R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(162556
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+ ,-297706)
+ ,dim=c(3
+ ,431)
+ ,dimnames=list(c('costs'
+ ,'dividends'
+ ,'wealth')
+ ,1:431))
> y <- array(NA,dim=c(3,431),dimnames=list(c('costs','dividends','wealth'),1:431))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '3'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
wealth costs dividends
1 6282929 162556 213118
2 4324047 29790 81767
3 4108272 87550 153198
4 -1212617 84738 -26007
5 1485329 54660 126942
6 1779876 42634 157214
7 1367203 40949 129352
8 2519076 45187 234817
9 912684 37704 60448
10 1443586 16275 47818
11 1220017 25830 245546
12 984885 12679 48020
13 1457425 18014 -1710
14 -572920 43556 32648
15 929144 24811 95350
16 1151176 6575 151352
17 790090 7123 288170
18 774497 21950 114337
19 990576 37597 37884
20 454195 17821 122844
21 876607 12988 82340
22 711969 22330 79801
23 702380 13326 165548
24 264449 16189 116384
25 450033 7146 134028
26 541063 15824 63838
27 588864 27664 74996
28 -37216 11920 31080
29 783310 8568 32168
30 467359 14416 49857
31 688779 3369 87161
32 608419 11819 106113
33 696348 6984 80570
34 597793 4519 102129
35 821730 2220 301670
36 377934 18562 102313
37 651939 10327 88577
38 697458 5336 112477
39 700368 2365 191778
40 225986 4069 79804
41 348695 8636 128294
42 373683 13718 96448
43 501709 4525 93811
44 413743 6869 117520
45 379825 4628 69159
46 336260 3689 101792
47 636765 4891 210568
48 481231 7489 136996
49 469107 4901 121920
50 211928 2284 76403
51 563925 3160 108094
52 511939 4150 134759
53 521016 7285 188873
54 543856 1134 146216
55 329304 4658 156608
56 423262 2384 61348
57 509665 3748 50350
58 455881 5371 87720
59 367772 1285 99489
60 406339 9327 87419
61 493408 5565 94355
62 232942 1528 60326
63 416002 3122 94670
64 337430 7561 82425
65 361517 2675 59017
66 360962 13253 90829
67 235561 880 80791
68 408247 2053 100423
69 450296 1424 131116
70 418799 4036 100269
71 247405 3045 27330
72 378519 5119 39039
73 326638 1431 106885
74 328233 554 79285
75 386225 1975 118881
76 283662 1765 77623
77 370225 1012 114768
78 269236 810 74015
79 365732 1280 69465
80 420383 666 117869
81 345811 1380 60982
82 431809 4677 90131
83 418876 876 138971
84 297476 814 39625
85 416776 514 102725
86 357257 5692 64239
87 458343 3642 90262
88 388386 540 103960
89 358934 2099 106611
90 407560 567 103345
91 392558 2001 95551
92 373177 2949 82903
93 428370 2253 63593
94 369419 6533 126910
95 358649 1889 37527
96 376641 3055 60247
97 467427 272 112995
98 364885 1414 70184
99 436230 2564 130140
100 329118 1383 73221
101 317365 1261 76114
102 286849 975 90534
103 376685 3366 108479
104 407198 576 113761
105 377772 1686 68696
106 271483 746 71561
107 153661 3192 59831
108 513294 2045 97890
109 324881 5702 101481
110 264512 1932 72954
111 420968 936 67939
112 129302 3437 48022
113 191521 5131 86111
114 268673 2397 74020
115 353179 1389 57530
116 354624 1503 56364
117 363713 402 84990
118 456657 2239 88590
119 211742 2234 77200
120 338381 837 61262
121 418530 10579 110309
122 351483 875 67000
123 372928 1585 93099
124 485538 1659 107577
125 279268 2647 62920
126 219060 3294 75832
127 325560 0 60720
128 325314 94 60793
129 322046 422 57935
130 325560 0 60720
131 325599 34 60630
132 377028 1558 55637
133 325560 0 60720
134 323850 43 60887
135 325560 645 60720
136 331514 316 60505
137 325632 115 60945
138 325560 5 60720
139 325560 897 60720
140 325560 0 60720
141 322265 389 58990
142 325560 0 60720
143 325906 1002 56750
144 325985 36 60894
145 346145 460 63346
146 325898 309 56535
147 325560 0 60720
148 325356 9 60835
149 325560 271 60720
150 325930 14 61016
151 318020 520 58650
152 326389 1766 60438
153 325560 0 60720
154 302925 458 58625
155 325540 20 60938
156 325560 0 60720
157 325560 0 60720
158 326736 98 61490
159 340580 405 60845
160 325560 0 60720
161 325560 0 60720
162 325560 0 60720
163 325560 0 60720
164 331828 483 60830
165 323299 454 63261
166 325560 47 60720
167 325560 0 60720
168 387722 757 45689
169 325560 4655 60720
170 325560 0 60720
171 325560 0 60720
172 324598 36 61564
173 325560 0 60720
174 328726 203 61938
175 325560 0 60720
176 325043 126 60951
177 325560 400 60720
178 325806 71 60745
179 325560 0 60720
180 325560 0 60720
181 387732 972 71642
182 349729 531 71641
183 332202 2461 55792
184 305442 378 71873
185 329537 23 62555
186 327055 638 60370
187 356245 2300 64873
188 328451 149 62041
189 307062 226 65745
190 325560 0 60720
191 331345 275 59500
192 325560 0 60720
193 331824 141 61630
194 325560 0 60720
195 325685 28 60890
196 325560 0 60720
197 404480 4980 113521
198 325560 0 60720
199 325560 0 60720
200 318314 472 80045
201 325560 0 60720
202 325560 0 60720
203 325560 0 60720
204 311807 203 50804
205 337724 496 87390
206 326431 10 61656
207 327556 63 65688
208 325560 0 60720
209 356850 1136 48522
210 325560 265 60720
211 325560 0 60720
212 325560 0 60720
213 322741 267 57640
214 310902 474 61977
215 324295 534 62620
216 325560 0 60720
217 326156 15 60831
218 326960 397 60646
219 325560 0 60720
220 333411 1866 56225
221 297761 288 60510
222 325560 0 60720
223 325536 3 60698
224 325560 468 60720
225 325762 20 60805
226 327957 278 61404
227 325560 61 60720
228 325560 0 60720
229 318521 192 65276
230 325560 0 60720
231 319775 317 63915
232 325560 738 60720
233 325560 0 60720
234 332128 368 61686
235 325560 0 60720
236 325486 2 60743
237 325560 0 60720
238 325838 53 60349
239 325560 0 60720
240 325560 0 60720
241 325560 0 60720
242 331767 94 61360
243 325560 0 60720
244 324523 24 59818
245 339995 2332 72680
246 325560 0 60720
247 325560 0 60720
248 319582 131 61808
249 325560 0 60720
250 325560 0 60720
251 307245 206 53110
252 325560 0 60720
253 317967 167 64245
254 331488 622 73007
255 335452 2328 82732
256 325560 0 60720
257 334184 365 54820
258 313213 364 47705
259 325560 0 60720
260 325560 0 60720
261 325560 0 60720
262 325560 0 60720
263 348678 226 72835
264 328727 307 58856
265 325560 0 60720
266 325560 0 60720
267 325560 0 60720
268 387978 188 77655
269 325560 0 60720
270 336704 138 69817
271 325560 0 60720
272 325560 0 60720
273 325560 0 60720
274 322076 125 60798
275 325560 0 60720
276 334272 282 62452
277 338197 335 64175
278 325560 0 60720
279 321024 1324 67440
280 322145 176 68136
281 325560 0 60720
282 325560 0 60720
283 323351 249 56726
284 325560 0 60720
285 327748 333 70811
286 325560 0 60720
287 325560 601 60720
288 328157 30 62045
289 325560 0 60720
290 311594 249 54323
291 325560 0 60720
292 335962 165 62841
293 372426 453 81125
294 325560 0 60720
295 319844 53 59506
296 355822 382 59365
297 325560 0 60720
298 325560 0 60720
299 325560 0 60720
300 325560 0 60720
301 324047 30 60798
302 311464 290 58790
303 325560 0 60720
304 325560 0 60720
305 353417 366 61808
306 325590 2 60735
307 325560 0 60720
308 328576 209 64016
309 326126 384 54683
310 325560 0 60720
311 325560 0 60720
312 369376 365 87192
313 325560 0 60720
314 332013 49 64107
315 325871 3 60761
316 342165 133 65990
317 324967 32 59988
318 314832 368 61167
319 325557 1 60719
320 325560 0 60720
321 325560 0 60720
322 325560 0 60720
323 325560 0 60720
324 325560 0 60720
325 325560 0 60720
326 322649 22 60722
327 325560 0 60720
328 325560 0 60720
329 325560 0 60720
330 325560 0 60720
331 325560 0 60720
332 325560 0 60720
333 325560 0 60720
334 324598 96 60379
335 325567 1 60727
336 325560 314 60720
337 324005 844 60925
338 325560 0 60720
339 325748 26 60896
340 323385 125 59734
341 315409 304 62969
342 325560 0 60720
343 325560 0 60720
344 325560 0 60720
345 325560 621 60720
346 325560 0 60720
347 312275 119 59118
348 325560 0 60720
349 325560 0 60720
350 325560 1595 60720
351 320576 312 58598
352 325246 60 61124
353 332961 587 59595
354 323010 135 62065
355 325560 0 60720
356 325560 0 60720
357 345253 514 78780
358 325560 0 60720
359 325560 0 60720
360 325560 0 60720
361 325559 1 60722
362 325560 0 60720
363 325560 0 60720
364 319634 1763 61600
365 319951 180 59635
366 325560 0 60720
367 325560 0 60720
368 325560 0 60720
369 325560 0 60720
370 325560 218 60720
371 325560 0 60720
372 318519 448 59781
373 343222 227 76644
374 317234 174 64820
375 325560 0 60720
376 325560 0 60720
377 314025 121 56178
378 320249 607 60436
379 325560 2212 60720
380 325560 0 60720
381 325560 0 60720
382 349365 530 73433
383 289197 571 41477
384 325560 0 60720
385 329245 78 62700
386 240869 2489 67804
387 327182 131 59661
388 322876 923 58620
389 323117 72 60398
390 306351 572 58580
391 335137 397 62710
392 308271 450 59325
393 301731 622 60950
394 382409 694 68060
395 279230 3425 83620
396 298731 562 58456
397 243650 4917 52811
398 532682 1442 121173
399 319771 529 63870
400 171493 2126 21001
401 347262 1061 70415
402 343945 776 64230
403 311874 611 59190
404 302211 1526 69351
405 316708 592 64270
406 333463 1182 70694
407 344282 621 68005
408 319635 989 58930
409 301186 438 58320
410 300381 726 69980
411 318765 1303 69863
412 286146 7419 63255
413 306844 1164 57320
414 307705 3310 75230
415 312448 1920 79420
416 299715 965 73490
417 373399 3256 35250
418 299446 1135 62285
419 325586 1270 69206
420 291221 661 65920
421 261173 1013 69770
422 255027 2844 72683
423 -78375 11528 -14545
424 -58143 6526 55830
425 227033 2264 55174
426 235098 5109 67038
427 21267 3999 51252
428 238675 35624 157278
429 197687 9252 79510
430 418341 15236 77440
431 -297706 18073 27284
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) costs dividends
71823.966 23.665 3.359
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-3202442 -22218 44953 49765 3272557
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7.182e+04 3.649e+04 1.968 0.0497 *
costs 2.367e+01 1.302e+00 18.173 < 2e-16 ***
dividends 3.359e+00 4.794e-01 7.007 9.53e-12 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 302200 on 428 degrees of freedom
Multiple R-squared: 0.546, Adjusted R-squared: 0.5438
F-statistic: 257.3 on 2 and 428 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 1.0000000 2.108044e-75 1.054022e-75
[2,] 1.0000000 1.256821e-80 6.284107e-81
[3,] 1.0000000 1.058767e-102 5.293835e-103
[4,] 1.0000000 2.037039e-102 1.018520e-102
[5,] 1.0000000 5.922693e-115 2.961347e-115
[6,] 1.0000000 5.314206e-128 2.657103e-128
[7,] 1.0000000 3.185123e-132 1.592561e-132
[8,] 1.0000000 1.188244e-155 5.941220e-156
[9,] 1.0000000 8.101875e-181 4.050938e-181
[10,] 1.0000000 2.163395e-183 1.081697e-183
[11,] 1.0000000 1.618418e-191 8.092088e-192
[12,] 1.0000000 4.007499e-197 2.003750e-197
[13,] 1.0000000 6.420799e-198 3.210399e-198
[14,] 1.0000000 2.167189e-207 1.083594e-207
[15,] 1.0000000 3.613554e-207 1.806777e-207
[16,] 1.0000000 3.520792e-214 1.760396e-214
[17,] 1.0000000 8.560404e-218 4.280202e-218
[18,] 1.0000000 2.030578e-218 1.015289e-218
[19,] 1.0000000 4.726547e-219 2.363274e-219
[20,] 1.0000000 4.143464e-218 2.071732e-218
[21,] 1.0000000 4.194106e-219 2.097053e-219
[22,] 1.0000000 2.509548e-222 1.254774e-222
[23,] 1.0000000 1.409621e-223 7.048105e-224
[24,] 1.0000000 2.424000e-237 1.212000e-237
[25,] 1.0000000 3.342311e-239 1.671155e-239
[26,] 1.0000000 1.547616e-243 7.738080e-244
[27,] 1.0000000 7.270158e-246 3.635079e-246
[28,] 1.0000000 5.311357e-253 2.655678e-253
[29,] 1.0000000 1.656645e-254 8.283224e-255
[30,] 1.0000000 3.460563e-255 1.730282e-255
[31,] 1.0000000 3.427493e-255 1.713747e-255
[32,] 1.0000000 2.796383e-262 1.398192e-262
[33,] 1.0000000 1.323009e-267 6.615046e-268
[34,] 1.0000000 4.758888e-267 2.379444e-267
[35,] 1.0000000 1.189992e-266 5.949962e-267
[36,] 1.0000000 6.435208e-266 3.217604e-266
[37,] 1.0000000 1.356213e-265 6.781066e-266
[38,] 1.0000000 5.346373e-266 2.673187e-266
[39,] 1.0000000 7.132261e-265 3.566130e-265
[40,] 1.0000000 3.414424e-264 1.707212e-264
[41,] 1.0000000 3.781370e-263 1.890685e-263
[42,] 1.0000000 2.747916e-262 1.373958e-262
[43,] 1.0000000 2.101933e-261 1.050967e-261
[44,] 1.0000000 2.039672e-260 1.019836e-260
[45,] 1.0000000 1.823138e-260 9.115688e-261
[46,] 1.0000000 1.820014e-261 9.100072e-262
[47,] 1.0000000 1.341461e-260 6.707307e-261
[48,] 1.0000000 8.162523e-260 4.081262e-260
[49,] 1.0000000 9.519886e-259 4.759943e-259
[50,] 1.0000000 4.061927e-260 2.030963e-260
[51,] 1.0000000 2.456683e-260 1.228341e-260
[52,] 1.0000000 6.509359e-265 3.254680e-265
[53,] 1.0000000 3.898385e-265 1.949193e-265
[54,] 1.0000000 4.868245e-264 2.434122e-264
[55,] 1.0000000 3.487880e-264 1.743940e-264
[56,] 1.0000000 3.495411e-265 1.747705e-265
[57,] 1.0000000 1.638681e-264 8.193403e-265
[58,] 1.0000000 1.579317e-263 7.896584e-264
[59,] 1.0000000 1.480300e-262 7.401499e-263
[60,] 1.0000000 6.184133e-262 3.092066e-262
[61,] 1.0000000 2.574737e-262 1.287368e-262
[62,] 1.0000000 1.075999e-262 5.379995e-263
[63,] 1.0000000 1.598479e-261 7.992396e-262
[64,] 1.0000000 2.214056e-260 1.107028e-260
[65,] 1.0000000 1.958816e-259 9.794080e-260
[66,] 1.0000000 1.707280e-258 8.536402e-259
[67,] 1.0000000 2.358360e-260 1.179180e-260
[68,] 1.0000000 4.452086e-260 2.226043e-260
[69,] 1.0000000 4.819140e-259 2.409570e-259
[70,] 1.0000000 3.114427e-258 1.557213e-258
[71,] 1.0000000 1.895853e-257 9.479263e-258
[72,] 1.0000000 5.967112e-257 2.983556e-257
[73,] 1.0000000 1.857213e-256 9.286063e-257
[74,] 1.0000000 1.819872e-255 9.099360e-256
[75,] 1.0000000 1.639917e-254 8.199587e-255
[76,] 1.0000000 1.456766e-253 7.283829e-254
[77,] 1.0000000 2.869445e-253 1.434723e-253
[78,] 1.0000000 2.809976e-253 1.404988e-253
[79,] 1.0000000 2.036356e-252 1.018178e-252
[80,] 1.0000000 2.721273e-251 1.360636e-251
[81,] 1.0000000 3.357041e-251 1.678520e-251
[82,] 1.0000000 3.371715e-251 1.685857e-251
[83,] 1.0000000 2.731796e-250 1.365898e-250
[84,] 1.0000000 1.319024e-249 6.595118e-250
[85,] 1.0000000 1.500451e-248 7.502253e-249
[86,] 1.0000000 2.135631e-247 1.067815e-247
[87,] 1.0000000 2.529675e-246 1.264838e-246
[88,] 1.0000000 4.450720e-247 2.225360e-247
[89,] 1.0000000 2.160716e-246 1.080358e-246
[90,] 1.0000000 2.680389e-247 1.340194e-247
[91,] 1.0000000 2.705317e-247 1.352658e-247
[92,] 1.0000000 3.713956e-246 1.856978e-246
[93,] 1.0000000 3.621867e-245 1.810933e-245
[94,] 1.0000000 1.813895e-244 9.069476e-245
[95,] 1.0000000 2.369121e-243 1.184560e-243
[96,] 1.0000000 2.317536e-242 1.158768e-242
[97,] 1.0000000 8.167335e-243 4.083668e-243
[98,] 1.0000000 5.463352e-242 2.731676e-242
[99,] 1.0000000 1.261797e-241 6.308983e-242
[100,] 1.0000000 7.536297e-241 3.768149e-241
[101,] 1.0000000 1.913821e-240 9.569103e-241
[102,] 1.0000000 3.587658e-241 1.793829e-241
[103,] 1.0000000 2.815371e-241 1.407685e-241
[104,] 1.0000000 1.674002e-240 8.370012e-241
[105,] 1.0000000 4.981445e-240 2.490722e-240
[106,] 1.0000000 6.110341e-240 3.055170e-240
[107,] 1.0000000 2.745114e-240 1.372557e-240
[108,] 1.0000000 4.726034e-242 2.363017e-242
[109,] 1.0000000 1.631444e-241 8.157221e-242
[110,] 1.0000000 6.870278e-241 3.435139e-241
[111,] 1.0000000 2.160145e-240 1.080073e-240
[112,] 1.0000000 1.977963e-239 9.889817e-240
[113,] 1.0000000 5.054262e-239 2.527131e-239
[114,] 1.0000000 1.427570e-240 7.137848e-241
[115,] 1.0000000 1.536776e-239 7.683881e-240
[116,] 1.0000000 2.217406e-239 1.108703e-239
[117,] 1.0000000 2.587610e-238 1.293805e-238
[118,] 1.0000000 2.420456e-237 1.210228e-237
[119,] 1.0000000 2.364723e-236 1.182361e-236
[120,] 1.0000000 3.058281e-235 1.529141e-235
[121,] 1.0000000 6.928990e-236 3.464495e-236
[122,] 1.0000000 8.791342e-235 4.395671e-235
[123,] 1.0000000 1.116772e-233 5.583862e-234
[124,] 1.0000000 1.344579e-232 6.722894e-233
[125,] 1.0000000 1.694936e-231 8.474679e-232
[126,] 1.0000000 2.131231e-230 1.065616e-230
[127,] 1.0000000 1.485117e-230 7.425586e-231
[128,] 1.0000000 1.877265e-229 9.386323e-230
[129,] 1.0000000 2.377337e-228 1.188668e-228
[130,] 1.0000000 2.939638e-227 1.469819e-227
[131,] 1.0000000 3.504954e-226 1.752477e-226
[132,] 1.0000000 4.394127e-225 2.197064e-225
[133,] 1.0000000 5.474712e-224 2.737356e-224
[134,] 1.0000000 6.531425e-223 3.265713e-223
[135,] 1.0000000 8.084973e-222 4.042486e-222
[136,] 1.0000000 9.769833e-221 4.884916e-221
[137,] 1.0000000 1.201631e-219 6.008155e-220
[138,] 1.0000000 1.126855e-218 5.634274e-219
[139,] 1.0000000 1.379077e-217 6.895386e-218
[140,] 1.0000000 1.477438e-216 7.387190e-217
[141,] 1.0000000 1.557206e-215 7.786030e-216
[142,] 1.0000000 1.886412e-214 9.432061e-215
[143,] 1.0000000 2.280144e-213 1.140072e-213
[144,] 1.0000000 2.736668e-212 1.368334e-212
[145,] 1.0000000 3.284722e-211 1.642361e-211
[146,] 1.0000000 3.884508e-210 1.942254e-210
[147,] 1.0000000 3.696011e-209 1.848006e-209
[148,] 1.0000000 4.382319e-208 2.191160e-208
[149,] 1.0000000 5.193257e-207 2.596628e-207
[150,] 1.0000000 6.121175e-206 3.060588e-206
[151,] 1.0000000 7.175853e-205 3.587927e-205
[152,] 1.0000000 8.380667e-204 4.190334e-204
[153,] 1.0000000 9.786064e-203 4.893032e-203
[154,] 1.0000000 9.687184e-202 4.843592e-202
[155,] 1.0000000 1.119045e-200 5.595225e-201
[156,] 1.0000000 1.287728e-199 6.438641e-200
[157,] 1.0000000 1.476110e-198 7.380551e-199
[158,] 1.0000000 1.685477e-197 8.427383e-198
[159,] 1.0000000 1.805272e-196 9.026358e-197
[160,] 1.0000000 2.077626e-195 1.038813e-195
[161,] 1.0000000 2.344285e-194 1.172143e-194
[162,] 1.0000000 2.634696e-193 1.317348e-193
[163,] 1.0000000 1.909676e-194 9.548381e-195
[164,] 1.0000000 5.104137e-194 2.552068e-194
[165,] 1.0000000 5.808084e-193 2.904042e-193
[166,] 1.0000000 6.582630e-192 3.291315e-192
[167,] 1.0000000 7.472510e-191 3.736255e-191
[168,] 1.0000000 8.400666e-190 4.200333e-190
[169,] 1.0000000 9.406030e-189 4.703015e-189
[170,] 1.0000000 1.048826e-187 5.244131e-188
[171,] 1.0000000 1.167247e-186 5.836235e-187
[172,] 1.0000000 1.273957e-185 6.369787e-186
[173,] 1.0000000 1.401231e-184 7.006154e-185
[174,] 1.0000000 1.536955e-183 7.684773e-184
[175,] 1.0000000 1.678905e-182 8.394524e-183
[176,] 1.0000000 1.068238e-181 5.341190e-182
[177,] 1.0000000 1.179215e-180 5.896076e-181
[178,] 1.0000000 4.100803e-180 2.050401e-180
[179,] 1.0000000 2.124952e-179 1.062476e-179
[180,] 1.0000000 2.304265e-178 1.152132e-178
[181,] 1.0000000 2.340523e-177 1.170261e-177
[182,] 1.0000000 1.101299e-176 5.506495e-177
[183,] 1.0000000 1.180337e-175 5.901684e-176
[184,] 1.0000000 9.876419e-175 4.938209e-175
[185,] 1.0000000 1.048474e-173 5.242369e-174
[186,] 1.0000000 1.015632e-172 5.078162e-173
[187,] 1.0000000 1.069508e-171 5.347540e-172
[188,] 1.0000000 1.101737e-170 5.508686e-171
[189,] 1.0000000 1.150522e-169 5.752608e-170
[190,] 1.0000000 1.197353e-168 5.986763e-169
[191,] 1.0000000 1.239883e-167 6.199414e-168
[192,] 1.0000000 9.528575e-167 4.764288e-167
[193,] 1.0000000 9.791915e-166 4.895958e-166
[194,] 1.0000000 1.002020e-164 5.010098e-165
[195,] 1.0000000 3.029876e-164 1.514938e-164
[196,] 1.0000000 3.091662e-163 1.545831e-163
[197,] 1.0000000 3.141394e-162 1.570697e-162
[198,] 1.0000000 3.178432e-161 1.589216e-161
[199,] 1.0000000 2.566261e-160 1.283131e-160
[200,] 1.0000000 5.649960e-160 2.824980e-160
[201,] 1.0000000 5.710793e-159 2.855397e-159
[202,] 1.0000000 5.543437e-158 2.771719e-158
[203,] 1.0000000 5.535922e-157 2.767961e-157
[204,] 1.0000000 3.805708e-157 1.902854e-157
[205,] 1.0000000 3.779401e-156 1.889701e-156
[206,] 1.0000000 3.770195e-155 1.885097e-155
[207,] 1.0000000 3.744889e-154 1.872445e-154
[208,] 1.0000000 3.457117e-153 1.728559e-153
[209,] 1.0000000 3.375577e-152 1.687789e-152
[210,] 1.0000000 3.341552e-151 1.670776e-151
[211,] 1.0000000 3.262941e-150 1.631470e-150
[212,] 1.0000000 3.169960e-149 1.584980e-149
[213,] 1.0000000 2.987256e-148 1.493628e-148
[214,] 1.0000000 2.879394e-147 1.439697e-147
[215,] 1.0000000 1.188389e-146 5.941947e-147
[216,] 1.0000000 1.042403e-145 5.212013e-146
[217,] 1.0000000 9.958627e-145 4.979313e-145
[218,] 1.0000000 9.470643e-144 4.735321e-144
[219,] 1.0000000 8.768934e-143 4.384467e-143
[220,] 1.0000000 8.267120e-142 4.133560e-142
[221,] 1.0000000 7.685019e-141 3.842509e-141
[222,] 1.0000000 7.172207e-140 3.586104e-140
[223,] 1.0000000 6.674013e-139 3.337007e-139
[224,] 1.0000000 5.780725e-138 2.890362e-138
[225,] 1.0000000 5.334584e-137 2.667292e-137
[226,] 1.0000000 4.848658e-136 2.424329e-136
[227,] 1.0000000 4.234229e-135 2.117115e-135
[228,] 1.0000000 3.856690e-134 1.928345e-134
[229,] 1.0000000 3.380973e-133 1.690487e-133
[230,] 1.0000000 3.052432e-132 1.526216e-132
[231,] 1.0000000 2.744473e-131 1.372237e-131
[232,] 1.0000000 2.455735e-130 1.227868e-130
[233,] 1.0000000 2.173120e-129 1.086560e-129
[234,] 1.0000000 1.927138e-128 9.635690e-129
[235,] 1.0000000 1.701327e-127 8.506633e-128
[236,] 1.0000000 1.495217e-126 7.476086e-127
[237,] 1.0000000 1.284131e-125 6.420653e-126
[238,] 1.0000000 1.118445e-124 5.592227e-125
[239,] 1.0000000 9.622279e-124 4.811139e-124
[240,] 1.0000000 8.271093e-123 4.135547e-123
[241,] 1.0000000 7.105319e-122 3.552660e-122
[242,] 1.0000000 6.076063e-121 3.038031e-121
[243,] 1.0000000 5.196820e-120 2.598410e-120
[244,] 1.0000000 4.403735e-119 2.201868e-119
[245,] 1.0000000 3.714577e-118 1.857288e-118
[246,] 1.0000000 2.920246e-117 1.460123e-117
[247,] 1.0000000 2.441177e-116 1.220589e-116
[248,] 1.0000000 1.962205e-115 9.811027e-116
[249,] 1.0000000 1.403210e-114 7.016049e-115
[250,] 1.0000000 8.901401e-114 4.450700e-114
[251,] 1.0000000 7.328059e-113 3.664030e-113
[252,] 1.0000000 4.097977e-112 2.048988e-112
[253,] 1.0000000 2.025645e-111 1.012822e-111
[254,] 1.0000000 1.651506e-110 8.257530e-111
[255,] 1.0000000 1.340149e-109 6.700747e-110
[256,] 1.0000000 1.082373e-108 5.411865e-109
[257,] 1.0000000 8.700532e-108 4.350266e-108
[258,] 1.0000000 6.713061e-107 3.356531e-107
[259,] 1.0000000 4.930888e-106 2.465444e-106
[260,] 1.0000000 3.910371e-105 1.955186e-105
[261,] 1.0000000 3.086263e-104 1.543132e-104
[262,] 1.0000000 2.424175e-103 1.212088e-103
[263,] 1.0000000 1.886626e-102 9.433129e-103
[264,] 1.0000000 1.467674e-101 7.338369e-102
[265,] 1.0000000 1.084468e-100 5.422340e-101
[266,] 1.0000000 8.359805e-100 4.179903e-100
[267,] 1.0000000 6.412984e-99 3.206492e-99
[268,] 1.0000000 4.895555e-98 2.447777e-98
[269,] 1.0000000 3.737437e-97 1.868719e-97
[270,] 1.0000000 2.825178e-96 1.412589e-96
[271,] 1.0000000 2.080872e-95 1.040436e-95
[272,] 1.0000000 1.538182e-94 7.690908e-95
[273,] 1.0000000 1.145647e-93 5.728235e-94
[274,] 1.0000000 8.542470e-93 4.271235e-93
[275,] 1.0000000 5.672551e-92 2.836275e-92
[276,] 1.0000000 4.166881e-91 2.083441e-91
[277,] 1.0000000 3.045487e-90 1.522744e-90
[278,] 1.0000000 2.023551e-89 1.011776e-89
[279,] 1.0000000 1.464635e-88 7.323177e-89
[280,] 1.0000000 9.329213e-88 4.664607e-88
[281,] 1.0000000 6.692589e-87 3.346294e-87
[282,] 1.0000000 4.635112e-86 2.317556e-86
[283,] 1.0000000 3.304013e-85 1.652007e-85
[284,] 1.0000000 2.334063e-84 1.167032e-84
[285,] 1.0000000 1.535949e-83 7.679746e-84
[286,] 1.0000000 1.074098e-82 5.370488e-83
[287,] 1.0000000 7.365840e-82 3.682920e-82
[288,] 1.0000000 4.834660e-81 2.417330e-81
[289,] 1.0000000 3.330572e-80 1.665286e-80
[290,] 1.0000000 2.285148e-79 1.142574e-79
[291,] 1.0000000 1.038627e-78 5.193136e-79
[292,] 1.0000000 7.058883e-78 3.529441e-78
[293,] 1.0000000 4.771754e-77 2.385877e-77
[294,] 1.0000000 3.208302e-76 1.604151e-76
[295,] 1.0000000 2.145441e-75 1.072720e-75
[296,] 1.0000000 1.431361e-74 7.156807e-75
[297,] 1.0000000 9.531934e-74 4.765967e-74
[298,] 1.0000000 6.270183e-73 3.135092e-73
[299,] 1.0000000 4.101832e-72 2.050916e-72
[300,] 1.0000000 2.152997e-71 1.076498e-71
[301,] 1.0000000 1.394563e-70 6.972817e-71
[302,] 1.0000000 8.982372e-70 4.491186e-70
[303,] 1.0000000 5.808111e-69 2.904056e-69
[304,] 1.0000000 2.992689e-68 1.496344e-68
[305,] 1.0000000 1.897441e-67 9.487204e-68
[306,] 1.0000000 1.196144e-66 5.980722e-67
[307,] 1.0000000 5.400220e-66 2.700110e-66
[308,] 1.0000000 3.378400e-65 1.689200e-65
[309,] 1.0000000 2.118805e-64 1.059403e-64
[310,] 1.0000000 1.309584e-63 6.547922e-64
[311,] 1.0000000 8.082932e-63 4.041466e-63
[312,] 1.0000000 4.903575e-62 2.451787e-62
[313,] 1.0000000 3.009345e-61 1.504673e-61
[314,] 1.0000000 1.817131e-60 9.085657e-61
[315,] 1.0000000 1.090661e-59 5.453303e-60
[316,] 1.0000000 6.506575e-59 3.253287e-59
[317,] 1.0000000 3.857961e-58 1.928981e-58
[318,] 1.0000000 2.273468e-57 1.136734e-57
[319,] 1.0000000 1.331458e-56 6.657292e-57
[320,] 1.0000000 7.749192e-56 3.874596e-56
[321,] 1.0000000 4.505259e-55 2.252630e-55
[322,] 1.0000000 2.589270e-54 1.294635e-54
[323,] 1.0000000 1.478661e-53 7.393307e-54
[324,] 1.0000000 8.390245e-53 4.195122e-53
[325,] 1.0000000 4.730151e-52 2.365075e-52
[326,] 1.0000000 2.649411e-51 1.324706e-51
[327,] 1.0000000 1.474270e-50 7.371350e-51
[328,] 1.0000000 8.149604e-50 4.074802e-50
[329,] 1.0000000 4.457288e-49 2.228644e-49
[330,] 1.0000000 2.431278e-48 1.215639e-48
[331,] 1.0000000 1.301601e-47 6.508007e-48
[332,] 1.0000000 6.780630e-47 3.390315e-47
[333,] 1.0000000 3.624146e-46 1.812073e-46
[334,] 1.0000000 1.924420e-45 9.622102e-46
[335,] 1.0000000 1.005210e-44 5.026050e-45
[336,] 1.0000000 5.308598e-44 2.654299e-44
[337,] 1.0000000 2.759762e-43 1.379881e-43
[338,] 1.0000000 1.424468e-42 7.122341e-43
[339,] 1.0000000 7.299537e-42 3.649769e-42
[340,] 1.0000000 3.610204e-41 1.805102e-41
[341,] 1.0000000 1.823271e-40 9.116357e-41
[342,] 1.0000000 9.231525e-40 4.615763e-40
[343,] 1.0000000 4.593362e-39 2.296681e-39
[344,] 1.0000000 2.268298e-38 1.134149e-38
[345,] 1.0000000 9.980015e-38 4.990008e-38
[346,] 1.0000000 4.741389e-37 2.370694e-37
[347,] 1.0000000 2.295630e-36 1.147815e-36
[348,] 1.0000000 1.003646e-35 5.018230e-36
[349,] 1.0000000 4.828441e-35 2.414221e-35
[350,] 1.0000000 2.278037e-34 1.139018e-34
[351,] 1.0000000 1.066055e-33 5.330276e-34
[352,] 1.0000000 4.553719e-33 2.276859e-33
[353,] 1.0000000 2.101928e-32 1.050964e-32
[354,] 1.0000000 9.620909e-32 4.810455e-32
[355,] 1.0000000 4.366347e-31 2.183174e-31
[356,] 1.0000000 1.964607e-30 9.823036e-31
[357,] 1.0000000 8.762978e-30 4.381489e-30
[358,] 1.0000000 3.874314e-29 1.937157e-29
[359,] 1.0000000 1.603069e-28 8.015345e-29
[360,] 1.0000000 6.946952e-28 3.473476e-28
[361,] 1.0000000 2.990267e-27 1.495134e-27
[362,] 1.0000000 1.275232e-26 6.376160e-27
[363,] 1.0000000 5.387368e-26 2.693684e-26
[364,] 1.0000000 2.254317e-25 1.127159e-25
[365,] 1.0000000 9.268547e-25 4.634273e-25
[366,] 1.0000000 3.803397e-24 1.901699e-24
[367,] 1.0000000 1.534587e-23 7.672934e-24
[368,] 1.0000000 5.974369e-23 2.987185e-23
[369,] 1.0000000 2.420433e-22 1.210217e-22
[370,] 1.0000000 9.569430e-22 4.784715e-22
[371,] 1.0000000 3.743480e-21 1.871740e-21
[372,] 1.0000000 1.415998e-20 7.079991e-21
[373,] 1.0000000 5.364418e-20 2.682209e-20
[374,] 1.0000000 1.767788e-19 8.838938e-20
[375,] 1.0000000 6.626670e-19 3.313335e-19
[376,] 1.0000000 2.455488e-18 1.227744e-18
[377,] 1.0000000 9.208720e-18 4.604360e-18
[378,] 1.0000000 2.556903e-17 1.278451e-17
[379,] 1.0000000 9.173250e-17 4.586625e-17
[380,] 1.0000000 3.275556e-16 1.637778e-16
[381,] 1.0000000 9.496295e-16 4.748148e-16
[382,] 1.0000000 3.238165e-15 1.619083e-15
[383,] 1.0000000 1.044254e-14 5.221269e-15
[384,] 1.0000000 3.548147e-14 1.774074e-14
[385,] 1.0000000 1.197506e-13 5.987531e-14
[386,] 1.0000000 3.873591e-13 1.936796e-13
[387,] 1.0000000 1.277936e-12 6.389679e-13
[388,] 1.0000000 4.219213e-12 2.109606e-12
[389,] 1.0000000 1.128857e-11 5.644284e-12
[390,] 1.0000000 2.913725e-11 1.456862e-11
[391,] 1.0000000 9.246568e-11 4.623284e-11
[392,] 1.0000000 2.672692e-10 1.336346e-10
[393,] 1.0000000 8.296282e-10 4.148141e-10
[394,] 1.0000000 2.512961e-09 1.256480e-09
[395,] 1.0000000 6.307828e-09 3.153914e-09
[396,] 1.0000000 1.827378e-08 9.136888e-09
[397,] 1.0000000 4.913984e-08 2.456992e-08
[398,] 0.9999999 1.351787e-07 6.758936e-08
[399,] 0.9999998 3.819693e-07 1.909846e-07
[400,] 0.9999995 1.044593e-06 5.222964e-07
[401,] 0.9999986 2.803092e-06 1.401546e-06
[402,] 0.9999964 7.165868e-06 3.582934e-06
[403,] 0.9999915 1.703474e-05 8.517372e-06
[404,] 0.9999790 4.198830e-05 2.099415e-05
[405,] 0.9999478 1.043531e-04 5.217657e-05
[406,] 0.9998743 2.514059e-04 1.257030e-04
[407,] 0.9997566 4.868546e-04 2.434273e-04
[408,] 0.9994801 1.039701e-03 5.198506e-04
[409,] 0.9988298 2.340420e-03 1.170210e-03
[410,] 0.9974321 5.135720e-03 2.567860e-03
[411,] 0.9945544 1.089118e-02 5.445590e-03
[412,] 0.9968680 6.264000e-03 3.132000e-03
[413,] 0.9934089 1.318228e-02 6.591140e-03
[414,] 0.9866991 2.660186e-02 1.330093e-02
[415,] 0.9730619 5.387613e-02 2.693807e-02
[416,] 0.9458862 1.082276e-01 5.411379e-02
[417,] 0.8973830 2.052339e-01 1.026170e-01
[418,] 0.8946866 2.106268e-01 1.053134e-01
[419,] 0.8669784 2.660432e-01 1.330216e-01
[420,] 0.7381347 5.237306e-01 2.618653e-01
> postscript(file="/var/www/html/rcomp/tmp/1u94o1292776847.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2u94o1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3u94o1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/451lr1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/551lr1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 431
Frequency = 1
1 2 3 4 5
1648236.6265 3272557.1864 1449914.2456 -3202441.6159 -306472.6802
6 7 8 9 10
170985.3194 -108217.2881 589083.2217 -254479.3969 825976.3911
11 12 13 14 15
-287924.4257 451697.8127 965035.7419 -1785187.8184 -50143.5541
16 17 18 19 20
415329.6494 -418324.3819 -200864.8609 -98258.1489 -452028.9275
21 22 23 24 25
220819.3585 -156372.3183 -240919.0834 -581452.4551 -241131.5027
26 27 28 29 30
-119687.9114 -389567.8939 -495536.2164 400661.5805 -113105.9396
31 32 33 34 35
244434.6667 -99562.0431 188593.5459 75952.8498 -316001.8832
36 37 38 39 40
-476858.2449 38173.7918 121522.1451 -71645.8983 -210210.5001
41 42 43 44 45
-358469.3656 -346772.0527 7668.7031 -215412.4573 -33841.7800
46 47 48 49 50
-164805.7703 -258147.2548 -228020.8671 -128255.3302 -170601.0133
51 52 53 54 55
54208.5621 -110779.3729 -357673.4597 -45973.7395 -378831.6391
56 57 58 59 60
88939.2340 180007.0604 -37719.3707 -68665.7704 -179870.7956
61 62 63 64 65
-27071.7775 -77690.0305 -47721.2168 -190210.7428 28137.8872
66 67 68 69 70
-329613.2570 -128481.8931 -49503.3358 -95672.7648 -85362.6183
71 72 73 74 75
11712.7166 54411.6589 -138099.5883 -23035.9955 -131683.5891
76 77 78 79 80
-90682.8685 -111077.3551 -70388.3554 30269.2514 -63147.9941
81 82 83 84 85
36477.8202 -53466.5813 -140510.6301 73279.9552 -12286.0828
86 87 88 89 90
-65062.5494 -2878.8896 -45439.9997 -120691.6916 -24839.0575
91 92 93 94 95
-47595.6978 -46924.3576 89605.9993 -283327.7750 116060.1965
96 97 98 99 100
30137.1948 9592.9484 23835.8137 -133438.8033 -21399.4550
101 102 103 104 105
-39983.4421 -112170.8210 -139199.8148 -60403.4993 35284.3028
106 107 108 109 110
-58383.2833 -194687.5444 64241.8476 -222778.6217 -98100.8834
111 112 113 114 115
98772.3113 -185175.7594 -290994.7045 -108525.2304 55228.7979
116 117 118 119 120
57892.7660 -3123.0962 34254.3320 -172281.0248 40957.5862
121 122 123 124 125
-274201.0909 33885.1952 -49144.1036 13080.1196 -66559.4472
126 127 128 129 130
-185453.0194 49765.2608 47049.4861 45619.8171 49765.2608
131 132 133 134 135
49301.9635 81437.3061 49765.2608 46476.6594 34501.0415
136 137 138 139 140
48963.2051 46359.9128 49646.9335 28537.3466 49765.2608
141 142 143 144 145
43075.8186 49765.2608 39734.5074 48753.8031 50642.8853
146 147 148 149 150
56848.8971 49765.2608 48961.9634 43351.9222 48809.6205
151 152 153 154 155
36872.7726 9748.3602 49765.2608 23329.0110 48539.6455
156 157 158 159 160
49765.2608 49765.2608 46035.4602 54780.8507 49765.2608
161 162 163 164 165
49765.2608 49765.2608 49765.2608 44233.3332 28224.4102
166 167 168 169 170
48652.9843 49765.2608 144504.6825 -60397.4378 49765.2608
171 172 173 174 175
49765.2608 45116.1375 49765.2608 44035.6646 49765.2608
176 177 178 179 180
45490.4375 40299.0783 48247.0333 49765.2608 49765.2608
181 182 183 184 185
52245.2282 24682.0535 14720.7228 -16763.4666 47033.8188
186 187 188 189 190
37337.4206 12068.9437 44692.6014 9038.8753 49765.2608
191 192 193 194 195
53140.4873 49765.2608 49635.5572 49765.2608 48656.5636
196 197 198 199 200
49765.2608 -166537.9599 49765.2608 49765.2608 -33567.4220
201 202 203 204 205
49765.2608 49765.2608 49765.2608 64518.0247 -39398.7349
206 207 208 209 210
47255.3927 33581.8193 49765.2608 95146.8541 43493.9149
211 212 213 214 215
49765.2608 49765.2608 50973.9275 19667.3171 29480.4225
216 217 218 219 220
49765.2608 49633.4075 42018.6557 49765.2608 28556.1345
221 222 223 224 225
15856.0419 49765.2608 49744.1669 38689.8273 49208.4194
226 227 228 229 230
43285.5695 48321.6680 49765.2608 22877.9668 49765.2608
231 232 233 234 235
25745.6593 32300.1541 49765.2608 44379.3833 49765.2608
236 237 238 239 240
49566.6682 49765.2608 50035.2557 49765.2608 49765.2608
241 242 243 244 245
49765.2608 51597.8183 49765.2608 51190.2904 -31163.6444
246 247 248 249 250
49765.2608 49765.2608 37032.2737 49765.2608 49765.2608
251 252 253 254 255
52138.7075 49765.2608 26378.9409 -301.1735 -69378.6857
256 257 258 259 260
49765.2608 69570.6637 72524.0547 49765.2608 49765.2608
261 262 263 264 265
49765.2608 49765.2608 26838.1300 51928.5191 49765.2608
266 267 268 269 270
49765.2608 49765.2608 50846.0615 49765.2608 27084.7631
271 272 273 274 275
49765.2608 49765.2608 49765.2608 43061.0610 49765.2608
276 277 278 279 280
45985.4635 42868.2885 49765.2608 -8677.6437 17273.2951
281 282 283 284 285
49765.2608 49765.2608 55080.2168 49765.2608 10174.9519
286 287 288 289 290
49765.2608 35542.3216 47201.3538 49765.2608 51395.3803
291 292 293 294 295
49765.2608 49137.5921 17366.2831 49765.2608 46873.0634
296 297 298 299 300
75538.7758 49765.2608 49765.2608 49765.2608 49765.2608
301 302 303 304 305
47280.2793 35289.5392 49765.2608 49765.2608 65305.8915
306 307 308 309 310
49697.5418 49765.2608 36763.2491 61523.2308 49765.2608
311 312 313 314 315
49765.2608 -3981.4381 49765.2608 43681.0347 49867.5371
316 317 318 319 320
45519.7582 50873.9024 28826.8094 49741.9545 49765.2608
321 322 323 324 325
49765.2608 49765.2608 49765.2608 49765.2608 49765.2608
326 327 328 329 330
46326.9023 49765.2608 49765.2608 49765.2608 49765.2608
331 332 333 334 335
49765.2608 49765.2608 49765.2608 47676.8650 49725.0809
336 337 338 339 340
42334.3075 27547.9792 49765.2608 48746.7393 47944.2524
341 342 343 344 345
24865.1158 49765.2608 49765.2608 49765.2608 35069.0125
346 347 348 349 350
49765.2608 39045.5138 49765.2608 49765.2608 12018.8581
351 352 353 354 355
44525.8661 46674.2156 47053.7408 39502.2969 49765.2608
356 357 358 359 360
49765.2608 -3372.9800 49765.2608 49765.2608 49765.2608
361 362 363 364 365
49733.8769 49765.2608 49765.2608 -839.0367 43541.2133
366 367 368 369 370
49765.2608 49765.2608 49765.2608 49765.2608 44606.1913
371 372 373 374 375
49765.2608 35276.4275 8563.2623 23548.7413 49765.2608
376 377 378 379 380
49765.2608 50624.2381 31043.3424 -2582.7283 49765.2608
381 382 383 384 385
49765.2608 18322.0282 64530.4181 49765.2608 44953.1343
386 387 388 389 390
-117625.6499 51844.4814 32292.3699 46700.0111 24208.3131
391 392 393 394 395
43262.2618 26512.8929 10443.7305 65533.8882 -154544.6629
396 397 398 399 400
17241.5088 -121939.8552 19687.8070 20875.7467 -21190.3368
401 402 403 404 405
13790.7440 37995.0662 26759.2468 -38690.5018 14978.1420
406 407 408 409 410
-3808.9937 29319.2226 26448.0970 23087.8769 -23701.0751
411 412 413 414 415
-18579.0167 -173738.3370 14923.9581 -95164.4269 -71601.5010
416 417 418 419 420
-41813.9198 106108.4219 -8466.1839 -8770.0606 -17684.4585
421 422 423 424 425
-68995.6286 -128258.4356 -374154.7457 -471952.0064 -83710.1953
426 427 428 429 430
-182826.9961 -317360.9697 -1204535.8216 -360179.9541 -274186.4950
431
-888888.2360
> postscript(file="/var/www/html/rcomp/tmp/651lr1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 431
Frequency = 1
lag(myerror, k = 1) myerror
0 1648236.6265 NA
1 3272557.1864 1648236.6265
2 1449914.2456 3272557.1864
3 -3202441.6159 1449914.2456
4 -306472.6802 -3202441.6159
5 170985.3194 -306472.6802
6 -108217.2881 170985.3194
7 589083.2217 -108217.2881
8 -254479.3969 589083.2217
9 825976.3911 -254479.3969
10 -287924.4257 825976.3911
11 451697.8127 -287924.4257
12 965035.7419 451697.8127
13 -1785187.8184 965035.7419
14 -50143.5541 -1785187.8184
15 415329.6494 -50143.5541
16 -418324.3819 415329.6494
17 -200864.8609 -418324.3819
18 -98258.1489 -200864.8609
19 -452028.9275 -98258.1489
20 220819.3585 -452028.9275
21 -156372.3183 220819.3585
22 -240919.0834 -156372.3183
23 -581452.4551 -240919.0834
24 -241131.5027 -581452.4551
25 -119687.9114 -241131.5027
26 -389567.8939 -119687.9114
27 -495536.2164 -389567.8939
28 400661.5805 -495536.2164
29 -113105.9396 400661.5805
30 244434.6667 -113105.9396
31 -99562.0431 244434.6667
32 188593.5459 -99562.0431
33 75952.8498 188593.5459
34 -316001.8832 75952.8498
35 -476858.2449 -316001.8832
36 38173.7918 -476858.2449
37 121522.1451 38173.7918
38 -71645.8983 121522.1451
39 -210210.5001 -71645.8983
40 -358469.3656 -210210.5001
41 -346772.0527 -358469.3656
42 7668.7031 -346772.0527
43 -215412.4573 7668.7031
44 -33841.7800 -215412.4573
45 -164805.7703 -33841.7800
46 -258147.2548 -164805.7703
47 -228020.8671 -258147.2548
48 -128255.3302 -228020.8671
49 -170601.0133 -128255.3302
50 54208.5621 -170601.0133
51 -110779.3729 54208.5621
52 -357673.4597 -110779.3729
53 -45973.7395 -357673.4597
54 -378831.6391 -45973.7395
55 88939.2340 -378831.6391
56 180007.0604 88939.2340
57 -37719.3707 180007.0604
58 -68665.7704 -37719.3707
59 -179870.7956 -68665.7704
60 -27071.7775 -179870.7956
61 -77690.0305 -27071.7775
62 -47721.2168 -77690.0305
63 -190210.7428 -47721.2168
64 28137.8872 -190210.7428
65 -329613.2570 28137.8872
66 -128481.8931 -329613.2570
67 -49503.3358 -128481.8931
68 -95672.7648 -49503.3358
69 -85362.6183 -95672.7648
70 11712.7166 -85362.6183
71 54411.6589 11712.7166
72 -138099.5883 54411.6589
73 -23035.9955 -138099.5883
74 -131683.5891 -23035.9955
75 -90682.8685 -131683.5891
76 -111077.3551 -90682.8685
77 -70388.3554 -111077.3551
78 30269.2514 -70388.3554
79 -63147.9941 30269.2514
80 36477.8202 -63147.9941
81 -53466.5813 36477.8202
82 -140510.6301 -53466.5813
83 73279.9552 -140510.6301
84 -12286.0828 73279.9552
85 -65062.5494 -12286.0828
86 -2878.8896 -65062.5494
87 -45439.9997 -2878.8896
88 -120691.6916 -45439.9997
89 -24839.0575 -120691.6916
90 -47595.6978 -24839.0575
91 -46924.3576 -47595.6978
92 89605.9993 -46924.3576
93 -283327.7750 89605.9993
94 116060.1965 -283327.7750
95 30137.1948 116060.1965
96 9592.9484 30137.1948
97 23835.8137 9592.9484
98 -133438.8033 23835.8137
99 -21399.4550 -133438.8033
100 -39983.4421 -21399.4550
101 -112170.8210 -39983.4421
102 -139199.8148 -112170.8210
103 -60403.4993 -139199.8148
104 35284.3028 -60403.4993
105 -58383.2833 35284.3028
106 -194687.5444 -58383.2833
107 64241.8476 -194687.5444
108 -222778.6217 64241.8476
109 -98100.8834 -222778.6217
110 98772.3113 -98100.8834
111 -185175.7594 98772.3113
112 -290994.7045 -185175.7594
113 -108525.2304 -290994.7045
114 55228.7979 -108525.2304
115 57892.7660 55228.7979
116 -3123.0962 57892.7660
117 34254.3320 -3123.0962
118 -172281.0248 34254.3320
119 40957.5862 -172281.0248
120 -274201.0909 40957.5862
121 33885.1952 -274201.0909
122 -49144.1036 33885.1952
123 13080.1196 -49144.1036
124 -66559.4472 13080.1196
125 -185453.0194 -66559.4472
126 49765.2608 -185453.0194
127 47049.4861 49765.2608
128 45619.8171 47049.4861
129 49765.2608 45619.8171
130 49301.9635 49765.2608
131 81437.3061 49301.9635
132 49765.2608 81437.3061
133 46476.6594 49765.2608
134 34501.0415 46476.6594
135 48963.2051 34501.0415
136 46359.9128 48963.2051
137 49646.9335 46359.9128
138 28537.3466 49646.9335
139 49765.2608 28537.3466
140 43075.8186 49765.2608
141 49765.2608 43075.8186
142 39734.5074 49765.2608
143 48753.8031 39734.5074
144 50642.8853 48753.8031
145 56848.8971 50642.8853
146 49765.2608 56848.8971
147 48961.9634 49765.2608
148 43351.9222 48961.9634
149 48809.6205 43351.9222
150 36872.7726 48809.6205
151 9748.3602 36872.7726
152 49765.2608 9748.3602
153 23329.0110 49765.2608
154 48539.6455 23329.0110
155 49765.2608 48539.6455
156 49765.2608 49765.2608
157 46035.4602 49765.2608
158 54780.8507 46035.4602
159 49765.2608 54780.8507
160 49765.2608 49765.2608
161 49765.2608 49765.2608
162 49765.2608 49765.2608
163 44233.3332 49765.2608
164 28224.4102 44233.3332
165 48652.9843 28224.4102
166 49765.2608 48652.9843
167 144504.6825 49765.2608
168 -60397.4378 144504.6825
169 49765.2608 -60397.4378
170 49765.2608 49765.2608
171 45116.1375 49765.2608
172 49765.2608 45116.1375
173 44035.6646 49765.2608
174 49765.2608 44035.6646
175 45490.4375 49765.2608
176 40299.0783 45490.4375
177 48247.0333 40299.0783
178 49765.2608 48247.0333
179 49765.2608 49765.2608
180 52245.2282 49765.2608
181 24682.0535 52245.2282
182 14720.7228 24682.0535
183 -16763.4666 14720.7228
184 47033.8188 -16763.4666
185 37337.4206 47033.8188
186 12068.9437 37337.4206
187 44692.6014 12068.9437
188 9038.8753 44692.6014
189 49765.2608 9038.8753
190 53140.4873 49765.2608
191 49765.2608 53140.4873
192 49635.5572 49765.2608
193 49765.2608 49635.5572
194 48656.5636 49765.2608
195 49765.2608 48656.5636
196 -166537.9599 49765.2608
197 49765.2608 -166537.9599
198 49765.2608 49765.2608
199 -33567.4220 49765.2608
200 49765.2608 -33567.4220
201 49765.2608 49765.2608
202 49765.2608 49765.2608
203 64518.0247 49765.2608
204 -39398.7349 64518.0247
205 47255.3927 -39398.7349
206 33581.8193 47255.3927
207 49765.2608 33581.8193
208 95146.8541 49765.2608
209 43493.9149 95146.8541
210 49765.2608 43493.9149
211 49765.2608 49765.2608
212 50973.9275 49765.2608
213 19667.3171 50973.9275
214 29480.4225 19667.3171
215 49765.2608 29480.4225
216 49633.4075 49765.2608
217 42018.6557 49633.4075
218 49765.2608 42018.6557
219 28556.1345 49765.2608
220 15856.0419 28556.1345
221 49765.2608 15856.0419
222 49744.1669 49765.2608
223 38689.8273 49744.1669
224 49208.4194 38689.8273
225 43285.5695 49208.4194
226 48321.6680 43285.5695
227 49765.2608 48321.6680
228 22877.9668 49765.2608
229 49765.2608 22877.9668
230 25745.6593 49765.2608
231 32300.1541 25745.6593
232 49765.2608 32300.1541
233 44379.3833 49765.2608
234 49765.2608 44379.3833
235 49566.6682 49765.2608
236 49765.2608 49566.6682
237 50035.2557 49765.2608
238 49765.2608 50035.2557
239 49765.2608 49765.2608
240 49765.2608 49765.2608
241 51597.8183 49765.2608
242 49765.2608 51597.8183
243 51190.2904 49765.2608
244 -31163.6444 51190.2904
245 49765.2608 -31163.6444
246 49765.2608 49765.2608
247 37032.2737 49765.2608
248 49765.2608 37032.2737
249 49765.2608 49765.2608
250 52138.7075 49765.2608
251 49765.2608 52138.7075
252 26378.9409 49765.2608
253 -301.1735 26378.9409
254 -69378.6857 -301.1735
255 49765.2608 -69378.6857
256 69570.6637 49765.2608
257 72524.0547 69570.6637
258 49765.2608 72524.0547
259 49765.2608 49765.2608
260 49765.2608 49765.2608
261 49765.2608 49765.2608
262 26838.1300 49765.2608
263 51928.5191 26838.1300
264 49765.2608 51928.5191
265 49765.2608 49765.2608
266 49765.2608 49765.2608
267 50846.0615 49765.2608
268 49765.2608 50846.0615
269 27084.7631 49765.2608
270 49765.2608 27084.7631
271 49765.2608 49765.2608
272 49765.2608 49765.2608
273 43061.0610 49765.2608
274 49765.2608 43061.0610
275 45985.4635 49765.2608
276 42868.2885 45985.4635
277 49765.2608 42868.2885
278 -8677.6437 49765.2608
279 17273.2951 -8677.6437
280 49765.2608 17273.2951
281 49765.2608 49765.2608
282 55080.2168 49765.2608
283 49765.2608 55080.2168
284 10174.9519 49765.2608
285 49765.2608 10174.9519
286 35542.3216 49765.2608
287 47201.3538 35542.3216
288 49765.2608 47201.3538
289 51395.3803 49765.2608
290 49765.2608 51395.3803
291 49137.5921 49765.2608
292 17366.2831 49137.5921
293 49765.2608 17366.2831
294 46873.0634 49765.2608
295 75538.7758 46873.0634
296 49765.2608 75538.7758
297 49765.2608 49765.2608
298 49765.2608 49765.2608
299 49765.2608 49765.2608
300 47280.2793 49765.2608
301 35289.5392 47280.2793
302 49765.2608 35289.5392
303 49765.2608 49765.2608
304 65305.8915 49765.2608
305 49697.5418 65305.8915
306 49765.2608 49697.5418
307 36763.2491 49765.2608
308 61523.2308 36763.2491
309 49765.2608 61523.2308
310 49765.2608 49765.2608
311 -3981.4381 49765.2608
312 49765.2608 -3981.4381
313 43681.0347 49765.2608
314 49867.5371 43681.0347
315 45519.7582 49867.5371
316 50873.9024 45519.7582
317 28826.8094 50873.9024
318 49741.9545 28826.8094
319 49765.2608 49741.9545
320 49765.2608 49765.2608
321 49765.2608 49765.2608
322 49765.2608 49765.2608
323 49765.2608 49765.2608
324 49765.2608 49765.2608
325 46326.9023 49765.2608
326 49765.2608 46326.9023
327 49765.2608 49765.2608
328 49765.2608 49765.2608
329 49765.2608 49765.2608
330 49765.2608 49765.2608
331 49765.2608 49765.2608
332 49765.2608 49765.2608
333 47676.8650 49765.2608
334 49725.0809 47676.8650
335 42334.3075 49725.0809
336 27547.9792 42334.3075
337 49765.2608 27547.9792
338 48746.7393 49765.2608
339 47944.2524 48746.7393
340 24865.1158 47944.2524
341 49765.2608 24865.1158
342 49765.2608 49765.2608
343 49765.2608 49765.2608
344 35069.0125 49765.2608
345 49765.2608 35069.0125
346 39045.5138 49765.2608
347 49765.2608 39045.5138
348 49765.2608 49765.2608
349 12018.8581 49765.2608
350 44525.8661 12018.8581
351 46674.2156 44525.8661
352 47053.7408 46674.2156
353 39502.2969 47053.7408
354 49765.2608 39502.2969
355 49765.2608 49765.2608
356 -3372.9800 49765.2608
357 49765.2608 -3372.9800
358 49765.2608 49765.2608
359 49765.2608 49765.2608
360 49733.8769 49765.2608
361 49765.2608 49733.8769
362 49765.2608 49765.2608
363 -839.0367 49765.2608
364 43541.2133 -839.0367
365 49765.2608 43541.2133
366 49765.2608 49765.2608
367 49765.2608 49765.2608
368 49765.2608 49765.2608
369 44606.1913 49765.2608
370 49765.2608 44606.1913
371 35276.4275 49765.2608
372 8563.2623 35276.4275
373 23548.7413 8563.2623
374 49765.2608 23548.7413
375 49765.2608 49765.2608
376 50624.2381 49765.2608
377 31043.3424 50624.2381
378 -2582.7283 31043.3424
379 49765.2608 -2582.7283
380 49765.2608 49765.2608
381 18322.0282 49765.2608
382 64530.4181 18322.0282
383 49765.2608 64530.4181
384 44953.1343 49765.2608
385 -117625.6499 44953.1343
386 51844.4814 -117625.6499
387 32292.3699 51844.4814
388 46700.0111 32292.3699
389 24208.3131 46700.0111
390 43262.2618 24208.3131
391 26512.8929 43262.2618
392 10443.7305 26512.8929
393 65533.8882 10443.7305
394 -154544.6629 65533.8882
395 17241.5088 -154544.6629
396 -121939.8552 17241.5088
397 19687.8070 -121939.8552
398 20875.7467 19687.8070
399 -21190.3368 20875.7467
400 13790.7440 -21190.3368
401 37995.0662 13790.7440
402 26759.2468 37995.0662
403 -38690.5018 26759.2468
404 14978.1420 -38690.5018
405 -3808.9937 14978.1420
406 29319.2226 -3808.9937
407 26448.0970 29319.2226
408 23087.8769 26448.0970
409 -23701.0751 23087.8769
410 -18579.0167 -23701.0751
411 -173738.3370 -18579.0167
412 14923.9581 -173738.3370
413 -95164.4269 14923.9581
414 -71601.5010 -95164.4269
415 -41813.9198 -71601.5010
416 106108.4219 -41813.9198
417 -8466.1839 106108.4219
418 -8770.0606 -8466.1839
419 -17684.4585 -8770.0606
420 -68995.6286 -17684.4585
421 -128258.4356 -68995.6286
422 -374154.7457 -128258.4356
423 -471952.0064 -374154.7457
424 -83710.1953 -471952.0064
425 -182826.9961 -83710.1953
426 -317360.9697 -182826.9961
427 -1204535.8216 -317360.9697
428 -360179.9541 -1204535.8216
429 -274186.4950 -360179.9541
430 -888888.2360 -274186.4950
431 NA -888888.2360
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 3272557.1864 1648236.6265
[2,] 1449914.2456 3272557.1864
[3,] -3202441.6159 1449914.2456
[4,] -306472.6802 -3202441.6159
[5,] 170985.3194 -306472.6802
[6,] -108217.2881 170985.3194
[7,] 589083.2217 -108217.2881
[8,] -254479.3969 589083.2217
[9,] 825976.3911 -254479.3969
[10,] -287924.4257 825976.3911
[11,] 451697.8127 -287924.4257
[12,] 965035.7419 451697.8127
[13,] -1785187.8184 965035.7419
[14,] -50143.5541 -1785187.8184
[15,] 415329.6494 -50143.5541
[16,] -418324.3819 415329.6494
[17,] -200864.8609 -418324.3819
[18,] -98258.1489 -200864.8609
[19,] -452028.9275 -98258.1489
[20,] 220819.3585 -452028.9275
[21,] -156372.3183 220819.3585
[22,] -240919.0834 -156372.3183
[23,] -581452.4551 -240919.0834
[24,] -241131.5027 -581452.4551
[25,] -119687.9114 -241131.5027
[26,] -389567.8939 -119687.9114
[27,] -495536.2164 -389567.8939
[28,] 400661.5805 -495536.2164
[29,] -113105.9396 400661.5805
[30,] 244434.6667 -113105.9396
[31,] -99562.0431 244434.6667
[32,] 188593.5459 -99562.0431
[33,] 75952.8498 188593.5459
[34,] -316001.8832 75952.8498
[35,] -476858.2449 -316001.8832
[36,] 38173.7918 -476858.2449
[37,] 121522.1451 38173.7918
[38,] -71645.8983 121522.1451
[39,] -210210.5001 -71645.8983
[40,] -358469.3656 -210210.5001
[41,] -346772.0527 -358469.3656
[42,] 7668.7031 -346772.0527
[43,] -215412.4573 7668.7031
[44,] -33841.7800 -215412.4573
[45,] -164805.7703 -33841.7800
[46,] -258147.2548 -164805.7703
[47,] -228020.8671 -258147.2548
[48,] -128255.3302 -228020.8671
[49,] -170601.0133 -128255.3302
[50,] 54208.5621 -170601.0133
[51,] -110779.3729 54208.5621
[52,] -357673.4597 -110779.3729
[53,] -45973.7395 -357673.4597
[54,] -378831.6391 -45973.7395
[55,] 88939.2340 -378831.6391
[56,] 180007.0604 88939.2340
[57,] -37719.3707 180007.0604
[58,] -68665.7704 -37719.3707
[59,] -179870.7956 -68665.7704
[60,] -27071.7775 -179870.7956
[61,] -77690.0305 -27071.7775
[62,] -47721.2168 -77690.0305
[63,] -190210.7428 -47721.2168
[64,] 28137.8872 -190210.7428
[65,] -329613.2570 28137.8872
[66,] -128481.8931 -329613.2570
[67,] -49503.3358 -128481.8931
[68,] -95672.7648 -49503.3358
[69,] -85362.6183 -95672.7648
[70,] 11712.7166 -85362.6183
[71,] 54411.6589 11712.7166
[72,] -138099.5883 54411.6589
[73,] -23035.9955 -138099.5883
[74,] -131683.5891 -23035.9955
[75,] -90682.8685 -131683.5891
[76,] -111077.3551 -90682.8685
[77,] -70388.3554 -111077.3551
[78,] 30269.2514 -70388.3554
[79,] -63147.9941 30269.2514
[80,] 36477.8202 -63147.9941
[81,] -53466.5813 36477.8202
[82,] -140510.6301 -53466.5813
[83,] 73279.9552 -140510.6301
[84,] -12286.0828 73279.9552
[85,] -65062.5494 -12286.0828
[86,] -2878.8896 -65062.5494
[87,] -45439.9997 -2878.8896
[88,] -120691.6916 -45439.9997
[89,] -24839.0575 -120691.6916
[90,] -47595.6978 -24839.0575
[91,] -46924.3576 -47595.6978
[92,] 89605.9993 -46924.3576
[93,] -283327.7750 89605.9993
[94,] 116060.1965 -283327.7750
[95,] 30137.1948 116060.1965
[96,] 9592.9484 30137.1948
[97,] 23835.8137 9592.9484
[98,] -133438.8033 23835.8137
[99,] -21399.4550 -133438.8033
[100,] -39983.4421 -21399.4550
[101,] -112170.8210 -39983.4421
[102,] -139199.8148 -112170.8210
[103,] -60403.4993 -139199.8148
[104,] 35284.3028 -60403.4993
[105,] -58383.2833 35284.3028
[106,] -194687.5444 -58383.2833
[107,] 64241.8476 -194687.5444
[108,] -222778.6217 64241.8476
[109,] -98100.8834 -222778.6217
[110,] 98772.3113 -98100.8834
[111,] -185175.7594 98772.3113
[112,] -290994.7045 -185175.7594
[113,] -108525.2304 -290994.7045
[114,] 55228.7979 -108525.2304
[115,] 57892.7660 55228.7979
[116,] -3123.0962 57892.7660
[117,] 34254.3320 -3123.0962
[118,] -172281.0248 34254.3320
[119,] 40957.5862 -172281.0248
[120,] -274201.0909 40957.5862
[121,] 33885.1952 -274201.0909
[122,] -49144.1036 33885.1952
[123,] 13080.1196 -49144.1036
[124,] -66559.4472 13080.1196
[125,] -185453.0194 -66559.4472
[126,] 49765.2608 -185453.0194
[127,] 47049.4861 49765.2608
[128,] 45619.8171 47049.4861
[129,] 49765.2608 45619.8171
[130,] 49301.9635 49765.2608
[131,] 81437.3061 49301.9635
[132,] 49765.2608 81437.3061
[133,] 46476.6594 49765.2608
[134,] 34501.0415 46476.6594
[135,] 48963.2051 34501.0415
[136,] 46359.9128 48963.2051
[137,] 49646.9335 46359.9128
[138,] 28537.3466 49646.9335
[139,] 49765.2608 28537.3466
[140,] 43075.8186 49765.2608
[141,] 49765.2608 43075.8186
[142,] 39734.5074 49765.2608
[143,] 48753.8031 39734.5074
[144,] 50642.8853 48753.8031
[145,] 56848.8971 50642.8853
[146,] 49765.2608 56848.8971
[147,] 48961.9634 49765.2608
[148,] 43351.9222 48961.9634
[149,] 48809.6205 43351.9222
[150,] 36872.7726 48809.6205
[151,] 9748.3602 36872.7726
[152,] 49765.2608 9748.3602
[153,] 23329.0110 49765.2608
[154,] 48539.6455 23329.0110
[155,] 49765.2608 48539.6455
[156,] 49765.2608 49765.2608
[157,] 46035.4602 49765.2608
[158,] 54780.8507 46035.4602
[159,] 49765.2608 54780.8507
[160,] 49765.2608 49765.2608
[161,] 49765.2608 49765.2608
[162,] 49765.2608 49765.2608
[163,] 44233.3332 49765.2608
[164,] 28224.4102 44233.3332
[165,] 48652.9843 28224.4102
[166,] 49765.2608 48652.9843
[167,] 144504.6825 49765.2608
[168,] -60397.4378 144504.6825
[169,] 49765.2608 -60397.4378
[170,] 49765.2608 49765.2608
[171,] 45116.1375 49765.2608
[172,] 49765.2608 45116.1375
[173,] 44035.6646 49765.2608
[174,] 49765.2608 44035.6646
[175,] 45490.4375 49765.2608
[176,] 40299.0783 45490.4375
[177,] 48247.0333 40299.0783
[178,] 49765.2608 48247.0333
[179,] 49765.2608 49765.2608
[180,] 52245.2282 49765.2608
[181,] 24682.0535 52245.2282
[182,] 14720.7228 24682.0535
[183,] -16763.4666 14720.7228
[184,] 47033.8188 -16763.4666
[185,] 37337.4206 47033.8188
[186,] 12068.9437 37337.4206
[187,] 44692.6014 12068.9437
[188,] 9038.8753 44692.6014
[189,] 49765.2608 9038.8753
[190,] 53140.4873 49765.2608
[191,] 49765.2608 53140.4873
[192,] 49635.5572 49765.2608
[193,] 49765.2608 49635.5572
[194,] 48656.5636 49765.2608
[195,] 49765.2608 48656.5636
[196,] -166537.9599 49765.2608
[197,] 49765.2608 -166537.9599
[198,] 49765.2608 49765.2608
[199,] -33567.4220 49765.2608
[200,] 49765.2608 -33567.4220
[201,] 49765.2608 49765.2608
[202,] 49765.2608 49765.2608
[203,] 64518.0247 49765.2608
[204,] -39398.7349 64518.0247
[205,] 47255.3927 -39398.7349
[206,] 33581.8193 47255.3927
[207,] 49765.2608 33581.8193
[208,] 95146.8541 49765.2608
[209,] 43493.9149 95146.8541
[210,] 49765.2608 43493.9149
[211,] 49765.2608 49765.2608
[212,] 50973.9275 49765.2608
[213,] 19667.3171 50973.9275
[214,] 29480.4225 19667.3171
[215,] 49765.2608 29480.4225
[216,] 49633.4075 49765.2608
[217,] 42018.6557 49633.4075
[218,] 49765.2608 42018.6557
[219,] 28556.1345 49765.2608
[220,] 15856.0419 28556.1345
[221,] 49765.2608 15856.0419
[222,] 49744.1669 49765.2608
[223,] 38689.8273 49744.1669
[224,] 49208.4194 38689.8273
[225,] 43285.5695 49208.4194
[226,] 48321.6680 43285.5695
[227,] 49765.2608 48321.6680
[228,] 22877.9668 49765.2608
[229,] 49765.2608 22877.9668
[230,] 25745.6593 49765.2608
[231,] 32300.1541 25745.6593
[232,] 49765.2608 32300.1541
[233,] 44379.3833 49765.2608
[234,] 49765.2608 44379.3833
[235,] 49566.6682 49765.2608
[236,] 49765.2608 49566.6682
[237,] 50035.2557 49765.2608
[238,] 49765.2608 50035.2557
[239,] 49765.2608 49765.2608
[240,] 49765.2608 49765.2608
[241,] 51597.8183 49765.2608
[242,] 49765.2608 51597.8183
[243,] 51190.2904 49765.2608
[244,] -31163.6444 51190.2904
[245,] 49765.2608 -31163.6444
[246,] 49765.2608 49765.2608
[247,] 37032.2737 49765.2608
[248,] 49765.2608 37032.2737
[249,] 49765.2608 49765.2608
[250,] 52138.7075 49765.2608
[251,] 49765.2608 52138.7075
[252,] 26378.9409 49765.2608
[253,] -301.1735 26378.9409
[254,] -69378.6857 -301.1735
[255,] 49765.2608 -69378.6857
[256,] 69570.6637 49765.2608
[257,] 72524.0547 69570.6637
[258,] 49765.2608 72524.0547
[259,] 49765.2608 49765.2608
[260,] 49765.2608 49765.2608
[261,] 49765.2608 49765.2608
[262,] 26838.1300 49765.2608
[263,] 51928.5191 26838.1300
[264,] 49765.2608 51928.5191
[265,] 49765.2608 49765.2608
[266,] 49765.2608 49765.2608
[267,] 50846.0615 49765.2608
[268,] 49765.2608 50846.0615
[269,] 27084.7631 49765.2608
[270,] 49765.2608 27084.7631
[271,] 49765.2608 49765.2608
[272,] 49765.2608 49765.2608
[273,] 43061.0610 49765.2608
[274,] 49765.2608 43061.0610
[275,] 45985.4635 49765.2608
[276,] 42868.2885 45985.4635
[277,] 49765.2608 42868.2885
[278,] -8677.6437 49765.2608
[279,] 17273.2951 -8677.6437
[280,] 49765.2608 17273.2951
[281,] 49765.2608 49765.2608
[282,] 55080.2168 49765.2608
[283,] 49765.2608 55080.2168
[284,] 10174.9519 49765.2608
[285,] 49765.2608 10174.9519
[286,] 35542.3216 49765.2608
[287,] 47201.3538 35542.3216
[288,] 49765.2608 47201.3538
[289,] 51395.3803 49765.2608
[290,] 49765.2608 51395.3803
[291,] 49137.5921 49765.2608
[292,] 17366.2831 49137.5921
[293,] 49765.2608 17366.2831
[294,] 46873.0634 49765.2608
[295,] 75538.7758 46873.0634
[296,] 49765.2608 75538.7758
[297,] 49765.2608 49765.2608
[298,] 49765.2608 49765.2608
[299,] 49765.2608 49765.2608
[300,] 47280.2793 49765.2608
[301,] 35289.5392 47280.2793
[302,] 49765.2608 35289.5392
[303,] 49765.2608 49765.2608
[304,] 65305.8915 49765.2608
[305,] 49697.5418 65305.8915
[306,] 49765.2608 49697.5418
[307,] 36763.2491 49765.2608
[308,] 61523.2308 36763.2491
[309,] 49765.2608 61523.2308
[310,] 49765.2608 49765.2608
[311,] -3981.4381 49765.2608
[312,] 49765.2608 -3981.4381
[313,] 43681.0347 49765.2608
[314,] 49867.5371 43681.0347
[315,] 45519.7582 49867.5371
[316,] 50873.9024 45519.7582
[317,] 28826.8094 50873.9024
[318,] 49741.9545 28826.8094
[319,] 49765.2608 49741.9545
[320,] 49765.2608 49765.2608
[321,] 49765.2608 49765.2608
[322,] 49765.2608 49765.2608
[323,] 49765.2608 49765.2608
[324,] 49765.2608 49765.2608
[325,] 46326.9023 49765.2608
[326,] 49765.2608 46326.9023
[327,] 49765.2608 49765.2608
[328,] 49765.2608 49765.2608
[329,] 49765.2608 49765.2608
[330,] 49765.2608 49765.2608
[331,] 49765.2608 49765.2608
[332,] 49765.2608 49765.2608
[333,] 47676.8650 49765.2608
[334,] 49725.0809 47676.8650
[335,] 42334.3075 49725.0809
[336,] 27547.9792 42334.3075
[337,] 49765.2608 27547.9792
[338,] 48746.7393 49765.2608
[339,] 47944.2524 48746.7393
[340,] 24865.1158 47944.2524
[341,] 49765.2608 24865.1158
[342,] 49765.2608 49765.2608
[343,] 49765.2608 49765.2608
[344,] 35069.0125 49765.2608
[345,] 49765.2608 35069.0125
[346,] 39045.5138 49765.2608
[347,] 49765.2608 39045.5138
[348,] 49765.2608 49765.2608
[349,] 12018.8581 49765.2608
[350,] 44525.8661 12018.8581
[351,] 46674.2156 44525.8661
[352,] 47053.7408 46674.2156
[353,] 39502.2969 47053.7408
[354,] 49765.2608 39502.2969
[355,] 49765.2608 49765.2608
[356,] -3372.9800 49765.2608
[357,] 49765.2608 -3372.9800
[358,] 49765.2608 49765.2608
[359,] 49765.2608 49765.2608
[360,] 49733.8769 49765.2608
[361,] 49765.2608 49733.8769
[362,] 49765.2608 49765.2608
[363,] -839.0367 49765.2608
[364,] 43541.2133 -839.0367
[365,] 49765.2608 43541.2133
[366,] 49765.2608 49765.2608
[367,] 49765.2608 49765.2608
[368,] 49765.2608 49765.2608
[369,] 44606.1913 49765.2608
[370,] 49765.2608 44606.1913
[371,] 35276.4275 49765.2608
[372,] 8563.2623 35276.4275
[373,] 23548.7413 8563.2623
[374,] 49765.2608 23548.7413
[375,] 49765.2608 49765.2608
[376,] 50624.2381 49765.2608
[377,] 31043.3424 50624.2381
[378,] -2582.7283 31043.3424
[379,] 49765.2608 -2582.7283
[380,] 49765.2608 49765.2608
[381,] 18322.0282 49765.2608
[382,] 64530.4181 18322.0282
[383,] 49765.2608 64530.4181
[384,] 44953.1343 49765.2608
[385,] -117625.6499 44953.1343
[386,] 51844.4814 -117625.6499
[387,] 32292.3699 51844.4814
[388,] 46700.0111 32292.3699
[389,] 24208.3131 46700.0111
[390,] 43262.2618 24208.3131
[391,] 26512.8929 43262.2618
[392,] 10443.7305 26512.8929
[393,] 65533.8882 10443.7305
[394,] -154544.6629 65533.8882
[395,] 17241.5088 -154544.6629
[396,] -121939.8552 17241.5088
[397,] 19687.8070 -121939.8552
[398,] 20875.7467 19687.8070
[399,] -21190.3368 20875.7467
[400,] 13790.7440 -21190.3368
[401,] 37995.0662 13790.7440
[402,] 26759.2468 37995.0662
[403,] -38690.5018 26759.2468
[404,] 14978.1420 -38690.5018
[405,] -3808.9937 14978.1420
[406,] 29319.2226 -3808.9937
[407,] 26448.0970 29319.2226
[408,] 23087.8769 26448.0970
[409,] -23701.0751 23087.8769
[410,] -18579.0167 -23701.0751
[411,] -173738.3370 -18579.0167
[412,] 14923.9581 -173738.3370
[413,] -95164.4269 14923.9581
[414,] -71601.5010 -95164.4269
[415,] -41813.9198 -71601.5010
[416,] 106108.4219 -41813.9198
[417,] -8466.1839 106108.4219
[418,] -8770.0606 -8466.1839
[419,] -17684.4585 -8770.0606
[420,] -68995.6286 -17684.4585
[421,] -128258.4356 -68995.6286
[422,] -374154.7457 -128258.4356
[423,] -471952.0064 -374154.7457
[424,] -83710.1953 -471952.0064
[425,] -182826.9961 -83710.1953
[426,] -317360.9697 -182826.9961
[427,] -1204535.8216 -317360.9697
[428,] -360179.9541 -1204535.8216
[429,] -274186.4950 -360179.9541
[430,] -888888.2360 -274186.4950
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 3272557.1864 1648236.6265
2 1449914.2456 3272557.1864
3 -3202441.6159 1449914.2456
4 -306472.6802 -3202441.6159
5 170985.3194 -306472.6802
6 -108217.2881 170985.3194
7 589083.2217 -108217.2881
8 -254479.3969 589083.2217
9 825976.3911 -254479.3969
10 -287924.4257 825976.3911
11 451697.8127 -287924.4257
12 965035.7419 451697.8127
13 -1785187.8184 965035.7419
14 -50143.5541 -1785187.8184
15 415329.6494 -50143.5541
16 -418324.3819 415329.6494
17 -200864.8609 -418324.3819
18 -98258.1489 -200864.8609
19 -452028.9275 -98258.1489
20 220819.3585 -452028.9275
21 -156372.3183 220819.3585
22 -240919.0834 -156372.3183
23 -581452.4551 -240919.0834
24 -241131.5027 -581452.4551
25 -119687.9114 -241131.5027
26 -389567.8939 -119687.9114
27 -495536.2164 -389567.8939
28 400661.5805 -495536.2164
29 -113105.9396 400661.5805
30 244434.6667 -113105.9396
31 -99562.0431 244434.6667
32 188593.5459 -99562.0431
33 75952.8498 188593.5459
34 -316001.8832 75952.8498
35 -476858.2449 -316001.8832
36 38173.7918 -476858.2449
37 121522.1451 38173.7918
38 -71645.8983 121522.1451
39 -210210.5001 -71645.8983
40 -358469.3656 -210210.5001
41 -346772.0527 -358469.3656
42 7668.7031 -346772.0527
43 -215412.4573 7668.7031
44 -33841.7800 -215412.4573
45 -164805.7703 -33841.7800
46 -258147.2548 -164805.7703
47 -228020.8671 -258147.2548
48 -128255.3302 -228020.8671
49 -170601.0133 -128255.3302
50 54208.5621 -170601.0133
51 -110779.3729 54208.5621
52 -357673.4597 -110779.3729
53 -45973.7395 -357673.4597
54 -378831.6391 -45973.7395
55 88939.2340 -378831.6391
56 180007.0604 88939.2340
57 -37719.3707 180007.0604
58 -68665.7704 -37719.3707
59 -179870.7956 -68665.7704
60 -27071.7775 -179870.7956
61 -77690.0305 -27071.7775
62 -47721.2168 -77690.0305
63 -190210.7428 -47721.2168
64 28137.8872 -190210.7428
65 -329613.2570 28137.8872
66 -128481.8931 -329613.2570
67 -49503.3358 -128481.8931
68 -95672.7648 -49503.3358
69 -85362.6183 -95672.7648
70 11712.7166 -85362.6183
71 54411.6589 11712.7166
72 -138099.5883 54411.6589
73 -23035.9955 -138099.5883
74 -131683.5891 -23035.9955
75 -90682.8685 -131683.5891
76 -111077.3551 -90682.8685
77 -70388.3554 -111077.3551
78 30269.2514 -70388.3554
79 -63147.9941 30269.2514
80 36477.8202 -63147.9941
81 -53466.5813 36477.8202
82 -140510.6301 -53466.5813
83 73279.9552 -140510.6301
84 -12286.0828 73279.9552
85 -65062.5494 -12286.0828
86 -2878.8896 -65062.5494
87 -45439.9997 -2878.8896
88 -120691.6916 -45439.9997
89 -24839.0575 -120691.6916
90 -47595.6978 -24839.0575
91 -46924.3576 -47595.6978
92 89605.9993 -46924.3576
93 -283327.7750 89605.9993
94 116060.1965 -283327.7750
95 30137.1948 116060.1965
96 9592.9484 30137.1948
97 23835.8137 9592.9484
98 -133438.8033 23835.8137
99 -21399.4550 -133438.8033
100 -39983.4421 -21399.4550
101 -112170.8210 -39983.4421
102 -139199.8148 -112170.8210
103 -60403.4993 -139199.8148
104 35284.3028 -60403.4993
105 -58383.2833 35284.3028
106 -194687.5444 -58383.2833
107 64241.8476 -194687.5444
108 -222778.6217 64241.8476
109 -98100.8834 -222778.6217
110 98772.3113 -98100.8834
111 -185175.7594 98772.3113
112 -290994.7045 -185175.7594
113 -108525.2304 -290994.7045
114 55228.7979 -108525.2304
115 57892.7660 55228.7979
116 -3123.0962 57892.7660
117 34254.3320 -3123.0962
118 -172281.0248 34254.3320
119 40957.5862 -172281.0248
120 -274201.0909 40957.5862
121 33885.1952 -274201.0909
122 -49144.1036 33885.1952
123 13080.1196 -49144.1036
124 -66559.4472 13080.1196
125 -185453.0194 -66559.4472
126 49765.2608 -185453.0194
127 47049.4861 49765.2608
128 45619.8171 47049.4861
129 49765.2608 45619.8171
130 49301.9635 49765.2608
131 81437.3061 49301.9635
132 49765.2608 81437.3061
133 46476.6594 49765.2608
134 34501.0415 46476.6594
135 48963.2051 34501.0415
136 46359.9128 48963.2051
137 49646.9335 46359.9128
138 28537.3466 49646.9335
139 49765.2608 28537.3466
140 43075.8186 49765.2608
141 49765.2608 43075.8186
142 39734.5074 49765.2608
143 48753.8031 39734.5074
144 50642.8853 48753.8031
145 56848.8971 50642.8853
146 49765.2608 56848.8971
147 48961.9634 49765.2608
148 43351.9222 48961.9634
149 48809.6205 43351.9222
150 36872.7726 48809.6205
151 9748.3602 36872.7726
152 49765.2608 9748.3602
153 23329.0110 49765.2608
154 48539.6455 23329.0110
155 49765.2608 48539.6455
156 49765.2608 49765.2608
157 46035.4602 49765.2608
158 54780.8507 46035.4602
159 49765.2608 54780.8507
160 49765.2608 49765.2608
161 49765.2608 49765.2608
162 49765.2608 49765.2608
163 44233.3332 49765.2608
164 28224.4102 44233.3332
165 48652.9843 28224.4102
166 49765.2608 48652.9843
167 144504.6825 49765.2608
168 -60397.4378 144504.6825
169 49765.2608 -60397.4378
170 49765.2608 49765.2608
171 45116.1375 49765.2608
172 49765.2608 45116.1375
173 44035.6646 49765.2608
174 49765.2608 44035.6646
175 45490.4375 49765.2608
176 40299.0783 45490.4375
177 48247.0333 40299.0783
178 49765.2608 48247.0333
179 49765.2608 49765.2608
180 52245.2282 49765.2608
181 24682.0535 52245.2282
182 14720.7228 24682.0535
183 -16763.4666 14720.7228
184 47033.8188 -16763.4666
185 37337.4206 47033.8188
186 12068.9437 37337.4206
187 44692.6014 12068.9437
188 9038.8753 44692.6014
189 49765.2608 9038.8753
190 53140.4873 49765.2608
191 49765.2608 53140.4873
192 49635.5572 49765.2608
193 49765.2608 49635.5572
194 48656.5636 49765.2608
195 49765.2608 48656.5636
196 -166537.9599 49765.2608
197 49765.2608 -166537.9599
198 49765.2608 49765.2608
199 -33567.4220 49765.2608
200 49765.2608 -33567.4220
201 49765.2608 49765.2608
202 49765.2608 49765.2608
203 64518.0247 49765.2608
204 -39398.7349 64518.0247
205 47255.3927 -39398.7349
206 33581.8193 47255.3927
207 49765.2608 33581.8193
208 95146.8541 49765.2608
209 43493.9149 95146.8541
210 49765.2608 43493.9149
211 49765.2608 49765.2608
212 50973.9275 49765.2608
213 19667.3171 50973.9275
214 29480.4225 19667.3171
215 49765.2608 29480.4225
216 49633.4075 49765.2608
217 42018.6557 49633.4075
218 49765.2608 42018.6557
219 28556.1345 49765.2608
220 15856.0419 28556.1345
221 49765.2608 15856.0419
222 49744.1669 49765.2608
223 38689.8273 49744.1669
224 49208.4194 38689.8273
225 43285.5695 49208.4194
226 48321.6680 43285.5695
227 49765.2608 48321.6680
228 22877.9668 49765.2608
229 49765.2608 22877.9668
230 25745.6593 49765.2608
231 32300.1541 25745.6593
232 49765.2608 32300.1541
233 44379.3833 49765.2608
234 49765.2608 44379.3833
235 49566.6682 49765.2608
236 49765.2608 49566.6682
237 50035.2557 49765.2608
238 49765.2608 50035.2557
239 49765.2608 49765.2608
240 49765.2608 49765.2608
241 51597.8183 49765.2608
242 49765.2608 51597.8183
243 51190.2904 49765.2608
244 -31163.6444 51190.2904
245 49765.2608 -31163.6444
246 49765.2608 49765.2608
247 37032.2737 49765.2608
248 49765.2608 37032.2737
249 49765.2608 49765.2608
250 52138.7075 49765.2608
251 49765.2608 52138.7075
252 26378.9409 49765.2608
253 -301.1735 26378.9409
254 -69378.6857 -301.1735
255 49765.2608 -69378.6857
256 69570.6637 49765.2608
257 72524.0547 69570.6637
258 49765.2608 72524.0547
259 49765.2608 49765.2608
260 49765.2608 49765.2608
261 49765.2608 49765.2608
262 26838.1300 49765.2608
263 51928.5191 26838.1300
264 49765.2608 51928.5191
265 49765.2608 49765.2608
266 49765.2608 49765.2608
267 50846.0615 49765.2608
268 49765.2608 50846.0615
269 27084.7631 49765.2608
270 49765.2608 27084.7631
271 49765.2608 49765.2608
272 49765.2608 49765.2608
273 43061.0610 49765.2608
274 49765.2608 43061.0610
275 45985.4635 49765.2608
276 42868.2885 45985.4635
277 49765.2608 42868.2885
278 -8677.6437 49765.2608
279 17273.2951 -8677.6437
280 49765.2608 17273.2951
281 49765.2608 49765.2608
282 55080.2168 49765.2608
283 49765.2608 55080.2168
284 10174.9519 49765.2608
285 49765.2608 10174.9519
286 35542.3216 49765.2608
287 47201.3538 35542.3216
288 49765.2608 47201.3538
289 51395.3803 49765.2608
290 49765.2608 51395.3803
291 49137.5921 49765.2608
292 17366.2831 49137.5921
293 49765.2608 17366.2831
294 46873.0634 49765.2608
295 75538.7758 46873.0634
296 49765.2608 75538.7758
297 49765.2608 49765.2608
298 49765.2608 49765.2608
299 49765.2608 49765.2608
300 47280.2793 49765.2608
301 35289.5392 47280.2793
302 49765.2608 35289.5392
303 49765.2608 49765.2608
304 65305.8915 49765.2608
305 49697.5418 65305.8915
306 49765.2608 49697.5418
307 36763.2491 49765.2608
308 61523.2308 36763.2491
309 49765.2608 61523.2308
310 49765.2608 49765.2608
311 -3981.4381 49765.2608
312 49765.2608 -3981.4381
313 43681.0347 49765.2608
314 49867.5371 43681.0347
315 45519.7582 49867.5371
316 50873.9024 45519.7582
317 28826.8094 50873.9024
318 49741.9545 28826.8094
319 49765.2608 49741.9545
320 49765.2608 49765.2608
321 49765.2608 49765.2608
322 49765.2608 49765.2608
323 49765.2608 49765.2608
324 49765.2608 49765.2608
325 46326.9023 49765.2608
326 49765.2608 46326.9023
327 49765.2608 49765.2608
328 49765.2608 49765.2608
329 49765.2608 49765.2608
330 49765.2608 49765.2608
331 49765.2608 49765.2608
332 49765.2608 49765.2608
333 47676.8650 49765.2608
334 49725.0809 47676.8650
335 42334.3075 49725.0809
336 27547.9792 42334.3075
337 49765.2608 27547.9792
338 48746.7393 49765.2608
339 47944.2524 48746.7393
340 24865.1158 47944.2524
341 49765.2608 24865.1158
342 49765.2608 49765.2608
343 49765.2608 49765.2608
344 35069.0125 49765.2608
345 49765.2608 35069.0125
346 39045.5138 49765.2608
347 49765.2608 39045.5138
348 49765.2608 49765.2608
349 12018.8581 49765.2608
350 44525.8661 12018.8581
351 46674.2156 44525.8661
352 47053.7408 46674.2156
353 39502.2969 47053.7408
354 49765.2608 39502.2969
355 49765.2608 49765.2608
356 -3372.9800 49765.2608
357 49765.2608 -3372.9800
358 49765.2608 49765.2608
359 49765.2608 49765.2608
360 49733.8769 49765.2608
361 49765.2608 49733.8769
362 49765.2608 49765.2608
363 -839.0367 49765.2608
364 43541.2133 -839.0367
365 49765.2608 43541.2133
366 49765.2608 49765.2608
367 49765.2608 49765.2608
368 49765.2608 49765.2608
369 44606.1913 49765.2608
370 49765.2608 44606.1913
371 35276.4275 49765.2608
372 8563.2623 35276.4275
373 23548.7413 8563.2623
374 49765.2608 23548.7413
375 49765.2608 49765.2608
376 50624.2381 49765.2608
377 31043.3424 50624.2381
378 -2582.7283 31043.3424
379 49765.2608 -2582.7283
380 49765.2608 49765.2608
381 18322.0282 49765.2608
382 64530.4181 18322.0282
383 49765.2608 64530.4181
384 44953.1343 49765.2608
385 -117625.6499 44953.1343
386 51844.4814 -117625.6499
387 32292.3699 51844.4814
388 46700.0111 32292.3699
389 24208.3131 46700.0111
390 43262.2618 24208.3131
391 26512.8929 43262.2618
392 10443.7305 26512.8929
393 65533.8882 10443.7305
394 -154544.6629 65533.8882
395 17241.5088 -154544.6629
396 -121939.8552 17241.5088
397 19687.8070 -121939.8552
398 20875.7467 19687.8070
399 -21190.3368 20875.7467
400 13790.7440 -21190.3368
401 37995.0662 13790.7440
402 26759.2468 37995.0662
403 -38690.5018 26759.2468
404 14978.1420 -38690.5018
405 -3808.9937 14978.1420
406 29319.2226 -3808.9937
407 26448.0970 29319.2226
408 23087.8769 26448.0970
409 -23701.0751 23087.8769
410 -18579.0167 -23701.0751
411 -173738.3370 -18579.0167
412 14923.9581 -173738.3370
413 -95164.4269 14923.9581
414 -71601.5010 -95164.4269
415 -41813.9198 -71601.5010
416 106108.4219 -41813.9198
417 -8466.1839 106108.4219
418 -8770.0606 -8466.1839
419 -17684.4585 -8770.0606
420 -68995.6286 -17684.4585
421 -128258.4356 -68995.6286
422 -374154.7457 -128258.4356
423 -471952.0064 -374154.7457
424 -83710.1953 -471952.0064
425 -182826.9961 -83710.1953
426 -317360.9697 -182826.9961
427 -1204535.8216 -317360.9697
428 -360179.9541 -1204535.8216
429 -274186.4950 -360179.9541
430 -888888.2360 -274186.4950
> 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/7ya3c1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/8ya3c1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/98jkx1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/108jkx1292776847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11c2031292776847.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/12fkzr1292776847.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/134lwk1292776847.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/14xcd51292776847.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/150vub1292776847.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/16w59k1292776847.tab")
+ }
>
> try(system("convert tmp/1u94o1292776847.ps tmp/1u94o1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/2u94o1292776847.ps tmp/2u94o1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/3u94o1292776847.ps tmp/3u94o1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/451lr1292776847.ps tmp/451lr1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/551lr1292776847.ps tmp/551lr1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/651lr1292776847.ps tmp/651lr1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/7ya3c1292776847.ps tmp/7ya3c1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/8ya3c1292776847.ps tmp/8ya3c1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/98jkx1292776847.ps tmp/98jkx1292776847.png",intern=TRUE))
character(0)
> try(system("convert tmp/108jkx1292776847.ps tmp/108jkx1292776847.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
11.371 2.217 25.435