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. Type 'q()' to quit R. > x <- array(list(10 + ,5 + ,4 + ,20 + ,2 + ,2 + ,40 + ,6 + ,5 + ,67 + ,6 + ,5 + ,38 + ,5 + ,2 + ,61 + ,5 + ,2 + ,29 + ,6 + ,4 + ,0 + ,5 + ,7 + ,30 + ,6 + ,6 + ,39 + ,5 + ,4 + ,70 + ,6 + ,1 + ,65 + ,5 + ,4 + ,5 + ,5 + ,1 + ,30 + ,4 + ,5 + ,50 + ,7 + ,5 + ,90 + ,5 + ,5 + ,45 + ,4 + ,4 + ,75 + ,6 + ,3 + ,76 + ,6 + ,5 + ,15 + ,5 + ,5 + ,10 + ,5 + ,5 + ,0 + ,5 + ,4 + ,60 + ,6 + ,4 + ,67 + ,5 + ,2 + ,60 + ,6 + ,1 + ,70 + ,6 + ,2 + ,70 + ,5 + ,3 + ,87 + ,6 + ,3 + ,27 + ,6 + ,2 + ,65 + ,5 + ,2 + ,56 + ,5 + ,6 + ,82 + ,6 + ,5 + ,30 + ,5 + ,3 + ,38 + ,6 + ,5 + ,56 + ,6 + ,5 + ,70 + ,6 + ,2 + ,80 + ,6 + ,4 + ,71 + ,6 + ,3 + ,50 + ,5 + ,1 + ,31 + ,5 + ,2 + ,40 + ,6 + ,5 + ,71 + ,6 + ,2 + ,71 + ,5 + ,2 + ,10 + ,5 + ,5 + ,20 + ,5 + ,5 + ,40 + ,6 + ,2 + ,55 + ,2 + ,2 + ,80 + ,7 + ,3 + ,80 + ,5 + ,1 + ,72 + ,7 + ,2 + ,60 + ,6 + ,2 + ,29 + ,6 + ,4 + ,70 + ,5 + ,2 + ,60 + ,4 + ,5 + ,63 + ,6 + ,2 + ,70 + ,7 + ,2 + ,38 + ,5 + ,2 + ,40 + ,6 + ,5 + ,80 + ,6 + ,2 + ,24 + ,5 + ,5 + ,40 + ,5 + ,4 + ,47 + ,6 + ,1 + ,70 + ,5 + ,1 + ,70 + ,5 + ,2 + ,75 + ,2 + ,5 + ,60 + ,5 + ,5 + ,65 + ,5 + ,3 + ,91 + ,5 + ,2 + ,68 + ,5 + ,5 + ,80 + ,6 + ,2 + ,90 + ,4 + ,5 + ,20 + ,5 + ,2 + ,61 + ,6 + ,3 + ,13 + ,3 + ,6 + ,80 + ,6 + ,3 + ,40 + ,5 + ,4 + ,70 + ,5 + ,2 + ,39 + ,6 + ,3 + ,93 + ,6 + ,5 + ,10 + ,6 + ,5 + ,25 + ,6 + ,3 + ,61 + ,5 + ,2 + ,18 + ,3 + ,5 + ,60 + ,6 + ,2 + ,74 + ,6 + ,3 + ,35 + ,5 + ,1 + ,0 + ,5 + ,5 + ,71 + ,5 + ,2 + ,100 + ,6 + ,1 + ,64 + ,6 + ,5 + ,50 + ,6 + ,2 + ,40 + ,5 + ,2 + ,35 + ,4 + ,4 + ,60 + ,5 + ,4 + ,70 + ,7 + ,2 + ,55 + ,3 + ,4 + ,65 + ,6 + ,2 + ,30 + ,6 + ,2 + ,25 + ,2 + ,1 + ,80 + ,7 + ,4 + ,26 + ,5 + ,6 + ,78 + ,6 + ,4 + ,10 + ,5 + ,7 + ,70 + ,4 + ,1 + ,0 + ,3 + ,2 + ,65 + ,6 + ,1 + ,80 + ,6 + ,2 + ,60 + ,5 + ,1 + ,67 + ,6 + ,5 + ,49 + ,6 + ,3 + ,70 + ,5 + ,2 + ,66 + ,6 + ,3 + ,65 + ,4 + ,3 + ,65 + ,6 + ,5 + ,40 + ,6 + ,1 + ,40 + ,5 + ,2 + ,20 + ,7 + ,2 + ,90 + ,6 + ,5 + ,48 + ,6 + ,2 + ,25 + ,6 + ,1 + ,35 + ,5 + ,2 + ,40 + ,6 + ,5 + ,77 + ,5 + ,2 + ,70 + ,3 + ,5 + ,82 + ,5 + ,1 + ,80 + ,5 + ,2 + ,52 + ,3 + ,5 + ,71 + ,5 + ,4 + ,70 + ,5 + ,2 + ,50 + ,6 + ,5 + ,72 + ,6 + ,5 + ,80 + ,6 + ,3 + ,91 + ,6 + ,1 + ,18 + ,2 + ,2 + ,70 + ,4 + ,3 + ,76 + ,4 + ,1 + ,65 + ,6 + ,2 + ,35 + ,6 + ,2 + ,62 + ,6 + ,2 + ,76 + ,6 + ,2 + ,50 + ,6 + ,5 + ,68 + ,6 + ,4 + ,80 + ,5 + ,2 + ,90 + ,7 + ,4 + ,79 + ,5 + ,5 + ,30 + ,4 + ,5 + ,60 + ,5 + ,5) + ,dim=c(3 + ,147) + ,dimnames=list(c('Talk' + ,'Hands' + ,'Anxiety ') + ,1:147)) > y <- array(NA,dim=c(3,147),dimnames=list(c('Talk','Hands','Anxiety '),1:147)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Talk Hands Anxiety\r 1 10 5 4 2 20 2 2 3 40 6 5 4 67 6 5 5 38 5 2 6 61 5 2 7 29 6 4 8 0 5 7 9 30 6 6 10 39 5 4 11 70 6 1 12 65 5 4 13 5 5 1 14 30 4 5 15 50 7 5 16 90 5 5 17 45 4 4 18 75 6 3 19 76 6 5 20 15 5 5 21 10 5 5 22 0 5 4 23 60 6 4 24 67 5 2 25 60 6 1 26 70 6 2 27 70 5 3 28 87 6 3 29 27 6 2 30 65 5 2 31 56 5 6 32 82 6 5 33 30 5 3 34 38 6 5 35 56 6 5 36 70 6 2 37 80 6 4 38 71 6 3 39 50 5 1 40 31 5 2 41 40 6 5 42 71 6 2 43 71 5 2 44 10 5 5 45 20 5 5 46 40 6 2 47 55 2 2 48 80 7 3 49 80 5 1 50 72 7 2 51 60 6 2 52 29 6 4 53 70 5 2 54 60 4 5 55 63 6 2 56 70 7 2 57 38 5 2 58 40 6 5 59 80 6 2 60 24 5 5 61 40 5 4 62 47 6 1 63 70 5 1 64 70 5 2 65 75 2 5 66 60 5 5 67 65 5 3 68 91 5 2 69 68 5 5 70 80 6 2 71 90 4 5 72 20 5 2 73 61 6 3 74 13 3 6 75 80 6 3 76 40 5 4 77 70 5 2 78 39 6 3 79 93 6 5 80 10 6 5 81 25 6 3 82 61 5 2 83 18 3 5 84 60 6 2 85 74 6 3 86 35 5 1 87 0 5 5 88 71 5 2 89 100 6 1 90 64 6 5 91 50 6 2 92 40 5 2 93 35 4 4 94 60 5 4 95 70 7 2 96 55 3 4 97 65 6 2 98 30 6 2 99 25 2 1 100 80 7 4 101 26 5 6 102 78 6 4 103 10 5 7 104 70 4 1 105 0 3 2 106 65 6 1 107 80 6 2 108 60 5 1 109 67 6 5 110 49 6 3 111 70 5 2 112 66 6 3 113 65 4 3 114 65 6 5 115 40 6 1 116 40 5 2 117 20 7 2 118 90 6 5 119 48 6 2 120 25 6 1 121 35 5 2 122 40 6 5 123 77 5 2 124 70 3 5 125 82 5 1 126 80 5 2 127 52 3 5 128 71 5 4 129 70 5 2 130 50 6 5 131 72 6 5 132 80 6 3 133 91 6 1 134 18 2 2 135 70 4 3 136 76 4 1 137 65 6 2 138 35 6 2 139 62 6 2 140 76 6 2 141 50 6 5 142 68 6 4 143 80 5 2 144 90 7 4 145 79 5 5 146 30 4 5 147 60 5 5 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Hands `Anxiety\r` 34.200 5.729 -3.202 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -54.644 -17.546 4.099 16.252 48.891 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 34.200 10.559 3.239 0.00149 ** Hands 5.729 1.784 3.212 0.00163 ** `Anxiety\r` -3.202 1.207 -2.653 0.00888 ** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 22.67 on 144 degrees of freedom Multiple R-squared: 0.1132, Adjusted R-squared: 0.1009 F-statistic: 9.188 on 2 and 144 DF, p-value: 0.0001755 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.6262608 0.74747836 0.37373918 [2,] 0.5582015 0.88359693 0.44179847 [3,] 0.4645122 0.92902450 0.53548775 [4,] 0.3399250 0.67985003 0.66007498 [5,] 0.2428841 0.48576819 0.75711591 [6,] 0.1595340 0.31906791 0.84046605 [7,] 0.2569547 0.51390943 0.74304529 [8,] 0.6172752 0.76544951 0.38272476 [9,] 0.5454094 0.90918128 0.45459064 [10,] 0.4576703 0.91534059 0.54232970 [11,] 0.8100106 0.37997885 0.18998942 [12,] 0.7682461 0.46350782 0.23175391 [13,] 0.7677046 0.46459076 0.23229538 [14,] 0.7865308 0.42693839 0.21346920 [15,] 0.7932597 0.41348067 0.20674034 [16,] 0.8171800 0.36564009 0.18282004 [17,] 0.8934486 0.21310277 0.10655139 [18,] 0.8665666 0.26686678 0.13343339 [19,] 0.8536316 0.29273682 0.14636841 [20,] 0.8140186 0.37196280 0.18598140 [21,] 0.7780459 0.44390816 0.22195408 [22,] 0.7812762 0.43744766 0.21872383 [23,] 0.8074121 0.38517581 0.19258791 [24,] 0.8524322 0.29513551 0.14756776 [25,] 0.8294694 0.34106114 0.17053057 [26,] 0.8217959 0.35640818 0.17820409 [27,] 0.8503440 0.29931202 0.14965601 [28,] 0.8374394 0.32512123 0.16256062 [29,] 0.8124654 0.37506919 0.18753459 [30,] 0.7743855 0.45122896 0.22561448 [31,] 0.7370238 0.52595242 0.26297621 [32,] 0.7448994 0.51020118 0.25510059 [33,] 0.7118017 0.57639661 0.28819830 [34,] 0.6672630 0.66547396 0.33273698 [35,] 0.6601051 0.67978984 0.33989492 [36,] 0.6242045 0.75159096 0.37579548 [37,] 0.5806442 0.83871163 0.41935581 [38,] 0.5659050 0.86818993 0.43409497 [39,] 0.6172918 0.76541646 0.38270823 [40,] 0.6157584 0.76848327 0.38424163 [41,] 0.6165808 0.76683849 0.38341925 [42,] 0.6586521 0.68269570 0.34134785 [43,] 0.6289402 0.74211968 0.37105984 [44,] 0.6250037 0.74999254 0.37499627 [45,] 0.5766246 0.84675081 0.42337541 [46,] 0.5272298 0.94554045 0.47277023 [47,] 0.5421246 0.91575080 0.45787540 [48,] 0.5155049 0.96899011 0.48449505 [49,] 0.5293132 0.94137365 0.47068683 [50,] 0.4797400 0.95947998 0.52026001 [51,] 0.4306940 0.86138793 0.56930604 [52,] 0.4104626 0.82092518 0.58953741 [53,] 0.3763812 0.75276246 0.62361877 [54,] 0.3587676 0.71753512 0.64123244 [55,] 0.3530716 0.70614317 0.64692842 [56,] 0.3165059 0.63301177 0.68349411 [57,] 0.3049172 0.60983445 0.69508278 [58,] 0.2739415 0.54788304 0.72605848 [59,] 0.2518529 0.50370571 0.74814715 [60,] 0.4171996 0.83439930 0.58280035 [61,] 0.3903650 0.78073001 0.60963499 [62,] 0.3581640 0.71632803 0.64183599 [63,] 0.4190990 0.83819796 0.58090102 [64,] 0.4152954 0.83059082 0.58470459 [65,] 0.3972981 0.79459615 0.60270193 [66,] 0.5645434 0.87091317 0.43545659 [67,] 0.6364417 0.72711661 0.36355830 [68,] 0.5914614 0.81707721 0.40853861 [69,] 0.5801969 0.83960627 0.41980314 [70,] 0.5726218 0.85475649 0.42737824 [71,] 0.5355422 0.92891555 0.46445777 [72,] 0.5041418 0.99171640 0.49585820 [73,] 0.4940473 0.98809451 0.50595274 [74,] 0.5908396 0.81832075 0.40916037 [75,] 0.7092642 0.58147153 0.29073577 [76,] 0.7630324 0.47393522 0.23696761 [77,] 0.7255249 0.54895011 0.27447505 [78,] 0.7135487 0.57290259 0.28645130 [79,] 0.6716256 0.65674874 0.32837437 [80,] 0.6444298 0.71114032 0.35557016 [81,] 0.6520782 0.69584352 0.34792176 [82,] 0.8076836 0.38463287 0.19231643 [83,] 0.7863822 0.42723558 0.21361779 [84,] 0.8363607 0.32727859 0.16363930 [85,] 0.8101764 0.37964714 0.18982357 [86,] 0.7860589 0.42788222 0.21394111 [87,] 0.7701467 0.45970665 0.22985333 [88,] 0.7443777 0.51124452 0.25562226 [89,] 0.7077722 0.58445561 0.29222780 [90,] 0.6632067 0.67358655 0.33679327 [91,] 0.6334182 0.73316361 0.36658180 [92,] 0.5850689 0.82986217 0.41493109 [93,] 0.6421281 0.71574384 0.35787192 [94,] 0.6230784 0.75384314 0.37692157 [95,] 0.5981054 0.80378911 0.40189456 [96,] 0.6105852 0.77882962 0.38941481 [97,] 0.5953473 0.80930549 0.40465274 [98,] 0.7313032 0.53739364 0.26869682 [99,] 0.7148630 0.57027399 0.28513699 [100,] 0.8722665 0.25546705 0.12773353 [101,] 0.8419509 0.31609812 0.15804906 [102,] 0.8325959 0.33480825 0.16740413 [103,] 0.7954140 0.40917206 0.20458603 [104,] 0.7597819 0.48043627 0.24021814 [105,] 0.7295138 0.54097235 0.27048618 [106,] 0.6949389 0.61012222 0.30506111 [107,] 0.6451764 0.70964727 0.35482363 [108,] 0.6049843 0.79003145 0.39501573 [109,] 0.5530308 0.89393849 0.44696924 [110,] 0.5515160 0.89696807 0.44848404 [111,] 0.5361535 0.92769293 0.46384647 [112,] 0.7567038 0.48659231 0.24329616 [113,] 0.7880680 0.42386399 0.21193200 [114,] 0.7761361 0.44772781 0.22386391 [115,] 0.9198016 0.16039676 0.08019838 [116,] 0.9513644 0.09727121 0.04863560 [117,] 0.9599325 0.08013510 0.04006755 [118,] 0.9475023 0.10499535 0.05249767 [119,] 0.9620233 0.07595332 0.03797666 [120,] 0.9520056 0.09598879 0.04799440 [121,] 0.9428693 0.11426142 0.05713071 [122,] 0.9284114 0.14317710 0.07158855 [123,] 0.9112602 0.17747961 0.08873981 [124,] 0.8767407 0.24651852 0.12325926 [125,] 0.8560533 0.28789341 0.14394671 [126,] 0.8085190 0.38296190 0.19148095 [127,] 0.7574946 0.48501080 0.24250540 [128,] 0.7304644 0.53907124 0.26953562 [129,] 0.7712862 0.45742752 0.22871376 [130,] 0.7129202 0.57415953 0.28707977 [131,] 0.7012786 0.59744275 0.29872137 [132,] 0.5955550 0.80888996 0.40444498 [133,] 0.8107841 0.37843173 0.18921586 [134,] 0.7961191 0.40776174 0.20388087 [135,] 0.7090377 0.58192470 0.29096235 [136,] 0.6880067 0.62398654 0.31199327 > postscript(file="/var/www/html/freestat/rcomp/tmp/1pm1w1291491343.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2pm1w1291491343.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/30d0z1291491343.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/40d0z1291491343.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/50d0z1291491343.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 = 147 Frequency = 1 1 2 3 4 5 6 -40.0393628 -19.2551832 -12.5668821 14.4331179 -18.4426063 4.5573937 7 8 9 10 11 12 -26.7685038 -40.4344975 -19.3652603 -11.0393628 4.6266309 14.9606372 13 14 15 16 17 18 -54.6442281 -11.1086000 -8.2960231 43.1622590 0.6897782 16.0298744 19 20 21 22 23 24 23.4331179 -31.8377410 -36.8377410 -50.0393628 4.2314962 10.5573937 25 26 27 28 29 30 -5.3733691 7.8282527 16.7590154 28.0298744 -35.1717473 8.5573937 31 32 33 34 35 36 12.3638807 29.4331179 -23.2409846 -14.5668821 3.4331179 7.8282527 37 38 39 40 41 42 24.2314962 12.0298744 -9.6442281 -25.4426063 -12.5668821 8.8282527 43 44 45 46 47 48 14.5573937 -36.8377410 -26.8377410 -22.1717473 15.7448168 15.3007334 49 50 51 52 53 54 20.3557719 4.0991116 -2.1717473 -26.7685038 13.5573937 18.8914000 55 56 57 58 59 60 0.8282527 2.0991116 -18.4426063 -12.5668821 17.8282527 -22.8377410 61 62 63 64 65 66 -10.0393628 -18.3733691 10.3557719 13.5573937 45.3496821 13.1622590 67 68 69 70 71 72 11.7590154 34.5573937 21.1622590 17.8282527 48.8914000 -36.4426063 73 74 75 76 77 78 2.0298744 -19.1778372 21.0298744 -10.0393628 13.5573937 -19.9701256 79 80 81 82 83 84 40.4331179 -42.5668821 -33.9701256 4.5573937 -17.3794590 -2.1717473 85 86 87 88 89 90 15.0298744 -24.6442281 -46.8377410 14.5573937 34.6266309 11.4331179 91 92 93 94 95 96 -12.1717473 -16.4426063 -9.3102218 9.9606372 2.0991116 16.4189193 97 98 99 100 101 102 2.8282527 -32.1717473 -17.4568050 18.5023551 -17.6361193 22.2314962 103 104 105 106 107 108 -30.4344975 16.0849130 -44.9843242 -0.3733691 17.8282527 0.3557719 109 110 111 112 113 114 14.4331179 -9.9701256 13.5573937 7.0298744 17.4881565 12.4331179 115 116 117 118 119 120 -25.3733691 -16.4426063 -47.9008884 37.4331179 -14.1717473 -40.3733691 121 122 123 124 125 126 -21.4426063 -12.5668821 20.5573937 34.6205410 22.3557719 23.5573937 127 128 129 130 131 132 16.6205410 20.9606372 13.5573937 -2.5668821 19.4331179 21.0298744 133 134 135 136 137 138 25.6266309 -21.2551832 22.4881565 22.0849130 2.8282527 -27.1717473 139 140 141 142 143 144 -0.1717473 13.8282527 -2.5668821 12.2314962 23.5573937 28.5023551 145 146 147 32.1622590 -11.1086000 13.1622590 > postscript(file="/var/www/html/freestat/rcomp/tmp/6s4zk1291491343.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 = 147 Frequency = 1 lag(myerror, k = 1) myerror 0 -40.0393628 NA 1 -19.2551832 -40.0393628 2 -12.5668821 -19.2551832 3 14.4331179 -12.5668821 4 -18.4426063 14.4331179 5 4.5573937 -18.4426063 6 -26.7685038 4.5573937 7 -40.4344975 -26.7685038 8 -19.3652603 -40.4344975 9 -11.0393628 -19.3652603 10 4.6266309 -11.0393628 11 14.9606372 4.6266309 12 -54.6442281 14.9606372 13 -11.1086000 -54.6442281 14 -8.2960231 -11.1086000 15 43.1622590 -8.2960231 16 0.6897782 43.1622590 17 16.0298744 0.6897782 18 23.4331179 16.0298744 19 -31.8377410 23.4331179 20 -36.8377410 -31.8377410 21 -50.0393628 -36.8377410 22 4.2314962 -50.0393628 23 10.5573937 4.2314962 24 -5.3733691 10.5573937 25 7.8282527 -5.3733691 26 16.7590154 7.8282527 27 28.0298744 16.7590154 28 -35.1717473 28.0298744 29 8.5573937 -35.1717473 30 12.3638807 8.5573937 31 29.4331179 12.3638807 32 -23.2409846 29.4331179 33 -14.5668821 -23.2409846 34 3.4331179 -14.5668821 35 7.8282527 3.4331179 36 24.2314962 7.8282527 37 12.0298744 24.2314962 38 -9.6442281 12.0298744 39 -25.4426063 -9.6442281 40 -12.5668821 -25.4426063 41 8.8282527 -12.5668821 42 14.5573937 8.8282527 43 -36.8377410 14.5573937 44 -26.8377410 -36.8377410 45 -22.1717473 -26.8377410 46 15.7448168 -22.1717473 47 15.3007334 15.7448168 48 20.3557719 15.3007334 49 4.0991116 20.3557719 50 -2.1717473 4.0991116 51 -26.7685038 -2.1717473 52 13.5573937 -26.7685038 53 18.8914000 13.5573937 54 0.8282527 18.8914000 55 2.0991116 0.8282527 56 -18.4426063 2.0991116 57 -12.5668821 -18.4426063 58 17.8282527 -12.5668821 59 -22.8377410 17.8282527 60 -10.0393628 -22.8377410 61 -18.3733691 -10.0393628 62 10.3557719 -18.3733691 63 13.5573937 10.3557719 64 45.3496821 13.5573937 65 13.1622590 45.3496821 66 11.7590154 13.1622590 67 34.5573937 11.7590154 68 21.1622590 34.5573937 69 17.8282527 21.1622590 70 48.8914000 17.8282527 71 -36.4426063 48.8914000 72 2.0298744 -36.4426063 73 -19.1778372 2.0298744 74 21.0298744 -19.1778372 75 -10.0393628 21.0298744 76 13.5573937 -10.0393628 77 -19.9701256 13.5573937 78 40.4331179 -19.9701256 79 -42.5668821 40.4331179 80 -33.9701256 -42.5668821 81 4.5573937 -33.9701256 82 -17.3794590 4.5573937 83 -2.1717473 -17.3794590 84 15.0298744 -2.1717473 85 -24.6442281 15.0298744 86 -46.8377410 -24.6442281 87 14.5573937 -46.8377410 88 34.6266309 14.5573937 89 11.4331179 34.6266309 90 -12.1717473 11.4331179 91 -16.4426063 -12.1717473 92 -9.3102218 -16.4426063 93 9.9606372 -9.3102218 94 2.0991116 9.9606372 95 16.4189193 2.0991116 96 2.8282527 16.4189193 97 -32.1717473 2.8282527 98 -17.4568050 -32.1717473 99 18.5023551 -17.4568050 100 -17.6361193 18.5023551 101 22.2314962 -17.6361193 102 -30.4344975 22.2314962 103 16.0849130 -30.4344975 104 -44.9843242 16.0849130 105 -0.3733691 -44.9843242 106 17.8282527 -0.3733691 107 0.3557719 17.8282527 108 14.4331179 0.3557719 109 -9.9701256 14.4331179 110 13.5573937 -9.9701256 111 7.0298744 13.5573937 112 17.4881565 7.0298744 113 12.4331179 17.4881565 114 -25.3733691 12.4331179 115 -16.4426063 -25.3733691 116 -47.9008884 -16.4426063 117 37.4331179 -47.9008884 118 -14.1717473 37.4331179 119 -40.3733691 -14.1717473 120 -21.4426063 -40.3733691 121 -12.5668821 -21.4426063 122 20.5573937 -12.5668821 123 34.6205410 20.5573937 124 22.3557719 34.6205410 125 23.5573937 22.3557719 126 16.6205410 23.5573937 127 20.9606372 16.6205410 128 13.5573937 20.9606372 129 -2.5668821 13.5573937 130 19.4331179 -2.5668821 131 21.0298744 19.4331179 132 25.6266309 21.0298744 133 -21.2551832 25.6266309 134 22.4881565 -21.2551832 135 22.0849130 22.4881565 136 2.8282527 22.0849130 137 -27.1717473 2.8282527 138 -0.1717473 -27.1717473 139 13.8282527 -0.1717473 140 -2.5668821 13.8282527 141 12.2314962 -2.5668821 142 23.5573937 12.2314962 143 28.5023551 23.5573937 144 32.1622590 28.5023551 145 -11.1086000 32.1622590 146 13.1622590 -11.1086000 147 NA 13.1622590 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -19.2551832 -40.0393628 [2,] -12.5668821 -19.2551832 [3,] 14.4331179 -12.5668821 [4,] -18.4426063 14.4331179 [5,] 4.5573937 -18.4426063 [6,] -26.7685038 4.5573937 [7,] -40.4344975 -26.7685038 [8,] -19.3652603 -40.4344975 [9,] -11.0393628 -19.3652603 [10,] 4.6266309 -11.0393628 [11,] 14.9606372 4.6266309 [12,] -54.6442281 14.9606372 [13,] -11.1086000 -54.6442281 [14,] -8.2960231 -11.1086000 [15,] 43.1622590 -8.2960231 [16,] 0.6897782 43.1622590 [17,] 16.0298744 0.6897782 [18,] 23.4331179 16.0298744 [19,] -31.8377410 23.4331179 [20,] -36.8377410 -31.8377410 [21,] -50.0393628 -36.8377410 [22,] 4.2314962 -50.0393628 [23,] 10.5573937 4.2314962 [24,] -5.3733691 10.5573937 [25,] 7.8282527 -5.3733691 [26,] 16.7590154 7.8282527 [27,] 28.0298744 16.7590154 [28,] -35.1717473 28.0298744 [29,] 8.5573937 -35.1717473 [30,] 12.3638807 8.5573937 [31,] 29.4331179 12.3638807 [32,] -23.2409846 29.4331179 [33,] -14.5668821 -23.2409846 [34,] 3.4331179 -14.5668821 [35,] 7.8282527 3.4331179 [36,] 24.2314962 7.8282527 [37,] 12.0298744 24.2314962 [38,] -9.6442281 12.0298744 [39,] -25.4426063 -9.6442281 [40,] -12.5668821 -25.4426063 [41,] 8.8282527 -12.5668821 [42,] 14.5573937 8.8282527 [43,] -36.8377410 14.5573937 [44,] -26.8377410 -36.8377410 [45,] -22.1717473 -26.8377410 [46,] 15.7448168 -22.1717473 [47,] 15.3007334 15.7448168 [48,] 20.3557719 15.3007334 [49,] 4.0991116 20.3557719 [50,] -2.1717473 4.0991116 [51,] -26.7685038 -2.1717473 [52,] 13.5573937 -26.7685038 [53,] 18.8914000 13.5573937 [54,] 0.8282527 18.8914000 [55,] 2.0991116 0.8282527 [56,] -18.4426063 2.0991116 [57,] -12.5668821 -18.4426063 [58,] 17.8282527 -12.5668821 [59,] -22.8377410 17.8282527 [60,] -10.0393628 -22.8377410 [61,] -18.3733691 -10.0393628 [62,] 10.3557719 -18.3733691 [63,] 13.5573937 10.3557719 [64,] 45.3496821 13.5573937 [65,] 13.1622590 45.3496821 [66,] 11.7590154 13.1622590 [67,] 34.5573937 11.7590154 [68,] 21.1622590 34.5573937 [69,] 17.8282527 21.1622590 [70,] 48.8914000 17.8282527 [71,] -36.4426063 48.8914000 [72,] 2.0298744 -36.4426063 [73,] -19.1778372 2.0298744 [74,] 21.0298744 -19.1778372 [75,] -10.0393628 21.0298744 [76,] 13.5573937 -10.0393628 [77,] -19.9701256 13.5573937 [78,] 40.4331179 -19.9701256 [79,] -42.5668821 40.4331179 [80,] -33.9701256 -42.5668821 [81,] 4.5573937 -33.9701256 [82,] -17.3794590 4.5573937 [83,] -2.1717473 -17.3794590 [84,] 15.0298744 -2.1717473 [85,] -24.6442281 15.0298744 [86,] -46.8377410 -24.6442281 [87,] 14.5573937 -46.8377410 [88,] 34.6266309 14.5573937 [89,] 11.4331179 34.6266309 [90,] -12.1717473 11.4331179 [91,] -16.4426063 -12.1717473 [92,] -9.3102218 -16.4426063 [93,] 9.9606372 -9.3102218 [94,] 2.0991116 9.9606372 [95,] 16.4189193 2.0991116 [96,] 2.8282527 16.4189193 [97,] -32.1717473 2.8282527 [98,] -17.4568050 -32.1717473 [99,] 18.5023551 -17.4568050 [100,] -17.6361193 18.5023551 [101,] 22.2314962 -17.6361193 [102,] -30.4344975 22.2314962 [103,] 16.0849130 -30.4344975 [104,] -44.9843242 16.0849130 [105,] -0.3733691 -44.9843242 [106,] 17.8282527 -0.3733691 [107,] 0.3557719 17.8282527 [108,] 14.4331179 0.3557719 [109,] -9.9701256 14.4331179 [110,] 13.5573937 -9.9701256 [111,] 7.0298744 13.5573937 [112,] 17.4881565 7.0298744 [113,] 12.4331179 17.4881565 [114,] -25.3733691 12.4331179 [115,] -16.4426063 -25.3733691 [116,] -47.9008884 -16.4426063 [117,] 37.4331179 -47.9008884 [118,] -14.1717473 37.4331179 [119,] -40.3733691 -14.1717473 [120,] -21.4426063 -40.3733691 [121,] -12.5668821 -21.4426063 [122,] 20.5573937 -12.5668821 [123,] 34.6205410 20.5573937 [124,] 22.3557719 34.6205410 [125,] 23.5573937 22.3557719 [126,] 16.6205410 23.5573937 [127,] 20.9606372 16.6205410 [128,] 13.5573937 20.9606372 [129,] -2.5668821 13.5573937 [130,] 19.4331179 -2.5668821 [131,] 21.0298744 19.4331179 [132,] 25.6266309 21.0298744 [133,] -21.2551832 25.6266309 [134,] 22.4881565 -21.2551832 [135,] 22.0849130 22.4881565 [136,] 2.8282527 22.0849130 [137,] -27.1717473 2.8282527 [138,] -0.1717473 -27.1717473 [139,] 13.8282527 -0.1717473 [140,] -2.5668821 13.8282527 [141,] 12.2314962 -2.5668821 [142,] 23.5573937 12.2314962 [143,] 28.5023551 23.5573937 [144,] 32.1622590 28.5023551 [145,] -11.1086000 32.1622590 [146,] 13.1622590 -11.1086000 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -19.2551832 -40.0393628 2 -12.5668821 -19.2551832 3 14.4331179 -12.5668821 4 -18.4426063 14.4331179 5 4.5573937 -18.4426063 6 -26.7685038 4.5573937 7 -40.4344975 -26.7685038 8 -19.3652603 -40.4344975 9 -11.0393628 -19.3652603 10 4.6266309 -11.0393628 11 14.9606372 4.6266309 12 -54.6442281 14.9606372 13 -11.1086000 -54.6442281 14 -8.2960231 -11.1086000 15 43.1622590 -8.2960231 16 0.6897782 43.1622590 17 16.0298744 0.6897782 18 23.4331179 16.0298744 19 -31.8377410 23.4331179 20 -36.8377410 -31.8377410 21 -50.0393628 -36.8377410 22 4.2314962 -50.0393628 23 10.5573937 4.2314962 24 -5.3733691 10.5573937 25 7.8282527 -5.3733691 26 16.7590154 7.8282527 27 28.0298744 16.7590154 28 -35.1717473 28.0298744 29 8.5573937 -35.1717473 30 12.3638807 8.5573937 31 29.4331179 12.3638807 32 -23.2409846 29.4331179 33 -14.5668821 -23.2409846 34 3.4331179 -14.5668821 35 7.8282527 3.4331179 36 24.2314962 7.8282527 37 12.0298744 24.2314962 38 -9.6442281 12.0298744 39 -25.4426063 -9.6442281 40 -12.5668821 -25.4426063 41 8.8282527 -12.5668821 42 14.5573937 8.8282527 43 -36.8377410 14.5573937 44 -26.8377410 -36.8377410 45 -22.1717473 -26.8377410 46 15.7448168 -22.1717473 47 15.3007334 15.7448168 48 20.3557719 15.3007334 49 4.0991116 20.3557719 50 -2.1717473 4.0991116 51 -26.7685038 -2.1717473 52 13.5573937 -26.7685038 53 18.8914000 13.5573937 54 0.8282527 18.8914000 55 2.0991116 0.8282527 56 -18.4426063 2.0991116 57 -12.5668821 -18.4426063 58 17.8282527 -12.5668821 59 -22.8377410 17.8282527 60 -10.0393628 -22.8377410 61 -18.3733691 -10.0393628 62 10.3557719 -18.3733691 63 13.5573937 10.3557719 64 45.3496821 13.5573937 65 13.1622590 45.3496821 66 11.7590154 13.1622590 67 34.5573937 11.7590154 68 21.1622590 34.5573937 69 17.8282527 21.1622590 70 48.8914000 17.8282527 71 -36.4426063 48.8914000 72 2.0298744 -36.4426063 73 -19.1778372 2.0298744 74 21.0298744 -19.1778372 75 -10.0393628 21.0298744 76 13.5573937 -10.0393628 77 -19.9701256 13.5573937 78 40.4331179 -19.9701256 79 -42.5668821 40.4331179 80 -33.9701256 -42.5668821 81 4.5573937 -33.9701256 82 -17.3794590 4.5573937 83 -2.1717473 -17.3794590 84 15.0298744 -2.1717473 85 -24.6442281 15.0298744 86 -46.8377410 -24.6442281 87 14.5573937 -46.8377410 88 34.6266309 14.5573937 89 11.4331179 34.6266309 90 -12.1717473 11.4331179 91 -16.4426063 -12.1717473 92 -9.3102218 -16.4426063 93 9.9606372 -9.3102218 94 2.0991116 9.9606372 95 16.4189193 2.0991116 96 2.8282527 16.4189193 97 -32.1717473 2.8282527 98 -17.4568050 -32.1717473 99 18.5023551 -17.4568050 100 -17.6361193 18.5023551 101 22.2314962 -17.6361193 102 -30.4344975 22.2314962 103 16.0849130 -30.4344975 104 -44.9843242 16.0849130 105 -0.3733691 -44.9843242 106 17.8282527 -0.3733691 107 0.3557719 17.8282527 108 14.4331179 0.3557719 109 -9.9701256 14.4331179 110 13.5573937 -9.9701256 111 7.0298744 13.5573937 112 17.4881565 7.0298744 113 12.4331179 17.4881565 114 -25.3733691 12.4331179 115 -16.4426063 -25.3733691 116 -47.9008884 -16.4426063 117 37.4331179 -47.9008884 118 -14.1717473 37.4331179 119 -40.3733691 -14.1717473 120 -21.4426063 -40.3733691 121 -12.5668821 -21.4426063 122 20.5573937 -12.5668821 123 34.6205410 20.5573937 124 22.3557719 34.6205410 125 23.5573937 22.3557719 126 16.6205410 23.5573937 127 20.9606372 16.6205410 128 13.5573937 20.9606372 129 -2.5668821 13.5573937 130 19.4331179 -2.5668821 131 21.0298744 19.4331179 132 25.6266309 21.0298744 133 -21.2551832 25.6266309 134 22.4881565 -21.2551832 135 22.0849130 22.4881565 136 2.8282527 22.0849130 137 -27.1717473 2.8282527 138 -0.1717473 -27.1717473 139 13.8282527 -0.1717473 140 -2.5668821 13.8282527 141 12.2314962 -2.5668821 142 23.5573937 12.2314962 143 28.5023551 23.5573937 144 32.1622590 28.5023551 145 -11.1086000 32.1622590 146 13.1622590 -11.1086000 > 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/7vo1i1291491344.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8vo1i1291491344.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9vo1i1291491344.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/10oxj31291491344.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/119gzr1291491344.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/12dgyx1291491344.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/13r8dn1291491344.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/14uqut1291491344.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/153uh51291491344.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/16c0qq1291491344.tab") + } > > try(system("convert tmp/1pm1w1291491343.ps tmp/1pm1w1291491343.png",intern=TRUE)) character(0) > try(system("convert tmp/2pm1w1291491343.ps tmp/2pm1w1291491343.png",intern=TRUE)) character(0) > try(system("convert tmp/30d0z1291491343.ps tmp/30d0z1291491343.png",intern=TRUE)) character(0) > try(system("convert tmp/40d0z1291491343.ps tmp/40d0z1291491343.png",intern=TRUE)) character(0) > try(system("convert tmp/50d0z1291491343.ps tmp/50d0z1291491343.png",intern=TRUE)) character(0) > try(system("convert tmp/6s4zk1291491343.ps tmp/6s4zk1291491343.png",intern=TRUE)) character(0) > try(system("convert tmp/7vo1i1291491344.ps tmp/7vo1i1291491344.png",intern=TRUE)) character(0) > try(system("convert tmp/8vo1i1291491344.ps tmp/8vo1i1291491344.png",intern=TRUE)) character(0) > try(system("convert tmp/9vo1i1291491344.ps tmp/9vo1i1291491344.png",intern=TRUE)) character(0) > try(system("convert tmp/10oxj31291491344.ps tmp/10oxj31291491344.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.174 2.670 5.558