51 52 53 54 8.5897065 -6.5232862 47.9687929 72.6333328 -5.1928587 100.5541410 55 56 57 58 59 60 68.4877525 62.7895433 -30.0957386 1.0097033 65.0723661 7.3193113 61 62 63 64 65 66 -23.8946707 10.0091245 -20.4304021 5.9561988 43.7411938 827.2481558 67 68 69 70 71 72 42.2644065 3.5391411 38.5408987 0.1345086 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-17.7715239 139 140 141 142 143 144 -17.7715239 -17.7715239 -5.7245588 -17.7715239 -7.9957263 -15.0852406 145 146 147 148 149 150 -6.9403875 -7.2042128 -17.7715239 -11.8784102 -17.7715239 -16.9844017 151 152 153 154 155 156 -10.4788181 43.3483659 -17.7715239 -9.0478457 -14.9941017 -17.7715239 157 158 159 160 161 162 -17.7715239 -16.7434713 -13.5715006 -17.7715239 -17.7715239 -17.7715239 163 164 165 166 167 168 -17.7715239 5.9047961 29.1341866 -17.7715239 -17.7715239 2.0702748 169 170 171 172 173 174 -17.7715239 -17.7715239 -17.7715239 -14.3519010 -17.7715239 -10.6347972 175 176 177 178 179 180 -17.7715239 -10.4746235 -17.7715239 -19.2098605 -17.7715239 -17.7715239 181 182 183 184 185 186 5.2809704 -17.6701883 18.0882501 -16.0784351 -15.6042886 -9.9109276 187 188 189 190 191 192 -10.1173556 -14.3090944 -16.3061709 -17.7715239 -15.1534012 -17.7715239 193 194 195 196 197 198 -13.0911907 -17.7715239 -16.0293232 -19.7177719 21.8425098 -19.7177719 199 200 201 202 203 204 -19.7177719 -10.6143344 -19.7177719 -19.7177719 -19.7177719 9.8502926 205 206 207 208 209 210 -16.7006246 -18.1582073 -18.1228516 -19.7177719 9.4228224 -19.7177719 211 212 213 214 215 216 -17.7715239 -17.7715239 13.6412053 -1.4905944 -15.1539497 -17.7715239 217 218 219 220 221 222 -9.9175622 7.5620269 -17.7715239 -3.1874263 -15.6436606 -17.7715239 223 224 225 226 227 228 -15.7831400 -17.7715239 -15.9411677 6.0684338 -17.7715239 -17.7715239 229 230 231 232 233 234 -16.8886255 -17.7715239 -12.1957821 -17.7715239 -17.7715239 -3.6549638 235 236 237 238 239 240 -17.7715239 -16.7942593 -17.7715239 -11.9837720 -17.7715239 -17.7715239 241 242 243 244 245 246 -17.7715239 -15.6645685 -17.7715239 -9.5755039 -34.3674831 -19.7177719 247 248 249 250 251 252 -19.7177719 -8.0941280 -19.7177719 -19.7177719 -7.1416207 -19.7177719 253 254 255 256 257 258 -18.3085199 46.1144388 52.4579341 -17.7715239 -9.9019202 19.9366442 259 260 261 262 263 264 -19.7177719 -17.7715239 -19.7177719 -19.7177719 -12.1279946 -4.1143907 265 266 267 268 269 270 -19.7177719 -17.7715239 -19.7177719 -14.7883112 -19.7177719 -16.3292489 271 272 273 274 275 276 -19.7177719 -19.7177719 -19.7177719 -6.6514034 -17.7715239 9.6241665 277 278 279 280 281 282 11.5785054 -17.7715239 54.0868392 6.0817440 -19.7177719 -17.7715239 283 284 285 286 287 288 54.1272101 -17.7715239 -11.0490447 -17.7715239 -19.7177719 -14.5025951 289 290 291 292 293 294 -19.7177719 45.0836053 -19.7177719 4.2638542 -7.9689040 -17.7715239 295 296 297 298 299 300 -3.6482575 -0.7725222 -17.7715239 -19.7177719 -17.7715239 -17.7715239 301 302 303 304 305 306 -15.9525365 -16.9726810 -17.7715239 -19.7177719 32.3100615 -8.7910753 307 308 309 310 311 312 -19.7177719 -9.4488344 4.0235829 -19.7177719 -19.7177719 52.2140070 313 314 315 316 317 318 -19.7177719 -13.3985432 -13.8082140 -6.7721475 -16.6974894 -3.4484015 319 320 321 322 323 324 -11.7779166 -17.7715239 -17.7715239 -17.7715239 -17.7715239 -19.7177719 325 326 327 328 329 330 -17.7715239 -15.9217150 -19.7177719 -19.7177719 -17.7715239 -17.7715239 331 332 333 334 335 336 -17.7715239 -17.7715239 -17.7715239 -13.2877113 -15.7811006 -17.7715239 337 338 339 340 341 342 -11.4031594 -17.7715239 -17.0181298 -5.2279308 -5.7309948 -17.7715239 343 344 345 346 347 348 -17.7715239 -17.7715239 -17.7715239 -17.7715239 -11.9420184 -17.7715239 349 350 351 352 353 354 -17.7715239 -17.7715239 -5.0456600 -8.3397571 -9.3099043 -17.2235769 355 356 357 358 359 360 -17.7715239 -17.7715239 23.5501756 -17.7715239 -17.7715239 -17.7715239 361 362 363 364 365 366 -13.7791106 -17.7715239 -17.7715239 -17.4618720 -7.5620163 -17.7715239 367 368 369 370 371 372 -17.7715239 -17.7715239 -17.7715239 -17.7715239 -17.7715239 19.5599725 373 374 375 376 377 378 -16.6507693 -19.5849049 -17.7715239 -17.7715239 7.2145218 -10.7804364 379 380 381 382 383 384 -17.7715239 -17.7715239 -17.7715239 33.5696334 66.0097200 -17.7715239 385 386 387 388 389 390 -3.0892383 2.5070302 -12.2396209 -15.2035233 -15.1322970 -4.8040735 391 392 393 394 395 396 -11.2594462 -12.2721206 -15.0868689 -17.4055818 -40.0900733 -7.6868146 397 398 399 400 401 402 -6.0135264 64.4297376 -13.6174969 119.6534186 -23.8350537 -15.4380758 403 404 405 406 407 408 -13.3116905 -8.5154968 -16.2045102 -16.7677685 -8.8879719 -12.7750886 409 410 411 412 413 414 -8.7906419 -23.3870447 30.7412973 -39.7864245 -9.2689253 -14.9699204 415 416 417 418 419 420 -27.4902067 -26.4069997 36.2550853 -11.0480680 -3.7731238 -21.3297682 421 422 423 424 425 426 -26.2523906 25.1544932 1.9547430 -34.1412990 -6.9383195 41.4744236 427 428 429 430 431 -11.1591966 -75.1129514 -40.0773534 -37.8889397 52.8080066 > postscript(file="/var/www/html/freestat/rcomp/tmp/6emzj1291317431.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 -103.2385301 NA 1 78.6110629 -103.2385301 2 -193.0483656 78.6110629 3 29.3169664 -193.0483656 4 -118.2528983 29.3169664 5 -191.6364156 -118.2528983 6 157.8412239 -191.6364156 7 -53.3358500 157.8412239 8 176.3545702 -53.3358500 9 -16.1011360 176.3545702 10 -151.7357115 -16.1011360 11 11.1840122 -151.7357115 12 121.8020360 11.1840122 13 -55.3738445 121.8020360 14 296.9647588 -55.3738445 15 4.8001512 296.9647588 16 -47.6667778 4.8001512 17 319.6081477 -47.6667778 18 -17.9383429 319.6081477 19 209.4863290 -17.9383429 20 2.4800653 209.4863290 21 -94.9479725 2.4800653 22 -47.9857649 -94.9479725 23 145.1398071 -47.9857649 24 9.5256328 145.1398071 25 -62.4682582 9.5256328 26 64.4450331 -62.4682582 27 46.1139352 64.4450331 28 -27.5903855 46.1139352 29 249.6574688 -27.5903855 30 -25.1191149 249.6574688 31 -33.0432926 -25.1191149 32 -28.5724041 -33.0432926 33 -17.8856722 -28.5724041 34 -106.7450658 -17.8856722 35 -5.3742185 -106.7450658 36 -7.9860084 -5.3742185 37 4.4478303 -7.9860084 38 -8.9388896 4.4478303 39 92.0017448 -8.9388896 40 718.9778225 92.0017448 41 -64.1458767 718.9778225 42 164.3304000 -64.1458767 43 17.9768446 164.3304000 44 9.4424685 17.9768446 45 -36.8708145 9.4424685 46 -61.9475680 -36.8708145 47 221.0689149 -61.9475680 48 8.5897065 221.0689149 49 -6.5232862 8.5897065 50 47.9687929 -6.5232862 51 72.6333328 47.9687929 52 -5.1928587 72.6333328 53 100.5541410 -5.1928587 54 68.4877525 100.5541410 55 62.7895433 68.4877525 56 -30.0957386 62.7895433 57 1.0097033 -30.0957386 58 65.0723661 1.0097033 59 7.3193113 65.0723661 60 -23.8946707 7.3193113 61 10.0091245 -23.8946707 62 -20.4304021 10.0091245 63 5.9561988 -20.4304021 64 43.7411938 5.9561988 65 827.2481558 43.7411938 66 42.2644065 827.2481558 67 3.5391411 42.2644065 68 38.5408987 3.5391411 69 0.1345086 38.5408987 70 30.8938355 0.1345086 71 5.0960188 30.8938355 72 -11.8626854 5.0960188 73 -17.9224420 -11.8626854 74 -19.3312313 -17.9224420 75 -18.1779932 -19.3312313 76 0.8451727 -18.1779932 77 14.4366059 0.8451727 78 87.0558872 14.4366059 79 124.0143014 87.0558872 80 -1.2469427 124.0143014 81 10.2851672 -1.2469427 82 4.1358990 10.2851672 83 3.0966810 4.1358990 84 -22.9799469 3.0966810 85 12.2290963 -22.9799469 86 31.7390770 12.2290963 87 -24.6480353 31.7390770 88 13.7101904 -24.6480353 89 -27.5866134 13.7101904 90 6.7775631 -27.5866134 91 -7.5723418 6.7775631 92 64.7856116 -7.5723418 93 -15.4249588 64.7856116 94 23.6317018 -15.4249588 95 2.7249456 23.6317018 96 -32.4240669 2.7249456 97 164.9135253 -32.4240669 98 -40.8120314 164.9135253 99 -23.0846911 -40.8120314 100 -1.4076433 -23.0846911 101 -13.2584274 -1.4076433 102 20.3629300 -13.2584274 103 -24.7933030 20.3629300 104 -1.8146082 -24.7933030 105 -4.1520971 -1.8146082 106 18.9601902 -4.1520971 107 -28.3983981 18.9601902 108 -12.1869943 -28.3983981 109 -1.7065100 -12.1869943 110 2.9992310 -1.7065100 111 8.9964610 2.9992310 112 8.2798501 8.9964610 113 -27.2884462 8.2798501 114 -18.8804091 -27.2884462 115 12.7557697 -18.8804091 116 -4.1608512 12.7557697 117 -23.0681378 -4.1608512 118 -25.4472065 -23.0681378 119 45.3289581 -25.4472065 120 -17.3466078 45.3289581 121 -12.2128149 -17.3466078 122 62.8686143 -12.2128149 123 -20.6326255 62.8686143 124 -1.5683111 -20.6326255 125 -25.1008658 -1.5683111 126 -17.7715239 -25.1008658 127 -11.4389022 -17.7715239 128 8.4712393 -11.4389022 129 -17.7715239 8.4712393 130 -9.9665871 -17.7715239 131 36.6716285 -9.9665871 132 -17.7715239 36.6716285 133 -15.1299894 -17.7715239 134 -17.7715239 -15.1299894 135 -10.8318097 -17.7715239 136 -5.6420026 -10.8318097 137 -17.7715239 -5.6420026 138 -17.7715239 -17.7715239 139 -17.7715239 -17.7715239 140 -5.7245588 -17.7715239 141 -17.7715239 -5.7245588 142 -7.9957263 -17.7715239 143 -15.0852406 -7.9957263 144 -6.9403875 -15.0852406 145 -7.2042128 -6.9403875 146 -17.7715239 -7.2042128 147 -11.8784102 -17.7715239 148 -17.7715239 -11.8784102 149 -16.9844017 -17.7715239 150 -10.4788181 -16.9844017 151 43.3483659 -10.4788181 152 -17.7715239 43.3483659 153 -9.0478457 -17.7715239 154 -14.9941017 -9.0478457 155 -17.7715239 -14.9941017 156 -17.7715239 -17.7715239 157 -16.7434713 -17.7715239 158 -13.5715006 -16.7434713 159 -17.7715239 -13.5715006 160 -17.7715239 -17.7715239 161 -17.7715239 -17.7715239 162 -17.7715239 -17.7715239 163 5.9047961 -17.7715239 164 29.1341866 5.9047961 165 -17.7715239 29.1341866 166 -17.7715239 -17.7715239 167 2.0702748 -17.7715239 168 -17.7715239 2.0702748 169 -17.7715239 -17.7715239 170 -17.7715239 -17.7715239 171 -14.3519010 -17.7715239 172 -17.7715239 -14.3519010 173 -10.6347972 -17.7715239 174 -17.7715239 -10.6347972 175 -10.4746235 -17.7715239 176 -17.7715239 -10.4746235 177 -19.2098605 -17.7715239 178 -17.7715239 -19.2098605 179 -17.7715239 -17.7715239 180 5.2809704 -17.7715239 181 -17.6701883 5.2809704 182 18.0882501 -17.6701883 183 -16.0784351 18.0882501 184 -15.6042886 -16.0784351 185 -9.9109276 -15.6042886 186 -10.1173556 -9.9109276 187 -14.3090944 -10.1173556 188 -16.3061709 -14.3090944 189 -17.7715239 -16.3061709 190 -15.1534012 -17.7715239 191 -17.7715239 -15.1534012 192 -13.0911907 -17.7715239 193 -17.7715239 -13.0911907 194 -16.0293232 -17.7715239 195 -19.7177719 -16.0293232 196 21.8425098 -19.7177719 197 -19.7177719 21.8425098 198 -19.7177719 -19.7177719 199 -10.6143344 -19.7177719 200 -19.7177719 -10.6143344 201 -19.7177719 -19.7177719 202 -19.7177719 -19.7177719 203 9.8502926 -19.7177719 204 -16.7006246 9.8502926 205 -18.1582073 -16.7006246 206 -18.1228516 -18.1582073 207 -19.7177719 -18.1228516 208 9.4228224 -19.7177719 209 -19.7177719 9.4228224 210 -17.7715239 -19.7177719 211 -17.7715239 -17.7715239 212 13.6412053 -17.7715239 213 -1.4905944 13.6412053 214 -15.1539497 -1.4905944 215 -17.7715239 -15.1539497 216 -9.9175622 -17.7715239 217 7.5620269 -9.9175622 218 -17.7715239 7.5620269 219 -3.1874263 -17.7715239 220 -15.6436606 -3.1874263 221 -17.7715239 -15.6436606 222 -15.7831400 -17.7715239 223 -17.7715239 -15.7831400 224 -15.9411677 -17.7715239 225 6.0684338 -15.9411677 226 -17.7715239 6.0684338 227 -17.7715239 -17.7715239 228 -16.8886255 -17.7715239 229 -17.7715239 -16.8886255 230 -12.1957821 -17.7715239 231 -17.7715239 -12.1957821 232 -17.7715239 -17.7715239 233 -3.6549638 -17.7715239 234 -17.7715239 -3.6549638 235 -16.7942593 -17.7715239 236 -17.7715239 -16.7942593 237 -11.9837720 -17.7715239 238 -17.7715239 -11.9837720 239 -17.7715239 -17.7715239 240 -17.7715239 -17.7715239 241 -15.6645685 -17.7715239 242 -17.7715239 -15.6645685 243 -9.5755039 -17.7715239 244 -34.3674831 -9.5755039 245 -19.7177719 -34.3674831 246 -19.7177719 -19.7177719 247 -8.0941280 -19.7177719 248 -19.7177719 -8.0941280 249 -19.7177719 -19.7177719 250 -7.1416207 -19.7177719 251 -19.7177719 -7.1416207 252 -18.3085199 -19.7177719 253 46.1144388 -18.3085199 254 52.4579341 46.1144388 255 -17.7715239 52.4579341 256 -9.9019202 -17.7715239 257 19.9366442 -9.9019202 258 -19.7177719 19.9366442 259 -17.7715239 -19.7177719 260 -19.7177719 -17.7715239 261 -19.7177719 -19.7177719 262 -12.1279946 -19.7177719 263 -4.1143907 -12.1279946 264 -19.7177719 -4.1143907 265 -17.7715239 -19.7177719 266 -19.7177719 -17.7715239 267 -14.7883112 -19.7177719 268 -19.7177719 -14.7883112 269 -16.3292489 -19.7177719 270 -19.7177719 -16.3292489 271 -19.7177719 -19.7177719 272 -19.7177719 -19.7177719 273 -6.6514034 -19.7177719 274 -17.7715239 -6.6514034 275 9.6241665 -17.7715239 276 11.5785054 9.6241665 277 -17.7715239 11.5785054 278 54.0868392 -17.7715239 279 6.0817440 54.0868392 280 -19.7177719 6.0817440 281 -17.7715239 -19.7177719 282 54.1272101 -17.7715239 283 -17.7715239 54.1272101 284 -11.0490447 -17.7715239 285 -17.7715239 -11.0490447 286 -19.7177719 -17.7715239 287 -14.5025951 -19.7177719 288 -19.7177719 -14.5025951 289 45.0836053 -19.7177719 290 -19.7177719 45.0836053 291 4.2638542 -19.7177719 292 -7.9689040 4.2638542 293 -17.7715239 -7.9689040 294 -3.6482575 -17.7715239 295 -0.7725222 -3.6482575 296 -17.7715239 -0.7725222 297 -19.7177719 -17.7715239 298 -17.7715239 -19.7177719 299 -17.7715239 -17.7715239 300 -15.9525365 -17.7715239 301 -16.9726810 -15.9525365 302 -17.7715239 -16.9726810 303 -19.7177719 -17.7715239 304 32.3100615 -19.7177719 305 -8.7910753 32.3100615 306 -19.7177719 -8.7910753 307 -9.4488344 -19.7177719 308 4.0235829 -9.4488344 309 -19.7177719 4.0235829 310 -19.7177719 -19.7177719 311 52.2140070 -19.7177719 312 -19.7177719 52.2140070 313 -13.3985432 -19.7177719 314 -13.8082140 -13.3985432 315 -6.7721475 -13.8082140 316 -16.6974894 -6.7721475 317 -3.4484015 -16.6974894 318 -11.7779166 -3.4484015 319 -17.7715239 -11.7779166 320 -17.7715239 -17.7715239 321 -17.7715239 -17.7715239 322 -17.7715239 -17.7715239 323 -19.7177719 -17.7715239 324 -17.7715239 -19.7177719 325 -15.9217150 -17.7715239 326 -19.7177719 -15.9217150 327 -19.7177719 -19.7177719 328 -17.7715239 -19.7177719 329 -17.7715239 -17.7715239 330 -17.7715239 -17.7715239 331 -17.7715239 -17.7715239 332 -17.7715239 -17.7715239 333 -13.2877113 -17.7715239 334 -15.7811006 -13.2877113 335 -17.7715239 -15.7811006 336 -11.4031594 -17.7715239 337 -17.7715239 -11.4031594 338 -17.0181298 -17.7715239 339 -5.2279308 -17.0181298 340 -5.7309948 -5.2279308 341 -17.7715239 -5.7309948 342 -17.7715239 -17.7715239 343 -17.7715239 -17.7715239 344 -17.7715239 -17.7715239 345 -17.7715239 -17.7715239 346 -11.9420184 -17.7715239 347 -17.7715239 -11.9420184 348 -17.7715239 -17.7715239 349 -17.7715239 -17.7715239 350 -5.0456600 -17.7715239 351 -8.3397571 -5.0456600 352 -9.3099043 -8.3397571 353 -17.2235769 -9.3099043 354 -17.7715239 -17.2235769 355 -17.7715239 -17.7715239 356 23.5501756 -17.7715239 357 -17.7715239 23.5501756 358 -17.7715239 -17.7715239 359 -17.7715239 -17.7715239 360 -13.7791106 -17.7715239 361 -17.7715239 -13.7791106 362 -17.7715239 -17.7715239 363 -17.4618720 -17.7715239 364 -7.5620163 -17.4618720 365 -17.7715239 -7.5620163 366 -17.7715239 -17.7715239 367 -17.7715239 -17.7715239 368 -17.7715239 -17.7715239 369 -17.7715239 -17.7715239 370 -17.7715239 -17.7715239 371 19.5599725 -17.7715239 372 -16.6507693 19.5599725 373 -19.5849049 -16.6507693 374 -17.7715239 -19.5849049 375 -17.7715239 -17.7715239 376 7.2145218 -17.7715239 377 -10.7804364 7.2145218 378 -17.7715239 -10.7804364 379 -17.7715239 -17.7715239 380 -17.7715239 -17.7715239 381 33.5696334 -17.7715239 382 66.0097200 33.5696334 383 -17.7715239 66.0097200 384 -3.0892383 -17.7715239 385 2.5070302 -3.0892383 386 -12.2396209 2.5070302 387 -15.2035233 -12.2396209 388 -15.1322970 -15.2035233 389 -4.8040735 -15.1322970 390 -11.2594462 -4.8040735 391 -12.2721206 -11.2594462 392 -15.0868689 -12.2721206 393 -17.4055818 -15.0868689 394 -40.0900733 -17.4055818 395 -7.6868146 -40.0900733 396 -6.0135264 -7.6868146 397 64.4297376 -6.0135264 398 -13.6174969 64.4297376 399 119.6534186 -13.6174969 400 -23.8350537 119.6534186 401 -15.4380758 -23.8350537 402 -13.3116905 -15.4380758 403 -8.5154968 -13.3116905 404 -16.2045102 -8.5154968 405 -16.7677685 -16.2045102 406 -8.8879719 -16.7677685 407 -12.7750886 -8.8879719 408 -8.7906419 -12.7750886 409 -23.3870447 -8.7906419 410 30.7412973 -23.3870447 411 -39.7864245 30.7412973 412 -9.2689253 -39.7864245 413 -14.9699204 -9.2689253 414 -27.4902067 -14.9699204 415 -26.4069997 -27.4902067 416 36.2550853 -26.4069997 417 -11.0480680 36.2550853 418 -3.7731238 -11.0480680 419 -21.3297682 -3.7731238 420 -26.2523906 -21.3297682 421 25.1544932 -26.2523906 422 1.9547430 25.1544932 423 -34.1412990 1.9547430 424 -6.9383195 -34.1412990 425 41.4744236 -6.9383195 426 -11.1591966 41.4744236 427 -75.1129514 -11.1591966 428 -40.0773534 -75.1129514 429 -37.8889397 -40.0773534 430 52.8080066 -37.8889397 431 NA 52.8080066 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 78.6110629 -103.2385301 [2,] -193.0483656 78.6110629 [3,] 29.3169664 -193.0483656 [4,] -118.2528983 29.3169664 [5,] -191.6364156 -118.2528983 [6,] 157.8412239 -191.6364156 [7,] -53.3358500 157.8412239 [8,] 176.3545702 -53.3358500 [9,] -16.1011360 176.3545702 [10,] -151.7357115 -16.1011360 [11,] 11.1840122 -151.7357115 [12,] 121.8020360 11.1840122 [13,] -55.3738445 121.8020360 [14,] 296.9647588 -55.3738445 [15,] 4.8001512 296.9647588 [16,] -47.6667778 4.8001512 [17,] 319.6081477 -47.6667778 [18,] -17.9383429 319.6081477 [19,] 209.4863290 -17.9383429 [20,] 2.4800653 209.4863290 [21,] -94.9479725 2.4800653 [22,] -47.9857649 -94.9479725 [23,] 145.1398071 -47.9857649 [24,] 9.5256328 145.1398071 [25,] -62.4682582 9.5256328 [26,] 64.4450331 -62.4682582 [27,] 46.1139352 64.4450331 [28,] -27.5903855 46.1139352 [29,] 249.6574688 -27.5903855 [30,] -25.1191149 249.6574688 [31,] -33.0432926 -25.1191149 [32,] -28.5724041 -33.0432926 [33,] -17.8856722 -28.5724041 [34,] -106.7450658 -17.8856722 [35,] -5.3742185 -106.7450658 [36,] -7.9860084 -5.3742185 [37,] 4.4478303 -7.9860084 [38,] -8.9388896 4.4478303 [39,] 92.0017448 -8.9388896 [40,] 718.9778225 92.0017448 [41,] -64.1458767 718.9778225 [42,] 164.3304000 -64.1458767 [43,] 17.9768446 164.3304000 [44,] 9.4424685 17.9768446 [45,] -36.8708145 9.4424685 [46,] -61.9475680 -36.8708145 [47,] 221.0689149 -61.9475680 [48,] 8.5897065 221.0689149 [49,] -6.5232862 8.5897065 [50,] 47.9687929 -6.5232862 [51,] 72.6333328 47.9687929 [52,] -5.1928587 72.6333328 [53,] 100.5541410 -5.1928587 [54,] 68.4877525 100.5541410 [55,] 62.7895433 68.4877525 [56,] -30.0957386 62.7895433 [57,] 1.0097033 -30.0957386 [58,] 65.0723661 1.0097033 [59,] 7.3193113 65.0723661 [60,] -23.8946707 7.3193113 [61,] 10.0091245 -23.8946707 [62,] -20.4304021 10.0091245 [63,] 5.9561988 -20.4304021 [64,] 43.7411938 5.9561988 [65,] 827.2481558 43.7411938 [66,] 42.2644065 827.2481558 [67,] 3.5391411 42.2644065 [68,] 38.5408987 3.5391411 [69,] 0.1345086 38.5408987 [70,] 30.8938355 0.1345086 [71,] 5.0960188 30.8938355 [72,] -11.8626854 5.0960188 [73,] -17.9224420 -11.8626854 [74,] -19.3312313 -17.9224420 [75,] -18.1779932 -19.3312313 [76,] 0.8451727 -18.1779932 [77,] 14.4366059 0.8451727 [78,] 87.0558872 14.4366059 [79,] 124.0143014 87.0558872 [80,] -1.2469427 124.0143014 [81,] 10.2851672 -1.2469427 [82,] 4.1358990 10.2851672 [83,] 3.0966810 4.1358990 [84,] -22.9799469 3.0966810 [85,] 12.2290963 -22.9799469 [86,] 31.7390770 12.2290963 [87,] -24.6480353 31.7390770 [88,] 13.7101904 -24.6480353 [89,] -27.5866134 13.7101904 [90,] 6.7775631 -27.5866134 [91,] -7.5723418 6.7775631 [92,] 64.7856116 -7.5723418 [93,] -15.4249588 64.7856116 [94,] 23.6317018 -15.4249588 [95,] 2.7249456 23.6317018 [96,] -32.4240669 2.7249456 [97,] 164.9135253 -32.4240669 [98,] -40.8120314 164.9135253 [99,] -23.0846911 -40.8120314 [100,] -1.4076433 -23.0846911 [101,] -13.2584274 -1.4076433 [102,] 20.3629300 -13.2584274 [103,] -24.7933030 20.3629300 [104,] -1.8146082 -24.7933030 [105,] -4.1520971 -1.8146082 [106,] 18.9601902 -4.1520971 [107,] -28.3983981 18.9601902 [108,] -12.1869943 -28.3983981 [109,] -1.7065100 -12.1869943 [110,] 2.9992310 -1.7065100 [111,] 8.9964610 2.9992310 [112,] 8.2798501 8.9964610 [113,] -27.2884462 8.2798501 [114,] -18.8804091 -27.2884462 [115,] 12.7557697 -18.8804091 [116,] -4.1608512 12.7557697 [117,] -23.0681378 -4.1608512 [118,] -25.4472065 -23.0681378 [119,] 45.3289581 -25.4472065 [120,] -17.3466078 45.3289581 [121,] -12.2128149 -17.3466078 [122,] 62.8686143 -12.2128149 [123,] -20.6326255 62.8686143 [124,] -1.5683111 -20.6326255 [125,] -25.1008658 -1.5683111 [126,] -17.7715239 -25.1008658 [127,] -11.4389022 -17.7715239 [128,] 8.4712393 -11.4389022 [129,] -17.7715239 8.4712393 [130,] -9.9665871 -17.7715239 [131,] 36.6716285 -9.9665871 [132,] -17.7715239 36.6716285 [133,] -15.1299894 -17.7715239 [134,] -17.7715239 -15.1299894 [135,] -10.8318097 -17.7715239 [136,] -5.6420026 -10.8318097 [137,] -17.7715239 -5.6420026 [138,] -17.7715239 -17.7715239 [139,] -17.7715239 -17.7715239 [140,] -5.7245588 -17.7715239 [141,] -17.7715239 -5.7245588 [142,] -7.9957263 -17.7715239 [143,] -15.0852406 -7.9957263 [144,] -6.9403875 -15.0852406 [145,] -7.2042128 -6.9403875 [146,] -17.7715239 -7.2042128 [147,] -11.8784102 -17.7715239 [148,] -17.7715239 -11.8784102 [149,] -16.9844017 -17.7715239 [150,] -10.4788181 -16.9844017 [151,] 43.3483659 -10.4788181 [152,] -17.7715239 43.3483659 [153,] -9.0478457 -17.7715239 [154,] -14.9941017 -9.0478457 [155,] -17.7715239 -14.9941017 [156,] -17.7715239 -17.7715239 [157,] -16.7434713 -17.7715239 [158,] -13.5715006 -16.7434713 [159,] -17.7715239 -13.5715006 [160,] -17.7715239 -17.7715239 [161,] -17.7715239 -17.7715239 [162,] -17.7715239 -17.7715239 [163,] 5.9047961 -17.7715239 [164,] 29.1341866 5.9047961 [165,] -17.7715239 29.1341866 [166,] -17.7715239 -17.7715239 [167,] 2.0702748 -17.7715239 [168,] -17.7715239 2.0702748 [169,] -17.7715239 -17.7715239 [170,] -17.7715239 -17.7715239 [171,] -14.3519010 -17.7715239 [172,] -17.7715239 -14.3519010 [173,] -10.6347972 -17.7715239 [174,] -17.7715239 -10.6347972 [175,] -10.4746235 -17.7715239 [176,] -17.7715239 -10.4746235 [177,] -19.2098605 -17.7715239 [178,] -17.7715239 -19.2098605 [179,] -17.7715239 -17.7715239 [180,] 5.2809704 -17.7715239 [181,] -17.6701883 5.2809704 [182,] 18.0882501 -17.6701883 [183,] -16.0784351 18.0882501 [184,] -15.6042886 -16.0784351 [185,] -9.9109276 -15.6042886 [186,] -10.1173556 -9.9109276 [187,] -14.3090944 -10.1173556 [188,] -16.3061709 -14.3090944 [189,] -17.7715239 -16.3061709 [190,] -15.1534012 -17.7715239 [191,] -17.7715239 -15.1534012 [192,] -13.0911907 -17.7715239 [193,] -17.7715239 -13.0911907 [194,] -16.0293232 -17.7715239 [195,] -19.7177719 -16.0293232 [196,] 21.8425098 -19.7177719 [197,] -19.7177719 21.8425098 [198,] -19.7177719 -19.7177719 [199,] -10.6143344 -19.7177719 [200,] -19.7177719 -10.6143344 [201,] -19.7177719 -19.7177719 [202,] -19.7177719 -19.7177719 [203,] 9.8502926 -19.7177719 [204,] -16.7006246 9.8502926 [205,] -18.1582073 -16.7006246 [206,] -18.1228516 -18.1582073 [207,] -19.7177719 -18.1228516 [208,] 9.4228224 -19.7177719 [209,] -19.7177719 9.4228224 [210,] -17.7715239 -19.7177719 [211,] -17.7715239 -17.7715239 [212,] 13.6412053 -17.7715239 [213,] -1.4905944 13.6412053 [214,] -15.1539497 -1.4905944 [215,] -17.7715239 -15.1539497 [216,] -9.9175622 -17.7715239 [217,] 7.5620269 -9.9175622 [218,] -17.7715239 7.5620269 [219,] -3.1874263 -17.7715239 [220,] -15.6436606 -3.1874263 [221,] -17.7715239 -15.6436606 [222,] -15.7831400 -17.7715239 [223,] -17.7715239 -15.7831400 [224,] -15.9411677 -17.7715239 [225,] 6.0684338 -15.9411677 [226,] -17.7715239 6.0684338 [227,] -17.7715239 -17.7715239 [228,] -16.8886255 -17.7715239 [229,] -17.7715239 -16.8886255 [230,] -12.1957821 -17.7715239 [231,] -17.7715239 -12.1957821 [232,] -17.7715239 -17.7715239 [233,] -3.6549638 -17.7715239 [234,] -17.7715239 -3.6549638 [235,] -16.7942593 -17.7715239 [236,] -17.7715239 -16.7942593 [237,] -11.9837720 -17.7715239 [238,] -17.7715239 -11.9837720 [239,] -17.7715239 -17.7715239 [240,] -17.7715239 -17.7715239 [241,] -15.6645685 -17.7715239 [242,] -17.7715239 -15.6645685 [243,] -9.5755039 -17.7715239 [244,] -34.3674831 -9.5755039 [245,] -19.7177719 -34.3674831 [246,] -19.7177719 -19.7177719 [247,] -8.0941280 -19.7177719 [248,] -19.7177719 -8.0941280 [249,] -19.7177719 -19.7177719 [250,] -7.1416207 -19.7177719 [251,] -19.7177719 -7.1416207 [252,] -18.3085199 -19.7177719 [253,] 46.1144388 -18.3085199 [254,] 52.4579341 46.1144388 [255,] -17.7715239 52.4579341 [256,] -9.9019202 -17.7715239 [257,] 19.9366442 -9.9019202 [258,] -19.7177719 19.9366442 [259,] -17.7715239 -19.7177719 [260,] -19.7177719 -17.7715239 [261,] -19.7177719 -19.7177719 [262,] -12.1279946 -19.7177719 [263,] -4.1143907 -12.1279946 [264,] -19.7177719 -4.1143907 [265,] -17.7715239 -19.7177719 [266,] -19.7177719 -17.7715239 [267,] -14.7883112 -19.7177719 [268,] -19.7177719 -14.7883112 [269,] -16.3292489 -19.7177719 [270,] -19.7177719 -16.3292489 [271,] -19.7177719 -19.7177719 [272,] -19.7177719 -19.7177719 [273,] -6.6514034 -19.7177719 [274,] -17.7715239 -6.6514034 [275,] 9.6241665 -17.7715239 [276,] 11.5785054 9.6241665 [277,] -17.7715239 11.5785054 [278,] 54.0868392 -17.7715239 [279,] 6.0817440 54.0868392 [280,] -19.7177719 6.0817440 [281,] -17.7715239 -19.7177719 [282,] 54.1272101 -17.7715239 [283,] -17.7715239 54.1272101 [284,] -11.0490447 -17.7715239 [285,] -17.7715239 -11.0490447 [286,] -19.7177719 -17.7715239 [287,] -14.5025951 -19.7177719 [288,] -19.7177719 -14.5025951 [289,] 45.0836053 -19.7177719 [290,] -19.7177719 45.0836053 [291,] 4.2638542 -19.7177719 [292,] -7.9689040 4.2638542 [293,] -17.7715239 -7.9689040 [294,] -3.6482575 -17.7715239 [295,] -0.7725222 -3.6482575 [296,] -17.7715239 -0.7725222 [297,] -19.7177719 -17.7715239 [298,] -17.7715239 -19.7177719 [299,] -17.7715239 -17.7715239 [300,] -15.9525365 -17.7715239 [301,] -16.9726810 -15.9525365 [302,] -17.7715239 -16.9726810 [303,] -19.7177719 -17.7715239 [304,] 32.3100615 -19.7177719 [305,] -8.7910753 32.3100615 [306,] -19.7177719 -8.7910753 [307,] -9.4488344 -19.7177719 [308,] 4.0235829 -9.4488344 [309,] -19.7177719 4.0235829 [310,] -19.7177719 -19.7177719 [311,] 52.2140070 -19.7177719 [312,] -19.7177719 52.2140070 [313,] -13.3985432 -19.7177719 [314,] -13.8082140 -13.3985432 [315,] -6.7721475 -13.8082140 [316,] -16.6974894 -6.7721475 [317,] -3.4484015 -16.6974894 [318,] -11.7779166 -3.4484015 [319,] -17.7715239 -11.7779166 [320,] -17.7715239 -17.7715239 [321,] -17.7715239 -17.7715239 [322,] -17.7715239 -17.7715239 [323,] -19.7177719 -17.7715239 [324,] -17.7715239 -19.7177719 [325,] -15.9217150 -17.7715239 [326,] -19.7177719 -15.9217150 [327,] -19.7177719 -19.7177719 [328,] -17.7715239 -19.7177719 [329,] -17.7715239 -17.7715239 [330,] -17.7715239 -17.7715239 [331,] -17.7715239 -17.7715239 [332,] -17.7715239 -17.7715239 [333,] -13.2877113 -17.7715239 [334,] -15.7811006 -13.2877113 [335,] -17.7715239 -15.7811006 [336,] -11.4031594 -17.7715239 [337,] -17.7715239 -11.4031594 [338,] -17.0181298 -17.7715239 [339,] -5.2279308 -17.0181298 [340,] -5.7309948 -5.2279308 [341,] -17.7715239 -5.7309948 [342,] -17.7715239 -17.7715239 [343,] -17.7715239 -17.7715239 [344,] -17.7715239 -17.7715239 [345,] -17.7715239 -17.7715239 [346,] -11.9420184 -17.7715239 [347,] -17.7715239 -11.9420184 [348,] -17.7715239 -17.7715239 [349,] -17.7715239 -17.7715239 [350,] -5.0456600 -17.7715239 [351,] -8.3397571 -5.0456600 [352,] -9.3099043 -8.3397571 [353,] -17.2235769 -9.3099043 [354,] -17.7715239 -17.2235769 [355,] -17.7715239 -17.7715239 [356,] 23.5501756 -17.7715239 [357,] -17.7715239 23.5501756 [358,] -17.7715239 -17.7715239 [359,] -17.7715239 -17.7715239 [360,] -13.7791106 -17.7715239 [361,] -17.7715239 -13.7791106 [362,] -17.7715239 -17.7715239 [363,] -17.4618720 -17.7715239 [364,] -7.5620163 -17.4618720 [365,] -17.7715239 -7.5620163 [366,] -17.7715239 -17.7715239 [367,] -17.7715239 -17.7715239 [368,] -17.7715239 -17.7715239 [369,] -17.7715239 -17.7715239 [370,] -17.7715239 -17.7715239 [371,] 19.5599725 -17.7715239 [372,] -16.6507693 19.5599725 [373,] -19.5849049 -16.6507693 [374,] -17.7715239 -19.5849049 [375,] -17.7715239 -17.7715239 [376,] 7.2145218 -17.7715239 [377,] -10.7804364 7.2145218 [378,] -17.7715239 -10.7804364 [379,] -17.7715239 -17.7715239 [380,] -17.7715239 -17.7715239 [381,] 33.5696334 -17.7715239 [382,] 66.0097200 33.5696334 [383,] -17.7715239 66.0097200 [384,] -3.0892383 -17.7715239 [385,] 2.5070302 -3.0892383 [386,] -12.2396209 2.5070302 [387,] -15.2035233 -12.2396209 [388,] -15.1322970 -15.2035233 [389,] -4.8040735 -15.1322970 [390,] -11.2594462 -4.8040735 [391,] -12.2721206 -11.2594462 [392,] -15.0868689 -12.2721206 [393,] -17.4055818 -15.0868689 [394,] -40.0900733 -17.4055818 [395,] -7.6868146 -40.0900733 [396,] -6.0135264 -7.6868146 [397,] 64.4297376 -6.0135264 [398,] -13.6174969 64.4297376 [399,] 119.6534186 -13.6174969 [400,] -23.8350537 119.6534186 [401,] -15.4380758 -23.8350537 [402,] -13.3116905 -15.4380758 [403,] -8.5154968 -13.3116905 [404,] -16.2045102 -8.5154968 [405,] -16.7677685 -16.2045102 [406,] -8.8879719 -16.7677685 [407,] -12.7750886 -8.8879719 [408,] -8.7906419 -12.7750886 [409,] -23.3870447 -8.7906419 [410,] 30.7412973 -23.3870447 [411,] -39.7864245 30.7412973 [412,] -9.2689253 -39.7864245 [413,] -14.9699204 -9.2689253 [414,] -27.4902067 -14.9699204 [415,] -26.4069997 -27.4902067 [416,] 36.2550853 -26.4069997 [417,] -11.0480680 36.2550853 [418,] -3.7731238 -11.0480680 [419,] -21.3297682 -3.7731238 [420,] -26.2523906 -21.3297682 [421,] 25.1544932 -26.2523906 [422,] 1.9547430 25.1544932 [423,] -34.1412990 1.9547430 [424,] -6.9383195 -34.1412990 [425,] 41.4744236 -6.9383195 [426,] -11.1591966 41.4744236 [427,] -75.1129514 -11.1591966 [428,] -40.0773534 -75.1129514 [429,] -37.8889397 -40.0773534 [430,] 52.8080066 -37.8889397 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 78.6110629 -103.2385301 2 -193.0483656 78.6110629 3 29.3169664 -193.0483656 4 -118.2528983 29.3169664 5 -191.6364156 -118.2528983 6 157.8412239 -191.6364156 7 -53.3358500 157.8412239 8 176.3545702 -53.3358500 9 -16.1011360 176.3545702 10 -151.7357115 -16.1011360 11 11.1840122 -151.7357115 12 121.8020360 11.1840122 13 -55.3738445 121.8020360 14 296.9647588 -55.3738445 15 4.8001512 296.9647588 16 -47.6667778 4.8001512 17 319.6081477 -47.6667778 18 -17.9383429 319.6081477 19 209.4863290 -17.9383429 20 2.4800653 209.4863290 21 -94.9479725 2.4800653 22 -47.9857649 -94.9479725 23 145.1398071 -47.9857649 24 9.5256328 145.1398071 25 -62.4682582 9.5256328 26 64.4450331 -62.4682582 27 46.1139352 64.4450331 28 -27.5903855 46.1139352 29 249.6574688 -27.5903855 30 -25.1191149 249.6574688 31 -33.0432926 -25.1191149 32 -28.5724041 -33.0432926 33 -17.8856722 -28.5724041 34 -106.7450658 -17.8856722 35 -5.3742185 -106.7450658 36 -7.9860084 -5.3742185 37 4.4478303 -7.9860084 38 -8.9388896 4.4478303 39 92.0017448 -8.9388896 40 718.9778225 92.0017448 41 -64.1458767 718.9778225 42 164.3304000 -64.1458767 43 17.9768446 164.3304000 44 9.4424685 17.9768446 45 -36.8708145 9.4424685 46 -61.9475680 -36.8708145 47 221.0689149 -61.9475680 48 8.5897065 221.0689149 49 -6.5232862 8.5897065 50 47.9687929 -6.5232862 51 72.6333328 47.9687929 52 -5.1928587 72.6333328 53 100.5541410 -5.1928587 54 68.4877525 100.5541410 55 62.7895433 68.4877525 56 -30.0957386 62.7895433 57 1.0097033 -30.0957386 58 65.0723661 1.0097033 59 7.3193113 65.0723661 60 -23.8946707 7.3193113 61 10.0091245 -23.8946707 62 -20.4304021 10.0091245 63 5.9561988 -20.4304021 64 43.7411938 5.9561988 65 827.2481558 43.7411938 66 42.2644065 827.2481558 67 3.5391411 42.2644065 68 38.5408987 3.5391411 69 0.1345086 38.5408987 70 30.8938355 0.1345086 71 5.0960188 30.8938355 72 -11.8626854 5.0960188 73 -17.9224420 -11.8626854 74 -19.3312313 -17.9224420 75 -18.1779932 -19.3312313 76 0.8451727 -18.1779932 77 14.4366059 0.8451727 78 87.0558872 14.4366059 79 124.0143014 87.0558872 80 -1.2469427 124.0143014 81 10.2851672 -1.2469427 82 4.1358990 10.2851672 83 3.0966810 4.1358990 84 -22.9799469 3.0966810 85 12.2290963 -22.9799469 86 31.7390770 12.2290963 87 -24.6480353 31.7390770 88 13.7101904 -24.6480353 89 -27.5866134 13.7101904 90 6.7775631 -27.5866134 91 -7.5723418 6.7775631 92 64.7856116 -7.5723418 93 -15.4249588 64.7856116 94 23.6317018 -15.4249588 95 2.7249456 23.6317018 96 -32.4240669 2.7249456 97 164.9135253 -32.4240669 98 -40.8120314 164.9135253 99 -23.0846911 -40.8120314 100 -1.4076433 -23.0846911 101 -13.2584274 -1.4076433 102 20.3629300 -13.2584274 103 -24.7933030 20.3629300 104 -1.8146082 -24.7933030 105 -4.1520971 -1.8146082 106 18.9601902 -4.1520971 107 -28.3983981 18.9601902 108 -12.1869943 -28.3983981 109 -1.7065100 -12.1869943 110 2.9992310 -1.7065100 111 8.9964610 2.9992310 112 8.2798501 8.9964610 113 -27.2884462 8.2798501 114 -18.8804091 -27.2884462 115 12.7557697 -18.8804091 116 -4.1608512 12.7557697 117 -23.0681378 -4.1608512 118 -25.4472065 -23.0681378 119 45.3289581 -25.4472065 120 -17.3466078 45.3289581 121 -12.2128149 -17.3466078 122 62.8686143 -12.2128149 123 -20.6326255 62.8686143 124 -1.5683111 -20.6326255 125 -25.1008658 -1.5683111 126 -17.7715239 -25.1008658 127 -11.4389022 -17.7715239 128 8.4712393 -11.4389022 129 -17.7715239 8.4712393 130 -9.9665871 -17.7715239 131 36.6716285 -9.9665871 132 -17.7715239 36.6716285 133 -15.1299894 -17.7715239 134 -17.7715239 -15.1299894 135 -10.8318097 -17.7715239 136 -5.6420026 -10.8318097 137 -17.7715239 -5.6420026 138 -17.7715239 -17.7715239 139 -17.7715239 -17.7715239 140 -5.7245588 -17.7715239 141 -17.7715239 -5.7245588 142 -7.9957263 -17.7715239 143 -15.0852406 -7.9957263 144 -6.9403875 -15.0852406 145 -7.2042128 -6.9403875 146 -17.7715239 -7.2042128 147 -11.8784102 -17.7715239 148 -17.7715239 -11.8784102 149 -16.9844017 -17.7715239 150 -10.4788181 -16.9844017 151 43.3483659 -10.4788181 152 -17.7715239 43.3483659 153 -9.0478457 -17.7715239 154 -14.9941017 -9.0478457 155 -17.7715239 -14.9941017 156 -17.7715239 -17.7715239 157 -16.7434713 -17.7715239 158 -13.5715006 -16.7434713 159 -17.7715239 -13.5715006 160 -17.7715239 -17.7715239 161 -17.7715239 -17.7715239 162 -17.7715239 -17.7715239 163 5.9047961 -17.7715239 164 29.1341866 5.9047961 165 -17.7715239 29.1341866 166 -17.7715239 -17.7715239 167 2.0702748 -17.7715239 168 -17.7715239 2.0702748 169 -17.7715239 -17.7715239 170 -17.7715239 -17.7715239 171 -14.3519010 -17.7715239 172 -17.7715239 -14.3519010 173 -10.6347972 -17.7715239 174 -17.7715239 -10.6347972 175 -10.4746235 -17.7715239 176 -17.7715239 -10.4746235 177 -19.2098605 -17.7715239 178 -17.7715239 -19.2098605 179 -17.7715239 -17.7715239 180 5.2809704 -17.7715239 181 -17.6701883 5.2809704 182 18.0882501 -17.6701883 183 -16.0784351 18.0882501 184 -15.6042886 -16.0784351 185 -9.9109276 -15.6042886 186 -10.1173556 -9.9109276 187 -14.3090944 -10.1173556 188 -16.3061709 -14.3090944 189 -17.7715239 -16.3061709 190 -15.1534012 -17.7715239 191 -17.7715239 -15.1534012 192 -13.0911907 -17.7715239 193 -17.7715239 -13.0911907 194 -16.0293232 -17.7715239 195 -19.7177719 -16.0293232 196 21.8425098 -19.7177719 197 -19.7177719 21.8425098 198 -19.7177719 -19.7177719 199 -10.6143344 -19.7177719 200 -19.7177719 -10.6143344 201 -19.7177719 -19.7177719 202 -19.7177719 -19.7177719 203 9.8502926 -19.7177719 204 -16.7006246 9.8502926 205 -18.1582073 -16.7006246 206 -18.1228516 -18.1582073 207 -19.7177719 -18.1228516 208 9.4228224 -19.7177719 209 -19.7177719 9.4228224 210 -17.7715239 -19.7177719 211 -17.7715239 -17.7715239 212 13.6412053 -17.7715239 213 -1.4905944 13.6412053 214 -15.1539497 -1.4905944 215 -17.7715239 -15.1539497 216 -9.9175622 -17.7715239 217 7.5620269 -9.9175622 218 -17.7715239 7.5620269 219 -3.1874263 -17.7715239 220 -15.6436606 -3.1874263 221 -17.7715239 -15.6436606 222 -15.7831400 -17.7715239 223 -17.7715239 -15.7831400 224 -15.9411677 -17.7715239 225 6.0684338 -15.9411677 226 -17.7715239 6.0684338 227 -17.7715239 -17.7715239 228 -16.8886255 -17.7715239 229 -17.7715239 -16.8886255 230 -12.1957821 -17.7715239 231 -17.7715239 -12.1957821 232 -17.7715239 -17.7715239 233 -3.6549638 -17.7715239 234 -17.7715239 -3.6549638 235 -16.7942593 -17.7715239 236 -17.7715239 -16.7942593 237 -11.9837720 -17.7715239 238 -17.7715239 -11.9837720 239 -17.7715239 -17.7715239 240 -17.7715239 -17.7715239 241 -15.6645685 -17.7715239 242 -17.7715239 -15.6645685 243 -9.5755039 -17.7715239 244 -34.3674831 -9.5755039 245 -19.7177719 -34.3674831 246 -19.7177719 -19.7177719 247 -8.0941280 -19.7177719 248 -19.7177719 -8.0941280 249 -19.7177719 -19.7177719 250 -7.1416207 -19.7177719 251 -19.7177719 -7.1416207 252 -18.3085199 -19.7177719 253 46.1144388 -18.3085199 254 52.4579341 46.1144388 255 -17.7715239 52.4579341 256 -9.9019202 -17.7715239 257 19.9366442 -9.9019202 258 -19.7177719 19.9366442 259 -17.7715239 -19.7177719 260 -19.7177719 -17.7715239 261 -19.7177719 -19.7177719 262 -12.1279946 -19.7177719 263 -4.1143907 -12.1279946 264 -19.7177719 -4.1143907 265 -17.7715239 -19.7177719 266 -19.7177719 -17.7715239 267 -14.7883112 -19.7177719 268 -19.7177719 -14.7883112 269 -16.3292489 -19.7177719 270 -19.7177719 -16.3292489 271 -19.7177719 -19.7177719 272 -19.7177719 -19.7177719 273 -6.6514034 -19.7177719 274 -17.7715239 -6.6514034 275 9.6241665 -17.7715239 276 11.5785054 9.6241665 277 -17.7715239 11.5785054 278 54.0868392 -17.7715239 279 6.0817440 54.0868392 280 -19.7177719 6.0817440 281 -17.7715239 -19.7177719 282 54.1272101 -17.7715239 283 -17.7715239 54.1272101 284 -11.0490447 -17.7715239 285 -17.7715239 -11.0490447 286 -19.7177719 -17.7715239 287 -14.5025951 -19.7177719 288 -19.7177719 -14.5025951 289 45.0836053 -19.7177719 290 -19.7177719 45.0836053 291 4.2638542 -19.7177719 292 -7.9689040 4.2638542 293 -17.7715239 -7.9689040 294 -3.6482575 -17.7715239 295 -0.7725222 -3.6482575 296 -17.7715239 -0.7725222 297 -19.7177719 -17.7715239 298 -17.7715239 -19.7177719 299 -17.7715239 -17.7715239 300 -15.9525365 -17.7715239 301 -16.9726810 -15.9525365 302 -17.7715239 -16.9726810 303 -19.7177719 -17.7715239 304 32.3100615 -19.7177719 305 -8.7910753 32.3100615 306 -19.7177719 -8.7910753 307 -9.4488344 -19.7177719 308 4.0235829 -9.4488344 309 -19.7177719 4.0235829 310 -19.7177719 -19.7177719 311 52.2140070 -19.7177719 312 -19.7177719 52.2140070 313 -13.3985432 -19.7177719 314 -13.8082140 -13.3985432 315 -6.7721475 -13.8082140 316 -16.6974894 -6.7721475 317 -3.4484015 -16.6974894 318 -11.7779166 -3.4484015 319 -17.7715239 -11.7779166 320 -17.7715239 -17.7715239 321 -17.7715239 -17.7715239 322 -17.7715239 -17.7715239 323 -19.7177719 -17.7715239 324 -17.7715239 -19.7177719 325 -15.9217150 -17.7715239 326 -19.7177719 -15.9217150 327 -19.7177719 -19.7177719 328 -17.7715239 -19.7177719 329 -17.7715239 -17.7715239 330 -17.7715239 -17.7715239 331 -17.7715239 -17.7715239 332 -17.7715239 -17.7715239 333 -13.2877113 -17.7715239 334 -15.7811006 -13.2877113 335 -17.7715239 -15.7811006 336 -11.4031594 -17.7715239 337 -17.7715239 -11.4031594 338 -17.0181298 -17.7715239 339 -5.2279308 -17.0181298 340 -5.7309948 -5.2279308 341 -17.7715239 -5.7309948 342 -17.7715239 -17.7715239 343 -17.7715239 -17.7715239 344 -17.7715239 -17.7715239 345 -17.7715239 -17.7715239 346 -11.9420184 -17.7715239 347 -17.7715239 -11.9420184 348 -17.7715239 -17.7715239 349 -17.7715239 -17.7715239 350 -5.0456600 -17.7715239 351 -8.3397571 -5.0456600 352 -9.3099043 -8.3397571 353 -17.2235769 -9.3099043 354 -17.7715239 -17.2235769 355 -17.7715239 -17.7715239 356 23.5501756 -17.7715239 357 -17.7715239 23.5501756 358 -17.7715239 -17.7715239 359 -17.7715239 -17.7715239 360 -13.7791106 -17.7715239 361 -17.7715239 -13.7791106 362 -17.7715239 -17.7715239 363 -17.4618720 -17.7715239 364 -7.5620163 -17.4618720 365 -17.7715239 -7.5620163 366 -17.7715239 -17.7715239 367 -17.7715239 -17.7715239 368 -17.7715239 -17.7715239 369 -17.7715239 -17.7715239 370 -17.7715239 -17.7715239 371 19.5599725 -17.7715239 372 -16.6507693 19.5599725 373 -19.5849049 -16.6507693 374 -17.7715239 -19.5849049 375 -17.7715239 -17.7715239 376 7.2145218 -17.7715239 377 -10.7804364 7.2145218 378 -17.7715239 -10.7804364 379 -17.7715239 -17.7715239 380 -17.7715239 -17.7715239 381 33.5696334 -17.7715239 382 66.0097200 33.5696334 383 -17.7715239 66.0097200 384 -3.0892383 -17.7715239 385 2.5070302 -3.0892383 386 -12.2396209 2.5070302 387 -15.2035233 -12.2396209 388 -15.1322970 -15.2035233 389 -4.8040735 -15.1322970 390 -11.2594462 -4.8040735 391 -12.2721206 -11.2594462 392 -15.0868689 -12.2721206 393 -17.4055818 -15.0868689 394 -40.0900733 -17.4055818 395 -7.6868146 -40.0900733 396 -6.0135264 -7.6868146 397 64.4297376 -6.0135264 398 -13.6174969 64.4297376 399 119.6534186 -13.6174969 400 -23.8350537 119.6534186 401 -15.4380758 -23.8350537 402 -13.3116905 -15.4380758 403 -8.5154968 -13.3116905 404 -16.2045102 -8.5154968 405 -16.7677685 -16.2045102 406 -8.8879719 -16.7677685 407 -12.7750886 -8.8879719 408 -8.7906419 -12.7750886 409 -23.3870447 -8.7906419 410 30.7412973 -23.3870447 411 -39.7864245 30.7412973 412 -9.2689253 -39.7864245 413 -14.9699204 -9.2689253 414 -27.4902067 -14.9699204 415 -26.4069997 -27.4902067 416 36.2550853 -26.4069997 417 -11.0480680 36.2550853 418 -3.7731238 -11.0480680 419 -21.3297682 -3.7731238 420 -26.2523906 -21.3297682 421 25.1544932 -26.2523906 422 1.9547430 25.1544932 423 -34.1412990 1.9547430 424 -6.9383195 -34.1412990 425 41.4744236 -6.9383195 426 -11.1591966 41.4744236 427 -75.1129514 -11.1591966 428 -40.0773534 -75.1129514 429 -37.8889397 -40.0773534 430 52.8080066 -37.8889397 > 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/7emzj1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/87vgm1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/97vgm1291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/10h4x71291317431.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/113nwv1291317431.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/1265cj1291317431.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/132xsa1291317431.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/14nfqx1291317431.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/159gpl1291317431.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/165q5u1291317431.tab") + } > > try(system("convert tmp/1b3iv1291317431.ps tmp/1b3iv1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/2b3iv1291317431.ps tmp/2b3iv1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/3lczy1291317431.ps tmp/3lczy1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/4lczy1291317431.ps tmp/4lczy1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/5lczy1291317431.ps tmp/5lczy1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/6emzj1291317431.ps tmp/6emzj1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/7emzj1291317431.ps tmp/7emzj1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/87vgm1291317431.ps tmp/87vgm1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/97vgm1291317431.ps tmp/97vgm1291317431.png",intern=TRUE)) character(0) > try(system("convert tmp/10h4x71291317431.ps tmp/10h4x71291317431.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 13.288 3.100 13.792