R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) 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(14 + ,11 + ,11 + ,26 + ,9 + ,2 + ,1 + ,1 + ,18 + ,12 + ,8 + ,20 + ,9 + ,1 + ,1 + ,1 + ,11 + ,15 + ,12 + ,21 + ,9 + ,4 + ,1 + ,1 + ,12 + ,10 + ,10 + ,31 + ,14 + ,1 + ,1 + ,2 + ,16 + ,12 + ,7 + ,21 + ,8 + ,5 + ,2 + ,1 + ,18 + ,11 + ,6 + ,18 + ,8 + ,1 + ,1 + ,1 + ,14 + ,5 + ,8 + ,26 + ,11 + ,1 + ,1 + ,1 + ,14 + ,16 + ,16 + ,22 + ,10 + ,1 + ,1 + ,1 + ,15 + ,11 + ,8 + ,22 + ,9 + ,1 + ,1 + ,1 + ,15 + ,15 + ,16 + ,29 + ,15 + ,1 + ,1 + ,1 + ,17 + ,12 + ,7 + ,15 + ,14 + ,2 + ,1 + ,2 + ,19 + ,9 + ,11 + ,16 + ,11 + ,1 + ,1 + ,1 + ,10 + ,11 + ,16 + ,24 + ,14 + ,3 + ,2 + ,2 + ,18 + ,15 + ,16 + ,17 + ,6 + ,1 + ,1 + ,1 + ,14 + ,12 + ,12 + ,19 + ,20 + ,1 + ,1 + ,2 + ,14 + ,16 + ,13 + ,22 + ,9 + ,1 + ,1 + ,2 + ,17 + ,14 + ,19 + ,31 + ,10 + ,1 + ,1 + ,1 + ,14 + ,11 + ,7 + ,28 + ,8 + ,1 + ,1 + ,2 + ,16 + ,10 + ,8 + ,38 + ,11 + ,2 + ,1 + ,1 + ,18 + ,7 + ,12 + ,26 + ,14 + ,4 + ,2 + ,2 + ,14 + ,11 + ,13 + ,25 + ,11 + ,1 + ,1 + ,1 + ,12 + ,10 + ,11 + ,25 + ,16 + ,2 + 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,1 + ,1 + ,1 + ,15 + ,9 + ,9 + ,20 + ,9 + ,1 + ,1 + ,1 + ,15 + ,15 + ,12 + ,17 + ,8 + ,4 + ,3 + ,1 + ,13 + ,12 + ,10 + ,26 + ,13 + ,2 + ,3 + ,1 + ,17 + ,14 + ,16 + ,10 + ,10 + ,1 + ,1 + ,2 + ,17 + ,12 + ,15 + ,15 + ,8 + ,1 + ,2 + ,1 + ,19 + ,16 + ,14 + ,20 + ,7 + ,1 + ,1 + ,1 + ,15 + ,12 + ,12 + ,14 + ,11 + ,1 + ,1 + ,1 + ,13 + ,14 + ,15 + ,16 + ,11 + ,1 + ,1 + ,2 + ,9 + ,8 + ,9 + ,23 + ,14 + ,1 + ,2 + ,2 + ,15 + ,15 + ,12 + ,11 + ,6 + ,2 + ,2 + ,1 + ,15 + ,16 + ,15 + ,19 + ,10 + ,4 + ,1 + ,2 + ,16 + ,12 + ,6 + ,30 + ,9 + ,4 + ,1 + ,1 + ,11 + ,4 + ,4 + ,21 + ,12 + ,1 + ,1 + ,2 + ,14 + ,8 + ,8 + ,20 + ,11 + ,1 + ,1 + ,2 + ,11 + ,11 + ,10 + ,22 + ,14 + ,1 + ,1 + ,1 + ,15 + ,4 + ,6 + ,30 + ,12 + ,2 + ,3 + ,1 + ,13 + ,14 + ,12 + ,25 + ,14 + ,1 + ,1 + ,2 + ,16 + ,14 + ,14 + ,23 + ,14 + ,1 + ,1 + ,2 + ,14 + ,13 + ,11 + ,23 + ,8 + ,3 + ,1 + ,1 + ,15 + ,14 + ,15 + ,21 + ,11 + ,2 + ,1 + ,2 + ,16 + ,7 + ,13 + ,30 + ,12 + ,2 + ,1 + ,1 + ,16 + ,19 + ,15 + ,22 + ,9 + ,1 + ,1 + ,1 + ,11 + ,12 + ,16 + ,32 + ,16 + ,1 + ,1 + ,2 + ,13 + ,10 + ,4 + ,22 + ,11 + ,2 + ,2 + ,1 + ,16 + ,14 + ,15 + ,15 + ,11 + ,3 + ,1 + ,2 + ,12 + ,16 + ,12 + ,21 + ,12 + ,1 + ,1 + ,1 + ,9 + ,11 + ,15 + ,27 + ,15 + ,1 + ,1 + ,1 + ,13 + ,16 + ,15 + ,22 + ,13 + ,1 + ,2 + ,1 + ,13 + ,12 + ,14 + ,9 + ,6 + ,2 + ,1 + ,1 + ,14 + ,12 + ,14 + ,29 + ,11 + ,2 + ,1 + ,1 + ,19 + ,16 + ,14 + ,20 + ,7 + ,1 + ,1 + ,1 + ,13 + ,12 + ,11 + ,16 + ,8 + ,1 + ,1 + ,1) + ,dim=c(8 + ,145) + ,dimnames=list(c('Happiness' + ,'Popularity' + ,'KnowingPeople' + ,'CMistakes' + ,'DAction' + ,'Tobacco' + ,'Drugs' + ,'Gender') + ,1:145)) > y <- array(NA,dim=c(8,145),dimnames=list(c('Happiness','Popularity','KnowingPeople','CMistakes','DAction','Tobacco','Drugs','Gender'),1:145)) > 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 > 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 Happiness Popularity KnowingPeople CMistakes DAction Tobacco Drugs Gender 1 14 11 11 26 9 2 1 1 2 18 12 8 20 9 1 1 1 3 11 15 12 21 9 4 1 1 4 12 10 10 31 14 1 1 2 5 16 12 7 21 8 5 2 1 6 18 11 6 18 8 1 1 1 7 14 5 8 26 11 1 1 1 8 14 16 16 22 10 1 1 1 9 15 11 8 22 9 1 1 1 10 15 15 16 29 15 1 1 1 11 17 12 7 15 14 2 1 2 12 19 9 11 16 11 1 1 1 13 10 11 16 24 14 3 2 2 14 18 15 16 17 6 1 1 1 15 14 12 12 19 20 1 1 2 16 14 16 13 22 9 1 1 2 17 17 14 19 31 10 1 1 1 18 14 11 7 28 8 1 1 2 19 16 10 8 38 11 2 1 1 20 18 7 12 26 14 4 2 2 21 14 11 13 25 11 1 1 1 22 12 10 11 25 16 2 1 1 23 17 11 8 29 14 1 1 2 24 9 16 16 28 11 2 4 1 25 16 14 15 15 11 3 1 2 26 14 12 11 18 12 1 1 1 27 11 12 12 21 9 1 2 2 28 16 11 7 25 7 1 2 1 29 13 6 9 23 13 1 1 2 30 17 14 15 23 10 1 1 1 31 15 9 6 19 9 2 1 1 32 14 15 14 18 9 1 1 2 33 16 12 14 18 13 1 1 2 34 9 12 7 26 16 1 1 2 35 15 9 15 18 12 1 1 2 36 17 13 14 18 6 1 1 1 37 13 15 17 28 14 1 1 2 38 15 11 14 17 14 1 1 2 39 16 10 5 29 10 2 2 1 40 16 13 14 12 4 1 1 2 41 12 16 8 28 12 1 1 1 42 11 13 8 20 14 1 1 1 43 15 14 13 17 9 2 1 1 44 17 14 14 17 9 1 1 1 45 13 16 16 20 10 1 1 2 46 16 9 11 31 14 1 1 1 47 14 8 10 21 10 1 1 2 48 11 8 10 19 9 1 1 2 49 12 12 10 23 14 1 1 1 50 12 10 8 15 8 4 1 2 51 15 16 14 24 9 2 1 1 52 16 13 14 28 8 1 1 1 53 15 11 12 16 9 1 1 1 54 12 14 13 19 9 4 3 2 55 12 15 5 21 9 2 2 1 56 8 8 10 21 15 1 1 2 57 13 9 6 20 8 1 1 2 58 11 17 15 16 10 1 1 1 59 14 9 12 25 8 1 1 1 60 15 13 16 30 14 1 1 1 61 10 6 15 29 11 1 1 2 62 11 13 12 22 10 2 1 1 63 12 8 8 19 12 1 1 2 64 15 12 14 33 14 1 1 1 65 15 13 14 17 9 2 1 2 66 14 14 13 9 13 1 1 2 67 16 11 12 14 15 2 2 1 68 15 15 15 15 8 2 1 1 69 15 7 8 12 7 4 1 2 70 13 16 16 21 10 1 1 2 71 17 16 14 20 10 1 1 1 72 13 14 13 29 13 3 2 1 73 15 11 15 33 11 1 1 2 74 13 13 7 21 8 1 1 2 75 15 13 5 15 12 1 1 2 76 16 7 7 19 9 1 1 2 77 15 15 13 23 10 1 1 1 78 16 11 14 20 11 1 1 2 79 15 15 14 20 11 1 1 1 80 14 13 13 18 10 1 1 1 81 15 11 11 31 16 4 1 2 82 7 12 15 18 16 1 1 1 83 17 10 13 13 8 1 1 1 84 13 12 14 9 6 2 1 1 85 15 12 13 20 11 1 1 1 86 14 12 9 18 12 1 1 1 87 13 14 8 23 14 1 2 1 88 16 6 6 17 9 1 1 1 89 12 14 13 17 11 1 1 1 90 14 15 16 16 8 1 1 1 91 17 8 7 31 8 1 1 2 92 15 12 11 15 7 1 1 2 93 17 10 8 28 16 1 1 1 94 12 15 13 26 13 1 1 2 95 16 11 5 20 8 1 2 1 96 11 9 8 19 11 1 2 2 97 15 14 10 25 14 5 1 1 98 9 10 9 18 10 1 1 2 99 16 16 16 20 10 1 1 1 100 10 5 4 33 14 1 1 2 101 10 8 4 24 14 3 3 1 102 15 13 11 22 10 1 1 1 103 11 16 14 32 12 1 1 1 104 13 16 15 31 9 1 1 1 105 14 14 17 13 16 1 1 2 106 18 14 10 18 8 1 1 1 107 16 10 15 17 9 1 1 2 108 14 9 11 29 16 1 1 1 109 14 14 15 22 13 2 1 1 110 14 8 10 18 13 4 1 1 111 14 8 9 22 8 4 3 1 112 12 16 14 25 14 1 1 1 113 14 12 15 20 11 1 1 1 114 15 9 9 20 9 1 1 1 115 15 15 12 17 8 4 3 1 116 13 12 10 26 13 2 3 1 117 17 14 16 10 10 1 1 2 118 17 12 15 15 8 1 2 1 119 19 16 14 20 7 1 1 1 120 15 12 12 14 11 1 1 1 121 13 14 15 16 11 1 1 2 122 9 8 9 23 14 1 2 2 123 15 15 12 11 6 2 2 1 124 15 16 15 19 10 4 1 2 125 16 12 6 30 9 4 1 1 126 11 4 4 21 12 1 1 2 127 14 8 8 20 11 1 1 2 128 11 11 10 22 14 1 1 1 129 15 4 6 30 12 2 3 1 130 13 14 12 25 14 1 1 2 131 16 14 14 23 14 1 1 2 132 14 13 11 23 8 3 1 1 133 15 14 15 21 11 2 1 2 134 16 7 13 30 12 2 1 1 135 16 19 15 22 9 1 1 1 136 11 12 16 32 16 1 1 2 137 13 10 4 22 11 2 2 1 138 16 14 15 15 11 3 1 2 139 12 16 12 21 12 1 1 1 140 9 11 15 27 15 1 1 1 141 13 16 15 22 13 1 2 1 142 13 12 14 9 6 2 1 1 143 14 12 14 29 11 2 1 1 144 19 16 14 20 7 1 1 1 145 13 12 11 16 8 1 1 1 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Popularity KnowingPeople CMistakes DAction 18.995717 -0.027802 0.045546 -0.006374 -0.280841 Tobacco Drugs Gender 0.181746 -0.914459 -0.762812 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.2416 -1.3881 -0.0171 1.5153 5.3774 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 18.995717 1.559459 12.181 < 2e-16 *** Popularity -0.027802 0.078309 -0.355 0.723108 KnowingPeople 0.045546 0.066199 0.688 0.492605 CMistakes -0.006374 0.035558 -0.179 0.857999 DAction -0.280841 0.073563 -3.818 0.000203 *** Tobacco 0.181746 0.201833 0.900 0.369447 Drugs -0.914459 0.368378 -2.482 0.014259 * Gender -0.762812 0.401175 -1.901 0.059343 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.199 on 137 degrees of freedom Multiple R-squared: 0.1849, Adjusted R-squared: 0.1433 F-statistic: 4.441 on 7 and 137 DF, p-value: 0.0001773 > 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,] 0.2497097 0.4994193 0.75029034 [2,] 0.2105054 0.4210107 0.78949463 [3,] 0.2320846 0.4641691 0.76791543 [4,] 0.3979141 0.7958281 0.60208594 [5,] 0.3405525 0.6811051 0.65944747 [6,] 0.2411308 0.4822616 0.75886922 [7,] 0.5685053 0.8629894 0.43149469 [8,] 0.4771434 0.9542868 0.52285658 [9,] 0.5316197 0.9367605 0.46838026 [10,] 0.8802726 0.2394548 0.11972741 [11,] 0.8588240 0.2823520 0.14117602 [12,] 0.8565929 0.2868142 0.14340709 [13,] 0.8900575 0.2198849 0.10994246 [14,] 0.9269901 0.1460197 0.07300987 [15,] 0.9042260 0.1915481 0.09577403 [16,] 0.8869548 0.2260903 0.11304516 [17,] 0.9123359 0.1753282 0.08766408 [18,] 0.8940540 0.2118919 0.10594597 [19,] 0.8925133 0.2149735 0.10748673 [20,] 0.8840139 0.2319723 0.11598613 [21,] 0.8639508 0.2720983 0.13604917 [22,] 0.8319344 0.3361312 0.16806558 [23,] 0.8195059 0.3609883 0.18049413 [24,] 0.8878805 0.2242391 0.11211953 [25,] 0.8628699 0.2742601 0.13713007 [26,] 0.8296484 0.3407032 0.17035162 [27,] 0.7894328 0.4211343 0.21056715 [28,] 0.7615928 0.4768144 0.23840719 [29,] 0.7627963 0.4744073 0.23720367 [30,] 0.7196987 0.5606026 0.28030131 [31,] 0.6993855 0.6012289 0.30061447 [32,] 0.7333437 0.5333127 0.26665634 [33,] 0.6890939 0.6218121 0.31090607 [34,] 0.6644265 0.6711471 0.33557353 [35,] 0.6254527 0.7490947 0.37454733 [36,] 0.6147104 0.7705792 0.38528961 [37,] 0.5851890 0.8296220 0.41481100 [38,] 0.7114668 0.5770664 0.28853320 [39,] 0.7024817 0.5950365 0.29751827 [40,] 0.7472797 0.5054406 0.25272032 [41,] 0.7036337 0.5927326 0.29636631 [42,] 0.6593470 0.6813061 0.34065303 [43,] 0.6189543 0.7620914 0.38104571 [44,] 0.5854778 0.8290445 0.41452223 [45,] 0.5665666 0.8668667 0.43343335 [46,] 0.7575765 0.4848469 0.24242346 [47,] 0.7311849 0.5376302 0.26881512 [48,] 0.8045271 0.3909458 0.19547290 [49,] 0.7908322 0.4183357 0.20916784 [50,] 0.7651374 0.4697251 0.23486257 [51,] 0.8476961 0.3046078 0.15230388 [52,] 0.9008367 0.1983266 0.09916330 [53,] 0.8865337 0.2269326 0.11346630 [54,] 0.8708935 0.2582130 0.12910650 [55,] 0.8445751 0.3108497 0.15542486 [56,] 0.8163176 0.3673647 0.18368237 [57,] 0.8528691 0.2942618 0.14713090 [58,] 0.8251227 0.3497545 0.17487725 [59,] 0.7933451 0.4133097 0.20665486 [60,] 0.7687609 0.4624783 0.23123913 [61,] 0.7685207 0.4629586 0.23147932 [62,] 0.7302474 0.5395053 0.26975263 [63,] 0.7006434 0.5987132 0.29935658 [64,] 0.6836345 0.6327311 0.31636555 [65,] 0.6699730 0.6600540 0.33002699 [66,] 0.6513470 0.6973061 0.34865304 [67,] 0.6043219 0.7913563 0.39567813 [68,] 0.5993233 0.8013535 0.40067674 [69,] 0.5537720 0.8924560 0.44622799 [70,] 0.5118627 0.9762747 0.48813733 [71,] 0.5156831 0.9686337 0.48431687 [72,] 0.7967464 0.4065072 0.20325358 [73,] 0.7800977 0.4398047 0.21990234 [74,] 0.8211514 0.3576971 0.17884857 [75,] 0.7880764 0.4238471 0.21192356 [76,] 0.7498814 0.5002372 0.25011861 [77,] 0.7116297 0.5767405 0.28837026 [78,] 0.6843006 0.6313988 0.31569938 [79,] 0.6899708 0.6200585 0.31002923 [80,] 0.6694441 0.6611117 0.33055586 [81,] 0.6994322 0.6011356 0.30056780 [82,] 0.6525442 0.6949116 0.34745578 [83,] 0.8239344 0.3521312 0.17606558 [84,] 0.7941130 0.4117739 0.20588695 [85,] 0.7956070 0.4087860 0.20439298 [86,] 0.7774177 0.4451646 0.22258229 [87,] 0.7525589 0.4948822 0.24744112 [88,] 0.8995403 0.2009193 0.10045965 [89,] 0.8795894 0.2408213 0.12041064 [90,] 0.8791532 0.2416936 0.12084679 [91,] 0.8633366 0.2733267 0.13666336 [92,] 0.8321782 0.3356436 0.16782182 [93,] 0.8626848 0.2746304 0.13731522 [94,] 0.8866340 0.2267321 0.11336604 [95,] 0.8917159 0.2165681 0.10828407 [96,] 0.9085861 0.1828279 0.09141395 [97,] 0.8849746 0.2300508 0.11502542 [98,] 0.8989646 0.2020708 0.10103538 [99,] 0.8734009 0.2531983 0.12659914 [100,] 0.9026611 0.1946778 0.09733892 [101,] 0.8829563 0.2340875 0.11704375 [102,] 0.8512057 0.2975887 0.14879434 [103,] 0.8104019 0.3791962 0.18959811 [104,] 0.7659762 0.4680477 0.23402383 [105,] 0.7244215 0.5511570 0.27557851 [106,] 0.6655754 0.6688491 0.33442456 [107,] 0.7132527 0.5734945 0.28674726 [108,] 0.6900290 0.6199421 0.30997103 [109,] 0.7037738 0.5924524 0.29622618 [110,] 0.8022129 0.3955741 0.19778706 [111,] 0.7498430 0.5003140 0.25015699 [112,] 0.8556847 0.2886305 0.14431526 [113,] 0.8216358 0.3567284 0.17836419 [114,] 0.7826880 0.4346241 0.21731203 [115,] 0.7119521 0.5760959 0.28804795 [116,] 0.6649057 0.6701886 0.33509430 [117,] 0.5768305 0.8463390 0.42316950 [118,] 0.5328287 0.9343425 0.46717127 [119,] 0.4376338 0.8752677 0.56236617 [120,] 0.3452990 0.6905979 0.65470103 [121,] 0.4245580 0.8491161 0.57544196 [122,] 0.5696084 0.8607832 0.43039161 [123,] 0.4337545 0.8675089 0.56624554 [124,] 0.6469733 0.7060534 0.35302672 > postscript(file="/var/www/rcomp/tmp/1gy301292693455.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2gy301292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/rcomp/tmp/398231292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/498231292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/598231292693455.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 = 145 Frequency = 1 1 2 3 4 5 6 -1.183831603 3.124112193 -4.513530663 -0.785456990 1.082666287 2.893813915 7 8 9 10 11 12 -0.470580134 -0.835460376 0.109057742 1.585557848 4.123056516 4.440250446 13 14 15 16 17 18 -2.524584273 1.981504961 2.787609995 -0.216849939 2.029661675 -0.325180455 19 20 21 22 23 24 1.563174385 5.377393070 -0.537871116 -1.252124554 4.320690241 -2.954744160 25 26 27 28 29 30 1.790022586 -0.182753497 -2.374428293 1.526504463 -0.182953303 2.160855041 31 32 33 34 35 36 -0.056322820 -0.315694927 2.724259617 -3.063401922 1.314465218 1.023366768 37 38 39 40 41 42 0.015608698 1.970923604 2.276066102 0.186253375 -1.871164084 -2.443882756 43 44 45 46 47 48 -0.248883107 1.887316774 -1.085396650 2.378382345 -0.028164275 -3.321752834 49 50 51 52 53 54 -1.543655963 -3.026630479 -0.194206328 0.648788034 -0.111371967 -1.007897273 55 56 57 58 59 60 -1.916754109 -4.623961723 -1.386231259 -3.800355633 -1.390451255 1.255486364 61 62 63 64 65 66 -3.979668520 -3.918428583 -1.388138522 1.337898720 0.440579778 0.768044785 67 68 69 70 71 72 3.293636051 -0.605761949 -0.410000560 -1.079022625 2.242884356 -0.316319767 73 74 75 76 77 78 1.184840074 -1.314193628 1.862017047 1.787083838 0.279750321 2.147524146 79 80 81 82 83 84 0.495922367 -0.807724800 2.213241324 -6.241577018 1.515316559 -3.243548224 85 86 87 88 89 90 0.458061260 -0.091660716 0.517501093 1.029267905 -2.505455815 -1.463188043 91 92 93 94 95 96 2.610534121 0.156733653 4.085382963 -1.095794299 1.866567632 -1.726717257 97 98 99 100 101 102 0.797711997 -4.946134960 1.151791575 -2.638443093 -1.909787582 0.308864079 103 104 105 106 107 108 -3.118946329 -2.013388275 1.453876852 2.795035850 1.493372162 0.927315317 109 110 111 112 113 114 -0.184743724 -0.512815408 -0.017056918 -1.601883480 -0.633031521 -0.004841695 115 116 117 118 119 120 1.009051282 0.841797882 2.795258107 2.407036102 3.400362825 0.465363504 121 122 123 124 125 126 -0.840110845 -2.932048517 -0.141840619 0.408536901 0.733706403 -2.304414907 127 128 129 130 131 132 0.337394992 -2.577832487 2.546219039 0.196416078 3.092575248 -1.609935461 133 134 135 136 137 138 1.010013005 1.481883248 1.012653002 -1.435075290 -0.442165169 1.790022586 139 140 141 142 143 144 -2.097967817 -4.492853807 -0.032933177 -3.243548224 -0.711865181 3.400362825 145 -2.318863588 > postscript(file="/var/www/rcomp/tmp/6kz2p1292693455.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 = 145 Frequency = 1 lag(myerror, k = 1) myerror 0 -1.183831603 NA 1 3.124112193 -1.183831603 2 -4.513530663 3.124112193 3 -0.785456990 -4.513530663 4 1.082666287 -0.785456990 5 2.893813915 1.082666287 6 -0.470580134 2.893813915 7 -0.835460376 -0.470580134 8 0.109057742 -0.835460376 9 1.585557848 0.109057742 10 4.123056516 1.585557848 11 4.440250446 4.123056516 12 -2.524584273 4.440250446 13 1.981504961 -2.524584273 14 2.787609995 1.981504961 15 -0.216849939 2.787609995 16 2.029661675 -0.216849939 17 -0.325180455 2.029661675 18 1.563174385 -0.325180455 19 5.377393070 1.563174385 20 -0.537871116 5.377393070 21 -1.252124554 -0.537871116 22 4.320690241 -1.252124554 23 -2.954744160 4.320690241 24 1.790022586 -2.954744160 25 -0.182753497 1.790022586 26 -2.374428293 -0.182753497 27 1.526504463 -2.374428293 28 -0.182953303 1.526504463 29 2.160855041 -0.182953303 30 -0.056322820 2.160855041 31 -0.315694927 -0.056322820 32 2.724259617 -0.315694927 33 -3.063401922 2.724259617 34 1.314465218 -3.063401922 35 1.023366768 1.314465218 36 0.015608698 1.023366768 37 1.970923604 0.015608698 38 2.276066102 1.970923604 39 0.186253375 2.276066102 40 -1.871164084 0.186253375 41 -2.443882756 -1.871164084 42 -0.248883107 -2.443882756 43 1.887316774 -0.248883107 44 -1.085396650 1.887316774 45 2.378382345 -1.085396650 46 -0.028164275 2.378382345 47 -3.321752834 -0.028164275 48 -1.543655963 -3.321752834 49 -3.026630479 -1.543655963 50 -0.194206328 -3.026630479 51 0.648788034 -0.194206328 52 -0.111371967 0.648788034 53 -1.007897273 -0.111371967 54 -1.916754109 -1.007897273 55 -4.623961723 -1.916754109 56 -1.386231259 -4.623961723 57 -3.800355633 -1.386231259 58 -1.390451255 -3.800355633 59 1.255486364 -1.390451255 60 -3.979668520 1.255486364 61 -3.918428583 -3.979668520 62 -1.388138522 -3.918428583 63 1.337898720 -1.388138522 64 0.440579778 1.337898720 65 0.768044785 0.440579778 66 3.293636051 0.768044785 67 -0.605761949 3.293636051 68 -0.410000560 -0.605761949 69 -1.079022625 -0.410000560 70 2.242884356 -1.079022625 71 -0.316319767 2.242884356 72 1.184840074 -0.316319767 73 -1.314193628 1.184840074 74 1.862017047 -1.314193628 75 1.787083838 1.862017047 76 0.279750321 1.787083838 77 2.147524146 0.279750321 78 0.495922367 2.147524146 79 -0.807724800 0.495922367 80 2.213241324 -0.807724800 81 -6.241577018 2.213241324 82 1.515316559 -6.241577018 83 -3.243548224 1.515316559 84 0.458061260 -3.243548224 85 -0.091660716 0.458061260 86 0.517501093 -0.091660716 87 1.029267905 0.517501093 88 -2.505455815 1.029267905 89 -1.463188043 -2.505455815 90 2.610534121 -1.463188043 91 0.156733653 2.610534121 92 4.085382963 0.156733653 93 -1.095794299 4.085382963 94 1.866567632 -1.095794299 95 -1.726717257 1.866567632 96 0.797711997 -1.726717257 97 -4.946134960 0.797711997 98 1.151791575 -4.946134960 99 -2.638443093 1.151791575 100 -1.909787582 -2.638443093 101 0.308864079 -1.909787582 102 -3.118946329 0.308864079 103 -2.013388275 -3.118946329 104 1.453876852 -2.013388275 105 2.795035850 1.453876852 106 1.493372162 2.795035850 107 0.927315317 1.493372162 108 -0.184743724 0.927315317 109 -0.512815408 -0.184743724 110 -0.017056918 -0.512815408 111 -1.601883480 -0.017056918 112 -0.633031521 -1.601883480 113 -0.004841695 -0.633031521 114 1.009051282 -0.004841695 115 0.841797882 1.009051282 116 2.795258107 0.841797882 117 2.407036102 2.795258107 118 3.400362825 2.407036102 119 0.465363504 3.400362825 120 -0.840110845 0.465363504 121 -2.932048517 -0.840110845 122 -0.141840619 -2.932048517 123 0.408536901 -0.141840619 124 0.733706403 0.408536901 125 -2.304414907 0.733706403 126 0.337394992 -2.304414907 127 -2.577832487 0.337394992 128 2.546219039 -2.577832487 129 0.196416078 2.546219039 130 3.092575248 0.196416078 131 -1.609935461 3.092575248 132 1.010013005 -1.609935461 133 1.481883248 1.010013005 134 1.012653002 1.481883248 135 -1.435075290 1.012653002 136 -0.442165169 -1.435075290 137 1.790022586 -0.442165169 138 -2.097967817 1.790022586 139 -4.492853807 -2.097967817 140 -0.032933177 -4.492853807 141 -3.243548224 -0.032933177 142 -0.711865181 -3.243548224 143 3.400362825 -0.711865181 144 -2.318863588 3.400362825 145 NA -2.318863588 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 3.124112193 -1.183831603 [2,] -4.513530663 3.124112193 [3,] -0.785456990 -4.513530663 [4,] 1.082666287 -0.785456990 [5,] 2.893813915 1.082666287 [6,] -0.470580134 2.893813915 [7,] -0.835460376 -0.470580134 [8,] 0.109057742 -0.835460376 [9,] 1.585557848 0.109057742 [10,] 4.123056516 1.585557848 [11,] 4.440250446 4.123056516 [12,] -2.524584273 4.440250446 [13,] 1.981504961 -2.524584273 [14,] 2.787609995 1.981504961 [15,] -0.216849939 2.787609995 [16,] 2.029661675 -0.216849939 [17,] -0.325180455 2.029661675 [18,] 1.563174385 -0.325180455 [19,] 5.377393070 1.563174385 [20,] -0.537871116 5.377393070 [21,] -1.252124554 -0.537871116 [22,] 4.320690241 -1.252124554 [23,] -2.954744160 4.320690241 [24,] 1.790022586 -2.954744160 [25,] -0.182753497 1.790022586 [26,] -2.374428293 -0.182753497 [27,] 1.526504463 -2.374428293 [28,] -0.182953303 1.526504463 [29,] 2.160855041 -0.182953303 [30,] -0.056322820 2.160855041 [31,] -0.315694927 -0.056322820 [32,] 2.724259617 -0.315694927 [33,] -3.063401922 2.724259617 [34,] 1.314465218 -3.063401922 [35,] 1.023366768 1.314465218 [36,] 0.015608698 1.023366768 [37,] 1.970923604 0.015608698 [38,] 2.276066102 1.970923604 [39,] 0.186253375 2.276066102 [40,] -1.871164084 0.186253375 [41,] -2.443882756 -1.871164084 [42,] -0.248883107 -2.443882756 [43,] 1.887316774 -0.248883107 [44,] -1.085396650 1.887316774 [45,] 2.378382345 -1.085396650 [46,] -0.028164275 2.378382345 [47,] -3.321752834 -0.028164275 [48,] -1.543655963 -3.321752834 [49,] -3.026630479 -1.543655963 [50,] -0.194206328 -3.026630479 [51,] 0.648788034 -0.194206328 [52,] -0.111371967 0.648788034 [53,] -1.007897273 -0.111371967 [54,] -1.916754109 -1.007897273 [55,] -4.623961723 -1.916754109 [56,] -1.386231259 -4.623961723 [57,] -3.800355633 -1.386231259 [58,] -1.390451255 -3.800355633 [59,] 1.255486364 -1.390451255 [60,] -3.979668520 1.255486364 [61,] -3.918428583 -3.979668520 [62,] -1.388138522 -3.918428583 [63,] 1.337898720 -1.388138522 [64,] 0.440579778 1.337898720 [65,] 0.768044785 0.440579778 [66,] 3.293636051 0.768044785 [67,] -0.605761949 3.293636051 [68,] -0.410000560 -0.605761949 [69,] -1.079022625 -0.410000560 [70,] 2.242884356 -1.079022625 [71,] -0.316319767 2.242884356 [72,] 1.184840074 -0.316319767 [73,] -1.314193628 1.184840074 [74,] 1.862017047 -1.314193628 [75,] 1.787083838 1.862017047 [76,] 0.279750321 1.787083838 [77,] 2.147524146 0.279750321 [78,] 0.495922367 2.147524146 [79,] -0.807724800 0.495922367 [80,] 2.213241324 -0.807724800 [81,] -6.241577018 2.213241324 [82,] 1.515316559 -6.241577018 [83,] -3.243548224 1.515316559 [84,] 0.458061260 -3.243548224 [85,] -0.091660716 0.458061260 [86,] 0.517501093 -0.091660716 [87,] 1.029267905 0.517501093 [88,] -2.505455815 1.029267905 [89,] -1.463188043 -2.505455815 [90,] 2.610534121 -1.463188043 [91,] 0.156733653 2.610534121 [92,] 4.085382963 0.156733653 [93,] -1.095794299 4.085382963 [94,] 1.866567632 -1.095794299 [95,] -1.726717257 1.866567632 [96,] 0.797711997 -1.726717257 [97,] -4.946134960 0.797711997 [98,] 1.151791575 -4.946134960 [99,] -2.638443093 1.151791575 [100,] -1.909787582 -2.638443093 [101,] 0.308864079 -1.909787582 [102,] -3.118946329 0.308864079 [103,] -2.013388275 -3.118946329 [104,] 1.453876852 -2.013388275 [105,] 2.795035850 1.453876852 [106,] 1.493372162 2.795035850 [107,] 0.927315317 1.493372162 [108,] -0.184743724 0.927315317 [109,] -0.512815408 -0.184743724 [110,] -0.017056918 -0.512815408 [111,] -1.601883480 -0.017056918 [112,] -0.633031521 -1.601883480 [113,] -0.004841695 -0.633031521 [114,] 1.009051282 -0.004841695 [115,] 0.841797882 1.009051282 [116,] 2.795258107 0.841797882 [117,] 2.407036102 2.795258107 [118,] 3.400362825 2.407036102 [119,] 0.465363504 3.400362825 [120,] -0.840110845 0.465363504 [121,] -2.932048517 -0.840110845 [122,] -0.141840619 -2.932048517 [123,] 0.408536901 -0.141840619 [124,] 0.733706403 0.408536901 [125,] -2.304414907 0.733706403 [126,] 0.337394992 -2.304414907 [127,] -2.577832487 0.337394992 [128,] 2.546219039 -2.577832487 [129,] 0.196416078 2.546219039 [130,] 3.092575248 0.196416078 [131,] -1.609935461 3.092575248 [132,] 1.010013005 -1.609935461 [133,] 1.481883248 1.010013005 [134,] 1.012653002 1.481883248 [135,] -1.435075290 1.012653002 [136,] -0.442165169 -1.435075290 [137,] 1.790022586 -0.442165169 [138,] -2.097967817 1.790022586 [139,] -4.492853807 -2.097967817 [140,] -0.032933177 -4.492853807 [141,] -3.243548224 -0.032933177 [142,] -0.711865181 -3.243548224 [143,] 3.400362825 -0.711865181 [144,] -2.318863588 3.400362825 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 3.124112193 -1.183831603 2 -4.513530663 3.124112193 3 -0.785456990 -4.513530663 4 1.082666287 -0.785456990 5 2.893813915 1.082666287 6 -0.470580134 2.893813915 7 -0.835460376 -0.470580134 8 0.109057742 -0.835460376 9 1.585557848 0.109057742 10 4.123056516 1.585557848 11 4.440250446 4.123056516 12 -2.524584273 4.440250446 13 1.981504961 -2.524584273 14 2.787609995 1.981504961 15 -0.216849939 2.787609995 16 2.029661675 -0.216849939 17 -0.325180455 2.029661675 18 1.563174385 -0.325180455 19 5.377393070 1.563174385 20 -0.537871116 5.377393070 21 -1.252124554 -0.537871116 22 4.320690241 -1.252124554 23 -2.954744160 4.320690241 24 1.790022586 -2.954744160 25 -0.182753497 1.790022586 26 -2.374428293 -0.182753497 27 1.526504463 -2.374428293 28 -0.182953303 1.526504463 29 2.160855041 -0.182953303 30 -0.056322820 2.160855041 31 -0.315694927 -0.056322820 32 2.724259617 -0.315694927 33 -3.063401922 2.724259617 34 1.314465218 -3.063401922 35 1.023366768 1.314465218 36 0.015608698 1.023366768 37 1.970923604 0.015608698 38 2.276066102 1.970923604 39 0.186253375 2.276066102 40 -1.871164084 0.186253375 41 -2.443882756 -1.871164084 42 -0.248883107 -2.443882756 43 1.887316774 -0.248883107 44 -1.085396650 1.887316774 45 2.378382345 -1.085396650 46 -0.028164275 2.378382345 47 -3.321752834 -0.028164275 48 -1.543655963 -3.321752834 49 -3.026630479 -1.543655963 50 -0.194206328 -3.026630479 51 0.648788034 -0.194206328 52 -0.111371967 0.648788034 53 -1.007897273 -0.111371967 54 -1.916754109 -1.007897273 55 -4.623961723 -1.916754109 56 -1.386231259 -4.623961723 57 -3.800355633 -1.386231259 58 -1.390451255 -3.800355633 59 1.255486364 -1.390451255 60 -3.979668520 1.255486364 61 -3.918428583 -3.979668520 62 -1.388138522 -3.918428583 63 1.337898720 -1.388138522 64 0.440579778 1.337898720 65 0.768044785 0.440579778 66 3.293636051 0.768044785 67 -0.605761949 3.293636051 68 -0.410000560 -0.605761949 69 -1.079022625 -0.410000560 70 2.242884356 -1.079022625 71 -0.316319767 2.242884356 72 1.184840074 -0.316319767 73 -1.314193628 1.184840074 74 1.862017047 -1.314193628 75 1.787083838 1.862017047 76 0.279750321 1.787083838 77 2.147524146 0.279750321 78 0.495922367 2.147524146 79 -0.807724800 0.495922367 80 2.213241324 -0.807724800 81 -6.241577018 2.213241324 82 1.515316559 -6.241577018 83 -3.243548224 1.515316559 84 0.458061260 -3.243548224 85 -0.091660716 0.458061260 86 0.517501093 -0.091660716 87 1.029267905 0.517501093 88 -2.505455815 1.029267905 89 -1.463188043 -2.505455815 90 2.610534121 -1.463188043 91 0.156733653 2.610534121 92 4.085382963 0.156733653 93 -1.095794299 4.085382963 94 1.866567632 -1.095794299 95 -1.726717257 1.866567632 96 0.797711997 -1.726717257 97 -4.946134960 0.797711997 98 1.151791575 -4.946134960 99 -2.638443093 1.151791575 100 -1.909787582 -2.638443093 101 0.308864079 -1.909787582 102 -3.118946329 0.308864079 103 -2.013388275 -3.118946329 104 1.453876852 -2.013388275 105 2.795035850 1.453876852 106 1.493372162 2.795035850 107 0.927315317 1.493372162 108 -0.184743724 0.927315317 109 -0.512815408 -0.184743724 110 -0.017056918 -0.512815408 111 -1.601883480 -0.017056918 112 -0.633031521 -1.601883480 113 -0.004841695 -0.633031521 114 1.009051282 -0.004841695 115 0.841797882 1.009051282 116 2.795258107 0.841797882 117 2.407036102 2.795258107 118 3.400362825 2.407036102 119 0.465363504 3.400362825 120 -0.840110845 0.465363504 121 -2.932048517 -0.840110845 122 -0.141840619 -2.932048517 123 0.408536901 -0.141840619 124 0.733706403 0.408536901 125 -2.304414907 0.733706403 126 0.337394992 -2.304414907 127 -2.577832487 0.337394992 128 2.546219039 -2.577832487 129 0.196416078 2.546219039 130 3.092575248 0.196416078 131 -1.609935461 3.092575248 132 1.010013005 -1.609935461 133 1.481883248 1.010013005 134 1.012653002 1.481883248 135 -1.435075290 1.012653002 136 -0.442165169 -1.435075290 137 1.790022586 -0.442165169 138 -2.097967817 1.790022586 139 -4.492853807 -2.097967817 140 -0.032933177 -4.492853807 141 -3.243548224 -0.032933177 142 -0.711865181 -3.243548224 143 3.400362825 -0.711865181 144 -2.318863588 3.400362825 > 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/rcomp/tmp/7vqjr1292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8vqjr1292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9vqjr1292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/1050ic1292693455.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/rcomp/tmp/119ig01292693455.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/rcomp/tmp/12u1x61292693455.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/rcomp/tmp/138avf1292693455.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/rcomp/tmp/14tbt21292693455.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/rcomp/tmp/15xtr81292693455.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/rcomp/tmp/160c8w1292693455.tab") + } > > try(system("convert tmp/1gy301292693455.ps tmp/1gy301292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/2gy301292693455.ps tmp/2gy301292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/398231292693455.ps tmp/398231292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/498231292693455.ps tmp/498231292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/598231292693455.ps tmp/598231292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/6kz2p1292693455.ps tmp/6kz2p1292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/7vqjr1292693455.ps tmp/7vqjr1292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/8vqjr1292693455.ps tmp/8vqjr1292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/9vqjr1292693455.ps tmp/9vqjr1292693455.png",intern=TRUE)) character(0) > try(system("convert tmp/1050ic1292693455.ps tmp/1050ic1292693455.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.410 1.570 6.027