R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(11 + ,6 + ,6 + ,4 + ,15 + ,16 + ,2 + ,40 + ,37 + ,15 + ,10 + ,77 + ,26 + ,16 + ,5 + ,4 + ,23 + ,24 + ,1 + ,29 + ,31 + ,9 + ,20 + ,63 + ,26 + ,13 + ,20 + ,10 + ,26 + ,22 + ,1 + ,37 + ,35 + ,12 + ,16 + ,73 + ,15 + ,7 + ,12 + ,6 + ,19 + ,21 + ,1 + ,32 + ,36 + ,15 + ,10 + ,76 + ,10 + ,10 + ,11 + ,5 + ,19 + ,23 + ,1 + ,39 + ,32 + ,17 + ,8 + ,90 + ,21 + ,10 + ,12 + ,8 + ,16 + ,23 + ,1 + ,32 + ,30 + ,14 + ,14 + ,67 + ,27 + ,15 + ,11 + ,9 + ,23 + ,21 + ,2 + ,35 + ,34 + ,9 + ,19 + ,69 + ,21 + ,9 + ,9 + ,9 + ,22 + ,20 + ,2 + ,35 + ,34 + ,12 + ,15 + ,70 + ,21 + ,12 + ,13 + ,8 + ,19 + ,22 + ,1 + ,28 + ,22 + ,11 + ,23 + ,54 + ,21 + ,8 + ,9 + ,11 + ,24 + ,20 + ,1 + ,37 + ,27 + ,13 + ,9 + ,54 + ,22 + ,9 + ,14 + ,6 + ,19 + ,12 + ,2 + ,32 + ,27 + ,16 + ,12 + ,76 + ,29 + ,10 + ,12 + ,8 + ,25 + ,23 + ,2 + ,34 + ,33 + ,16 + ,14 + ,75 + ,29 + ,15 + ,18 + ,11 + ,23 + ,23 + ,2 + ,37 + ,38 + ,15 + ,13 + ,76 + ,29 + ,11 + ,9 + ,5 + ,31 + ,30 + ,1 + ,35 + ,37 + ,10 + ,11 + ,80 + ,30 + ,12 + ,15 + ,10 + ,29 + ,22 + ,2 + ,40 + ,31 + ,16 + ,11 + ,89 + ,19 + ,9 + ,12 + ,7 + ,18 + ,21 + ,1 + ,37 + ,36 + ,12 + ,10 + ,73 + ,19 + ,10 + ,12 + ,7 + ,17 + ,21 + ,1 + ,37 + ,38 + ,15 + ,12 + ,74 + ,22 + ,13 + ,12 + ,13 + ,22 + ,15 + ,2 + ,33 + ,31 + ,13 + ,18 + ,78 + ,18 + ,8 + ,15 + ,10 + ,21 + ,22 + ,2 + ,37 + ,34 + ,18 + ,12 + ,76 + ,28 + ,14 + ,11 + ,8 + ,24 + ,24 + ,1 + ,35 + ,33 + ,13 + ,10 + ,69 + ,17 + ,9 + ,13 + ,6 + ,22 + ,23 + ,2 + ,36 + ,38 + ,17 + ,15 + ,74 + ,18 + ,12 + ,10 + ,8 + ,16 + ,15 + ,2 + ,32 + ,28 + ,14 + ,15 + ,82 + ,20 + ,8 + ,17 + ,7 + ,22 + ,24 + ,1 + ,38 + ,34 + ,13 + ,12 + ,77 + ,16 + ,8 + ,13 + ,5 + ,21 + ,24 + ,2 + ,34 + ,32 + ,13 + ,9 + ,84 + ,17 + ,9 + ,17 + ,9 + ,25 + ,21 + ,2 + ,33 + ,34 + ,15 + ,11 + ,75 + ,25 + ,14 + ,15 + ,11 + ,22 + ,21 + ,2 + ,33 + ,39 + ,15 + ,16 + ,79 + ,22 + ,11 + ,13 + ,11 + ,24 + ,18 + ,2 + ,42 + ,37 + ,13 + ,17 + ,79 + ,34 + ,16 + ,18 + ,11 + ,21 + ,20 + ,2 + ,33 + ,34 + ,14 + ,12 + ,69 + ,31 + ,9 + ,17 + ,9 + ,25 + ,19 + ,2 + ,32 + ,41 + ,13 + ,11 + ,88 + ,38 + ,11 + ,21 + ,7 + ,29 + ,29 + ,2 + ,32 + ,32 + ,16 + ,13 + ,57 + ,18 + ,13 + ,12 + ,6 + ,19 + ,20 + ,2 + ,33 + ,35 + ,14 + ,9 + ,69 + ,25 + ,12 + ,12 + ,7 + ,29 + ,23 + ,1 + ,35 + ,33 + ,12 + ,14 + ,52 + ,20 + ,9 + ,15 + ,6 + ,25 + ,24 + ,2 + ,39 + ,32 + ,18 + ,11 + ,86 + ,23 + ,14 + ,8 + ,5 + ,19 + ,27 + ,1 + ,28 + ,32 + ,9 + ,20 + ,66 + ,12 + ,4 + ,15 + ,4 + ,27 + ,28 + ,1 + ,38 + ,32 + ,16 + ,8 + ,54 + ,20 + ,8 + ,16 + ,10 + ,25 + ,24 + ,2 + ,36 + ,37 + ,16 + ,12 + ,85 + ,15 + ,14 + ,9 + ,8 + ,23 + ,29 + ,1 + ,38 + ,31 + ,17 + ,10 + ,79 + ,21 + ,10 + ,13 + ,6 + ,24 + ,24 + ,1 + ,34 + ,27 + ,13 + ,11 + ,84 + ,21 + ,13 + ,17 + ,11 + ,23 + ,22 + ,2 + ,33 + ,31 + ,15 + ,11 + ,73 + ,20 + ,10 + ,11 + ,4 + ,25 + ,25 + ,2 + ,37 + ,37 + ,17 + ,13 + ,70 + ,30 + ,14 + ,9 + ,9 + ,23 + ,14 + ,2 + ,34 + ,31 + ,15 + ,13 + ,54 + ,22 + ,13 + ,15 + ,10 + ,22 + ,22 + ,2 + ,34 + ,40 + ,14 + ,13 + ,70 + ,33 + ,14 + ,9 + ,6 + ,32 + ,24 + ,1 + ,36 + ,35 + ,10 + ,15 + ,54 + ,25 + ,14 + ,15 + ,9 + ,22 + ,24 + ,1 + ,31 + ,35 + ,13 + ,12 + ,69 + ,20 + ,14 + ,14 + ,10 + ,18 + ,24 + ,2 + ,37 + ,35 + ,11 + ,13 + ,68 + ,10 + ,5 + ,8 + ,6 + ,19 + ,24 + ,1 + ,36 + ,35 + ,16 + ,11 + ,76 + ,15 + ,11 + ,11 + ,8 + ,23 + ,22 + ,1 + ,34 + ,38 + ,16 + ,9 + ,71 + ,21 + ,9 + ,14 + ,13 + ,19 + ,21 + ,2 + ,30 + ,35 + ,11 + ,14 + ,66 + ,16 + ,9 + ,12 + ,8 + ,16 + ,21 + ,2 + ,29 + ,34 + ,15 + ,9 + ,67 + ,23 + ,10 + ,15 + ,10 + ,23 + ,21 + ,2 + ,35 + ,37 + ,15 + ,9 + ,71 + ,25 + ,14 + ,11 + ,5 + ,17 + ,15 + ,2 + ,33 + ,37 + ,12 + ,15 + ,54 + ,18 + ,6 + ,11 + ,8 + ,17 + ,26 + ,2 + ,29 + ,31 + ,17 + ,10 + ,76 + ,33 + ,11 + ,9 + ,6 + ,28 + ,22 + ,1 + ,28 + ,31 + ,15 + ,13 + ,77 + ,18 + ,13 + ,8 + ,9 + ,24 + ,24 + ,1 + ,32 + ,33 + ,16 + ,8 + ,71 + ,18 + ,12 + ,13 + ,9 + ,21 + ,13 + ,2 + ,33 + ,37 + ,14 + ,15 + ,69 + ,13 + ,8 + ,12 + ,7 + ,14 + ,19 + ,2 + ,31 + ,36 + ,17 + ,13 + ,73 + ,24 + ,14 + ,24 + ,20 + ,21 + ,10 + ,2 + ,43 + ,42 + ,10 + ,24 + ,46 + ,19 + ,11 + ,11 + ,8 + ,20 + ,28 + ,1 + ,32 + ,28 + ,11 + ,11 + ,66 + ,20 + ,11 + ,11 + ,8 + ,25 + ,25 + ,2 + ,35 + ,41 + ,15 + ,13 + ,77 + ,21 + ,11 + ,16 + ,7 + ,20 + ,24 + ,1 + ,31 + ,23 + ,15 + ,12 + ,77 + ,18 + ,16 + ,12 + ,7 + ,17 + ,22 + ,2 + ,33 + ,33 + ,7 + ,22 + ,70 + ,29 + ,14 + ,18 + ,10 + ,26 + ,30 + ,1 + ,39 + ,32 + ,17 + ,11 + ,86 + ,13 + ,16 + ,12 + ,5 + ,17 + ,22 + ,1 + ,32 + ,33 + ,14 + ,15 + ,38 + ,26 + ,14 + ,14 + ,8 + ,17 + ,24 + ,1 + ,32 + ,33 + ,18 + ,7 + ,66 + ,22 + ,9 + ,16 + ,9 + ,24 + ,23 + ,1 + ,36 + ,32 + ,14 + ,14 + ,75 + ,28 + ,8 + ,24 + ,20 + ,30 + ,20 + ,1 + ,39 + ,38 + ,14 + ,10 + ,64 + ,28 + ,11 + ,13 + ,6 + ,25 + ,22 + ,2 + ,41 + ,32 + ,9 + ,9 + ,80 + ,23 + ,8 + ,11 + ,10 + ,15 + ,22 + ,2 + ,30 + ,35 + ,14 + ,12 + ,86 + ,22 + ,14 + ,14 + ,11 + ,25 + ,19 + ,2 + ,30 + ,35 + ,11 + ,16 + ,54 + ,28 + ,8 + ,16 + ,12 + ,18 + ,24 + ,2 + ,32 + ,34 + ,15 + ,10 + ,54 + ,28 + ,8 + ,12 + ,7 + ,20 + ,22 + ,2 + ,39 + ,34 + ,16 + ,13 + ,74 + ,31 + ,10 + ,21 + ,12 + ,32 + ,26 + ,2 + ,38 + ,38 + ,17 + ,11 + ,88 + ,15 + ,8 + ,11 + ,8 + ,14 + ,12 + ,2 + ,38 + ,39 + ,16 + ,12 + ,85 + ,15 + ,8 + ,6 + ,6 + ,20 + ,25 + ,1 + ,32 + ,32 + ,12 + ,11 + ,63 + ,24 + ,10 + ,9 + ,6 + ,25 + ,29 + ,2 + ,34 + ,39 + ,15 + ,13 + ,81 + ,22 + ,9 + ,14 + ,9 + ,25 + ,23 + ,2 + ,36 + ,35 + ,15 + ,10 + ,74 + ,17 + ,9 + ,16 + ,5 + ,25 + ,23 + ,2 + ,39 + ,36 + ,16 + ,11 + ,80 + ,25 + ,7 + ,18 + ,11 + ,35 + ,17 + ,2 + ,31 + ,28 + ,16 + ,9 + ,80 + ,32 + ,16 + ,9 + ,6 + ,29 + ,26 + ,1 + ,36 + ,36 + ,11 + ,13 + ,60 + ,23 + ,14 + ,13 + ,10 + ,25 + ,27 + ,2 + ,34 + ,38 + ,12 + ,14 + ,62 + ,20 + ,11 + ,17 + ,8 + ,21 + ,23 + ,1 + ,34 + ,35 + ,14 + ,14 + ,63 + ,20 + ,9 + ,11 + ,7 + ,21 + ,20 + ,2 + ,38 + ,39 + ,15 + ,11 + ,89 + ,28 + ,16 + ,16 + ,8 + ,24 + ,24 + ,2 + ,38 + ,36 + ,17 + ,10 + ,76 + ,20 + ,7 + ,11 + ,9 + ,26 + ,22 + ,2 + ,33 + ,36 + ,19 + ,11 + ,81 + ,20 + ,11 + ,11 + ,8 + ,24 + ,26 + ,2 + ,32 + ,34 + ,15 + ,12 + ,72 + ,23 + ,14 + ,11 + ,10 + ,20 + ,29 + ,1 + ,30 + ,34 + ,16 + ,14 + ,84 + ,20 + ,11 + ,20 + ,13 + ,24 + ,20 + ,2 + ,31 + ,27 + ,14 + ,14 + ,76 + ,21 + ,8 + ,10 + ,7 + ,18 + ,17 + ,2 + ,34 + ,37 + ,16 + ,21 + ,76 + ,14 + ,11 + ,12 + ,7 + ,17 + ,16 + ,2 + ,35 + ,33 + ,15 + ,13 + ,72 + ,31 + ,8 + ,11 + ,8 + ,22 + ,24 + ,1 + ,37 + ,34 + ,17 + ,11 + ,81 + ,21 + ,12 + ,14 + ,9 + ,22 + ,24 + ,2 + ,35 + ,39 + ,12 + ,12 + ,72 + ,18 + ,8 + ,12 + ,9 + ,22 + ,19 + ,2 + ,35 + ,29 + ,18 + ,12 + ,78 + ,26 + ,13 + ,12 + ,8 + ,24 + ,29 + ,2 + ,31 + ,33 + ,13 + ,11 + ,79 + ,25 + ,8 + ,12 + ,7 + ,32 + ,25 + ,2 + ,31 + ,35 + ,14 + ,14 + ,52 + ,9 + ,13 + ,10 + ,6 + ,19 + ,25 + ,1 + ,38 + ,36 + ,14 + ,13 + ,67 + ,18 + ,9 + ,12 + ,8 + ,21 + ,24 + ,1 + ,34 + ,30 + ,14 + ,13 + ,74 + ,19 + ,12 + ,10 + ,8 + ,23 + ,29 + ,1 + ,30 + ,27 + ,12 + ,12 + ,73 + ,29 + ,11 + ,7 + ,4 + ,26 + ,22 + ,2 + ,32 + ,37 + ,14 + ,14 + ,69 + ,31 + ,14 + ,10 + ,8 + ,18 + ,23 + ,1 + ,31 + ,33 + ,12 + ,12 + ,67 + ,24 + ,9 + ,13 + ,10 + ,19 + ,15 + ,2 + ,37 + ,32 + ,15 + ,12 + ,76 + ,16 + ,10 + ,12 + ,7 + ,22 + ,29 + ,2 + ,34 + ,35 + ,11 + ,12 + ,77 + ,19 + ,9 + ,13 + ,8 + ,27 + ,21 + ,1 + ,32 + ,33 + ,11 + ,18 + ,63 + ,19 + ,9 + ,9 + ,7 + ,21 + ,23 + ,2 + ,34 + ,37 + ,15 + ,11 + ,84 + ,22 + ,8 + ,14 + ,10 + ,20 + ,20 + ,2 + ,38 + ,36 + ,14 + ,15 + ,90 + ,31 + ,16 + ,14 + ,9 + ,21 + ,25 + ,1 + ,38 + ,39 + ,15 + ,13 + ,75 + ,20 + ,10 + ,12 + ,8 + ,20 + ,28 + ,2 + ,38 + ,35 + ,16 + ,11 + ,76 + ,26 + ,11 + ,18 + ,5 + ,29 + ,18 + ,2 + ,39 + ,31 + ,14 + ,22 + ,53 + ,17 + ,6 + ,17 + ,8 + ,30 + ,25 + ,2 + ,33 + ,37 + ,18 + ,10 + ,87 + ,16 + ,9 + ,12 + ,9 + ,10 + ,13 + ,2 + ,34 + ,36 + ,13 + ,16 + ,69 + ,16 + ,8 + ,15 + ,9 + ,23 + ,24 + ,2 + ,35 + ,31 + ,14 + ,11 + ,78 + ,9 + ,6 + ,8 + ,11 + ,29 + ,23 + ,2 + ,36 + ,32 + ,13 + ,15 + ,54 + ,19 + ,20 + ,8 + ,7 + ,19 + ,25 + ,1 + ,32 + ,33 + ,14 + ,14 + ,58 + ,22 + ,10 + ,12 + ,8 + ,26 + ,27 + ,2 + ,34 + ,36 + ,14 + ,11 + ,80 + ,15 + ,8 + ,10 + ,4 + ,22 + ,24 + ,2 + ,44 + ,39 + ,17 + ,10 + ,74 + ,25 + ,16 + ,18 + ,16 + ,26 + ,24 + ,2 + ,37 + ,39 + ,12 + ,14 + ,56 + ,30 + ,9 + ,15 + ,9 + ,27 + ,26 + ,2 + ,32 + ,29 + ,16 + ,14 + ,82 + ,30 + ,12 + ,16 + ,10 + ,19 + ,18 + ,2 + ,35 + ,34 + ,15 + ,11 + ,64 + ,24 + ,14 + ,11 + ,12 + ,24 + ,26 + ,1 + ,38 + ,35 + ,10 + ,15 + ,67 + ,20 + ,10 + ,10 + ,8 + ,26 + ,23 + ,1 + ,38 + ,32 + ,13 + ,11 + ,75 + ,12 + ,7 + ,7 + ,4 + ,22 + ,28 + ,1 + ,38 + ,41 + ,15 + ,10 + ,69 + ,31 + ,14 + ,17 + ,11 + ,23 + ,20 + ,2 + ,32 + ,38 + ,16 + ,10 + ,72 + ,25 + ,11 + ,7 + ,8 + ,25 + ,23 + ,2 + ,39 + ,38 + ,14 + ,12 + ,54 + ,23 + ,13 + ,14 + ,12 + ,19 + ,24 + ,1 + ,27 + ,32 + ,13 + ,15 + ,54 + ,23 + ,10 + ,12 + ,8 + ,20 + ,21 + ,2 + ,37 + ,31 + ,17 + ,10 + ,71 + ,26 + ,9 + ,15 + ,6 + ,25 + ,25 + ,2 + ,41 + ,38 + ,14 + ,12 + ,53 + ,14 + ,15 + ,13 + ,8 + ,14 + ,16 + ,2 + ,31 + ,38 + ,16 + ,15 + ,54 + ,18 + ,12 + ,10 + ,8 + ,19 + ,23 + ,1 + ,36 + ,33 + ,15 + ,12 + ,71 + ,28 + ,12 + ,16 + ,14 + ,27 + ,22 + ,2 + ,38 + ,28 + ,12 + ,11 + ,69 + ,19 + ,9 + ,11 + ,10 + ,21 + ,27 + ,1 + ,37 + ,38 + ,16 + ,10 + ,30 + ,21 + ,15 + ,7 + ,5 + ,21 + ,24 + ,1 + ,30 + ,28 + ,8 + ,20 + ,53 + ,18 + ,10 + ,15 + ,8 + ,14 + ,17 + ,1 + ,40 + ,32 + ,9 + ,19 + ,68 + ,29 + ,13 + ,18 + ,12 + ,21 + ,21 + ,2 + ,34 + ,31 + ,13 + ,17 + ,69 + ,16 + ,11 + ,11 + ,11 + ,23 + ,21 + ,2 + ,36 + ,34 + ,19 + ,8 + ,54 + ,22 + ,10 + ,13 + ,8 + ,18 + ,19 + ,2 + ,36 + ,35 + ,11 + ,17 + ,66 + ,15 + ,12 + ,11 + ,8 + ,20 + ,25 + ,1 + ,33 + ,36 + ,15 + ,11 + ,79 + ,21 + ,9 + ,13 + ,9 + ,19 + ,24 + ,1 + ,34 + ,33 + ,11 + ,13 + ,67 + ,17 + ,14 + ,12 + ,6 + ,15 + ,21 + ,1 + ,37 + ,32 + ,15 + ,9 + ,74 + ,17 + ,9 + ,11 + ,5 + ,23 + ,26 + ,1 + ,37 + ,32 + ,16 + ,10 + ,86 + ,33 + ,14 + ,11 + ,8 + ,26 + ,25 + ,2 + ,39 + ,40 + ,15 + ,13 + ,63 + ,17 + ,11 + ,13 + ,7 + ,21 + ,25 + ,2 + ,37 + ,35 + ,12 + ,16 + ,69 + ,20 + ,11 + ,8 + ,4 + ,13 + ,13 + ,1 + ,37 + ,33 + ,16 + ,12 + ,73 + ,17 + ,9 + ,12 + ,9 + ,24 + ,25 + ,1 + ,35 + ,37 + ,15 + ,14 + ,69 + ,16 + ,11 + ,9 + ,5 + ,17 + ,23 + ,1 + ,32 + ,33 + ,13 + ,11 + ,71 + ,18 + ,10 + ,14 + ,9 + ,21 + ,26 + ,2 + ,33 + ,31 + ,14 + ,13 + ,77 + ,32 + ,12 + ,18 + ,12 + ,28 + ,22 + ,2 + ,31 + ,33 + ,11 + ,15 + ,74 + ,22 + ,10 + ,15 + ,6 + ,22 + ,20 + ,2 + ,30 + ,34 + ,15 + ,14 + ,82 + ,19 + ,6 + ,17 + ,8 + ,25 + ,14 + ,2 + ,32 + ,35 + ,12 + ,18 + ,84 + ,29 + ,16 + ,11 + ,6 + ,27 + ,24 + ,2 + ,33 + ,40 + ,14 + ,14 + ,54 + ,23 + ,14 + ,17 + ,7 + ,25 + ,21 + ,2 + ,29 + ,30 + ,13 + ,10 + ,80 + ,17 + ,8 + ,12 + ,9 + ,21 + ,24 + ,2 + ,37 + ,38 + ,15 + ,8 + ,76) + ,dim=c(12 + ,150) + ,dimnames=list(c('Mistakes' + ,'Doubts' + ,'P-Expectations' + ,'P-Criticism' + ,'Person-Standards' + ,'Organization' + ,'Gender' + ,'connected' + ,'separate' + ,'hapiness' + ,'depression' + ,'sport') + ,1:150)) > y <- array(NA,dim=c(12,150),dimnames=list(c('Mistakes','Doubts','P-Expectations','P-Criticism','Person-Standards','Organization','Gender','connected','separate','hapiness','depression','sport'),1:150)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par6 = '0' > par5 = '0' > par4 = '0' > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '5' > par6 <- '0' > par5 <- '0' > par4 <- '0' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '5' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, 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: > #Technical description: > 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 Person-Standards Mistakes Doubts P-Expectations P-Criticism Organization 1 15 11 6 6 4 16 2 23 26 16 5 4 24 3 26 26 13 20 10 22 4 19 15 7 12 6 21 5 19 10 10 11 5 23 6 16 21 10 12 8 23 7 23 27 15 11 9 21 8 22 21 9 9 9 20 9 19 21 12 13 8 22 10 24 21 8 9 11 20 11 19 22 9 14 6 12 12 25 29 10 12 8 23 13 23 29 15 18 11 23 14 31 29 11 9 5 30 15 29 30 12 15 10 22 16 18 19 9 12 7 21 17 17 19 10 12 7 21 18 22 22 13 12 13 15 19 21 18 8 15 10 22 20 24 28 14 11 8 24 21 22 17 9 13 6 23 22 16 18 12 10 8 15 23 22 20 8 17 7 24 24 21 16 8 13 5 24 25 25 17 9 17 9 21 26 22 25 14 15 11 21 27 24 22 11 13 11 18 28 21 34 16 18 11 20 29 25 31 9 17 9 19 30 29 38 11 21 7 29 31 19 18 13 12 6 20 32 29 25 12 12 7 23 33 25 20 9 15 6 24 34 19 23 14 8 5 27 35 27 12 4 15 4 28 36 25 20 8 16 10 24 37 23 15 14 9 8 29 38 24 21 10 13 6 24 39 23 21 13 17 11 22 40 25 20 10 11 4 25 41 23 30 14 9 9 14 42 22 22 13 15 10 22 43 32 33 14 9 6 24 44 22 25 14 15 9 24 45 18 20 14 14 10 24 46 19 10 5 8 6 24 47 23 15 11 11 8 22 48 19 21 9 14 13 21 49 16 16 9 12 8 21 50 23 23 10 15 10 21 51 17 25 14 11 5 15 52 17 18 6 11 8 26 53 28 33 11 9 6 22 54 24 18 13 8 9 24 55 21 18 12 13 9 13 56 14 13 8 12 7 19 57 21 24 14 24 20 10 58 20 19 11 11 8 28 59 25 20 11 11 8 25 60 20 21 11 16 7 24 61 17 18 16 12 7 22 62 26 29 14 18 10 30 63 17 13 16 12 5 22 64 17 26 14 14 8 24 65 24 22 9 16 9 23 66 30 28 8 24 20 20 67 25 28 11 13 6 22 68 15 23 8 11 10 22 69 25 22 14 14 11 19 70 18 28 8 16 12 24 71 20 28 8 12 7 22 72 32 31 10 21 12 26 73 14 15 8 11 8 12 74 20 15 8 6 6 25 75 25 24 10 9 6 29 76 25 22 9 14 9 23 77 25 17 9 16 5 23 78 35 25 7 18 11 17 79 29 32 16 9 6 26 80 25 23 14 13 10 27 81 21 20 11 17 8 23 82 21 20 9 11 7 20 83 24 28 16 16 8 24 84 26 20 7 11 9 22 85 24 20 11 11 8 26 86 20 23 14 11 10 29 87 24 20 11 20 13 20 88 18 21 8 10 7 17 89 17 14 11 12 7 16 90 22 31 8 11 8 24 91 22 21 12 14 9 24 92 22 18 8 12 9 19 93 24 26 13 12 8 29 94 32 25 8 12 7 25 95 19 9 13 10 6 25 96 21 18 9 12 8 24 97 23 19 12 10 8 29 98 26 29 11 7 4 22 99 18 31 14 10 8 23 100 19 24 9 13 10 15 101 22 16 10 12 7 29 102 27 19 9 13 8 21 103 21 19 9 9 7 23 104 20 22 8 14 10 20 105 21 31 16 14 9 25 106 20 20 10 12 8 28 107 29 26 11 18 5 18 108 30 17 6 17 8 25 109 10 16 9 12 9 13 110 23 16 8 15 9 24 111 29 9 6 8 11 23 112 19 19 20 8 7 25 113 26 22 10 12 8 27 114 22 15 8 10 4 24 115 26 25 16 18 16 24 116 27 30 9 15 9 26 117 19 30 12 16 10 18 118 24 24 14 11 12 26 119 26 20 10 10 8 23 120 22 12 7 7 4 28 121 23 31 14 17 11 20 122 25 25 11 7 8 23 123 19 23 13 14 12 24 124 20 23 10 12 8 21 125 25 26 9 15 6 25 126 14 14 15 13 8 16 127 19 18 12 10 8 23 128 27 28 12 16 14 22 129 21 19 9 11 10 27 130 21 21 15 7 5 24 131 14 18 10 15 8 17 132 21 29 13 18 12 21 133 23 16 11 11 11 21 134 18 22 10 13 8 19 135 20 15 12 11 8 25 136 19 21 9 13 9 24 137 15 17 14 12 6 21 138 23 17 9 11 5 26 139 26 33 14 11 8 25 140 21 17 11 13 7 25 141 13 20 11 8 4 13 142 24 17 9 12 9 25 143 17 16 11 9 5 23 144 21 18 10 14 9 26 145 28 32 12 18 12 22 146 22 22 10 15 6 20 147 25 19 6 17 8 14 148 27 29 16 11 6 24 149 25 23 14 17 7 21 150 21 17 8 12 9 24 Gender connected separate hapiness depression sport 1 2 40 37 15 10 77 2 1 29 31 9 20 63 3 1 37 35 12 16 73 4 1 32 36 15 10 76 5 1 39 32 17 8 90 6 1 32 30 14 14 67 7 2 35 34 9 19 69 8 2 35 34 12 15 70 9 1 28 22 11 23 54 10 1 37 27 13 9 54 11 2 32 27 16 12 76 12 2 34 33 16 14 75 13 2 37 38 15 13 76 14 1 35 37 10 11 80 15 2 40 31 16 11 89 16 1 37 36 12 10 73 17 1 37 38 15 12 74 18 2 33 31 13 18 78 19 2 37 34 18 12 76 20 1 35 33 13 10 69 21 2 36 38 17 15 74 22 2 32 28 14 15 82 23 1 38 34 13 12 77 24 2 34 32 13 9 84 25 2 33 34 15 11 75 26 2 33 39 15 16 79 27 2 42 37 13 17 79 28 2 33 34 14 12 69 29 2 32 41 13 11 88 30 2 32 32 16 13 57 31 2 33 35 14 9 69 32 1 35 33 12 14 52 33 2 39 32 18 11 86 34 1 28 32 9 20 66 35 1 38 32 16 8 54 36 2 36 37 16 12 85 37 1 38 31 17 10 79 38 1 34 27 13 11 84 39 2 33 31 15 11 73 40 2 37 37 17 13 70 41 2 34 31 15 13 54 42 2 34 40 14 13 70 43 1 36 35 10 15 54 44 1 31 35 13 12 69 45 2 37 35 11 13 68 46 1 36 35 16 11 76 47 1 34 38 16 9 71 48 2 30 35 11 14 66 49 2 29 34 15 9 67 50 2 35 37 15 9 71 51 2 33 37 12 15 54 52 2 29 31 17 10 76 53 1 28 31 15 13 77 54 1 32 33 16 8 71 55 2 33 37 14 15 69 56 2 31 36 17 13 73 57 2 43 42 10 24 46 58 1 32 28 11 11 66 59 2 35 41 15 13 77 60 1 31 23 15 12 77 61 2 33 33 7 22 70 62 1 39 32 17 11 86 63 1 32 33 14 15 38 64 1 32 33 18 7 66 65 1 36 32 14 14 75 66 1 39 38 14 10 64 67 2 41 32 9 9 80 68 2 30 35 14 12 86 69 2 30 35 11 16 54 70 2 32 34 15 10 54 71 2 39 34 16 13 74 72 2 38 38 17 11 88 73 2 38 39 16 12 85 74 1 32 32 12 11 63 75 2 34 39 15 13 81 76 2 36 35 15 10 74 77 2 39 36 16 11 80 78 2 31 28 16 9 80 79 1 36 36 11 13 60 80 2 34 38 12 14 62 81 1 34 35 14 14 63 82 2 38 39 15 11 89 83 2 38 36 17 10 76 84 2 33 36 19 11 81 85 2 32 34 15 12 72 86 1 30 34 16 14 84 87 2 31 27 14 14 76 88 2 34 37 16 21 76 89 2 35 33 15 13 72 90 1 37 34 17 11 81 91 2 35 39 12 12 72 92 2 35 29 18 12 78 93 2 31 33 13 11 79 94 2 31 35 14 14 52 95 1 38 36 14 13 67 96 1 34 30 14 13 74 97 1 30 27 12 12 73 98 2 32 37 14 14 69 99 1 31 33 12 12 67 100 2 37 32 15 12 76 101 2 34 35 11 12 77 102 1 32 33 11 18 63 103 2 34 37 15 11 84 104 2 38 36 14 15 90 105 1 38 39 15 13 75 106 2 38 35 16 11 76 107 2 39 31 14 22 53 108 2 33 37 18 10 87 109 2 34 36 13 16 69 110 2 35 31 14 11 78 111 2 36 32 13 15 54 112 1 32 33 14 14 58 113 2 34 36 14 11 80 114 2 44 39 17 10 74 115 2 37 39 12 14 56 116 2 32 29 16 14 82 117 2 35 34 15 11 64 118 1 38 35 10 15 67 119 1 38 32 13 11 75 120 1 38 41 15 10 69 121 2 32 38 16 10 72 122 2 39 38 14 12 54 123 1 27 32 13 15 54 124 2 37 31 17 10 71 125 2 41 38 14 12 53 126 2 31 38 16 15 54 127 1 36 33 15 12 71 128 2 38 28 12 11 69 129 1 37 38 16 10 30 130 1 30 28 8 20 53 131 1 40 32 9 19 68 132 2 34 31 13 17 69 133 2 36 34 19 8 54 134 2 36 35 11 17 66 135 1 33 36 15 11 79 136 1 34 33 11 13 67 137 1 37 32 15 9 74 138 1 37 32 16 10 86 139 2 39 40 15 13 63 140 2 37 35 12 16 69 141 1 37 33 16 12 73 142 1 35 37 15 14 69 143 1 32 33 13 11 71 144 2 33 31 14 13 77 145 2 31 33 11 15 74 146 2 30 34 15 14 82 147 2 32 35 12 18 84 148 2 33 40 14 14 54 149 2 29 30 13 10 80 150 2 37 38 15 8 76 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Mistakes Doubts `P-Expectations` 3.84738 0.32845 -0.35450 0.16370 `P-Criticism` Organization Gender connected 0.05056 0.44054 0.96940 0.16218 separate hapiness depression sport -0.05305 -0.05541 0.02298 -0.03057 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -9.07933 -2.24729 -0.01444 1.95172 12.07560 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.84738 5.90561 0.651 0.51582 Mistakes 0.32845 0.05799 5.664 8.26e-08 *** Doubts -0.35450 0.12082 -2.934 0.00392 ** `P-Expectations` 0.16370 0.10801 1.516 0.13192 `P-Criticism` 0.05056 0.13601 0.372 0.71066 Organization 0.44054 0.08120 5.425 2.52e-07 *** Gender 0.96940 0.68158 1.422 0.15720 connected 0.16218 0.09363 1.732 0.08547 . separate -0.05305 0.08832 -0.601 0.54902 hapiness -0.05541 0.15546 -0.356 0.72209 depression 0.02298 0.11630 0.198 0.84365 sport -0.03057 0.02901 -1.054 0.29385 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.432 on 138 degrees of freedom Multiple R-squared: 0.4031, Adjusted R-squared: 0.3555 F-statistic: 8.472 on 11 and 138 DF, p-value: 2.730e-11 > 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,] 0.50570434 0.98859132 0.49429566 [2,] 0.56674173 0.86651655 0.43325827 [3,] 0.45229881 0.90459763 0.54770119 [4,] 0.33211081 0.66422163 0.66788919 [5,] 0.26730391 0.53460782 0.73269609 [6,] 0.18038947 0.36077895 0.81961053 [7,] 0.24368973 0.48737946 0.75631027 [8,] 0.20138178 0.40276357 0.79861822 [9,] 0.15138352 0.30276704 0.84861648 [10,] 0.10177454 0.20354907 0.89822546 [11,] 0.17839270 0.35678540 0.82160730 [12,] 0.12753662 0.25507323 0.87246338 [13,] 0.09634596 0.19269192 0.90365404 [14,] 0.10177314 0.20354627 0.89822686 [15,] 0.07087322 0.14174643 0.92912678 [16,] 0.05038890 0.10077780 0.94961110 [17,] 0.03719846 0.07439691 0.96280154 [18,] 0.13995783 0.27991566 0.86004217 [19,] 0.11020783 0.22041567 0.88979217 [20,] 0.10256842 0.20513684 0.89743158 [21,] 0.10413247 0.20826493 0.89586753 [22,] 0.07851486 0.15702973 0.92148514 [23,] 0.05929690 0.11859379 0.94070310 [24,] 0.04367127 0.08734255 0.95632873 [25,] 0.03088475 0.06176950 0.96911525 [26,] 0.02475977 0.04951954 0.97524023 [27,] 0.02082505 0.04165009 0.97917495 [28,] 0.01401229 0.02802459 0.98598771 [29,] 0.02626480 0.05252961 0.97373520 [30,] 0.01815812 0.03631624 0.98184188 [31,] 0.03436770 0.06873539 0.96563230 [32,] 0.02480171 0.04960342 0.97519829 [33,] 0.03302213 0.06604426 0.96697787 [34,] 0.02746507 0.05493014 0.97253493 [35,] 0.02420335 0.04840671 0.97579665 [36,] 0.01707472 0.03414945 0.98292528 [37,] 0.01412494 0.02824988 0.98587506 [38,] 0.02259058 0.04518116 0.97740942 [39,] 0.02604225 0.05208449 0.97395775 [40,] 0.03190354 0.06380708 0.96809646 [41,] 0.04593659 0.09187319 0.95406341 [42,] 0.04740046 0.09480093 0.95259954 [43,] 0.03547909 0.07095818 0.96452091 [44,] 0.03111874 0.06223747 0.96888126 [45,] 0.02825622 0.05651245 0.97174378 [46,] 0.02296215 0.04592429 0.97703785 [47,] 0.01795803 0.03591606 0.98204197 [48,] 0.01750864 0.03501729 0.98249136 [49,] 0.01270622 0.02541245 0.98729378 [50,] 0.02943272 0.05886545 0.97056728 [51,] 0.02178592 0.04357185 0.97821408 [52,] 0.02325696 0.04651392 0.97674304 [53,] 0.01804928 0.03609855 0.98195072 [54,] 0.04814817 0.09629635 0.95185183 [55,] 0.07692069 0.15384138 0.92307931 [56,] 0.25439679 0.50879357 0.74560321 [57,] 0.35713623 0.71427245 0.64286377 [58,] 0.37498173 0.74996345 0.62501827 [59,] 0.36014814 0.72029627 0.63985186 [60,] 0.31891890 0.63783779 0.68108110 [61,] 0.27687010 0.55374020 0.72312990 [62,] 0.24614571 0.49229142 0.75385429 [63,] 0.23056699 0.46113398 0.76943301 [64,] 0.80189170 0.39621659 0.19810830 [65,] 0.84972292 0.30055415 0.15027708 [66,] 0.82349847 0.35300307 0.17650153 [67,] 0.79196867 0.41606266 0.20803133 [68,] 0.75988718 0.48022563 0.24011282 [69,] 0.72715597 0.54568806 0.27284403 [70,] 0.73934459 0.52131082 0.26065541 [71,] 0.70583057 0.58833885 0.29416943 [72,] 0.68783472 0.62433056 0.31216528 [73,] 0.66035959 0.67928081 0.33964041 [74,] 0.65593471 0.68813058 0.34406529 [75,] 0.60690569 0.78618863 0.39309431 [76,] 0.61747127 0.76505746 0.38252873 [77,] 0.56704553 0.86590894 0.43295447 [78,] 0.51918648 0.96162705 0.48081352 [79,] 0.48163204 0.96326408 0.51836796 [80,] 0.57196456 0.85607089 0.42803544 [81,] 0.52591620 0.94816761 0.47408380 [82,] 0.47464676 0.94929351 0.52535324 [83,] 0.42353562 0.84707125 0.57646438 [84,] 0.40051404 0.80102807 0.59948596 [85,] 0.43063021 0.86126042 0.56936979 [86,] 0.38990492 0.77980984 0.61009508 [87,] 0.36646713 0.73293427 0.63353287 [88,] 0.47299258 0.94598515 0.52700742 [89,] 0.42110496 0.84220992 0.57889504 [90,] 0.39824374 0.79648748 0.60175626 [91,] 0.37218996 0.74437991 0.62781004 [92,] 0.50315513 0.99368973 0.49684487 [93,] 0.68083308 0.63833383 0.31916692 [94,] 0.76958690 0.46082620 0.23041310 [95,] 0.92577769 0.14844461 0.07422231 [96,] 0.90197387 0.19605225 0.09802613 [97,] 0.95741069 0.08517862 0.04258931 [98,] 0.94173696 0.11652609 0.05826304 [99,] 0.92337526 0.15324948 0.07662474 [100,] 0.89737451 0.20525098 0.10262549 [101,] 0.87818708 0.24362583 0.12181292 [102,] 0.84394712 0.31210576 0.15605288 [103,] 0.85579848 0.28840304 0.14420152 [104,] 0.81782491 0.36435018 0.18217509 [105,] 0.89094843 0.21810314 0.10905157 [106,] 0.85366275 0.29267449 0.14633725 [107,] 0.82145364 0.35709272 0.17854636 [108,] 0.77325011 0.45349979 0.22674989 [109,] 0.78773236 0.42453527 0.21226764 [110,] 0.77089458 0.45821085 0.22910542 [111,] 0.71429807 0.57140385 0.28570193 [112,] 0.68292625 0.63414749 0.31707375 [113,] 0.59822154 0.80355692 0.40177846 [114,] 0.70153482 0.59693036 0.29846518 [115,] 0.65464262 0.69071476 0.34535738 [116,] 0.78020316 0.43959369 0.21979684 [117,] 0.70529945 0.58940110 0.29470055 [118,] 0.73283100 0.53433801 0.26716900 [119,] 0.74239497 0.51521007 0.25760503 [120,] 0.63252826 0.73494348 0.36747174 [121,] 0.49934320 0.99868640 0.50065680 > postscript(file="/var/www/html/rcomp/tmp/153uz1292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/253uz1292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/353uz1292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4yub21292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5yub21292159043.ps",horizontal=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 = 150 Frequency = 1 1 2 3 4 5 6 -2.07408062 2.62846482 2.16579618 -0.13613758 1.14009002 -5.76631064 7 8 9 10 11 12 0.45521487 0.35553272 -2.32665480 1.87769175 0.47377046 -0.17308916 13 14 15 16 17 18 -1.75759320 4.64920759 3.47355403 -2.86033588 -3.24889316 3.35072320 19 20 21 22 23 24 -1.66701394 0.84600731 0.29393041 -0.86013223 -1.81995619 -0.89406790 25 26 27 28 29 30 3.65455282 0.29843620 2.16973268 -3.53362010 0.75757764 -3.09661449 31 32 33 34 35 36 0.01500271 5.78265981 1.24999391 -2.65152477 2.55536898 1.11700223 37 38 39 40 41 42 2.17521882 1.78032402 0.99681724 1.91896413 2.54130199 0.16853344 43 44 45 46 47 48 6.83648959 -0.16513523 -4.51663349 -0.53908999 4.61117672 -3.39649361 49 50 51 52 53 54 -3.69783167 0.07367859 -2.11385479 -6.25339485 4.76550498 4.97639103 55 56 57 58 59 60 4.39712361 -4.15128626 -0.38799601 -3.02787226 2.71101080 -2.25867367 61 62 63 64 65 66 -2.61525625 -1.35608837 -0.16995876 -5.24739312 0.54733803 3.26540687 67 68 69 70 71 72 -0.42060229 -7.38199943 4.61692934 -9.07933295 -5.82800892 3.31119314 73 74 75 76 77 78 -2.25293131 -0.36045898 -0.11254619 1.18125216 2.48068672 12.07560343 79 80 81 82 83 84 4.33072443 0.83480416 -1.08326094 0.07544812 -0.12463974 4.01304641 85 86 87 88 89 90 1.25576565 -2.41870448 1.98464575 -2.15140577 -0.04388531 -3.97213436 91 92 93 94 95 96 -0.76626702 1.31651564 -1.25591473 6.37982173 1.15418857 -0.66338696 97 98 99 100 101 102 0.56754699 2.88501404 -5.04887203 -2.14433706 -1.55978927 6.03217859 103 104 105 106 107 108 -0.20056203 -2.85463942 -3.35544602 -4.86288486 4.65462552 6.59468572 109 110 111 112 113 114 -7.13941658 0.18706534 8.27228600 1.14389073 1.63402906 -0.38151462 115 116 117 118 119 120 1.46974331 -0.39314751 -4.77765466 0.35376172 4.28066244 0.76319091 121 122 123 124 125 126 -0.47069586 1.06115124 -2.88868848 -2.88895280 -2.42080803 -1.46700989 127 128 129 130 131 132 -1.01047867 1.09662219 -3.47847413 0.85574978 -6.18156394 -3.93764802 133 134 135 136 137 138 2.73506773 -4.11490722 0.84335799 -4.08406263 -3.37280493 1.26554870 139 140 141 142 143 144 -0.62509821 -1.70292779 -3.13247087 2.26270630 -1.83181184 -2.23036744 145 146 147 148 149 150 1.96264078 0.91806456 5.23179996 3.55890319 4.05906418 -1.54007523 > postscript(file="/var/www/html/rcomp/tmp/6yub21292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 150 Frequency = 1 lag(myerror, k = 1) myerror 0 -2.07408062 NA 1 2.62846482 -2.07408062 2 2.16579618 2.62846482 3 -0.13613758 2.16579618 4 1.14009002 -0.13613758 5 -5.76631064 1.14009002 6 0.45521487 -5.76631064 7 0.35553272 0.45521487 8 -2.32665480 0.35553272 9 1.87769175 -2.32665480 10 0.47377046 1.87769175 11 -0.17308916 0.47377046 12 -1.75759320 -0.17308916 13 4.64920759 -1.75759320 14 3.47355403 4.64920759 15 -2.86033588 3.47355403 16 -3.24889316 -2.86033588 17 3.35072320 -3.24889316 18 -1.66701394 3.35072320 19 0.84600731 -1.66701394 20 0.29393041 0.84600731 21 -0.86013223 0.29393041 22 -1.81995619 -0.86013223 23 -0.89406790 -1.81995619 24 3.65455282 -0.89406790 25 0.29843620 3.65455282 26 2.16973268 0.29843620 27 -3.53362010 2.16973268 28 0.75757764 -3.53362010 29 -3.09661449 0.75757764 30 0.01500271 -3.09661449 31 5.78265981 0.01500271 32 1.24999391 5.78265981 33 -2.65152477 1.24999391 34 2.55536898 -2.65152477 35 1.11700223 2.55536898 36 2.17521882 1.11700223 37 1.78032402 2.17521882 38 0.99681724 1.78032402 39 1.91896413 0.99681724 40 2.54130199 1.91896413 41 0.16853344 2.54130199 42 6.83648959 0.16853344 43 -0.16513523 6.83648959 44 -4.51663349 -0.16513523 45 -0.53908999 -4.51663349 46 4.61117672 -0.53908999 47 -3.39649361 4.61117672 48 -3.69783167 -3.39649361 49 0.07367859 -3.69783167 50 -2.11385479 0.07367859 51 -6.25339485 -2.11385479 52 4.76550498 -6.25339485 53 4.97639103 4.76550498 54 4.39712361 4.97639103 55 -4.15128626 4.39712361 56 -0.38799601 -4.15128626 57 -3.02787226 -0.38799601 58 2.71101080 -3.02787226 59 -2.25867367 2.71101080 60 -2.61525625 -2.25867367 61 -1.35608837 -2.61525625 62 -0.16995876 -1.35608837 63 -5.24739312 -0.16995876 64 0.54733803 -5.24739312 65 3.26540687 0.54733803 66 -0.42060229 3.26540687 67 -7.38199943 -0.42060229 68 4.61692934 -7.38199943 69 -9.07933295 4.61692934 70 -5.82800892 -9.07933295 71 3.31119314 -5.82800892 72 -2.25293131 3.31119314 73 -0.36045898 -2.25293131 74 -0.11254619 -0.36045898 75 1.18125216 -0.11254619 76 2.48068672 1.18125216 77 12.07560343 2.48068672 78 4.33072443 12.07560343 79 0.83480416 4.33072443 80 -1.08326094 0.83480416 81 0.07544812 -1.08326094 82 -0.12463974 0.07544812 83 4.01304641 -0.12463974 84 1.25576565 4.01304641 85 -2.41870448 1.25576565 86 1.98464575 -2.41870448 87 -2.15140577 1.98464575 88 -0.04388531 -2.15140577 89 -3.97213436 -0.04388531 90 -0.76626702 -3.97213436 91 1.31651564 -0.76626702 92 -1.25591473 1.31651564 93 6.37982173 -1.25591473 94 1.15418857 6.37982173 95 -0.66338696 1.15418857 96 0.56754699 -0.66338696 97 2.88501404 0.56754699 98 -5.04887203 2.88501404 99 -2.14433706 -5.04887203 100 -1.55978927 -2.14433706 101 6.03217859 -1.55978927 102 -0.20056203 6.03217859 103 -2.85463942 -0.20056203 104 -3.35544602 -2.85463942 105 -4.86288486 -3.35544602 106 4.65462552 -4.86288486 107 6.59468572 4.65462552 108 -7.13941658 6.59468572 109 0.18706534 -7.13941658 110 8.27228600 0.18706534 111 1.14389073 8.27228600 112 1.63402906 1.14389073 113 -0.38151462 1.63402906 114 1.46974331 -0.38151462 115 -0.39314751 1.46974331 116 -4.77765466 -0.39314751 117 0.35376172 -4.77765466 118 4.28066244 0.35376172 119 0.76319091 4.28066244 120 -0.47069586 0.76319091 121 1.06115124 -0.47069586 122 -2.88868848 1.06115124 123 -2.88895280 -2.88868848 124 -2.42080803 -2.88895280 125 -1.46700989 -2.42080803 126 -1.01047867 -1.46700989 127 1.09662219 -1.01047867 128 -3.47847413 1.09662219 129 0.85574978 -3.47847413 130 -6.18156394 0.85574978 131 -3.93764802 -6.18156394 132 2.73506773 -3.93764802 133 -4.11490722 2.73506773 134 0.84335799 -4.11490722 135 -4.08406263 0.84335799 136 -3.37280493 -4.08406263 137 1.26554870 -3.37280493 138 -0.62509821 1.26554870 139 -1.70292779 -0.62509821 140 -3.13247087 -1.70292779 141 2.26270630 -3.13247087 142 -1.83181184 2.26270630 143 -2.23036744 -1.83181184 144 1.96264078 -2.23036744 145 0.91806456 1.96264078 146 5.23179996 0.91806456 147 3.55890319 5.23179996 148 4.05906418 3.55890319 149 -1.54007523 4.05906418 150 NA -1.54007523 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 2.62846482 -2.07408062 [2,] 2.16579618 2.62846482 [3,] -0.13613758 2.16579618 [4,] 1.14009002 -0.13613758 [5,] -5.76631064 1.14009002 [6,] 0.45521487 -5.76631064 [7,] 0.35553272 0.45521487 [8,] -2.32665480 0.35553272 [9,] 1.87769175 -2.32665480 [10,] 0.47377046 1.87769175 [11,] -0.17308916 0.47377046 [12,] -1.75759320 -0.17308916 [13,] 4.64920759 -1.75759320 [14,] 3.47355403 4.64920759 [15,] -2.86033588 3.47355403 [16,] -3.24889316 -2.86033588 [17,] 3.35072320 -3.24889316 [18,] -1.66701394 3.35072320 [19,] 0.84600731 -1.66701394 [20,] 0.29393041 0.84600731 [21,] -0.86013223 0.29393041 [22,] -1.81995619 -0.86013223 [23,] -0.89406790 -1.81995619 [24,] 3.65455282 -0.89406790 [25,] 0.29843620 3.65455282 [26,] 2.16973268 0.29843620 [27,] -3.53362010 2.16973268 [28,] 0.75757764 -3.53362010 [29,] -3.09661449 0.75757764 [30,] 0.01500271 -3.09661449 [31,] 5.78265981 0.01500271 [32,] 1.24999391 5.78265981 [33,] -2.65152477 1.24999391 [34,] 2.55536898 -2.65152477 [35,] 1.11700223 2.55536898 [36,] 2.17521882 1.11700223 [37,] 1.78032402 2.17521882 [38,] 0.99681724 1.78032402 [39,] 1.91896413 0.99681724 [40,] 2.54130199 1.91896413 [41,] 0.16853344 2.54130199 [42,] 6.83648959 0.16853344 [43,] -0.16513523 6.83648959 [44,] -4.51663349 -0.16513523 [45,] -0.53908999 -4.51663349 [46,] 4.61117672 -0.53908999 [47,] -3.39649361 4.61117672 [48,] -3.69783167 -3.39649361 [49,] 0.07367859 -3.69783167 [50,] -2.11385479 0.07367859 [51,] -6.25339485 -2.11385479 [52,] 4.76550498 -6.25339485 [53,] 4.97639103 4.76550498 [54,] 4.39712361 4.97639103 [55,] -4.15128626 4.39712361 [56,] -0.38799601 -4.15128626 [57,] -3.02787226 -0.38799601 [58,] 2.71101080 -3.02787226 [59,] -2.25867367 2.71101080 [60,] -2.61525625 -2.25867367 [61,] -1.35608837 -2.61525625 [62,] -0.16995876 -1.35608837 [63,] -5.24739312 -0.16995876 [64,] 0.54733803 -5.24739312 [65,] 3.26540687 0.54733803 [66,] -0.42060229 3.26540687 [67,] -7.38199943 -0.42060229 [68,] 4.61692934 -7.38199943 [69,] -9.07933295 4.61692934 [70,] -5.82800892 -9.07933295 [71,] 3.31119314 -5.82800892 [72,] -2.25293131 3.31119314 [73,] -0.36045898 -2.25293131 [74,] -0.11254619 -0.36045898 [75,] 1.18125216 -0.11254619 [76,] 2.48068672 1.18125216 [77,] 12.07560343 2.48068672 [78,] 4.33072443 12.07560343 [79,] 0.83480416 4.33072443 [80,] -1.08326094 0.83480416 [81,] 0.07544812 -1.08326094 [82,] -0.12463974 0.07544812 [83,] 4.01304641 -0.12463974 [84,] 1.25576565 4.01304641 [85,] -2.41870448 1.25576565 [86,] 1.98464575 -2.41870448 [87,] -2.15140577 1.98464575 [88,] -0.04388531 -2.15140577 [89,] -3.97213436 -0.04388531 [90,] -0.76626702 -3.97213436 [91,] 1.31651564 -0.76626702 [92,] -1.25591473 1.31651564 [93,] 6.37982173 -1.25591473 [94,] 1.15418857 6.37982173 [95,] -0.66338696 1.15418857 [96,] 0.56754699 -0.66338696 [97,] 2.88501404 0.56754699 [98,] -5.04887203 2.88501404 [99,] -2.14433706 -5.04887203 [100,] -1.55978927 -2.14433706 [101,] 6.03217859 -1.55978927 [102,] -0.20056203 6.03217859 [103,] -2.85463942 -0.20056203 [104,] -3.35544602 -2.85463942 [105,] -4.86288486 -3.35544602 [106,] 4.65462552 -4.86288486 [107,] 6.59468572 4.65462552 [108,] -7.13941658 6.59468572 [109,] 0.18706534 -7.13941658 [110,] 8.27228600 0.18706534 [111,] 1.14389073 8.27228600 [112,] 1.63402906 1.14389073 [113,] -0.38151462 1.63402906 [114,] 1.46974331 -0.38151462 [115,] -0.39314751 1.46974331 [116,] -4.77765466 -0.39314751 [117,] 0.35376172 -4.77765466 [118,] 4.28066244 0.35376172 [119,] 0.76319091 4.28066244 [120,] -0.47069586 0.76319091 [121,] 1.06115124 -0.47069586 [122,] -2.88868848 1.06115124 [123,] -2.88895280 -2.88868848 [124,] -2.42080803 -2.88895280 [125,] -1.46700989 -2.42080803 [126,] -1.01047867 -1.46700989 [127,] 1.09662219 -1.01047867 [128,] -3.47847413 1.09662219 [129,] 0.85574978 -3.47847413 [130,] -6.18156394 0.85574978 [131,] -3.93764802 -6.18156394 [132,] 2.73506773 -3.93764802 [133,] -4.11490722 2.73506773 [134,] 0.84335799 -4.11490722 [135,] -4.08406263 0.84335799 [136,] -3.37280493 -4.08406263 [137,] 1.26554870 -3.37280493 [138,] -0.62509821 1.26554870 [139,] -1.70292779 -0.62509821 [140,] -3.13247087 -1.70292779 [141,] 2.26270630 -3.13247087 [142,] -1.83181184 2.26270630 [143,] -2.23036744 -1.83181184 [144,] 1.96264078 -2.23036744 [145,] 0.91806456 1.96264078 [146,] 5.23179996 0.91806456 [147,] 3.55890319 5.23179996 [148,] 4.05906418 3.55890319 [149,] -1.54007523 4.05906418 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 2.62846482 -2.07408062 2 2.16579618 2.62846482 3 -0.13613758 2.16579618 4 1.14009002 -0.13613758 5 -5.76631064 1.14009002 6 0.45521487 -5.76631064 7 0.35553272 0.45521487 8 -2.32665480 0.35553272 9 1.87769175 -2.32665480 10 0.47377046 1.87769175 11 -0.17308916 0.47377046 12 -1.75759320 -0.17308916 13 4.64920759 -1.75759320 14 3.47355403 4.64920759 15 -2.86033588 3.47355403 16 -3.24889316 -2.86033588 17 3.35072320 -3.24889316 18 -1.66701394 3.35072320 19 0.84600731 -1.66701394 20 0.29393041 0.84600731 21 -0.86013223 0.29393041 22 -1.81995619 -0.86013223 23 -0.89406790 -1.81995619 24 3.65455282 -0.89406790 25 0.29843620 3.65455282 26 2.16973268 0.29843620 27 -3.53362010 2.16973268 28 0.75757764 -3.53362010 29 -3.09661449 0.75757764 30 0.01500271 -3.09661449 31 5.78265981 0.01500271 32 1.24999391 5.78265981 33 -2.65152477 1.24999391 34 2.55536898 -2.65152477 35 1.11700223 2.55536898 36 2.17521882 1.11700223 37 1.78032402 2.17521882 38 0.99681724 1.78032402 39 1.91896413 0.99681724 40 2.54130199 1.91896413 41 0.16853344 2.54130199 42 6.83648959 0.16853344 43 -0.16513523 6.83648959 44 -4.51663349 -0.16513523 45 -0.53908999 -4.51663349 46 4.61117672 -0.53908999 47 -3.39649361 4.61117672 48 -3.69783167 -3.39649361 49 0.07367859 -3.69783167 50 -2.11385479 0.07367859 51 -6.25339485 -2.11385479 52 4.76550498 -6.25339485 53 4.97639103 4.76550498 54 4.39712361 4.97639103 55 -4.15128626 4.39712361 56 -0.38799601 -4.15128626 57 -3.02787226 -0.38799601 58 2.71101080 -3.02787226 59 -2.25867367 2.71101080 60 -2.61525625 -2.25867367 61 -1.35608837 -2.61525625 62 -0.16995876 -1.35608837 63 -5.24739312 -0.16995876 64 0.54733803 -5.24739312 65 3.26540687 0.54733803 66 -0.42060229 3.26540687 67 -7.38199943 -0.42060229 68 4.61692934 -7.38199943 69 -9.07933295 4.61692934 70 -5.82800892 -9.07933295 71 3.31119314 -5.82800892 72 -2.25293131 3.31119314 73 -0.36045898 -2.25293131 74 -0.11254619 -0.36045898 75 1.18125216 -0.11254619 76 2.48068672 1.18125216 77 12.07560343 2.48068672 78 4.33072443 12.07560343 79 0.83480416 4.33072443 80 -1.08326094 0.83480416 81 0.07544812 -1.08326094 82 -0.12463974 0.07544812 83 4.01304641 -0.12463974 84 1.25576565 4.01304641 85 -2.41870448 1.25576565 86 1.98464575 -2.41870448 87 -2.15140577 1.98464575 88 -0.04388531 -2.15140577 89 -3.97213436 -0.04388531 90 -0.76626702 -3.97213436 91 1.31651564 -0.76626702 92 -1.25591473 1.31651564 93 6.37982173 -1.25591473 94 1.15418857 6.37982173 95 -0.66338696 1.15418857 96 0.56754699 -0.66338696 97 2.88501404 0.56754699 98 -5.04887203 2.88501404 99 -2.14433706 -5.04887203 100 -1.55978927 -2.14433706 101 6.03217859 -1.55978927 102 -0.20056203 6.03217859 103 -2.85463942 -0.20056203 104 -3.35544602 -2.85463942 105 -4.86288486 -3.35544602 106 4.65462552 -4.86288486 107 6.59468572 4.65462552 108 -7.13941658 6.59468572 109 0.18706534 -7.13941658 110 8.27228600 0.18706534 111 1.14389073 8.27228600 112 1.63402906 1.14389073 113 -0.38151462 1.63402906 114 1.46974331 -0.38151462 115 -0.39314751 1.46974331 116 -4.77765466 -0.39314751 117 0.35376172 -4.77765466 118 4.28066244 0.35376172 119 0.76319091 4.28066244 120 -0.47069586 0.76319091 121 1.06115124 -0.47069586 122 -2.88868848 1.06115124 123 -2.88895280 -2.88868848 124 -2.42080803 -2.88895280 125 -1.46700989 -2.42080803 126 -1.01047867 -1.46700989 127 1.09662219 -1.01047867 128 -3.47847413 1.09662219 129 0.85574978 -3.47847413 130 -6.18156394 0.85574978 131 -3.93764802 -6.18156394 132 2.73506773 -3.93764802 133 -4.11490722 2.73506773 134 0.84335799 -4.11490722 135 -4.08406263 0.84335799 136 -3.37280493 -4.08406263 137 1.26554870 -3.37280493 138 -0.62509821 1.26554870 139 -1.70292779 -0.62509821 140 -3.13247087 -1.70292779 141 2.26270630 -3.13247087 142 -1.83181184 2.26270630 143 -2.23036744 -1.83181184 144 1.96264078 -2.23036744 145 0.91806456 1.96264078 146 5.23179996 0.91806456 147 3.55890319 5.23179996 148 4.05906418 3.55890319 149 -1.54007523 4.05906418 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7qmt51292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/81vs81292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/91vs81292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/101vs81292159043.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11f58z1292159043.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/12j56n1292159043.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/13xxme1292159043.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/140ylk1292159043.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/15ly171292159043.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/16pyzd1292159043.tab") + } > > try(system("convert tmp/153uz1292159043.ps tmp/153uz1292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/253uz1292159043.ps tmp/253uz1292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/353uz1292159043.ps tmp/353uz1292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/4yub21292159043.ps tmp/4yub21292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/5yub21292159043.ps tmp/5yub21292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/6yub21292159043.ps tmp/6yub21292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/7qmt51292159043.ps tmp/7qmt51292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/81vs81292159043.ps tmp/81vs81292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/91vs81292159043.ps tmp/91vs81292159043.png",intern=TRUE)) character(0) > try(system("convert tmp/101vs81292159043.ps tmp/101vs81292159043.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.449 1.712 9.775