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(13 + ,26 + ,9 + ,15 + ,6 + ,25 + ,25 + ,16 + ,20 + ,9 + ,15 + ,6 + ,25 + ,24 + ,19 + ,21 + ,9 + ,14 + ,13 + ,19 + ,21 + ,15 + ,31 + ,14 + ,10 + ,8 + ,18 + ,23 + ,14 + ,21 + ,8 + ,10 + ,7 + ,18 + ,17 + ,13 + ,18 + ,8 + ,12 + ,9 + ,22 + ,19 + ,19 + ,26 + ,11 + ,18 + ,5 + ,29 + ,18 + ,15 + ,22 + ,10 + ,12 + ,8 + ,26 + ,27 + ,14 + ,22 + ,9 + ,14 + ,9 + ,25 + ,23 + ,15 + ,29 + ,15 + ,18 + ,11 + ,23 + ,23 + ,16 + ,15 + ,14 + ,9 + ,8 + ,23 + ,29 + ,16 + ,16 + ,11 + ,11 + ,11 + ,23 + ,21 + ,16 + ,24 + ,14 + ,11 + ,12 + ,24 + ,26 + ,17 + ,17 + ,6 + ,17 + ,8 + ,30 + ,25 + ,15 + ,19 + ,20 + ,8 + ,7 + ,19 + ,25 + ,15 + ,22 + ,9 + ,16 + ,9 + ,24 + ,23 + ,20 + ,31 + ,10 + ,21 + ,12 + ,32 + ,26 + ,18 + ,28 + ,8 + ,24 + ,20 + ,30 + ,20 + ,16 + ,38 + ,11 + ,21 + ,7 + ,29 + ,29 + ,16 + ,26 + ,14 + ,14 + ,8 + ,17 + ,24 + ,19 + ,25 + ,11 + ,7 + ,8 + ,25 + ,23 + ,16 + ,25 + ,16 + ,18 + ,16 + ,26 + ,24 + ,17 + ,29 + ,14 + ,18 + ,10 + ,26 + ,30 + ,17 + ,28 + ,11 + ,13 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,16 + ,16 + ,16 + ,11 + ,9 + ,5 + ,17 + ,23 + ,10 + ,23 + ,14 + ,8 + ,5 + ,19 + ,27 + ,16 + ,11 + ,6 + ,6 + ,4 + ,15 + ,16 + ,14 + ,19 + ,10 + ,12 + ,7 + ,17 + ,21 + ,15 + ,30 + ,9 + ,15 + ,9 + ,27 + ,26 + ,13 + ,21 + ,12 + ,13 + ,8 + ,19 + ,22 + ,15 + ,20 + ,11 + ,17 + ,8 + ,21 + ,23 + ,11 + ,22 + ,14 + ,14 + ,11 + ,25 + ,19 + ,12 + ,30 + ,12 + ,16 + ,10 + ,19 + ,18 + ,8 + ,25 + ,14 + ,15 + ,9 + ,22 + ,24 + ,16 + ,28 + ,8 + ,16 + ,12 + ,18 + ,24 + ,15 + ,23 + ,14 + ,11 + ,10 + ,20 + ,29 + ,17 + ,23 + ,8 + ,11 + ,10 + ,15 + ,22 + ,16 + ,21 + ,11 + ,16 + ,7 + ,20 + ,24 + ,10 + ,30 + ,12 + ,15 + ,10 + ,29 + ,22 + ,18 + ,22 + ,9 + ,14 + ,6 + ,19 + ,12 + ,13 + ,32 + ,16 + ,9 + ,6 + ,29 + ,26 + ,15 + ,22 + ,11 + ,13 + ,11 + ,24 + ,18 + ,16 + ,15 + ,11 + ,11 + ,8 + ,23 + ,22 + ,16 + ,21 + ,12 + ,14 + ,9 + ,22 + ,24 + ,14 + ,27 + ,15 + ,11 + ,9 + ,23 + ,21 + ,10 + ,22 + ,13 + ,12 + ,13 + ,22 + ,15 + ,17 + ,9 + ,6 + ,8 + ,11 + ,29 + ,23 + ,13 + ,29 + ,11 + ,7 + ,4 + ,26 + ,22 + ,15 + ,20 + ,7 + ,11 + ,9 + ,26 + ,22 + ,16 + ,16 + ,8 + ,13 + ,5 + ,21 + ,24 + ,12 + ,16 + ,8 + ,9 + ,4 + ,18 + ,23 + ,13 + ,16 + ,9 + ,12 + ,9 + ,10 + ,13) + ,dim=c(7 + ,150) + ,dimnames=list(c('Learning' + ,'Concern' + ,'Doubts' + ,'Expectations' + ,'Criticism' + ,'Standards' + ,'Organization') + ,1:150)) > y <- array(NA,dim=c(7,150),dimnames=list(c('Learning','Concern','Doubts','Expectations','Criticism','Standards','Organization'),1:150)) > 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 Learning Concern Doubts Expectations Criticism Standards Organization 1 13 26 9 15 6 25 25 2 16 20 9 15 6 25 24 3 19 21 9 14 13 19 21 4 15 31 14 10 8 18 23 5 14 21 8 10 7 18 17 6 13 18 8 12 9 22 19 7 19 26 11 18 5 29 18 8 15 22 10 12 8 26 27 9 14 22 9 14 9 25 23 10 15 29 15 18 11 23 23 11 16 15 14 9 8 23 29 12 16 16 11 11 11 23 21 13 16 24 14 11 12 24 26 14 17 17 6 17 8 30 25 15 15 19 20 8 7 19 25 16 15 22 9 16 9 24 23 17 20 31 10 21 12 32 26 18 18 28 8 24 20 30 20 19 16 38 11 21 7 29 29 20 16 26 14 14 8 17 24 21 19 25 11 7 8 25 23 22 16 25 16 18 16 26 24 23 17 29 14 18 10 26 30 24 17 28 11 13 6 25 22 25 16 15 11 11 8 23 22 26 15 18 12 13 9 21 13 27 14 21 9 13 9 19 24 28 15 25 7 18 11 35 17 29 12 23 13 14 12 19 24 30 14 23 10 12 8 20 21 31 16 19 9 9 7 21 23 32 14 18 9 12 8 21 24 33 7 18 13 8 9 24 24 34 10 26 16 5 4 23 24 35 14 18 12 10 8 19 23 36 16 18 6 11 8 17 26 37 16 28 14 11 8 24 24 38 16 17 14 12 6 15 21 39 14 29 10 12 8 25 23 40 20 12 4 15 4 27 28 41 14 25 12 12 7 29 23 42 14 28 12 16 14 27 22 43 11 20 14 14 10 18 24 44 15 17 9 17 9 25 21 45 16 17 9 13 6 22 23 46 14 20 10 10 8 26 23 47 16 31 14 17 11 23 20 48 14 21 10 12 8 16 23 49 12 19 9 13 8 27 21 50 16 23 14 13 10 25 27 51 9 15 8 11 8 14 12 52 14 24 9 13 10 19 15 53 16 28 8 12 7 20 22 54 16 16 9 12 8 16 21 55 15 19 9 12 7 18 21 56 16 21 9 9 9 22 20 57 12 21 15 7 5 21 24 58 16 20 8 17 7 22 24 59 16 16 10 12 7 22 29 60 14 25 8 12 7 32 25 61 16 30 14 9 9 23 14 62 17 29 11 9 5 31 30 63 18 22 10 13 8 18 19 64 18 19 12 10 8 23 29 65 12 33 14 11 8 26 25 66 16 17 9 12 9 24 25 67 10 9 13 10 6 19 25 68 14 14 15 13 8 14 16 69 18 15 8 6 6 20 25 70 18 12 7 7 4 22 28 71 16 21 10 13 6 24 24 72 16 20 10 11 4 25 25 73 16 29 13 18 12 21 21 74 13 33 11 9 6 28 22 75 16 21 8 9 11 24 20 76 16 15 12 11 8 20 25 77 20 19 9 11 10 21 27 78 16 23 10 15 10 23 21 79 15 20 11 8 4 13 13 80 15 20 11 11 8 24 26 81 16 18 10 14 9 21 26 82 14 31 16 14 9 21 25 83 15 18 16 12 7 17 22 84 12 13 8 12 7 14 19 85 17 9 6 8 11 29 23 86 16 20 11 11 8 25 25 87 15 18 12 10 8 16 15 88 13 23 14 17 7 25 21 89 16 17 9 16 5 25 23 90 16 17 11 13 7 21 25 91 16 16 8 15 9 23 24 92 16 31 8 11 8 22 24 93 14 15 7 12 6 19 21 94 16 28 16 16 8 24 24 95 16 26 13 20 10 26 22 96 20 20 8 16 10 25 24 97 15 19 11 11 8 20 28 98 16 25 14 15 11 22 21 99 13 18 10 15 8 14 17 100 17 20 10 12 8 20 28 101 16 33 14 9 6 32 24 102 12 24 14 24 20 21 10 103 16 22 10 15 6 22 20 104 16 32 12 18 12 28 22 105 17 31 9 17 9 25 19 106 13 13 16 12 5 17 22 107 12 18 8 15 10 21 22 108 18 17 9 11 5 23 26 109 14 29 16 11 6 27 24 110 14 22 13 15 10 22 22 111 13 18 13 12 6 19 20 112 16 22 8 14 10 20 20 113 13 25 14 11 5 17 15 114 16 20 11 20 13 24 20 115 13 20 9 11 7 21 20 116 16 17 8 12 9 21 24 117 15 21 13 17 11 23 22 118 16 26 13 12 8 24 29 119 15 10 10 11 5 19 23 120 17 15 8 10 4 22 24 121 15 20 7 11 9 26 22 122 12 14 11 12 7 17 16 123 16 16 11 9 5 17 23 124 10 23 14 8 5 19 27 125 16 11 6 6 4 15 16 126 14 19 10 12 7 17 21 127 15 30 9 15 9 27 26 128 13 21 12 13 8 19 22 129 15 20 11 17 8 21 23 130 11 22 14 14 11 25 19 131 12 30 12 16 10 19 18 132 8 25 14 15 9 22 24 133 16 28 8 16 12 18 24 134 15 23 14 11 10 20 29 135 17 23 8 11 10 15 22 136 16 21 11 16 7 20 24 137 10 30 12 15 10 29 22 138 18 22 9 14 6 19 12 139 13 32 16 9 6 29 26 140 15 22 11 13 11 24 18 141 16 15 11 11 8 23 22 142 16 21 12 14 9 22 24 143 14 27 15 11 9 23 21 144 10 22 13 12 13 22 15 145 17 9 6 8 11 29 23 146 13 29 11 7 4 26 22 147 15 20 7 11 9 26 22 148 16 16 8 13 5 21 24 149 12 16 8 9 4 18 23 150 13 16 9 12 9 10 13 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Concern Doubts Expectations Criticism 12.325616 0.006185 -0.278785 0.103633 0.008670 Standards Organization 0.027180 0.157966 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -7.1633 -1.1053 0.1497 1.3253 4.4789 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 12.325616 1.462481 8.428 3.43e-14 *** Concern 0.006185 0.037772 0.164 0.87017 Doubts -0.278785 0.069179 -4.030 9.03e-05 *** Expectations 0.103633 0.062960 1.646 0.10196 Criticism 0.008670 0.079066 0.110 0.91283 Standards 0.027180 0.049093 0.554 0.58069 Organization 0.157966 0.049734 3.176 0.00183 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.066 on 143 degrees of freedom Multiple R-squared: 0.2072, Adjusted R-squared: 0.174 F-statistic: 6.23 on 6 and 143 DF, p-value: 7.82e-06 > 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,] 0.92916237 0.14167525 0.07083763 [2,] 0.87587095 0.24825811 0.12412905 [3,] 0.79967379 0.40065242 0.20032621 [4,] 0.70821724 0.58356552 0.29178276 [5,] 0.62904737 0.74190525 0.37095263 [6,] 0.54886434 0.90227132 0.45113566 [7,] 0.46461161 0.92922322 0.53538839 [8,] 0.44945728 0.89891456 0.55054272 [9,] 0.45454300 0.90908600 0.54545700 [10,] 0.36987399 0.73974798 0.63012601 [11,] 0.31656004 0.63312008 0.68343996 [12,] 0.46031512 0.92063023 0.53968488 [13,] 0.44377572 0.88755144 0.55622428 [14,] 0.38509652 0.77019305 0.61490348 [15,] 0.32686104 0.65372207 0.67313896 [16,] 0.26943345 0.53886689 0.73056655 [17,] 0.22973448 0.45946896 0.77026552 [18,] 0.18408338 0.36816676 0.81591662 [19,] 0.26561983 0.53123967 0.73438017 [20,] 0.36404281 0.72808562 0.63595719 [21,] 0.31463927 0.62927854 0.68536073 [22,] 0.27260253 0.54520506 0.72739747 [23,] 0.23264867 0.46529734 0.76735133 [24,] 0.92204214 0.15591572 0.07795786 [25,] 0.95190467 0.09619066 0.04809533 [26,] 0.93564395 0.12871211 0.06435605 [27,] 0.92131793 0.15736413 0.07868207 [28,] 0.90958768 0.18082464 0.09041232 [29,] 0.90369399 0.19261201 0.09630601 [30,] 0.88555045 0.22889909 0.11444955 [31,] 0.90363979 0.19272042 0.09636021 [32,] 0.88226655 0.23546689 0.11773345 [33,] 0.86398357 0.27203286 0.13601643 [34,] 0.92026208 0.15947584 0.07973792 [35,] 0.90533201 0.18933597 0.09466799 [36,] 0.88183947 0.23632105 0.11816053 [37,] 0.85832113 0.28335773 0.14167887 [38,] 0.83995631 0.32008738 0.16004369 [39,] 0.81360073 0.37279854 0.18639927 [40,] 0.85969521 0.28060959 0.14030479 [41,] 0.83703636 0.32592729 0.16296364 [42,] 0.92551654 0.14896692 0.07448346 [43,] 0.90706086 0.18587828 0.09293914 [44,] 0.88873847 0.22252306 0.11126153 [45,] 0.87334287 0.25331426 0.12665713 [46,] 0.84604971 0.30790058 0.15395029 [47,] 0.83617751 0.32764498 0.16382249 [48,] 0.81815811 0.36368378 0.18184189 [49,] 0.78457545 0.43084909 0.21542455 [50,] 0.74650479 0.50699043 0.25349521 [51,] 0.74768973 0.50462054 0.25231027 [52,] 0.80804694 0.38390613 0.19195306 [53,] 0.78501609 0.42996781 0.21498391 [54,] 0.83809998 0.32380005 0.16190002 [55,] 0.86127623 0.27744754 0.13872377 [56,] 0.87424047 0.25151906 0.12575953 [57,] 0.84826786 0.30346428 0.15173214 [58,] 0.92192779 0.15614442 0.07807221 [59,] 0.91060686 0.17878629 0.08939314 [60,] 0.92904363 0.14191275 0.07095637 [61,] 0.92758719 0.14482562 0.07241281 [62,] 0.91014053 0.17971895 0.08985947 [63,] 0.89005339 0.21989322 0.10994661 [64,] 0.87719330 0.24561339 0.12280670 [65,] 0.86805420 0.26389161 0.13194580 [66,] 0.84731564 0.30536873 0.15268436 [67,] 0.82822318 0.34355363 0.17177682 [68,] 0.90519289 0.18961423 0.09480711 [69,] 0.88635764 0.22728472 0.11364236 [70,] 0.89170253 0.21659494 0.10829747 [71,] 0.86758542 0.26482917 0.13241458 [72,] 0.84000274 0.31999453 0.15999726 [73,] 0.81302999 0.37394001 0.18697001 [74,] 0.81425290 0.37149420 0.18574710 [75,] 0.84318411 0.31363179 0.15681589 [76,] 0.81854951 0.36290099 0.18145049 [77,] 0.79090305 0.41819390 0.20909695 [78,] 0.79894194 0.40211612 0.20105806 [79,] 0.78252310 0.43495379 0.21747690 [80,] 0.74989209 0.50021581 0.25010791 [81,] 0.71376096 0.57247808 0.28623904 [82,] 0.67172291 0.65655417 0.32827709 [83,] 0.62671510 0.74656979 0.37328490 [84,] 0.61845754 0.76308492 0.38154246 [85,] 0.62100672 0.75798655 0.37899328 [86,] 0.57802797 0.84394405 0.42197203 [87,] 0.66516200 0.66967601 0.33483800 [88,] 0.61902895 0.76194210 0.38097105 [89,] 0.64826816 0.70346368 0.35173184 [90,] 0.61868524 0.76262951 0.38131476 [91,] 0.59820774 0.80358452 0.40179226 [92,] 0.61111675 0.77776649 0.38888325 [93,] 0.57777196 0.84445608 0.42222804 [94,] 0.53239737 0.93520525 0.46760263 [95,] 0.51112139 0.97775721 0.48887861 [96,] 0.50397991 0.99204019 0.49602009 [97,] 0.45017114 0.90034227 0.54982886 [98,] 0.58660369 0.82679262 0.41339631 [99,] 0.59000615 0.81998771 0.40999385 [100,] 0.58644988 0.82710023 0.41355012 [101,] 0.53551944 0.92896112 0.46448056 [102,] 0.48143838 0.96287676 0.51856162 [103,] 0.42951657 0.85903314 0.57048343 [104,] 0.39781760 0.79563519 0.60218240 [105,] 0.36025719 0.72051437 0.63974281 [106,] 0.34379479 0.68758958 0.65620521 [107,] 0.29025869 0.58051738 0.70974131 [108,] 0.26478682 0.52957363 0.73521318 [109,] 0.26751933 0.53503866 0.73248067 [110,] 0.21900938 0.43801877 0.78099062 [111,] 0.18792434 0.37584869 0.81207566 [112,] 0.15440735 0.30881470 0.84559265 [113,] 0.14053714 0.28107428 0.85946286 [114,] 0.13110620 0.26221239 0.86889380 [115,] 0.17743381 0.35486762 0.82256619 [116,] 0.14286271 0.28572543 0.85713729 [117,] 0.11046370 0.22092740 0.88953630 [118,] 0.08326754 0.16653507 0.91673246 [119,] 0.06299011 0.12598022 0.93700989 [120,] 0.04431208 0.08862416 0.95568792 [121,] 0.03631640 0.07263279 0.96368360 [122,] 0.02690943 0.05381887 0.97309057 [123,] 0.19617354 0.39234708 0.80382646 [124,] 0.14283935 0.28567871 0.85716065 [125,] 0.10327202 0.20654403 0.89672798 [126,] 0.31528380 0.63056759 0.68471620 [127,] 0.24258855 0.48517710 0.75741145 [128,] 0.58448193 0.83103615 0.41551807 [129,] 0.57540536 0.84918928 0.42459464 [130,] 0.43855980 0.87711961 0.56144020 [131,] 0.31320890 0.62641779 0.68679110 > postscript(file="/var/www/html/rcomp/tmp/1v3gg1292371182.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2v3gg1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/rcomp/tmp/36cyj1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/46cyj1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/56cyj1292371182.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 = 150 Frequency = 1 1 2 3 4 5 6 -3.21251175 -0.01743734 3.65629533 1.15750535 -0.49689394 -2.12759783 7 8 9 10 11 12 4.03986969 -0.95854183 -1.79422013 0.45768669 1.27640002 1.46430772 13 14 15 16 17 18 1.42550629 -0.35371155 2.77725863 -0.97430515 3.01330377 1.09618016 19 20 21 22 23 24 -1.10020840 1.64311348 4.47889476 1.47835250 1.00027201 2.01385118 25 26 27 28 29 30 1.33853832 1.85888436 -1.67928698 -1.12622500 -2.70615968 -0.85385166 31 32 33 34 35 36 0.86855921 -1.60278994 -7.16332965 -2.99502191 -0.34684294 -0.54272334 37 38 39 40 41 42 1.75138019 2.45164013 -1.34279278 1.96923295 -0.86053353 -1.14198566 43 44 45 46 47 48 -3.36429888 -0.75826278 0.44788857 -1.10704456 1.74406130 -1.04869238 49 50 51 52 53 54 -3.40179187 1.05662096 -4.67353931 -0.28482139 0.40835874 1.01937760 55 56 57 58 59 60 -0.04486678 1.28556527 -1.40445841 -0.43061763 -0.11997289 -2.37314635 61 62 63 64 65 66 3.54444166 1.00406115 3.41899218 2.59045773 -2.49186986 0.15521812 67 68 69 70 71 72 -4.31098478 1.44501446 2.64533051 1.77055073 0.48960855 0.53525371 73 74 75 76 77 78 1.26173741 -1.68408300 0.93507865 1.22496740 4.00342012 0.73636887 79 80 81 82 83 84 2.34668676 -0.35142833 0.14412837 -0.10559702 1.78202928 -2.86189111 85 86 87 88 89 90 0.94556046 0.77935706 1.99842258 -1.38410446 0.06412051 0.70803757 91 92 93 94 95 96 -0.24313435 0.11447483 -1.59620780 1.79078755 0.79650080 3.56546292 97 98 99 100 101 102 -0.55245385 1.85764996 -1.33888176 1.05894349 1.72762060 -1.38209117 103 104 105 106 107 108 0.96238138 0.61617062 1.47108124 -0.16970578 -3.89388276 2.16274724 109 110 111 112 113 114 0.23856614 -0.55187601 -0.78408518 0.52812210 0.40789802 0.62031937 115 116 117 118 119 120 -1.87099401 0.11593916 0.21119285 0.59150390 0.06744378 1.35174613 121 122 123 124 125 126 -0.89773775 -1.63936405 1.57074590 -4.21878224 1.68743176 -0.73890132 127 128 129 130 131 132 -1.47558841 -1.51832960 -0.41778657 -2.78577247 -2.27036917 -6.59890592 133 134 135 136 137 138 -0.31109487 0.08385610 1.65280506 0.55754634 -5.07040120 4.13249430 139 140 141 142 143 144 -0.94301468 0.66665028 1.33853832 0.97189543 0.52875680 -3.16123031 145 146 147 148 149 150 0.94556046 -1.38037717 -0.89773775 0.05317322 -3.28411955 -0.56248669 > postscript(file="/var/www/html/rcomp/tmp/6ymxm1292371182.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 = 150 Frequency = 1 lag(myerror, k = 1) myerror 0 -3.21251175 NA 1 -0.01743734 -3.21251175 2 3.65629533 -0.01743734 3 1.15750535 3.65629533 4 -0.49689394 1.15750535 5 -2.12759783 -0.49689394 6 4.03986969 -2.12759783 7 -0.95854183 4.03986969 8 -1.79422013 -0.95854183 9 0.45768669 -1.79422013 10 1.27640002 0.45768669 11 1.46430772 1.27640002 12 1.42550629 1.46430772 13 -0.35371155 1.42550629 14 2.77725863 -0.35371155 15 -0.97430515 2.77725863 16 3.01330377 -0.97430515 17 1.09618016 3.01330377 18 -1.10020840 1.09618016 19 1.64311348 -1.10020840 20 4.47889476 1.64311348 21 1.47835250 4.47889476 22 1.00027201 1.47835250 23 2.01385118 1.00027201 24 1.33853832 2.01385118 25 1.85888436 1.33853832 26 -1.67928698 1.85888436 27 -1.12622500 -1.67928698 28 -2.70615968 -1.12622500 29 -0.85385166 -2.70615968 30 0.86855921 -0.85385166 31 -1.60278994 0.86855921 32 -7.16332965 -1.60278994 33 -2.99502191 -7.16332965 34 -0.34684294 -2.99502191 35 -0.54272334 -0.34684294 36 1.75138019 -0.54272334 37 2.45164013 1.75138019 38 -1.34279278 2.45164013 39 1.96923295 -1.34279278 40 -0.86053353 1.96923295 41 -1.14198566 -0.86053353 42 -3.36429888 -1.14198566 43 -0.75826278 -3.36429888 44 0.44788857 -0.75826278 45 -1.10704456 0.44788857 46 1.74406130 -1.10704456 47 -1.04869238 1.74406130 48 -3.40179187 -1.04869238 49 1.05662096 -3.40179187 50 -4.67353931 1.05662096 51 -0.28482139 -4.67353931 52 0.40835874 -0.28482139 53 1.01937760 0.40835874 54 -0.04486678 1.01937760 55 1.28556527 -0.04486678 56 -1.40445841 1.28556527 57 -0.43061763 -1.40445841 58 -0.11997289 -0.43061763 59 -2.37314635 -0.11997289 60 3.54444166 -2.37314635 61 1.00406115 3.54444166 62 3.41899218 1.00406115 63 2.59045773 3.41899218 64 -2.49186986 2.59045773 65 0.15521812 -2.49186986 66 -4.31098478 0.15521812 67 1.44501446 -4.31098478 68 2.64533051 1.44501446 69 1.77055073 2.64533051 70 0.48960855 1.77055073 71 0.53525371 0.48960855 72 1.26173741 0.53525371 73 -1.68408300 1.26173741 74 0.93507865 -1.68408300 75 1.22496740 0.93507865 76 4.00342012 1.22496740 77 0.73636887 4.00342012 78 2.34668676 0.73636887 79 -0.35142833 2.34668676 80 0.14412837 -0.35142833 81 -0.10559702 0.14412837 82 1.78202928 -0.10559702 83 -2.86189111 1.78202928 84 0.94556046 -2.86189111 85 0.77935706 0.94556046 86 1.99842258 0.77935706 87 -1.38410446 1.99842258 88 0.06412051 -1.38410446 89 0.70803757 0.06412051 90 -0.24313435 0.70803757 91 0.11447483 -0.24313435 92 -1.59620780 0.11447483 93 1.79078755 -1.59620780 94 0.79650080 1.79078755 95 3.56546292 0.79650080 96 -0.55245385 3.56546292 97 1.85764996 -0.55245385 98 -1.33888176 1.85764996 99 1.05894349 -1.33888176 100 1.72762060 1.05894349 101 -1.38209117 1.72762060 102 0.96238138 -1.38209117 103 0.61617062 0.96238138 104 1.47108124 0.61617062 105 -0.16970578 1.47108124 106 -3.89388276 -0.16970578 107 2.16274724 -3.89388276 108 0.23856614 2.16274724 109 -0.55187601 0.23856614 110 -0.78408518 -0.55187601 111 0.52812210 -0.78408518 112 0.40789802 0.52812210 113 0.62031937 0.40789802 114 -1.87099401 0.62031937 115 0.11593916 -1.87099401 116 0.21119285 0.11593916 117 0.59150390 0.21119285 118 0.06744378 0.59150390 119 1.35174613 0.06744378 120 -0.89773775 1.35174613 121 -1.63936405 -0.89773775 122 1.57074590 -1.63936405 123 -4.21878224 1.57074590 124 1.68743176 -4.21878224 125 -0.73890132 1.68743176 126 -1.47558841 -0.73890132 127 -1.51832960 -1.47558841 128 -0.41778657 -1.51832960 129 -2.78577247 -0.41778657 130 -2.27036917 -2.78577247 131 -6.59890592 -2.27036917 132 -0.31109487 -6.59890592 133 0.08385610 -0.31109487 134 1.65280506 0.08385610 135 0.55754634 1.65280506 136 -5.07040120 0.55754634 137 4.13249430 -5.07040120 138 -0.94301468 4.13249430 139 0.66665028 -0.94301468 140 1.33853832 0.66665028 141 0.97189543 1.33853832 142 0.52875680 0.97189543 143 -3.16123031 0.52875680 144 0.94556046 -3.16123031 145 -1.38037717 0.94556046 146 -0.89773775 -1.38037717 147 0.05317322 -0.89773775 148 -3.28411955 0.05317322 149 -0.56248669 -3.28411955 150 NA -0.56248669 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.01743734 -3.21251175 [2,] 3.65629533 -0.01743734 [3,] 1.15750535 3.65629533 [4,] -0.49689394 1.15750535 [5,] -2.12759783 -0.49689394 [6,] 4.03986969 -2.12759783 [7,] -0.95854183 4.03986969 [8,] -1.79422013 -0.95854183 [9,] 0.45768669 -1.79422013 [10,] 1.27640002 0.45768669 [11,] 1.46430772 1.27640002 [12,] 1.42550629 1.46430772 [13,] -0.35371155 1.42550629 [14,] 2.77725863 -0.35371155 [15,] -0.97430515 2.77725863 [16,] 3.01330377 -0.97430515 [17,] 1.09618016 3.01330377 [18,] -1.10020840 1.09618016 [19,] 1.64311348 -1.10020840 [20,] 4.47889476 1.64311348 [21,] 1.47835250 4.47889476 [22,] 1.00027201 1.47835250 [23,] 2.01385118 1.00027201 [24,] 1.33853832 2.01385118 [25,] 1.85888436 1.33853832 [26,] -1.67928698 1.85888436 [27,] -1.12622500 -1.67928698 [28,] -2.70615968 -1.12622500 [29,] -0.85385166 -2.70615968 [30,] 0.86855921 -0.85385166 [31,] -1.60278994 0.86855921 [32,] -7.16332965 -1.60278994 [33,] -2.99502191 -7.16332965 [34,] -0.34684294 -2.99502191 [35,] -0.54272334 -0.34684294 [36,] 1.75138019 -0.54272334 [37,] 2.45164013 1.75138019 [38,] -1.34279278 2.45164013 [39,] 1.96923295 -1.34279278 [40,] -0.86053353 1.96923295 [41,] -1.14198566 -0.86053353 [42,] -3.36429888 -1.14198566 [43,] -0.75826278 -3.36429888 [44,] 0.44788857 -0.75826278 [45,] -1.10704456 0.44788857 [46,] 1.74406130 -1.10704456 [47,] -1.04869238 1.74406130 [48,] -3.40179187 -1.04869238 [49,] 1.05662096 -3.40179187 [50,] -4.67353931 1.05662096 [51,] -0.28482139 -4.67353931 [52,] 0.40835874 -0.28482139 [53,] 1.01937760 0.40835874 [54,] -0.04486678 1.01937760 [55,] 1.28556527 -0.04486678 [56,] -1.40445841 1.28556527 [57,] -0.43061763 -1.40445841 [58,] -0.11997289 -0.43061763 [59,] -2.37314635 -0.11997289 [60,] 3.54444166 -2.37314635 [61,] 1.00406115 3.54444166 [62,] 3.41899218 1.00406115 [63,] 2.59045773 3.41899218 [64,] -2.49186986 2.59045773 [65,] 0.15521812 -2.49186986 [66,] -4.31098478 0.15521812 [67,] 1.44501446 -4.31098478 [68,] 2.64533051 1.44501446 [69,] 1.77055073 2.64533051 [70,] 0.48960855 1.77055073 [71,] 0.53525371 0.48960855 [72,] 1.26173741 0.53525371 [73,] -1.68408300 1.26173741 [74,] 0.93507865 -1.68408300 [75,] 1.22496740 0.93507865 [76,] 4.00342012 1.22496740 [77,] 0.73636887 4.00342012 [78,] 2.34668676 0.73636887 [79,] -0.35142833 2.34668676 [80,] 0.14412837 -0.35142833 [81,] -0.10559702 0.14412837 [82,] 1.78202928 -0.10559702 [83,] -2.86189111 1.78202928 [84,] 0.94556046 -2.86189111 [85,] 0.77935706 0.94556046 [86,] 1.99842258 0.77935706 [87,] -1.38410446 1.99842258 [88,] 0.06412051 -1.38410446 [89,] 0.70803757 0.06412051 [90,] -0.24313435 0.70803757 [91,] 0.11447483 -0.24313435 [92,] -1.59620780 0.11447483 [93,] 1.79078755 -1.59620780 [94,] 0.79650080 1.79078755 [95,] 3.56546292 0.79650080 [96,] -0.55245385 3.56546292 [97,] 1.85764996 -0.55245385 [98,] -1.33888176 1.85764996 [99,] 1.05894349 -1.33888176 [100,] 1.72762060 1.05894349 [101,] -1.38209117 1.72762060 [102,] 0.96238138 -1.38209117 [103,] 0.61617062 0.96238138 [104,] 1.47108124 0.61617062 [105,] -0.16970578 1.47108124 [106,] -3.89388276 -0.16970578 [107,] 2.16274724 -3.89388276 [108,] 0.23856614 2.16274724 [109,] -0.55187601 0.23856614 [110,] -0.78408518 -0.55187601 [111,] 0.52812210 -0.78408518 [112,] 0.40789802 0.52812210 [113,] 0.62031937 0.40789802 [114,] -1.87099401 0.62031937 [115,] 0.11593916 -1.87099401 [116,] 0.21119285 0.11593916 [117,] 0.59150390 0.21119285 [118,] 0.06744378 0.59150390 [119,] 1.35174613 0.06744378 [120,] -0.89773775 1.35174613 [121,] -1.63936405 -0.89773775 [122,] 1.57074590 -1.63936405 [123,] -4.21878224 1.57074590 [124,] 1.68743176 -4.21878224 [125,] -0.73890132 1.68743176 [126,] -1.47558841 -0.73890132 [127,] -1.51832960 -1.47558841 [128,] -0.41778657 -1.51832960 [129,] -2.78577247 -0.41778657 [130,] -2.27036917 -2.78577247 [131,] -6.59890592 -2.27036917 [132,] -0.31109487 -6.59890592 [133,] 0.08385610 -0.31109487 [134,] 1.65280506 0.08385610 [135,] 0.55754634 1.65280506 [136,] -5.07040120 0.55754634 [137,] 4.13249430 -5.07040120 [138,] -0.94301468 4.13249430 [139,] 0.66665028 -0.94301468 [140,] 1.33853832 0.66665028 [141,] 0.97189543 1.33853832 [142,] 0.52875680 0.97189543 [143,] -3.16123031 0.52875680 [144,] 0.94556046 -3.16123031 [145,] -1.38037717 0.94556046 [146,] -0.89773775 -1.38037717 [147,] 0.05317322 -0.89773775 [148,] -3.28411955 0.05317322 [149,] -0.56248669 -3.28411955 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.01743734 -3.21251175 2 3.65629533 -0.01743734 3 1.15750535 3.65629533 4 -0.49689394 1.15750535 5 -2.12759783 -0.49689394 6 4.03986969 -2.12759783 7 -0.95854183 4.03986969 8 -1.79422013 -0.95854183 9 0.45768669 -1.79422013 10 1.27640002 0.45768669 11 1.46430772 1.27640002 12 1.42550629 1.46430772 13 -0.35371155 1.42550629 14 2.77725863 -0.35371155 15 -0.97430515 2.77725863 16 3.01330377 -0.97430515 17 1.09618016 3.01330377 18 -1.10020840 1.09618016 19 1.64311348 -1.10020840 20 4.47889476 1.64311348 21 1.47835250 4.47889476 22 1.00027201 1.47835250 23 2.01385118 1.00027201 24 1.33853832 2.01385118 25 1.85888436 1.33853832 26 -1.67928698 1.85888436 27 -1.12622500 -1.67928698 28 -2.70615968 -1.12622500 29 -0.85385166 -2.70615968 30 0.86855921 -0.85385166 31 -1.60278994 0.86855921 32 -7.16332965 -1.60278994 33 -2.99502191 -7.16332965 34 -0.34684294 -2.99502191 35 -0.54272334 -0.34684294 36 1.75138019 -0.54272334 37 2.45164013 1.75138019 38 -1.34279278 2.45164013 39 1.96923295 -1.34279278 40 -0.86053353 1.96923295 41 -1.14198566 -0.86053353 42 -3.36429888 -1.14198566 43 -0.75826278 -3.36429888 44 0.44788857 -0.75826278 45 -1.10704456 0.44788857 46 1.74406130 -1.10704456 47 -1.04869238 1.74406130 48 -3.40179187 -1.04869238 49 1.05662096 -3.40179187 50 -4.67353931 1.05662096 51 -0.28482139 -4.67353931 52 0.40835874 -0.28482139 53 1.01937760 0.40835874 54 -0.04486678 1.01937760 55 1.28556527 -0.04486678 56 -1.40445841 1.28556527 57 -0.43061763 -1.40445841 58 -0.11997289 -0.43061763 59 -2.37314635 -0.11997289 60 3.54444166 -2.37314635 61 1.00406115 3.54444166 62 3.41899218 1.00406115 63 2.59045773 3.41899218 64 -2.49186986 2.59045773 65 0.15521812 -2.49186986 66 -4.31098478 0.15521812 67 1.44501446 -4.31098478 68 2.64533051 1.44501446 69 1.77055073 2.64533051 70 0.48960855 1.77055073 71 0.53525371 0.48960855 72 1.26173741 0.53525371 73 -1.68408300 1.26173741 74 0.93507865 -1.68408300 75 1.22496740 0.93507865 76 4.00342012 1.22496740 77 0.73636887 4.00342012 78 2.34668676 0.73636887 79 -0.35142833 2.34668676 80 0.14412837 -0.35142833 81 -0.10559702 0.14412837 82 1.78202928 -0.10559702 83 -2.86189111 1.78202928 84 0.94556046 -2.86189111 85 0.77935706 0.94556046 86 1.99842258 0.77935706 87 -1.38410446 1.99842258 88 0.06412051 -1.38410446 89 0.70803757 0.06412051 90 -0.24313435 0.70803757 91 0.11447483 -0.24313435 92 -1.59620780 0.11447483 93 1.79078755 -1.59620780 94 0.79650080 1.79078755 95 3.56546292 0.79650080 96 -0.55245385 3.56546292 97 1.85764996 -0.55245385 98 -1.33888176 1.85764996 99 1.05894349 -1.33888176 100 1.72762060 1.05894349 101 -1.38209117 1.72762060 102 0.96238138 -1.38209117 103 0.61617062 0.96238138 104 1.47108124 0.61617062 105 -0.16970578 1.47108124 106 -3.89388276 -0.16970578 107 2.16274724 -3.89388276 108 0.23856614 2.16274724 109 -0.55187601 0.23856614 110 -0.78408518 -0.55187601 111 0.52812210 -0.78408518 112 0.40789802 0.52812210 113 0.62031937 0.40789802 114 -1.87099401 0.62031937 115 0.11593916 -1.87099401 116 0.21119285 0.11593916 117 0.59150390 0.21119285 118 0.06744378 0.59150390 119 1.35174613 0.06744378 120 -0.89773775 1.35174613 121 -1.63936405 -0.89773775 122 1.57074590 -1.63936405 123 -4.21878224 1.57074590 124 1.68743176 -4.21878224 125 -0.73890132 1.68743176 126 -1.47558841 -0.73890132 127 -1.51832960 -1.47558841 128 -0.41778657 -1.51832960 129 -2.78577247 -0.41778657 130 -2.27036917 -2.78577247 131 -6.59890592 -2.27036917 132 -0.31109487 -6.59890592 133 0.08385610 -0.31109487 134 1.65280506 0.08385610 135 0.55754634 1.65280506 136 -5.07040120 0.55754634 137 4.13249430 -5.07040120 138 -0.94301468 4.13249430 139 0.66665028 -0.94301468 140 1.33853832 0.66665028 141 0.97189543 1.33853832 142 0.52875680 0.97189543 143 -3.16123031 0.52875680 144 0.94556046 -3.16123031 145 -1.38037717 0.94556046 146 -0.89773775 -1.38037717 147 0.05317322 -0.89773775 148 -3.28411955 0.05317322 149 -0.56248669 -3.28411955 > 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/7rvep1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8rvep1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9rvep1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10k4da1292371182.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11gxft1292371183.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/121fdh1292371183.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/13fpb71292371183.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/14ip9v1292371183.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/15m8qj1292371183.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/16pr6p1292371183.tab") + } > > try(system("convert tmp/1v3gg1292371182.ps tmp/1v3gg1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/2v3gg1292371182.ps tmp/2v3gg1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/36cyj1292371182.ps tmp/36cyj1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/46cyj1292371182.ps tmp/46cyj1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/56cyj1292371182.ps tmp/56cyj1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/6ymxm1292371182.ps tmp/6ymxm1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/7rvep1292371182.ps tmp/7rvep1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/8rvep1292371182.ps tmp/8rvep1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/9rvep1292371182.ps tmp/9rvep1292371182.png",intern=TRUE)) character(0) > try(system("convert tmp/10k4da1292371182.ps tmp/10k4da1292371182.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.944 1.836 9.595