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.
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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(40.7819
+ ,39.5915
+ ,38.8859
+ ,39.9068
+ ,41.47
+ ,41.5613
+ ,41.6005
+ ,41.4113
+ ,41.84
+ ,42.2892
+ ,43.1521
+ ,43.5998
+ ,43.116
+ ,42.4185
+ ,42.3687
+ ,42.2975
+ ,42.8528
+ ,43.535
+ ,44.7265
+ ,45.7293
+ ,45.7585
+ ,46.1685
+ ,46.5075
+ ,46.527
+ ,46.601
+ ,46.4607
+ ,46.7135
+ ,46.4113
+ ,45.55
+ ,44.6081
+ ,44.4395
+ ,44.9847
+ ,45.7558
+ ,45.3942
+ ,45.697
+ ,45.5664
+ ,46.0205
+ ,45.9195
+ ,45.8005
+ ,45.535
+ ,45.4977
+ ,45.5782
+ ,45.7697
+ ,45.2445
+ ,45.0615
+ ,45.2865
+ ,44.791
+ ,44.7625
+ ,44.7644
+ ,44.9973
+ ,44.7265
+ ,45.1465
+ ,44.7465
+ ,45.1795
+ ,45.6515
+ ,45.492
+ ,45.2775
+ ,45.2115
+ ,45.411
+ ,45.4005
+ ,44.7692
+ ,44.8913
+ ,45.032
+ ,44.879
+ ,44.833
+ ,44.8257
+ ,44.7815
+ ,44.479
+ ,44.6317
+ ,44.5043
+ ,44.3217
+ ,44.1005
+ ,44.047
+ ,43.6835
+ ,43.7864
+ ,44.1807
+ ,43.9595
+ ,43.937
+ ,43.991
+ ,43.865
+ ,43.671
+ ,43.93
+ ,43.863
+ ,43.7095
+ ,43.9435
+ ,43.736
+ ,43.6295
+ ,43.598
+ ,43.8726
+ ,43.8935
+ ,43.5957
+ ,43.7155
+ ,43.528
+ ,43.3415
+ ,43.3374
+ ,43.332
+ ,43.3869
+ ,43.5016
+ ,43.4875
+ ,43.6023
+ ,43.3886
+ ,43.3105
+ ,43.4455
+ ,43.5185
+ ,43.5755
+ ,43.6217
+ ,43.644
+ ,43.5789
+ ,43.5215
+ ,43.5033
+ ,43.632
+ ,43.263
+ ,43.3717
+ ,43.2745
+ ,43.2647
+ ,43.324
+ ,43.4455
+ ,43.4098
+ ,43.41
+ ,43.93
+ ,43.8104
+ ,43.54
+ ,43.858
+ ,43.8375
+ ,43.881
+ ,43.887
+ ,43.8009
+ ,43.7877
+ ,43.811
+ ,44.0625
+ ,44.125
+ ,44.52
+ ,45.4005
+ ,45.89
+ ,45.189
+ ,44.9035
+ ,44.9351
+ ,44.801
+ ,43.98
+ ,44.11
+ ,44.2661
+ ,44.361
+ ,44.099
+ ,43.8435
+ ,43.8914
+ ,44.217
+ ,44.506
+ ,44.54
+ ,44.4465
+ ,44.842
+ ,44.8946
+ ,44.951
+ ,45.445
+ ,45.0035
+ ,45.769
+ ,46.09
+ ,45.412
+ ,45.12
+ ,45.48
+ ,45.105
+ ,45.056
+ ,45.22
+ ,45.39
+ ,45.041
+ ,44.9399
+ ,44.9315
+ ,45.1935
+ ,45.3466
+ ,45.4645
+ ,45.5685
+ ,45.3921
+ ,45.34
+ ,45.1308
+ ,45.1005
+ ,45.37
+ ,45.2
+ ,44.9614
+ ,44.8015
+ ,44.9152
+ ,45.095
+ ,44.9271
+ ,44.6026
+ ,44.5
+ ,44.54
+ ,44.5532
+ ,44.407
+ ,44.259
+ ,44.1365
+ ,44.112
+ ,43.8814
+ ,43.98
+ ,43.7294
+ ,43.9119
+ ,43.955
+ ,43.9
+ ,43.7065
+ ,43.6939
+ ,43.6587
+ ,43.5885
+ ,43.8885
+ ,43.8216
+ ,43.751
+ ,43.699
+ ,43.7425
+ ,43.639
+ ,43.589
+ ,43.606
+ ,43.5325
+ ,43.385
+ ,43.3745
+ ,43.236
+ ,43.1957
+ ,43.01
+ ,43.1401
+ ,43.0487
+ ,43.1972
+ ,43.2461
+ ,43.0866
+ ,43.0865
+ ,43.0194
+ ,43.08
+ ,43.007
+ ,42.9278
+ ,42.9545
+ ,42.7995
+ ,42.9048
+ ,42.9468
+ ,43.08
+ ,43.1274
+ ,43.1625
+ ,43.45
+ ,43.831
+ ,43.7769
+ ,43.98
+ ,43.92
+ ,44.11
+ ,44.03
+ ,44.1582
+ ,44.14
+ ,45.07
+ ,44.8737
+ ,44.8505
+ ,44.373
+ ,44.075
+ ,43.9725
+ ,44.094
+ ,44.191
+ ,43.9685
+ ,43.79
+ ,43.6041
+ ,43.1707
+ ,42.71
+ ,42.755
+ ,43.3316
+ ,43.5
+ ,43.154
+ ,43.16
+ ,43.1
+ ,42.85
+ ,42.6175
+ ,42.5
+ ,42.6285
+ ,42.6974
+ ,43.04
+ ,42.673
+ ,42.5015
+ ,42.538
+ ,42.3735
+ ,42.014
+ ,41.8618
+ ,42.1824
+ ,42.605
+ ,42.7345
+ ,42.615
+ ,42.465
+ ,42.34
+ ,42.251
+ ,42.0475
+ ,41.86
+ ,41.685
+ ,41.735
+ ,41.706
+ ,41.764
+ ,41.58
+ ,41.373
+ ,41.088
+ ,41.137
+ ,41.1587
+ ,41.185
+ ,40.819
+ ,40.633
+ ,40.858
+ ,40.794
+ ,40.69
+ ,40.595
+ ,40.7305
+ ,40.5471
+ ,40.5145
+ ,40.7
+ ,40.7
+ ,40.522
+ ,40.6165
+ ,40.3985
+ ,40.2815
+ ,40.245
+ ,40.3055
+ ,40.2696
+ ,40.251
+ ,40.127
+ ,39.95
+ ,39.675
+ ,39.954
+ ,39.8828
+ ,39.62
+ ,39.5415
+ ,39.525
+ ,39.8145
+ ,39.6675
+ ,39.695
+ ,39.5985
+ ,39.2735
+ ,39.1435
+ ,39.1742
+ ,39.2025
+ ,39.3946
+ ,39.5025
+ ,39.4845
+ ,39.33
+ ,39.295
+ ,39.2675
+ ,39.2535
+ ,38.9845
+ ,38.9285
+ ,38.8592
+ ,38.77
+ ,38.79
+ ,38.8205
+ ,38.7577
+ ,38.839
+ ,38.78
+ ,38.54
+ ,38.511
+ ,38.615
+ ,38.898
+ ,38.8691
+ ,38.384
+ ,38.0277
+ ,37.72
+ ,37.7325
+ ,37.626
+ ,37.603
+ ,37.78
+ ,38.559
+ ,39.0459
+ ,38.45
+ ,38.505
+ ,38.2885
+ ,37.795
+ ,37.92
+ ,38.034
+ ,38.029
+ ,38.063
+ ,37.9828
+ ,37.745
+ ,37.969
+ ,38.007
+ ,38.0615
+ ,38.0912
+ ,38.091
+ ,38.431
+ ,38.48
+ ,38.35
+ ,38.214
+ ,38.384
+ ,38.1375
+ ,38.0075
+ ,38.0524
+ ,38.235
+ ,38.31
+ ,38.2615
+ ,38.13
+ ,38.282
+ ,38.581
+ ,39.0801
+ ,39.0387
+ ,39.1015
+ ,39.1503
+ ,39.14
+ ,39.0275
+ ,38.7665
+ ,38.691
+ ,38.849
+ ,39.1644
+ ,39.4907
+ ,39.5095
+ ,39.2795
+ ,39.0437
+ ,39.1355
+ ,39.143
+ ,39.185
+ ,39.355
+ ,39.297
+ ,39.4514
+ ,39.4173
+ ,39.4305
+ ,39.384
+ ,39.3261
+ ,39.301
+ ,39.35
+ ,39.64
+ ,39.4723
+ ,39.3685
+ ,39.1906
+ ,39.1183
+ ,39.1325
+ ,39.1144
+ ,39.1614
+ ,39.0908
+ ,38.9199
+ ,38.913
+ ,38.9655
+ ,39.029
+ ,39.089
+ ,39.07
+ ,39.0046
+ ,39.1038
+ ,39.3572
+ ,39.388
+ ,39.382
+ ,39.4398
+ ,39.2537
+ ,39.2301
+ ,39.2763
+ ,39.282
+ ,39.3325
+ ,39.557
+ ,40.1
+ ,40.5875
+ ,40.485
+ ,40.55
+ ,40.7955
+ ,41.456
+ ,41.3557
+ ,41.374
+ ,41.2235
+ ,41.15
+ ,41.3725
+ ,41.6923
+ ,41.8
+ ,41.8045
+ ,41.64
+ ,41.36
+ ,41.5745
+ ,41.593
+ ,41.575
+ ,41.68
+ ,42.0055
+ ,42.3188
+ ,42.565
+ ,42.3575
+ ,42.29
+ ,42.695
+ ,43.0028
+ ,42.4507
+ ,42.4705
+ ,42.2875
+ ,42.3172
+ ,42.55
+ ,42.7523
+ ,42.8993
+ ,43.1555
+ ,43.1885
+ ,43.43
+ ,43.31
+ ,42.815
+ ,42.7017
+ ,42.28
+ ,41.922
+ ,42.17
+ ,42.1962
+ ,42.3215
+ ,42.3173
+ ,42.391
+ ,42.463
+ ,42.4125
+ ,42.304
+ ,41.813
+ ,41.651
+ ,41.539
+ ,41.1575
+ ,40.9545)
+ ,dim=c(1
+ ,491)
+ ,dimnames=list(c('russisch')
+ ,1:491))
> y <- array(NA,dim=c(1,491),dimnames=list(c('russisch'),1:491))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = '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
russisch t
1 40.7819 1
2 39.5915 2
3 38.8859 3
4 39.9068 4
5 41.4700 5
6 41.5613 6
7 41.6005 7
8 41.4113 8
9 41.8400 9
10 42.2892 10
11 43.1521 11
12 43.5998 12
13 43.1160 13
14 42.4185 14
15 42.3687 15
16 42.2975 16
17 42.8528 17
18 43.5350 18
19 44.7265 19
20 45.7293 20
21 45.7585 21
22 46.1685 22
23 46.5075 23
24 46.5270 24
25 46.6010 25
26 46.4607 26
27 46.7135 27
28 46.4113 28
29 45.5500 29
30 44.6081 30
31 44.4395 31
32 44.9847 32
33 45.7558 33
34 45.3942 34
35 45.6970 35
36 45.5664 36
37 46.0205 37
38 45.9195 38
39 45.8005 39
40 45.5350 40
41 45.4977 41
42 45.5782 42
43 45.7697 43
44 45.2445 44
45 45.0615 45
46 45.2865 46
47 44.7910 47
48 44.7625 48
49 44.7644 49
50 44.9973 50
51 44.7265 51
52 45.1465 52
53 44.7465 53
54 45.1795 54
55 45.6515 55
56 45.4920 56
57 45.2775 57
58 45.2115 58
59 45.4110 59
60 45.4005 60
61 44.7692 61
62 44.8913 62
63 45.0320 63
64 44.8790 64
65 44.8330 65
66 44.8257 66
67 44.7815 67
68 44.4790 68
69 44.6317 69
70 44.5043 70
71 44.3217 71
72 44.1005 72
73 44.0470 73
74 43.6835 74
75 43.7864 75
76 44.1807 76
77 43.9595 77
78 43.9370 78
79 43.9910 79
80 43.8650 80
81 43.6710 81
82 43.9300 82
83 43.8630 83
84 43.7095 84
85 43.9435 85
86 43.7360 86
87 43.6295 87
88 43.5980 88
89 43.8726 89
90 43.8935 90
91 43.5957 91
92 43.7155 92
93 43.5280 93
94 43.3415 94
95 43.3374 95
96 43.3320 96
97 43.3869 97
98 43.5016 98
99 43.4875 99
100 43.6023 100
101 43.3886 101
102 43.3105 102
103 43.4455 103
104 43.5185 104
105 43.5755 105
106 43.6217 106
107 43.6440 107
108 43.5789 108
109 43.5215 109
110 43.5033 110
111 43.6320 111
112 43.2630 112
113 43.3717 113
114 43.2745 114
115 43.2647 115
116 43.3240 116
117 43.4455 117
118 43.4098 118
119 43.4100 119
120 43.9300 120
121 43.8104 121
122 43.5400 122
123 43.8580 123
124 43.8375 124
125 43.8810 125
126 43.8870 126
127 43.8009 127
128 43.7877 128
129 43.8110 129
130 44.0625 130
131 44.1250 131
132 44.5200 132
133 45.4005 133
134 45.8900 134
135 45.1890 135
136 44.9035 136
137 44.9351 137
138 44.8010 138
139 43.9800 139
140 44.1100 140
141 44.2661 141
142 44.3610 142
143 44.0990 143
144 43.8435 144
145 43.8914 145
146 44.2170 146
147 44.5060 147
148 44.5400 148
149 44.4465 149
150 44.8420 150
151 44.8946 151
152 44.9510 152
153 45.4450 153
154 45.0035 154
155 45.7690 155
156 46.0900 156
157 45.4120 157
158 45.1200 158
159 45.4800 159
160 45.1050 160
161 45.0560 161
162 45.2200 162
163 45.3900 163
164 45.0410 164
165 44.9399 165
166 44.9315 166
167 45.1935 167
168 45.3466 168
169 45.4645 169
170 45.5685 170
171 45.3921 171
172 45.3400 172
173 45.1308 173
174 45.1005 174
175 45.3700 175
176 45.2000 176
177 44.9614 177
178 44.8015 178
179 44.9152 179
180 45.0950 180
181 44.9271 181
182 44.6026 182
183 44.5000 183
184 44.5400 184
185 44.5532 185
186 44.4070 186
187 44.2590 187
188 44.1365 188
189 44.1120 189
190 43.8814 190
191 43.9800 191
192 43.7294 192
193 43.9119 193
194 43.9550 194
195 43.9000 195
196 43.7065 196
197 43.6939 197
198 43.6587 198
199 43.5885 199
200 43.8885 200
201 43.8216 201
202 43.7510 202
203 43.6990 203
204 43.7425 204
205 43.6390 205
206 43.5890 206
207 43.6060 207
208 43.5325 208
209 43.3850 209
210 43.3745 210
211 43.2360 211
212 43.1957 212
213 43.0100 213
214 43.1401 214
215 43.0487 215
216 43.1972 216
217 43.2461 217
218 43.0866 218
219 43.0865 219
220 43.0194 220
221 43.0800 221
222 43.0070 222
223 42.9278 223
224 42.9545 224
225 42.7995 225
226 42.9048 226
227 42.9468 227
228 43.0800 228
229 43.1274 229
230 43.1625 230
231 43.4500 231
232 43.8310 232
233 43.7769 233
234 43.9800 234
235 43.9200 235
236 44.1100 236
237 44.0300 237
238 44.1582 238
239 44.1400 239
240 45.0700 240
241 44.8737 241
242 44.8505 242
243 44.3730 243
244 44.0750 244
245 43.9725 245
246 44.0940 246
247 44.1910 247
248 43.9685 248
249 43.7900 249
250 43.6041 250
251 43.1707 251
252 42.7100 252
253 42.7550 253
254 43.3316 254
255 43.5000 255
256 43.1540 256
257 43.1600 257
258 43.1000 258
259 42.8500 259
260 42.6175 260
261 42.5000 261
262 42.6285 262
263 42.6974 263
264 43.0400 264
265 42.6730 265
266 42.5015 266
267 42.5380 267
268 42.3735 268
269 42.0140 269
270 41.8618 270
271 42.1824 271
272 42.6050 272
273 42.7345 273
274 42.6150 274
275 42.4650 275
276 42.3400 276
277 42.2510 277
278 42.0475 278
279 41.8600 279
280 41.6850 280
281 41.7350 281
282 41.7060 282
283 41.7640 283
284 41.5800 284
285 41.3730 285
286 41.0880 286
287 41.1370 287
288 41.1587 288
289 41.1850 289
290 40.8190 290
291 40.6330 291
292 40.8580 292
293 40.7940 293
294 40.6900 294
295 40.5950 295
296 40.7305 296
297 40.5471 297
298 40.5145 298
299 40.7000 299
300 40.7000 300
301 40.5220 301
302 40.6165 302
303 40.3985 303
304 40.2815 304
305 40.2450 305
306 40.3055 306
307 40.2696 307
308 40.2510 308
309 40.1270 309
310 39.9500 310
311 39.6750 311
312 39.9540 312
313 39.8828 313
314 39.6200 314
315 39.5415 315
316 39.5250 316
317 39.8145 317
318 39.6675 318
319 39.6950 319
320 39.5985 320
321 39.2735 321
322 39.1435 322
323 39.1742 323
324 39.2025 324
325 39.3946 325
326 39.5025 326
327 39.4845 327
328 39.3300 328
329 39.2950 329
330 39.2675 330
331 39.2535 331
332 38.9845 332
333 38.9285 333
334 38.8592 334
335 38.7700 335
336 38.7900 336
337 38.8205 337
338 38.7577 338
339 38.8390 339
340 38.7800 340
341 38.5400 341
342 38.5110 342
343 38.6150 343
344 38.8980 344
345 38.8691 345
346 38.3840 346
347 38.0277 347
348 37.7200 348
349 37.7325 349
350 37.6260 350
351 37.6030 351
352 37.7800 352
353 38.5590 353
354 39.0459 354
355 38.4500 355
356 38.5050 356
357 38.2885 357
358 37.7950 358
359 37.9200 359
360 38.0340 360
361 38.0290 361
362 38.0630 362
363 37.9828 363
364 37.7450 364
365 37.9690 365
366 38.0070 366
367 38.0615 367
368 38.0912 368
369 38.0910 369
370 38.4310 370
371 38.4800 371
372 38.3500 372
373 38.2140 373
374 38.3840 374
375 38.1375 375
376 38.0075 376
377 38.0524 377
378 38.2350 378
379 38.3100 379
380 38.2615 380
381 38.1300 381
382 38.2820 382
383 38.5810 383
384 39.0801 384
385 39.0387 385
386 39.1015 386
387 39.1503 387
388 39.1400 388
389 39.0275 389
390 38.7665 390
391 38.6910 391
392 38.8490 392
393 39.1644 393
394 39.4907 394
395 39.5095 395
396 39.2795 396
397 39.0437 397
398 39.1355 398
399 39.1430 399
400 39.1850 400
401 39.3550 401
402 39.2970 402
403 39.4514 403
404 39.4173 404
405 39.4305 405
406 39.3840 406
407 39.3261 407
408 39.3010 408
409 39.3500 409
410 39.6400 410
411 39.4723 411
412 39.3685 412
413 39.1906 413
414 39.1183 414
415 39.1325 415
416 39.1144 416
417 39.1614 417
418 39.0908 418
419 38.9199 419
420 38.9130 420
421 38.9655 421
422 39.0290 422
423 39.0890 423
424 39.0700 424
425 39.0046 425
426 39.1038 426
427 39.3572 427
428 39.3880 428
429 39.3820 429
430 39.4398 430
431 39.2537 431
432 39.2301 432
433 39.2763 433
434 39.2820 434
435 39.3325 435
436 39.5570 436
437 40.1000 437
438 40.5875 438
439 40.4850 439
440 40.5500 440
441 40.7955 441
442 41.4560 442
443 41.3557 443
444 41.3740 444
445 41.2235 445
446 41.1500 446
447 41.3725 447
448 41.6923 448
449 41.8000 449
450 41.8045 450
451 41.6400 451
452 41.3600 452
453 41.5745 453
454 41.5930 454
455 41.5750 455
456 41.6800 456
457 42.0055 457
458 42.3188 458
459 42.5650 459
460 42.3575 460
461 42.2900 461
462 42.6950 462
463 43.0028 463
464 42.4507 464
465 42.4705 465
466 42.2875 466
467 42.3172 467
468 42.5500 468
469 42.7523 469
470 42.8993 470
471 43.1555 471
472 43.1885 472
473 43.4300 473
474 43.3100 474
475 42.8150 475
476 42.7017 476
477 42.2800 477
478 41.9220 478
479 42.1700 479
480 42.1962 480
481 42.3215 481
482 42.3173 482
483 42.3910 483
484 42.4630 484
485 42.4125 485
486 42.3040 486
487 41.8130 487
488 41.6510 488
489 41.5390 489
490 41.1575 490
491 40.9545 491
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) t
45.19357 -0.01192
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-6.2719 -1.1166 0.1681 1.1816 3.8753
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 45.1935656 0.1538078 293.83 <2e-16 ***
t -0.0119215 0.0005417 -22.01 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 1.701 on 489 degrees of freedom
Multiple R-squared: 0.4976, Adjusted R-squared: 0.4965
F-statistic: 484.3 on 1 and 489 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,] 3.049513e-01 6.099027e-01 6.950487e-01
[2,] 1.940146e-01 3.880292e-01 8.059854e-01
[3,] 1.034793e-01 2.069587e-01 8.965207e-01
[4,] 5.464071e-02 1.092814e-01 9.453593e-01
[5,] 2.608377e-02 5.216753e-02 9.739162e-01
[6,] 1.180297e-02 2.360595e-02 9.881970e-01
[7,] 6.369681e-03 1.273936e-02 9.936303e-01
[8,] 3.257558e-03 6.515117e-03 9.967424e-01
[9,] 1.511041e-03 3.022083e-03 9.984890e-01
[10,] 1.975431e-03 3.950862e-03 9.980246e-01
[11,] 2.394307e-03 4.788615e-03 9.976057e-01
[12,] 2.805696e-03 5.611392e-03 9.971943e-01
[13,] 1.752968e-03 3.505936e-03 9.982470e-01
[14,] 8.457623e-04 1.691525e-03 9.991542e-01
[15,] 6.305417e-04 1.261083e-03 9.993695e-01
[16,] 9.788714e-04 1.957743e-03 9.990211e-01
[17,] 7.968870e-04 1.593774e-03 9.992031e-01
[18,] 6.336486e-04 1.267297e-03 9.993664e-01
[19,] 4.652567e-04 9.305134e-04 9.995347e-01
[20,] 2.629772e-04 5.259543e-04 9.997370e-01
[21,] 1.334699e-04 2.669399e-04 9.998665e-01
[22,] 6.733919e-05 1.346784e-04 9.999327e-01
[23,] 3.360148e-05 6.720295e-05 9.999664e-01
[24,] 2.305380e-05 4.610759e-05 9.999769e-01
[25,] 6.551792e-05 1.310358e-04 9.999345e-01
[26,] 7.890948e-04 1.578190e-03 9.992109e-01
[27,] 4.586219e-03 9.172437e-03 9.954138e-01
[28,] 8.456296e-03 1.691259e-02 9.915437e-01
[29,] 8.241818e-03 1.648364e-02 9.917582e-01
[30,] 1.023103e-02 2.046206e-02 9.897690e-01
[31,] 1.045911e-02 2.091821e-02 9.895409e-01
[32,] 1.161771e-02 2.323543e-02 9.883823e-01
[33,] 1.039893e-02 2.079786e-02 9.896011e-01
[34,] 9.962835e-03 1.992567e-02 9.900372e-01
[35,] 1.027132e-02 2.054265e-02 9.897287e-01
[36,] 1.223427e-02 2.446854e-02 9.877657e-01
[37,] 1.456407e-02 2.912815e-02 9.854359e-01
[38,] 1.630058e-02 3.260116e-02 9.836994e-01
[39,] 1.658258e-02 3.316516e-02 9.834174e-01
[40,] 2.158425e-02 4.316850e-02 9.784158e-01
[41,] 2.939239e-02 5.878479e-02 9.706076e-01
[42,] 3.415120e-02 6.830240e-02 9.658488e-01
[43,] 4.801372e-02 9.602744e-02 9.519863e-01
[44,] 6.353785e-02 1.270757e-01 9.364622e-01
[45,] 7.922039e-02 1.584408e-01 9.207796e-01
[46,] 8.754810e-02 1.750962e-01 9.124519e-01
[47,] 1.029242e-01 2.058484e-01 8.970758e-01
[48,] 1.045844e-01 2.091687e-01 8.954156e-01
[49,] 1.168084e-01 2.336168e-01 8.831916e-01
[50,] 1.150644e-01 2.301288e-01 8.849356e-01
[51,] 1.039781e-01 2.079563e-01 8.960219e-01
[52,] 9.631228e-02 1.926246e-01 9.036877e-01
[53,] 9.269702e-02 1.853940e-01 9.073030e-01
[54,] 9.006527e-02 1.801305e-01 9.099347e-01
[55,] 8.389081e-02 1.677816e-01 9.161092e-01
[56,] 7.813553e-02 1.562711e-01 9.218645e-01
[57,] 8.349925e-02 1.669985e-01 9.165008e-01
[58,] 8.520692e-02 1.704138e-01 9.147931e-01
[59,] 8.346129e-02 1.669226e-01 9.165387e-01
[60,] 8.389076e-02 1.677815e-01 9.161092e-01
[61,] 8.438491e-02 1.687698e-01 9.156151e-01
[62,] 8.421282e-02 1.684256e-01 9.157872e-01
[63,] 8.408004e-02 1.681601e-01 9.159200e-01
[64,] 8.904162e-02 1.780832e-01 9.109584e-01
[65,] 8.972356e-02 1.794471e-01 9.102764e-01
[66,] 9.194859e-02 1.838972e-01 9.080514e-01
[67,] 9.693431e-02 1.938686e-01 9.030657e-01
[68,] 1.059112e-01 2.118223e-01 8.940888e-01
[69,] 1.147920e-01 2.295840e-01 8.852080e-01
[70,] 1.330214e-01 2.660428e-01 8.669786e-01
[71,] 1.461162e-01 2.922323e-01 8.538838e-01
[72,] 1.459255e-01 2.918510e-01 8.540745e-01
[73,] 1.501451e-01 3.002902e-01 8.498549e-01
[74,] 1.532814e-01 3.065628e-01 8.467186e-01
[75,] 1.533810e-01 3.067620e-01 8.466190e-01
[76,] 1.553264e-01 3.106528e-01 8.446736e-01
[77,] 1.610629e-01 3.221257e-01 8.389371e-01
[78,] 1.581820e-01 3.163639e-01 8.418180e-01
[79,] 1.557609e-01 3.115219e-01 8.442391e-01
[80,] 1.558802e-01 3.117603e-01 8.441198e-01
[81,] 1.494538e-01 2.989076e-01 8.505462e-01
[82,] 1.466933e-01 2.933865e-01 8.533067e-01
[83,] 1.452570e-01 2.905139e-01 8.547430e-01
[84,] 1.433756e-01 2.867513e-01 8.566244e-01
[85,] 1.351942e-01 2.703885e-01 8.648058e-01
[86,] 1.264620e-01 2.529240e-01 8.735380e-01
[87,] 1.225000e-01 2.450000e-01 8.775000e-01
[88,] 1.158820e-01 2.317639e-01 8.841180e-01
[89,] 1.119265e-01 2.238530e-01 8.880735e-01
[90,] 1.105718e-01 2.211435e-01 8.894282e-01
[91,] 1.084219e-01 2.168439e-01 8.915781e-01
[92,] 1.055987e-01 2.111973e-01 8.944013e-01
[93,] 1.012640e-01 2.025280e-01 8.987360e-01
[94,] 9.494568e-02 1.898914e-01 9.050543e-01
[95,] 8.869025e-02 1.773805e-01 9.113098e-01
[96,] 8.120271e-02 1.624054e-01 9.187973e-01
[97,] 7.606659e-02 1.521332e-01 9.239334e-01
[98,] 7.165354e-02 1.433071e-01 9.283465e-01
[99,] 6.583921e-02 1.316784e-01 9.341608e-01
[100,] 5.962132e-02 1.192426e-01 9.403787e-01
[101,] 5.335448e-02 1.067090e-01 9.466455e-01
[102,] 4.726335e-02 9.452671e-02 9.527366e-01
[103,] 4.156012e-02 8.312024e-02 9.584399e-01
[104,] 3.662176e-02 7.324351e-02 9.633782e-01
[105,] 3.232308e-02 6.464617e-02 9.676769e-01
[106,] 2.844579e-02 5.689159e-02 9.715542e-01
[107,] 2.454647e-02 4.909294e-02 9.754535e-01
[108,] 2.211120e-02 4.422239e-02 9.778888e-01
[109,] 1.949164e-02 3.898328e-02 9.805084e-01
[110,] 1.733460e-02 3.466920e-02 9.826654e-01
[111,] 1.535498e-02 3.070997e-02 9.846450e-01
[112,] 1.341086e-02 2.682172e-02 9.865891e-01
[113,] 1.146742e-02 2.293484e-02 9.885326e-01
[114,] 9.799320e-03 1.959864e-02 9.902007e-01
[115,] 8.331207e-03 1.666241e-02 9.916688e-01
[116,] 6.757461e-03 1.351492e-02 9.932425e-01
[117,] 5.484020e-03 1.096804e-02 9.945160e-01
[118,] 4.526803e-03 9.053605e-03 9.954732e-01
[119,] 3.629427e-03 7.258854e-03 9.963706e-01
[120,] 2.898304e-03 5.796607e-03 9.971017e-01
[121,] 2.298378e-03 4.596755e-03 9.977016e-01
[122,] 1.813110e-03 3.626220e-03 9.981869e-01
[123,] 1.429089e-03 2.858178e-03 9.985709e-01
[124,] 1.121649e-03 2.243299e-03 9.988784e-01
[125,] 8.748163e-04 1.749633e-03 9.991252e-01
[126,] 6.744804e-04 1.348961e-03 9.993255e-01
[127,] 5.177216e-04 1.035443e-03 9.994823e-01
[128,] 4.050101e-04 8.100202e-04 9.995950e-01
[129,] 3.775001e-04 7.550001e-04 9.996225e-01
[130,] 4.137535e-04 8.275070e-04 9.995862e-01
[131,] 3.574370e-04 7.148739e-04 9.996426e-01
[132,] 2.894502e-04 5.789005e-04 9.997105e-01
[133,] 2.345113e-04 4.690227e-04 9.997655e-01
[134,] 1.849804e-04 3.699607e-04 9.998150e-01
[135,] 1.395848e-04 2.791695e-04 9.998604e-01
[136,] 1.043575e-04 2.087151e-04 9.998956e-01
[137,] 7.768013e-05 1.553603e-04 9.999223e-01
[138,] 5.774655e-05 1.154931e-04 9.999423e-01
[139,] 4.258583e-05 8.517166e-05 9.999574e-01
[140,] 3.168735e-05 6.337469e-05 9.999683e-01
[141,] 2.337063e-05 4.674126e-05 9.999766e-01
[142,] 1.699870e-05 3.399739e-05 9.999830e-01
[143,] 1.251582e-05 2.503164e-05 9.999875e-01
[144,] 9.208859e-06 1.841772e-05 9.999908e-01
[145,] 6.688310e-06 1.337662e-05 9.999933e-01
[146,] 5.112498e-06 1.022500e-05 9.999949e-01
[147,] 3.934536e-06 7.869073e-06 9.999961e-01
[148,] 3.053938e-06 6.107876e-06 9.999969e-01
[149,] 2.739048e-06 5.478097e-06 9.999973e-01
[150,] 2.136294e-06 4.272587e-06 9.999979e-01
[151,] 2.173152e-06 4.346304e-06 9.999978e-01
[152,] 2.574097e-06 5.148194e-06 9.999974e-01
[153,] 2.234932e-06 4.469865e-06 9.999978e-01
[154,] 1.775327e-06 3.550654e-06 9.999982e-01
[155,] 1.570264e-06 3.140527e-06 9.999984e-01
[156,] 1.238441e-06 2.476882e-06 9.999988e-01
[157,] 9.643079e-07 1.928616e-06 9.999990e-01
[158,] 7.818479e-07 1.563696e-06 9.999992e-01
[159,] 6.671056e-07 1.334211e-06 9.999993e-01
[160,] 5.168677e-07 1.033735e-06 9.999995e-01
[161,] 3.922283e-07 7.844565e-07 9.999996e-01
[162,] 2.971689e-07 5.943378e-07 9.999997e-01
[163,] 2.392476e-07 4.784953e-07 9.999998e-01
[164,] 2.018588e-07 4.037177e-07 9.999998e-01
[165,] 1.776232e-07 3.552463e-07 9.999998e-01
[166,] 1.628959e-07 3.257919e-07 9.999998e-01
[167,] 1.404147e-07 2.808293e-07 9.999999e-01
[168,] 1.193773e-07 2.387547e-07 9.999999e-01
[169,] 9.601126e-08 1.920225e-07 9.999999e-01
[170,] 7.693304e-08 1.538661e-07 9.999999e-01
[171,] 6.687622e-08 1.337524e-07 9.999999e-01
[172,] 5.549508e-08 1.109902e-07 9.999999e-01
[173,] 4.377389e-08 8.754777e-08 1.000000e+00
[174,] 3.377485e-08 6.754970e-08 1.000000e+00
[175,] 2.665568e-08 5.331135e-08 1.000000e+00
[176,] 2.199600e-08 4.399200e-08 1.000000e+00
[177,] 1.760487e-08 3.520974e-08 1.000000e+00
[178,] 1.356942e-08 2.713884e-08 1.000000e+00
[179,] 1.043827e-08 2.087654e-08 1.000000e+00
[180,] 8.076171e-09 1.615234e-08 1.000000e+00
[181,] 6.281589e-09 1.256318e-08 1.000000e+00
[182,] 4.876706e-09 9.753413e-09 1.000000e+00
[183,] 3.803757e-09 7.607515e-09 1.000000e+00
[184,] 2.993893e-09 5.987786e-09 1.000000e+00
[185,] 2.364330e-09 4.728659e-09 1.000000e+00
[186,] 1.922437e-09 3.844874e-09 1.000000e+00
[187,] 1.539870e-09 3.079740e-09 1.000000e+00
[188,] 1.285276e-09 2.570553e-09 1.000000e+00
[189,] 1.037204e-09 2.074407e-09 1.000000e+00
[190,] 8.328599e-10 1.665720e-09 1.000000e+00
[191,] 6.735710e-10 1.347142e-09 1.000000e+00
[192,] 5.616732e-10 1.123346e-09 1.000000e+00
[193,] 4.684817e-10 9.369634e-10 1.000000e+00
[194,] 3.925976e-10 7.851953e-10 1.000000e+00
[195,] 3.329976e-10 6.659951e-10 1.000000e+00
[196,] 2.693560e-10 5.387120e-10 1.000000e+00
[197,] 2.196906e-10 4.393813e-10 1.000000e+00
[198,] 1.808876e-10 3.617753e-10 1.000000e+00
[199,] 1.500636e-10 3.001273e-10 1.000000e+00
[200,] 1.238465e-10 2.476931e-10 1.000000e+00
[201,] 1.037244e-10 2.074488e-10 1.000000e+00
[202,] 8.753725e-11 1.750745e-10 1.000000e+00
[203,] 7.365080e-11 1.473016e-10 1.000000e+00
[204,] 6.268671e-11 1.253734e-10 1.000000e+00
[205,] 5.484695e-11 1.096939e-10 1.000000e+00
[206,] 4.794763e-11 9.589526e-11 1.000000e+00
[207,] 4.318824e-11 8.637648e-11 1.000000e+00
[208,] 3.910905e-11 7.821810e-11 1.000000e+00
[209,] 3.722991e-11 7.445981e-11 1.000000e+00
[210,] 3.376944e-11 6.753888e-11 1.000000e+00
[211,] 3.124024e-11 6.248049e-11 1.000000e+00
[212,] 2.762380e-11 5.524760e-11 1.000000e+00
[213,] 2.410061e-11 4.820122e-11 1.000000e+00
[214,] 2.171873e-11 4.343745e-11 1.000000e+00
[215,] 1.947728e-11 3.895456e-11 1.000000e+00
[216,] 1.767500e-11 3.534999e-11 1.000000e+00
[217,] 1.573244e-11 3.146488e-11 1.000000e+00
[218,] 1.418379e-11 2.836759e-11 1.000000e+00
[219,] 1.297796e-11 2.595592e-11 1.000000e+00
[220,] 1.173001e-11 2.346003e-11 1.000000e+00
[221,] 1.098527e-11 2.197053e-11 1.000000e+00
[222,] 9.937244e-12 1.987449e-11 1.000000e+00
[223,] 8.867957e-12 1.773591e-11 1.000000e+00
[224,] 7.717080e-12 1.543416e-11 1.000000e+00
[225,] 6.679602e-12 1.335920e-11 1.000000e+00
[226,] 5.772935e-12 1.154587e-11 1.000000e+00
[227,] 4.992101e-12 9.984202e-12 1.000000e+00
[228,] 4.607472e-12 9.214945e-12 1.000000e+00
[229,] 4.270742e-12 8.541484e-12 1.000000e+00
[230,] 4.253178e-12 8.506355e-12 1.000000e+00
[231,] 4.246716e-12 8.493431e-12 1.000000e+00
[232,] 4.631866e-12 9.263732e-12 1.000000e+00
[233,] 5.028071e-12 1.005614e-11 1.000000e+00
[234,] 5.902878e-12 1.180576e-11 1.000000e+00
[235,] 7.082726e-12 1.416545e-11 1.000000e+00
[236,] 1.613722e-11 3.227443e-11 1.000000e+00
[237,] 3.278369e-11 6.556739e-11 1.000000e+00
[238,] 6.855753e-11 1.371151e-10 1.000000e+00
[239,] 1.089794e-10 2.179588e-10 1.000000e+00
[240,] 1.548473e-10 3.096946e-10 1.000000e+00
[241,] 2.183140e-10 4.366281e-10 1.000000e+00
[242,] 3.379419e-10 6.758838e-10 1.000000e+00
[243,] 5.738534e-10 1.147707e-09 1.000000e+00
[244,] 9.110282e-10 1.822056e-09 1.000000e+00
[245,] 1.395171e-09 2.790343e-09 1.000000e+00
[246,] 2.071844e-09 4.143689e-09 1.000000e+00
[247,] 2.849569e-09 5.699138e-09 1.000000e+00
[248,] 3.856638e-09 7.713276e-09 1.000000e+00
[249,] 5.268149e-09 1.053630e-08 1.000000e+00
[250,] 7.985071e-09 1.597014e-08 1.000000e+00
[251,] 1.320441e-08 2.640882e-08 1.000000e+00
[252,] 2.036669e-08 4.073338e-08 1.000000e+00
[253,] 3.235770e-08 6.471541e-08 1.000000e+00
[254,] 5.211444e-08 1.042289e-07 9.999999e-01
[255,] 8.179631e-08 1.635926e-07 9.999999e-01
[256,] 1.269558e-07 2.539116e-07 9.999999e-01
[257,] 1.977357e-07 3.954713e-07 9.999998e-01
[258,] 3.156047e-07 6.312095e-07 9.999997e-01
[259,] 5.177892e-07 1.035578e-06 9.999995e-01
[260,] 9.465153e-07 1.893031e-06 9.999991e-01
[261,] 1.616974e-06 3.233949e-06 9.999984e-01
[262,] 2.729027e-06 5.458053e-06 9.999973e-01
[263,] 4.705915e-06 9.411831e-06 9.999953e-01
[264,] 8.017502e-06 1.603500e-05 9.999920e-01
[265,] 1.332392e-05 2.664785e-05 9.999867e-01
[266,] 2.201810e-05 4.403620e-05 9.999780e-01
[267,] 3.712145e-05 7.424290e-05 9.999629e-01
[268,] 6.901920e-05 1.380384e-04 9.999310e-01
[269,] 1.362971e-04 2.725943e-04 9.998637e-01
[270,] 2.644190e-04 5.288380e-04 9.997356e-01
[271,] 4.990190e-04 9.980379e-04 9.995010e-01
[272,] 9.217702e-04 1.843540e-03 9.990782e-01
[273,] 1.678231e-03 3.356462e-03 9.983218e-01
[274,] 2.934107e-03 5.868215e-03 9.970659e-01
[275,] 4.952165e-03 9.904330e-03 9.950478e-01
[276,] 8.093873e-03 1.618775e-02 9.919061e-01
[277,] 1.317059e-02 2.634119e-02 9.868294e-01
[278,] 2.109747e-02 4.219494e-02 9.789025e-01
[279,] 3.365406e-02 6.730812e-02 9.663459e-01
[280,] 5.147462e-02 1.029492e-01 9.485254e-01
[281,] 7.545454e-02 1.509091e-01 9.245455e-01
[282,] 1.057856e-01 2.115712e-01 8.942144e-01
[283,] 1.452267e-01 2.904534e-01 8.547733e-01
[284,] 1.950407e-01 3.900815e-01 8.049593e-01
[285,] 2.563466e-01 5.126932e-01 7.436534e-01
[286,] 3.215413e-01 6.430826e-01 6.784587e-01
[287,] 3.909108e-01 7.818215e-01 6.090892e-01
[288,] 4.680613e-01 9.361225e-01 5.319387e-01
[289,] 5.465268e-01 9.069465e-01 4.534732e-01
[290,] 6.223383e-01 7.553233e-01 3.776617e-01
[291,] 6.928725e-01 6.142551e-01 3.071275e-01
[292,] 7.604621e-01 4.790757e-01 2.395379e-01
[293,] 8.169221e-01 3.661558e-01 1.830779e-01
[294,] 8.644572e-01 2.710856e-01 1.355428e-01
[295,] 9.059764e-01 1.880473e-01 9.402364e-02
[296,] 9.381708e-01 1.236584e-01 6.182920e-02
[297,] 9.602231e-01 7.955371e-02 3.977686e-02
[298,] 9.763261e-01 4.734775e-02 2.367387e-02
[299,] 9.860446e-01 2.791084e-02 1.395542e-02
[300,] 9.919864e-01 1.602726e-02 8.013630e-03
[301,] 9.955940e-01 8.812017e-03 4.406009e-03
[302,] 9.977578e-01 4.484440e-03 2.242220e-03
[303,] 9.989204e-01 2.159148e-03 1.079574e-03
[304,] 9.995133e-01 9.734094e-04 4.867047e-04
[305,] 9.997852e-01 4.296041e-04 2.148021e-04
[306,] 9.999042e-01 1.915691e-04 9.578457e-05
[307,] 9.999547e-01 9.050055e-05 4.525027e-05
[308,] 9.999819e-01 3.616942e-05 1.808471e-05
[309,] 9.999930e-01 1.403039e-05 7.015195e-06
[310,] 9.999971e-01 5.893217e-06 2.946609e-06
[311,] 9.999988e-01 2.474207e-06 1.237104e-06
[312,] 9.999995e-01 1.010710e-06 5.053549e-07
[313,] 9.999998e-01 3.246972e-07 1.623486e-07
[314,] 9.999999e-01 1.078703e-07 5.393515e-08
[315,] 1.000000e+00 3.256424e-08 1.628212e-08
[316,] 1.000000e+00 9.867663e-09 4.933831e-09
[317,] 1.000000e+00 3.644775e-09 1.822388e-09
[318,] 1.000000e+00 1.433511e-09 7.167557e-10
[319,] 1.000000e+00 5.416795e-10 2.708397e-10
[320,] 1.000000e+00 1.952206e-10 9.761032e-11
[321,] 1.000000e+00 5.641685e-11 2.820842e-11
[322,] 1.000000e+00 1.332657e-11 6.663283e-12
[323,] 1.000000e+00 2.907486e-12 1.453743e-12
[324,] 1.000000e+00 7.044829e-13 3.522414e-13
[325,] 1.000000e+00 1.645512e-13 8.227560e-14
[326,] 1.000000e+00 3.666923e-14 1.833462e-14
[327,] 1.000000e+00 7.621233e-15 3.810616e-15
[328,] 1.000000e+00 2.163172e-15 1.081586e-15
[329,] 1.000000e+00 6.362730e-16 3.181365e-16
[330,] 1.000000e+00 1.988657e-16 9.943285e-17
[331,] 1.000000e+00 6.834633e-17 3.417316e-17
[332,] 1.000000e+00 2.252377e-17 1.126189e-17
[333,] 1.000000e+00 6.947001e-18 3.473501e-18
[334,] 1.000000e+00 2.292880e-18 1.146440e-18
[335,] 1.000000e+00 6.483325e-19 3.241663e-19
[336,] 1.000000e+00 1.950157e-19 9.750783e-20
[337,] 1.000000e+00 8.316317e-20 4.158158e-20
[338,] 1.000000e+00 3.725358e-20 1.862679e-20
[339,] 1.000000e+00 1.440697e-20 7.203486e-21
[340,] 1.000000e+00 3.203749e-21 1.601874e-21
[341,] 1.000000e+00 7.042585e-22 3.521292e-22
[342,] 1.000000e+00 3.646281e-22 1.823140e-22
[343,] 1.000000e+00 2.904201e-22 1.452101e-22
[344,] 1.000000e+00 2.844400e-22 1.422200e-22
[345,] 1.000000e+00 2.928701e-22 1.464350e-22
[346,] 1.000000e+00 3.199069e-22 1.599534e-22
[347,] 1.000000e+00 3.651222e-22 1.825611e-22
[348,] 1.000000e+00 4.324715e-22 2.162358e-22
[349,] 1.000000e+00 2.742485e-22 1.371242e-22
[350,] 1.000000e+00 6.362095e-23 3.181048e-23
[351,] 1.000000e+00 4.690928e-23 2.345464e-23
[352,] 1.000000e+00 3.250199e-23 1.625099e-23
[353,] 1.000000e+00 3.119781e-23 1.559890e-23
[354,] 1.000000e+00 4.368016e-23 2.184008e-23
[355,] 1.000000e+00 6.124813e-23 3.062407e-23
[356,] 1.000000e+00 8.449978e-23 4.224989e-23
[357,] 1.000000e+00 1.212755e-22 6.063774e-23
[358,] 1.000000e+00 1.771549e-22 8.857747e-23
[359,] 1.000000e+00 2.771227e-22 1.385613e-22
[360,] 1.000000e+00 4.550518e-22 2.275259e-22
[361,] 1.000000e+00 7.607359e-22 3.803680e-22
[362,] 1.000000e+00 1.294321e-21 6.471604e-22
[363,] 1.000000e+00 2.227639e-21 1.113819e-21
[364,] 1.000000e+00 3.896063e-21 1.948031e-21
[365,] 1.000000e+00 6.969773e-21 3.484886e-21
[366,] 1.000000e+00 1.077679e-20 5.388396e-21
[367,] 1.000000e+00 1.645050e-20 8.225248e-21
[368,] 1.000000e+00 2.824245e-20 1.412123e-20
[369,] 1.000000e+00 5.254261e-20 2.627130e-20
[370,] 1.000000e+00 9.314979e-20 4.657489e-20
[371,] 1.000000e+00 1.807591e-19 9.037957e-20
[372,] 1.000000e+00 3.493099e-19 1.746549e-19
[373,] 1.000000e+00 6.826620e-19 3.413310e-19
[374,] 1.000000e+00 1.362649e-18 6.813246e-19
[375,] 1.000000e+00 2.729391e-18 1.364695e-18
[376,] 1.000000e+00 5.511900e-18 2.755950e-18
[377,] 1.000000e+00 1.087060e-17 5.435301e-18
[378,] 1.000000e+00 2.207502e-17 1.103751e-17
[379,] 1.000000e+00 4.396818e-17 2.198409e-17
[380,] 1.000000e+00 6.387500e-17 3.193750e-17
[381,] 1.000000e+00 9.832194e-17 4.916097e-17
[382,] 1.000000e+00 1.446181e-16 7.230904e-17
[383,] 1.000000e+00 2.052814e-16 1.026407e-16
[384,] 1.000000e+00 2.993482e-16 1.496741e-16
[385,] 1.000000e+00 4.941088e-16 2.470544e-16
[386,] 1.000000e+00 9.749450e-16 4.874725e-16
[387,] 1.000000e+00 1.988599e-15 9.942996e-16
[388,] 1.000000e+00 3.888279e-15 1.944140e-15
[389,] 1.000000e+00 6.311790e-15 3.155895e-15
[390,] 1.000000e+00 7.276173e-15 3.638087e-15
[391,] 1.000000e+00 8.231089e-15 4.115545e-15
[392,] 1.000000e+00 1.237222e-14 6.186109e-15
[393,] 1.000000e+00 2.285238e-14 1.142619e-14
[394,] 1.000000e+00 4.037482e-14 2.018741e-14
[395,] 1.000000e+00 7.209119e-14 3.604559e-14
[396,] 1.000000e+00 1.270552e-13 6.352760e-14
[397,] 1.000000e+00 1.987938e-13 9.939688e-14
[398,] 1.000000e+00 3.320784e-13 1.660392e-13
[399,] 1.000000e+00 4.921748e-13 2.460874e-13
[400,] 1.000000e+00 7.655544e-13 3.827772e-13
[401,] 1.000000e+00 1.196509e-12 5.982544e-13
[402,] 1.000000e+00 1.977049e-12 9.885243e-13
[403,] 1.000000e+00 3.461853e-12 1.730926e-12
[404,] 1.000000e+00 6.247695e-12 3.123847e-12
[405,] 1.000000e+00 1.110692e-11 5.553460e-12
[406,] 1.000000e+00 1.598019e-11 7.990093e-12
[407,] 1.000000e+00 2.688606e-11 1.344303e-11
[408,] 1.000000e+00 4.888155e-11 2.444078e-11
[409,] 1.000000e+00 9.563854e-11 4.781927e-11
[410,] 1.000000e+00 1.888315e-10 9.441573e-11
[411,] 1.000000e+00 3.703427e-10 1.851713e-10
[412,] 1.000000e+00 7.187207e-10 3.593604e-10
[413,] 1.000000e+00 1.381985e-09 6.909926e-10
[414,] 1.000000e+00 2.580316e-09 1.290158e-09
[415,] 1.000000e+00 4.367219e-09 2.183609e-09
[416,] 1.000000e+00 7.008493e-09 3.504246e-09
[417,] 1.000000e+00 1.099586e-08 5.497931e-09
[418,] 1.000000e+00 1.696068e-08 8.480342e-09
[419,] 1.000000e+00 2.562863e-08 1.281431e-08
[420,] 1.000000e+00 3.566962e-08 1.783481e-08
[421,] 1.000000e+00 4.292419e-08 2.146209e-08
[422,] 1.000000e+00 5.135195e-08 2.567597e-08
[423,] 1.000000e+00 7.030000e-08 3.515000e-08
[424,] 1.000000e+00 9.102587e-08 4.551294e-08
[425,] 9.999999e-01 1.066048e-07 5.330239e-08
[426,] 9.999999e-01 1.186300e-07 5.931501e-08
[427,] 1.000000e+00 9.023733e-08 4.511866e-08
[428,] 1.000000e+00 5.233324e-08 2.616662e-08
[429,] 1.000000e+00 2.421961e-08 1.210981e-08
[430,] 1.000000e+00 7.529428e-09 3.764714e-09
[431,] 1.000000e+00 1.504114e-09 7.520571e-10
[432,] 1.000000e+00 2.863995e-10 1.431997e-10
[433,] 1.000000e+00 1.382645e-10 6.913226e-11
[434,] 1.000000e+00 1.403543e-10 7.017714e-11
[435,] 1.000000e+00 9.587938e-11 4.793969e-11
[436,] 1.000000e+00 5.752594e-11 2.876297e-11
[437,] 1.000000e+00 4.618797e-11 2.309398e-11
[438,] 1.000000e+00 8.491454e-11 4.245727e-11
[439,] 1.000000e+00 1.375558e-10 6.877789e-11
[440,] 1.000000e+00 2.146412e-10 1.073206e-10
[441,] 1.000000e+00 2.494748e-10 1.247374e-10
[442,] 1.000000e+00 2.163663e-10 1.081831e-10
[443,] 1.000000e+00 2.433443e-10 1.216721e-10
[444,] 1.000000e+00 3.972296e-10 1.986148e-10
[445,] 1.000000e+00 6.941741e-10 3.470871e-10
[446,] 1.000000e+00 1.172618e-09 5.863091e-10
[447,] 1.000000e+00 1.496081e-09 7.480407e-10
[448,] 1.000000e+00 8.820691e-10 4.410345e-10
[449,] 1.000000e+00 6.653511e-10 3.326755e-10
[450,] 1.000000e+00 3.937266e-10 1.968633e-10
[451,] 1.000000e+00 1.435789e-10 7.178946e-11
[452,] 1.000000e+00 4.290591e-11 2.145295e-11
[453,] 1.000000e+00 2.641203e-11 1.320602e-11
[454,] 1.000000e+00 3.369346e-11 1.684673e-11
[455,] 1.000000e+00 6.808479e-11 3.404239e-11
[456,] 1.000000e+00 8.419882e-11 4.209941e-11
[457,] 1.000000e+00 7.171290e-11 3.585645e-11
[458,] 1.000000e+00 1.568985e-10 7.844925e-11
[459,] 1.000000e+00 4.633010e-10 2.316505e-10
[460,] 1.000000e+00 6.437611e-10 3.218806e-10
[461,] 1.000000e+00 8.463325e-10 4.231662e-10
[462,] 1.000000e+00 4.366586e-10 2.183293e-10
[463,] 1.000000e+00 1.348644e-10 6.743220e-11
[464,] 1.000000e+00 7.780244e-11 3.890122e-11
[465,] 1.000000e+00 9.353338e-11 4.676669e-11
[466,] 1.000000e+00 2.023151e-10 1.011575e-10
[467,] 1.000000e+00 8.580693e-10 4.290347e-10
[468,] 1.000000e+00 3.763514e-09 1.881757e-09
[469,] 1.000000e+00 8.647119e-09 4.323559e-09
[470,] 1.000000e+00 1.603548e-08 8.017739e-09
[471,] 1.000000e+00 7.183844e-08 3.591922e-08
[472,] 9.999998e-01 3.207917e-07 1.603959e-07
[473,] 9.999994e-01 1.143247e-06 5.716233e-07
[474,] 9.999996e-01 8.376266e-07 4.188133e-07
[475,] 9.999994e-01 1.212999e-06 6.064997e-07
[476,] 9.999994e-01 1.186473e-06 5.932364e-07
[477,] 9.999992e-01 1.645086e-06 8.225431e-07
[478,] 9.999995e-01 1.087007e-06 5.435036e-07
[479,] 9.999997e-01 6.355866e-07 3.177933e-07
[480,] 9.999986e-01 2.866150e-06 1.433075e-06
[481,] 9.999738e-01 5.236945e-05 2.618473e-05
[482,] 9.998586e-01 2.827115e-04 1.413558e-04
> postscript(file="/var/www/rcomp/tmp/1jqqh1292800906.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/2uz831292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3uz831292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/4uz831292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/54r751292800906.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 = 491
Frequency = 1
1 2 3 4 5 6
-4.399744079 -5.578222566 -6.271901054 -5.239079541 -3.663958029 -3.560736516
7 8 9 10 11 12
-3.509615004 -3.686893491 -3.246271979 -2.785150467 -1.910328954 -1.450707442
13 14 15 16 17 18
-1.922585929 -2.608164417 -2.646042904 -2.705321392 -2.138099879 -1.443978367
19 20 21 22 23 24
-0.240556854 0.774164658 0.815286171 1.237207683 1.588129196 1.619550708
25 26 27 28 29 30
1.705472221 1.577093733 1.841815245 1.551536758 0.702158270 -0.227820217
31 32 33 34 35 36
-0.384498705 0.172622808 0.955644320 0.605965833 0.920687345 0.802008858
37 38 39 40 41 42
1.268030370 1.178951883 1.071873395 0.818294908 0.792916420 0.885337933
43 44 45 46 47 48
1.088759445 0.575480957 0.404402470 0.641323982 0.157745495 0.141167007
49 50 51 52 53 54
0.154988520 0.399810032 0.140931545 0.572853057 0.184774570 0.629696082
55 56 57 58 59 60
1.113617595 0.966039107 0.763460620 0.709382132 0.920803645 0.922225157
61 62 63 64 65 66
0.302846669 0.436868182 0.589489694 0.448411207 0.414332719 0.418954232
67 68 69 70 71 72
0.386675744 0.096097257 0.260718769 0.145240282 -0.025438206 -0.234716693
73 74 75 76 77 78
-0.276295181 -0.627873668 -0.513052156 -0.106830643 -0.316109131 -0.326687619
79 80 81 82 83 84
-0.260766106 -0.374844594 -0.556923081 -0.286001569 -0.341080056 -0.482658544
85 86 87 88 89 90
-0.236737031 -0.432315519 -0.526894006 -0.546472494 -0.259950981 -0.227129469
91 92 93 94 95 96
-0.513007956 -0.381286444 -0.556864931 -0.731443419 -0.723621907 -0.717100394
97 98 99 100 101 102
-0.650278882 -0.523657369 -0.525835857 -0.399114344 -0.600892832 -0.667071319
103 104 105 106 107 108
-0.520149807 -0.435228294 -0.366306782 -0.308185269 -0.273963757 -0.327142244
109 110 111 112 113 114
-0.372620732 -0.378899219 -0.238277707 -0.595356195 -0.474734682 -0.560013170
115 116 117 118 119 120
-0.557891657 -0.486670145 -0.353248632 -0.377027120 -0.364905607 0.167015905
121 122 123 124 125 126
0.059337418 -0.199141070 0.130780443 0.122201955 0.177623468 0.195544980
127 128 129 130 131 132
0.121366493 0.120088005 0.155309517 0.418731030 0.493152542 0.900074055
133 134 135 136 137 138
1.792495567 2.293917080 1.604838592 1.331260105 1.374781617 1.252603130
139 140 141 142 143 144
0.443524642 0.585446155 0.753467667 0.860289180 0.610210692 0.366632205
145 146 147 148 149 150
0.426453717 0.763975229 1.064896742 1.110818254 1.029239767 1.436661279
151 152 153 154 155 156
1.501182792 1.569504304 2.075425817 1.645847329 2.423268842 2.756190354
157 158 159 160 161 162
2.090111867 1.810033379 2.181954892 1.818876404 1.781797917 1.957719429
163 164 165 166 167 168
2.139640941 1.802562454 1.713383966 1.716905479 1.990826991 2.155848504
169 170 171 172 173 174
2.285670016 2.401591529 2.237113041 2.196934554 1.999656066 1.981277579
175 176 177 178 179 180
2.262699091 2.104620604 1.877942116 1.729963629 1.855585141 2.047306654
181 182 183 184 185 186
1.891328166 1.578749678 1.488071191 1.539992703 1.565114216 1.430835728
187 188 189 190 191 192
1.294757241 1.184178753 1.171600266 0.952921778 1.063443291 0.824764803
193 194 195 196 197 198
1.019186316 1.074207828 1.031129341 0.849550853 0.848872366 0.825593878
199 200 201 202 203 204
0.767315390 1.079236903 1.024258415 0.965579928 0.925501440 0.980922953
205 206 207 208 209 210
0.889344465 0.851265978 0.880187490 0.818609003 0.683030515 0.684452028
211 212 213 214 215 216
0.557873540 0.529495053 0.355716565 0.497738078 0.418259590 0.578681102
217 218 219 220 221 222
0.639502615 0.491924127 0.503745640 0.448567152 0.521088665 0.460010177
223 224 225 226 227 228
0.392731690 0.431353202 0.288274715 0.405496227 0.459417740 0.604539252
229 230 231 232 233 234
0.663860765 0.710882277 1.010303790 1.403225302 1.361046814 1.576068327
235 236 237 238 239 240
1.527989839 1.729911352 1.661832864 1.801954377 1.795675889 2.737597402
241 242 243 244 245 246
2.553218914 2.541940427 2.076361939 1.790283452 1.699704964 1.833126477
247 248 249 250 251 252
1.942047989 1.731469502 1.564891014 1.390912526 0.969434039 0.520655551
253 254 255 256 257 258
0.577577064 1.166098576 1.346420089 1.012341601 1.030263114 0.982184626
259 260 261 262 263 264
0.744106139 0.523527651 0.417949164 0.558370676 0.639192189 0.993713701
265 266 267 268 269 270
0.638635214 0.479056726 0.527478238 0.374899751 0.027321263 -0.112957224
271 272 273 274 275 276
0.219564288 0.654085801 0.795507313 0.687928826 0.549850338 0.436771851
277 278 279 280 281 282
0.359693363 0.168114876 -0.007463612 -0.170542099 -0.108620587 -0.125699074
283 284 285 286 287 288
-0.055777562 -0.227856050 -0.422934537 -0.696013025 -0.635091512 -0.601470000
289 290 291 292 293 294
-0.563248487 -0.917326975 -1.091405462 -0.854483950 -0.906562437 -0.998640925
295 296 297 298 299 300
-1.081719412 -0.934297900 -1.105776387 -1.126454875 -0.929033362 -0.917111850
301 302 303 304 305 306
-1.083190338 -0.976768825 -1.182847313 -1.287925800 -1.312504288 -1.240082775
307 308 309 310 311 312
-1.264061263 -1.270739750 -1.382818238 -1.547896725 -1.810975213 -1.520053700
313 314 315 316 317 318
-1.579332188 -1.830210675 -1.896789163 -1.901367650 -1.599946138 -1.735024626
319 320 321 322 323 324
-1.695603113 -1.780181601 -2.093260088 -2.211338576 -2.168717063 -2.128495551
325 326 327 328 329 330
-1.924474038 -1.804652526 -1.810731013 -1.953309501 -1.976387988 -1.991966476
331 332 333 334 335 336
-1.994044963 -2.251123451 -2.295201938 -2.352580426 -2.429858914 -2.397937401
337 338 339 340 341 342
-2.355515889 -2.406394376 -2.313172864 -2.360251351 -2.588329839 -2.605408326
343 344 345 346 347 348
-2.489486814 -2.194565301 -2.211543789 -2.684722276 -3.029100764 -3.324879251
349 350 351 352 353 354
-3.300457739 -3.395036226 -3.406114714 -3.217193202 -2.426271689 -1.927450177
355 356 357 358 359 360
-2.511428664 -2.444507152 -2.649085639 -3.130664127 -2.993742614 -2.867821102
361 362 363 364 365 366
-2.860899589 -2.814978077 -2.883256564 -3.109135052 -2.873213539 -2.823292027
367 368 369 370 371 372
-2.756870514 -2.715249002 -2.703527490 -2.351605977 -2.290684465 -2.408762952
373 374 375 376 377 378
-2.532841440 -2.350919927 -2.585498415 -2.703576902 -2.646755390 -2.452233877
379 380 381 382 383 384
-2.365312365 -2.401890852 -2.521469340 -2.357547827 -2.046626315 -1.535604802
385 386 387 388 389 390
-1.565083290 -1.490361778 -1.429640265 -1.428018753 -1.528597240 -1.777675728
391 392 393 394 395 396
-1.841254215 -1.671332703 -1.344011190 -1.005789678 -0.975068165 -1.193146653
397 398 399 400 401 402
-1.417025140 -1.313303628 -1.293882115 -1.239960603 -1.058039090 -1.104117578
403 404 405 406 407 408
-0.937796065 -0.959974553 -0.934853041 -0.969431528 -1.015410016 -1.028588503
409 410 411 412 413 414
-0.967666991 -0.665745478 -0.821523966 -0.913402453 -1.079380941 -1.139759428
415 416 417 418 419 420
-1.113637916 -1.119816403 -1.060894891 -1.119573378 -1.278551866 -1.273530353
421 422 423 424 425 426
-1.209108841 -1.133687329 -1.061765816 -1.068844304 -1.122322791 -1.011201279
427 428 429 430 431 432
-0.745879766 -0.703158254 -0.697236741 -0.627515229 -0.801693716 -0.813372204
433 434 435 436 437 438
-0.755250691 -0.737629179 -0.675207666 -0.438786154 0.116135359 0.615556871
439 440 441 442 443 444
0.524978383 0.601899896 0.859321408 1.531742921 1.443364433 1.473585946
445 446 447 448 449 450
1.335007458 1.273428971 1.507850483 1.839571996 1.959193508 1.975615021
451 452 453 454 455 456
1.823036533 1.554958046 1.781379558 1.811801071 1.805722583 1.922644095
457 458 459 460 461 462
2.260065608 2.585287120 2.843408633 2.647830145 2.592251658 3.009173170
463 464 465 466 467 468
3.328894683 2.788716195 2.820437708 2.649359220 2.690980733 2.935702245
469 470 471 472 473 474
3.149923758 3.308845270 3.576966783 3.621888295 3.875309807 3.767231320
475 476 477 478 479 480
3.284152832 3.182774345 2.772995857 2.426917370 2.686838882 2.724960395
481 482 483 484 485 486
2.862181907 2.869903420 2.955524932 3.039446445 3.000867957 2.904289470
487 488 489 490 491
2.425210982 2.275132495 2.175054007 1.805475519 1.614397032
> postscript(file="/var/www/rcomp/tmp/64r751292800906.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 = 491
Frequency = 1
lag(myerror, k = 1) myerror
0 -4.399744079 NA
1 -5.578222566 -4.399744079
2 -6.271901054 -5.578222566
3 -5.239079541 -6.271901054
4 -3.663958029 -5.239079541
5 -3.560736516 -3.663958029
6 -3.509615004 -3.560736516
7 -3.686893491 -3.509615004
8 -3.246271979 -3.686893491
9 -2.785150467 -3.246271979
10 -1.910328954 -2.785150467
11 -1.450707442 -1.910328954
12 -1.922585929 -1.450707442
13 -2.608164417 -1.922585929
14 -2.646042904 -2.608164417
15 -2.705321392 -2.646042904
16 -2.138099879 -2.705321392
17 -1.443978367 -2.138099879
18 -0.240556854 -1.443978367
19 0.774164658 -0.240556854
20 0.815286171 0.774164658
21 1.237207683 0.815286171
22 1.588129196 1.237207683
23 1.619550708 1.588129196
24 1.705472221 1.619550708
25 1.577093733 1.705472221
26 1.841815245 1.577093733
27 1.551536758 1.841815245
28 0.702158270 1.551536758
29 -0.227820217 0.702158270
30 -0.384498705 -0.227820217
31 0.172622808 -0.384498705
32 0.955644320 0.172622808
33 0.605965833 0.955644320
34 0.920687345 0.605965833
35 0.802008858 0.920687345
36 1.268030370 0.802008858
37 1.178951883 1.268030370
38 1.071873395 1.178951883
39 0.818294908 1.071873395
40 0.792916420 0.818294908
41 0.885337933 0.792916420
42 1.088759445 0.885337933
43 0.575480957 1.088759445
44 0.404402470 0.575480957
45 0.641323982 0.404402470
46 0.157745495 0.641323982
47 0.141167007 0.157745495
48 0.154988520 0.141167007
49 0.399810032 0.154988520
50 0.140931545 0.399810032
51 0.572853057 0.140931545
52 0.184774570 0.572853057
53 0.629696082 0.184774570
54 1.113617595 0.629696082
55 0.966039107 1.113617595
56 0.763460620 0.966039107
57 0.709382132 0.763460620
58 0.920803645 0.709382132
59 0.922225157 0.920803645
60 0.302846669 0.922225157
61 0.436868182 0.302846669
62 0.589489694 0.436868182
63 0.448411207 0.589489694
64 0.414332719 0.448411207
65 0.418954232 0.414332719
66 0.386675744 0.418954232
67 0.096097257 0.386675744
68 0.260718769 0.096097257
69 0.145240282 0.260718769
70 -0.025438206 0.145240282
71 -0.234716693 -0.025438206
72 -0.276295181 -0.234716693
73 -0.627873668 -0.276295181
74 -0.513052156 -0.627873668
75 -0.106830643 -0.513052156
76 -0.316109131 -0.106830643
77 -0.326687619 -0.316109131
78 -0.260766106 -0.326687619
79 -0.374844594 -0.260766106
80 -0.556923081 -0.374844594
81 -0.286001569 -0.556923081
82 -0.341080056 -0.286001569
83 -0.482658544 -0.341080056
84 -0.236737031 -0.482658544
85 -0.432315519 -0.236737031
86 -0.526894006 -0.432315519
87 -0.546472494 -0.526894006
88 -0.259950981 -0.546472494
89 -0.227129469 -0.259950981
90 -0.513007956 -0.227129469
91 -0.381286444 -0.513007956
92 -0.556864931 -0.381286444
93 -0.731443419 -0.556864931
94 -0.723621907 -0.731443419
95 -0.717100394 -0.723621907
96 -0.650278882 -0.717100394
97 -0.523657369 -0.650278882
98 -0.525835857 -0.523657369
99 -0.399114344 -0.525835857
100 -0.600892832 -0.399114344
101 -0.667071319 -0.600892832
102 -0.520149807 -0.667071319
103 -0.435228294 -0.520149807
104 -0.366306782 -0.435228294
105 -0.308185269 -0.366306782
106 -0.273963757 -0.308185269
107 -0.327142244 -0.273963757
108 -0.372620732 -0.327142244
109 -0.378899219 -0.372620732
110 -0.238277707 -0.378899219
111 -0.595356195 -0.238277707
112 -0.474734682 -0.595356195
113 -0.560013170 -0.474734682
114 -0.557891657 -0.560013170
115 -0.486670145 -0.557891657
116 -0.353248632 -0.486670145
117 -0.377027120 -0.353248632
118 -0.364905607 -0.377027120
119 0.167015905 -0.364905607
120 0.059337418 0.167015905
121 -0.199141070 0.059337418
122 0.130780443 -0.199141070
123 0.122201955 0.130780443
124 0.177623468 0.122201955
125 0.195544980 0.177623468
126 0.121366493 0.195544980
127 0.120088005 0.121366493
128 0.155309517 0.120088005
129 0.418731030 0.155309517
130 0.493152542 0.418731030
131 0.900074055 0.493152542
132 1.792495567 0.900074055
133 2.293917080 1.792495567
134 1.604838592 2.293917080
135 1.331260105 1.604838592
136 1.374781617 1.331260105
137 1.252603130 1.374781617
138 0.443524642 1.252603130
139 0.585446155 0.443524642
140 0.753467667 0.585446155
141 0.860289180 0.753467667
142 0.610210692 0.860289180
143 0.366632205 0.610210692
144 0.426453717 0.366632205
145 0.763975229 0.426453717
146 1.064896742 0.763975229
147 1.110818254 1.064896742
148 1.029239767 1.110818254
149 1.436661279 1.029239767
150 1.501182792 1.436661279
151 1.569504304 1.501182792
152 2.075425817 1.569504304
153 1.645847329 2.075425817
154 2.423268842 1.645847329
155 2.756190354 2.423268842
156 2.090111867 2.756190354
157 1.810033379 2.090111867
158 2.181954892 1.810033379
159 1.818876404 2.181954892
160 1.781797917 1.818876404
161 1.957719429 1.781797917
162 2.139640941 1.957719429
163 1.802562454 2.139640941
164 1.713383966 1.802562454
165 1.716905479 1.713383966
166 1.990826991 1.716905479
167 2.155848504 1.990826991
168 2.285670016 2.155848504
169 2.401591529 2.285670016
170 2.237113041 2.401591529
171 2.196934554 2.237113041
172 1.999656066 2.196934554
173 1.981277579 1.999656066
174 2.262699091 1.981277579
175 2.104620604 2.262699091
176 1.877942116 2.104620604
177 1.729963629 1.877942116
178 1.855585141 1.729963629
179 2.047306654 1.855585141
180 1.891328166 2.047306654
181 1.578749678 1.891328166
182 1.488071191 1.578749678
183 1.539992703 1.488071191
184 1.565114216 1.539992703
185 1.430835728 1.565114216
186 1.294757241 1.430835728
187 1.184178753 1.294757241
188 1.171600266 1.184178753
189 0.952921778 1.171600266
190 1.063443291 0.952921778
191 0.824764803 1.063443291
192 1.019186316 0.824764803
193 1.074207828 1.019186316
194 1.031129341 1.074207828
195 0.849550853 1.031129341
196 0.848872366 0.849550853
197 0.825593878 0.848872366
198 0.767315390 0.825593878
199 1.079236903 0.767315390
200 1.024258415 1.079236903
201 0.965579928 1.024258415
202 0.925501440 0.965579928
203 0.980922953 0.925501440
204 0.889344465 0.980922953
205 0.851265978 0.889344465
206 0.880187490 0.851265978
207 0.818609003 0.880187490
208 0.683030515 0.818609003
209 0.684452028 0.683030515
210 0.557873540 0.684452028
211 0.529495053 0.557873540
212 0.355716565 0.529495053
213 0.497738078 0.355716565
214 0.418259590 0.497738078
215 0.578681102 0.418259590
216 0.639502615 0.578681102
217 0.491924127 0.639502615
218 0.503745640 0.491924127
219 0.448567152 0.503745640
220 0.521088665 0.448567152
221 0.460010177 0.521088665
222 0.392731690 0.460010177
223 0.431353202 0.392731690
224 0.288274715 0.431353202
225 0.405496227 0.288274715
226 0.459417740 0.405496227
227 0.604539252 0.459417740
228 0.663860765 0.604539252
229 0.710882277 0.663860765
230 1.010303790 0.710882277
231 1.403225302 1.010303790
232 1.361046814 1.403225302
233 1.576068327 1.361046814
234 1.527989839 1.576068327
235 1.729911352 1.527989839
236 1.661832864 1.729911352
237 1.801954377 1.661832864
238 1.795675889 1.801954377
239 2.737597402 1.795675889
240 2.553218914 2.737597402
241 2.541940427 2.553218914
242 2.076361939 2.541940427
243 1.790283452 2.076361939
244 1.699704964 1.790283452
245 1.833126477 1.699704964
246 1.942047989 1.833126477
247 1.731469502 1.942047989
248 1.564891014 1.731469502
249 1.390912526 1.564891014
250 0.969434039 1.390912526
251 0.520655551 0.969434039
252 0.577577064 0.520655551
253 1.166098576 0.577577064
254 1.346420089 1.166098576
255 1.012341601 1.346420089
256 1.030263114 1.012341601
257 0.982184626 1.030263114
258 0.744106139 0.982184626
259 0.523527651 0.744106139
260 0.417949164 0.523527651
261 0.558370676 0.417949164
262 0.639192189 0.558370676
263 0.993713701 0.639192189
264 0.638635214 0.993713701
265 0.479056726 0.638635214
266 0.527478238 0.479056726
267 0.374899751 0.527478238
268 0.027321263 0.374899751
269 -0.112957224 0.027321263
270 0.219564288 -0.112957224
271 0.654085801 0.219564288
272 0.795507313 0.654085801
273 0.687928826 0.795507313
274 0.549850338 0.687928826
275 0.436771851 0.549850338
276 0.359693363 0.436771851
277 0.168114876 0.359693363
278 -0.007463612 0.168114876
279 -0.170542099 -0.007463612
280 -0.108620587 -0.170542099
281 -0.125699074 -0.108620587
282 -0.055777562 -0.125699074
283 -0.227856050 -0.055777562
284 -0.422934537 -0.227856050
285 -0.696013025 -0.422934537
286 -0.635091512 -0.696013025
287 -0.601470000 -0.635091512
288 -0.563248487 -0.601470000
289 -0.917326975 -0.563248487
290 -1.091405462 -0.917326975
291 -0.854483950 -1.091405462
292 -0.906562437 -0.854483950
293 -0.998640925 -0.906562437
294 -1.081719412 -0.998640925
295 -0.934297900 -1.081719412
296 -1.105776387 -0.934297900
297 -1.126454875 -1.105776387
298 -0.929033362 -1.126454875
299 -0.917111850 -0.929033362
300 -1.083190338 -0.917111850
301 -0.976768825 -1.083190338
302 -1.182847313 -0.976768825
303 -1.287925800 -1.182847313
304 -1.312504288 -1.287925800
305 -1.240082775 -1.312504288
306 -1.264061263 -1.240082775
307 -1.270739750 -1.264061263
308 -1.382818238 -1.270739750
309 -1.547896725 -1.382818238
310 -1.810975213 -1.547896725
311 -1.520053700 -1.810975213
312 -1.579332188 -1.520053700
313 -1.830210675 -1.579332188
314 -1.896789163 -1.830210675
315 -1.901367650 -1.896789163
316 -1.599946138 -1.901367650
317 -1.735024626 -1.599946138
318 -1.695603113 -1.735024626
319 -1.780181601 -1.695603113
320 -2.093260088 -1.780181601
321 -2.211338576 -2.093260088
322 -2.168717063 -2.211338576
323 -2.128495551 -2.168717063
324 -1.924474038 -2.128495551
325 -1.804652526 -1.924474038
326 -1.810731013 -1.804652526
327 -1.953309501 -1.810731013
328 -1.976387988 -1.953309501
329 -1.991966476 -1.976387988
330 -1.994044963 -1.991966476
331 -2.251123451 -1.994044963
332 -2.295201938 -2.251123451
333 -2.352580426 -2.295201938
334 -2.429858914 -2.352580426
335 -2.397937401 -2.429858914
336 -2.355515889 -2.397937401
337 -2.406394376 -2.355515889
338 -2.313172864 -2.406394376
339 -2.360251351 -2.313172864
340 -2.588329839 -2.360251351
341 -2.605408326 -2.588329839
342 -2.489486814 -2.605408326
343 -2.194565301 -2.489486814
344 -2.211543789 -2.194565301
345 -2.684722276 -2.211543789
346 -3.029100764 -2.684722276
347 -3.324879251 -3.029100764
348 -3.300457739 -3.324879251
349 -3.395036226 -3.300457739
350 -3.406114714 -3.395036226
351 -3.217193202 -3.406114714
352 -2.426271689 -3.217193202
353 -1.927450177 -2.426271689
354 -2.511428664 -1.927450177
355 -2.444507152 -2.511428664
356 -2.649085639 -2.444507152
357 -3.130664127 -2.649085639
358 -2.993742614 -3.130664127
359 -2.867821102 -2.993742614
360 -2.860899589 -2.867821102
361 -2.814978077 -2.860899589
362 -2.883256564 -2.814978077
363 -3.109135052 -2.883256564
364 -2.873213539 -3.109135052
365 -2.823292027 -2.873213539
366 -2.756870514 -2.823292027
367 -2.715249002 -2.756870514
368 -2.703527490 -2.715249002
369 -2.351605977 -2.703527490
370 -2.290684465 -2.351605977
371 -2.408762952 -2.290684465
372 -2.532841440 -2.408762952
373 -2.350919927 -2.532841440
374 -2.585498415 -2.350919927
375 -2.703576902 -2.585498415
376 -2.646755390 -2.703576902
377 -2.452233877 -2.646755390
378 -2.365312365 -2.452233877
379 -2.401890852 -2.365312365
380 -2.521469340 -2.401890852
381 -2.357547827 -2.521469340
382 -2.046626315 -2.357547827
383 -1.535604802 -2.046626315
384 -1.565083290 -1.535604802
385 -1.490361778 -1.565083290
386 -1.429640265 -1.490361778
387 -1.428018753 -1.429640265
388 -1.528597240 -1.428018753
389 -1.777675728 -1.528597240
390 -1.841254215 -1.777675728
391 -1.671332703 -1.841254215
392 -1.344011190 -1.671332703
393 -1.005789678 -1.344011190
394 -0.975068165 -1.005789678
395 -1.193146653 -0.975068165
396 -1.417025140 -1.193146653
397 -1.313303628 -1.417025140
398 -1.293882115 -1.313303628
399 -1.239960603 -1.293882115
400 -1.058039090 -1.239960603
401 -1.104117578 -1.058039090
402 -0.937796065 -1.104117578
403 -0.959974553 -0.937796065
404 -0.934853041 -0.959974553
405 -0.969431528 -0.934853041
406 -1.015410016 -0.969431528
407 -1.028588503 -1.015410016
408 -0.967666991 -1.028588503
409 -0.665745478 -0.967666991
410 -0.821523966 -0.665745478
411 -0.913402453 -0.821523966
412 -1.079380941 -0.913402453
413 -1.139759428 -1.079380941
414 -1.113637916 -1.139759428
415 -1.119816403 -1.113637916
416 -1.060894891 -1.119816403
417 -1.119573378 -1.060894891
418 -1.278551866 -1.119573378
419 -1.273530353 -1.278551866
420 -1.209108841 -1.273530353
421 -1.133687329 -1.209108841
422 -1.061765816 -1.133687329
423 -1.068844304 -1.061765816
424 -1.122322791 -1.068844304
425 -1.011201279 -1.122322791
426 -0.745879766 -1.011201279
427 -0.703158254 -0.745879766
428 -0.697236741 -0.703158254
429 -0.627515229 -0.697236741
430 -0.801693716 -0.627515229
431 -0.813372204 -0.801693716
432 -0.755250691 -0.813372204
433 -0.737629179 -0.755250691
434 -0.675207666 -0.737629179
435 -0.438786154 -0.675207666
436 0.116135359 -0.438786154
437 0.615556871 0.116135359
438 0.524978383 0.615556871
439 0.601899896 0.524978383
440 0.859321408 0.601899896
441 1.531742921 0.859321408
442 1.443364433 1.531742921
443 1.473585946 1.443364433
444 1.335007458 1.473585946
445 1.273428971 1.335007458
446 1.507850483 1.273428971
447 1.839571996 1.507850483
448 1.959193508 1.839571996
449 1.975615021 1.959193508
450 1.823036533 1.975615021
451 1.554958046 1.823036533
452 1.781379558 1.554958046
453 1.811801071 1.781379558
454 1.805722583 1.811801071
455 1.922644095 1.805722583
456 2.260065608 1.922644095
457 2.585287120 2.260065608
458 2.843408633 2.585287120
459 2.647830145 2.843408633
460 2.592251658 2.647830145
461 3.009173170 2.592251658
462 3.328894683 3.009173170
463 2.788716195 3.328894683
464 2.820437708 2.788716195
465 2.649359220 2.820437708
466 2.690980733 2.649359220
467 2.935702245 2.690980733
468 3.149923758 2.935702245
469 3.308845270 3.149923758
470 3.576966783 3.308845270
471 3.621888295 3.576966783
472 3.875309807 3.621888295
473 3.767231320 3.875309807
474 3.284152832 3.767231320
475 3.182774345 3.284152832
476 2.772995857 3.182774345
477 2.426917370 2.772995857
478 2.686838882 2.426917370
479 2.724960395 2.686838882
480 2.862181907 2.724960395
481 2.869903420 2.862181907
482 2.955524932 2.869903420
483 3.039446445 2.955524932
484 3.000867957 3.039446445
485 2.904289470 3.000867957
486 2.425210982 2.904289470
487 2.275132495 2.425210982
488 2.175054007 2.275132495
489 1.805475519 2.175054007
490 1.614397032 1.805475519
491 NA 1.614397032
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -5.578222566 -4.399744079
[2,] -6.271901054 -5.578222566
[3,] -5.239079541 -6.271901054
[4,] -3.663958029 -5.239079541
[5,] -3.560736516 -3.663958029
[6,] -3.509615004 -3.560736516
[7,] -3.686893491 -3.509615004
[8,] -3.246271979 -3.686893491
[9,] -2.785150467 -3.246271979
[10,] -1.910328954 -2.785150467
[11,] -1.450707442 -1.910328954
[12,] -1.922585929 -1.450707442
[13,] -2.608164417 -1.922585929
[14,] -2.646042904 -2.608164417
[15,] -2.705321392 -2.646042904
[16,] -2.138099879 -2.705321392
[17,] -1.443978367 -2.138099879
[18,] -0.240556854 -1.443978367
[19,] 0.774164658 -0.240556854
[20,] 0.815286171 0.774164658
[21,] 1.237207683 0.815286171
[22,] 1.588129196 1.237207683
[23,] 1.619550708 1.588129196
[24,] 1.705472221 1.619550708
[25,] 1.577093733 1.705472221
[26,] 1.841815245 1.577093733
[27,] 1.551536758 1.841815245
[28,] 0.702158270 1.551536758
[29,] -0.227820217 0.702158270
[30,] -0.384498705 -0.227820217
[31,] 0.172622808 -0.384498705
[32,] 0.955644320 0.172622808
[33,] 0.605965833 0.955644320
[34,] 0.920687345 0.605965833
[35,] 0.802008858 0.920687345
[36,] 1.268030370 0.802008858
[37,] 1.178951883 1.268030370
[38,] 1.071873395 1.178951883
[39,] 0.818294908 1.071873395
[40,] 0.792916420 0.818294908
[41,] 0.885337933 0.792916420
[42,] 1.088759445 0.885337933
[43,] 0.575480957 1.088759445
[44,] 0.404402470 0.575480957
[45,] 0.641323982 0.404402470
[46,] 0.157745495 0.641323982
[47,] 0.141167007 0.157745495
[48,] 0.154988520 0.141167007
[49,] 0.399810032 0.154988520
[50,] 0.140931545 0.399810032
[51,] 0.572853057 0.140931545
[52,] 0.184774570 0.572853057
[53,] 0.629696082 0.184774570
[54,] 1.113617595 0.629696082
[55,] 0.966039107 1.113617595
[56,] 0.763460620 0.966039107
[57,] 0.709382132 0.763460620
[58,] 0.920803645 0.709382132
[59,] 0.922225157 0.920803645
[60,] 0.302846669 0.922225157
[61,] 0.436868182 0.302846669
[62,] 0.589489694 0.436868182
[63,] 0.448411207 0.589489694
[64,] 0.414332719 0.448411207
[65,] 0.418954232 0.414332719
[66,] 0.386675744 0.418954232
[67,] 0.096097257 0.386675744
[68,] 0.260718769 0.096097257
[69,] 0.145240282 0.260718769
[70,] -0.025438206 0.145240282
[71,] -0.234716693 -0.025438206
[72,] -0.276295181 -0.234716693
[73,] -0.627873668 -0.276295181
[74,] -0.513052156 -0.627873668
[75,] -0.106830643 -0.513052156
[76,] -0.316109131 -0.106830643
[77,] -0.326687619 -0.316109131
[78,] -0.260766106 -0.326687619
[79,] -0.374844594 -0.260766106
[80,] -0.556923081 -0.374844594
[81,] -0.286001569 -0.556923081
[82,] -0.341080056 -0.286001569
[83,] -0.482658544 -0.341080056
[84,] -0.236737031 -0.482658544
[85,] -0.432315519 -0.236737031
[86,] -0.526894006 -0.432315519
[87,] -0.546472494 -0.526894006
[88,] -0.259950981 -0.546472494
[89,] -0.227129469 -0.259950981
[90,] -0.513007956 -0.227129469
[91,] -0.381286444 -0.513007956
[92,] -0.556864931 -0.381286444
[93,] -0.731443419 -0.556864931
[94,] -0.723621907 -0.731443419
[95,] -0.717100394 -0.723621907
[96,] -0.650278882 -0.717100394
[97,] -0.523657369 -0.650278882
[98,] -0.525835857 -0.523657369
[99,] -0.399114344 -0.525835857
[100,] -0.600892832 -0.399114344
[101,] -0.667071319 -0.600892832
[102,] -0.520149807 -0.667071319
[103,] -0.435228294 -0.520149807
[104,] -0.366306782 -0.435228294
[105,] -0.308185269 -0.366306782
[106,] -0.273963757 -0.308185269
[107,] -0.327142244 -0.273963757
[108,] -0.372620732 -0.327142244
[109,] -0.378899219 -0.372620732
[110,] -0.238277707 -0.378899219
[111,] -0.595356195 -0.238277707
[112,] -0.474734682 -0.595356195
[113,] -0.560013170 -0.474734682
[114,] -0.557891657 -0.560013170
[115,] -0.486670145 -0.557891657
[116,] -0.353248632 -0.486670145
[117,] -0.377027120 -0.353248632
[118,] -0.364905607 -0.377027120
[119,] 0.167015905 -0.364905607
[120,] 0.059337418 0.167015905
[121,] -0.199141070 0.059337418
[122,] 0.130780443 -0.199141070
[123,] 0.122201955 0.130780443
[124,] 0.177623468 0.122201955
[125,] 0.195544980 0.177623468
[126,] 0.121366493 0.195544980
[127,] 0.120088005 0.121366493
[128,] 0.155309517 0.120088005
[129,] 0.418731030 0.155309517
[130,] 0.493152542 0.418731030
[131,] 0.900074055 0.493152542
[132,] 1.792495567 0.900074055
[133,] 2.293917080 1.792495567
[134,] 1.604838592 2.293917080
[135,] 1.331260105 1.604838592
[136,] 1.374781617 1.331260105
[137,] 1.252603130 1.374781617
[138,] 0.443524642 1.252603130
[139,] 0.585446155 0.443524642
[140,] 0.753467667 0.585446155
[141,] 0.860289180 0.753467667
[142,] 0.610210692 0.860289180
[143,] 0.366632205 0.610210692
[144,] 0.426453717 0.366632205
[145,] 0.763975229 0.426453717
[146,] 1.064896742 0.763975229
[147,] 1.110818254 1.064896742
[148,] 1.029239767 1.110818254
[149,] 1.436661279 1.029239767
[150,] 1.501182792 1.436661279
[151,] 1.569504304 1.501182792
[152,] 2.075425817 1.569504304
[153,] 1.645847329 2.075425817
[154,] 2.423268842 1.645847329
[155,] 2.756190354 2.423268842
[156,] 2.090111867 2.756190354
[157,] 1.810033379 2.090111867
[158,] 2.181954892 1.810033379
[159,] 1.818876404 2.181954892
[160,] 1.781797917 1.818876404
[161,] 1.957719429 1.781797917
[162,] 2.139640941 1.957719429
[163,] 1.802562454 2.139640941
[164,] 1.713383966 1.802562454
[165,] 1.716905479 1.713383966
[166,] 1.990826991 1.716905479
[167,] 2.155848504 1.990826991
[168,] 2.285670016 2.155848504
[169,] 2.401591529 2.285670016
[170,] 2.237113041 2.401591529
[171,] 2.196934554 2.237113041
[172,] 1.999656066 2.196934554
[173,] 1.981277579 1.999656066
[174,] 2.262699091 1.981277579
[175,] 2.104620604 2.262699091
[176,] 1.877942116 2.104620604
[177,] 1.729963629 1.877942116
[178,] 1.855585141 1.729963629
[179,] 2.047306654 1.855585141
[180,] 1.891328166 2.047306654
[181,] 1.578749678 1.891328166
[182,] 1.488071191 1.578749678
[183,] 1.539992703 1.488071191
[184,] 1.565114216 1.539992703
[185,] 1.430835728 1.565114216
[186,] 1.294757241 1.430835728
[187,] 1.184178753 1.294757241
[188,] 1.171600266 1.184178753
[189,] 0.952921778 1.171600266
[190,] 1.063443291 0.952921778
[191,] 0.824764803 1.063443291
[192,] 1.019186316 0.824764803
[193,] 1.074207828 1.019186316
[194,] 1.031129341 1.074207828
[195,] 0.849550853 1.031129341
[196,] 0.848872366 0.849550853
[197,] 0.825593878 0.848872366
[198,] 0.767315390 0.825593878
[199,] 1.079236903 0.767315390
[200,] 1.024258415 1.079236903
[201,] 0.965579928 1.024258415
[202,] 0.925501440 0.965579928
[203,] 0.980922953 0.925501440
[204,] 0.889344465 0.980922953
[205,] 0.851265978 0.889344465
[206,] 0.880187490 0.851265978
[207,] 0.818609003 0.880187490
[208,] 0.683030515 0.818609003
[209,] 0.684452028 0.683030515
[210,] 0.557873540 0.684452028
[211,] 0.529495053 0.557873540
[212,] 0.355716565 0.529495053
[213,] 0.497738078 0.355716565
[214,] 0.418259590 0.497738078
[215,] 0.578681102 0.418259590
[216,] 0.639502615 0.578681102
[217,] 0.491924127 0.639502615
[218,] 0.503745640 0.491924127
[219,] 0.448567152 0.503745640
[220,] 0.521088665 0.448567152
[221,] 0.460010177 0.521088665
[222,] 0.392731690 0.460010177
[223,] 0.431353202 0.392731690
[224,] 0.288274715 0.431353202
[225,] 0.405496227 0.288274715
[226,] 0.459417740 0.405496227
[227,] 0.604539252 0.459417740
[228,] 0.663860765 0.604539252
[229,] 0.710882277 0.663860765
[230,] 1.010303790 0.710882277
[231,] 1.403225302 1.010303790
[232,] 1.361046814 1.403225302
[233,] 1.576068327 1.361046814
[234,] 1.527989839 1.576068327
[235,] 1.729911352 1.527989839
[236,] 1.661832864 1.729911352
[237,] 1.801954377 1.661832864
[238,] 1.795675889 1.801954377
[239,] 2.737597402 1.795675889
[240,] 2.553218914 2.737597402
[241,] 2.541940427 2.553218914
[242,] 2.076361939 2.541940427
[243,] 1.790283452 2.076361939
[244,] 1.699704964 1.790283452
[245,] 1.833126477 1.699704964
[246,] 1.942047989 1.833126477
[247,] 1.731469502 1.942047989
[248,] 1.564891014 1.731469502
[249,] 1.390912526 1.564891014
[250,] 0.969434039 1.390912526
[251,] 0.520655551 0.969434039
[252,] 0.577577064 0.520655551
[253,] 1.166098576 0.577577064
[254,] 1.346420089 1.166098576
[255,] 1.012341601 1.346420089
[256,] 1.030263114 1.012341601
[257,] 0.982184626 1.030263114
[258,] 0.744106139 0.982184626
[259,] 0.523527651 0.744106139
[260,] 0.417949164 0.523527651
[261,] 0.558370676 0.417949164
[262,] 0.639192189 0.558370676
[263,] 0.993713701 0.639192189
[264,] 0.638635214 0.993713701
[265,] 0.479056726 0.638635214
[266,] 0.527478238 0.479056726
[267,] 0.374899751 0.527478238
[268,] 0.027321263 0.374899751
[269,] -0.112957224 0.027321263
[270,] 0.219564288 -0.112957224
[271,] 0.654085801 0.219564288
[272,] 0.795507313 0.654085801
[273,] 0.687928826 0.795507313
[274,] 0.549850338 0.687928826
[275,] 0.436771851 0.549850338
[276,] 0.359693363 0.436771851
[277,] 0.168114876 0.359693363
[278,] -0.007463612 0.168114876
[279,] -0.170542099 -0.007463612
[280,] -0.108620587 -0.170542099
[281,] -0.125699074 -0.108620587
[282,] -0.055777562 -0.125699074
[283,] -0.227856050 -0.055777562
[284,] -0.422934537 -0.227856050
[285,] -0.696013025 -0.422934537
[286,] -0.635091512 -0.696013025
[287,] -0.601470000 -0.635091512
[288,] -0.563248487 -0.601470000
[289,] -0.917326975 -0.563248487
[290,] -1.091405462 -0.917326975
[291,] -0.854483950 -1.091405462
[292,] -0.906562437 -0.854483950
[293,] -0.998640925 -0.906562437
[294,] -1.081719412 -0.998640925
[295,] -0.934297900 -1.081719412
[296,] -1.105776387 -0.934297900
[297,] -1.126454875 -1.105776387
[298,] -0.929033362 -1.126454875
[299,] -0.917111850 -0.929033362
[300,] -1.083190338 -0.917111850
[301,] -0.976768825 -1.083190338
[302,] -1.182847313 -0.976768825
[303,] -1.287925800 -1.182847313
[304,] -1.312504288 -1.287925800
[305,] -1.240082775 -1.312504288
[306,] -1.264061263 -1.240082775
[307,] -1.270739750 -1.264061263
[308,] -1.382818238 -1.270739750
[309,] -1.547896725 -1.382818238
[310,] -1.810975213 -1.547896725
[311,] -1.520053700 -1.810975213
[312,] -1.579332188 -1.520053700
[313,] -1.830210675 -1.579332188
[314,] -1.896789163 -1.830210675
[315,] -1.901367650 -1.896789163
[316,] -1.599946138 -1.901367650
[317,] -1.735024626 -1.599946138
[318,] -1.695603113 -1.735024626
[319,] -1.780181601 -1.695603113
[320,] -2.093260088 -1.780181601
[321,] -2.211338576 -2.093260088
[322,] -2.168717063 -2.211338576
[323,] -2.128495551 -2.168717063
[324,] -1.924474038 -2.128495551
[325,] -1.804652526 -1.924474038
[326,] -1.810731013 -1.804652526
[327,] -1.953309501 -1.810731013
[328,] -1.976387988 -1.953309501
[329,] -1.991966476 -1.976387988
[330,] -1.994044963 -1.991966476
[331,] -2.251123451 -1.994044963
[332,] -2.295201938 -2.251123451
[333,] -2.352580426 -2.295201938
[334,] -2.429858914 -2.352580426
[335,] -2.397937401 -2.429858914
[336,] -2.355515889 -2.397937401
[337,] -2.406394376 -2.355515889
[338,] -2.313172864 -2.406394376
[339,] -2.360251351 -2.313172864
[340,] -2.588329839 -2.360251351
[341,] -2.605408326 -2.588329839
[342,] -2.489486814 -2.605408326
[343,] -2.194565301 -2.489486814
[344,] -2.211543789 -2.194565301
[345,] -2.684722276 -2.211543789
[346,] -3.029100764 -2.684722276
[347,] -3.324879251 -3.029100764
[348,] -3.300457739 -3.324879251
[349,] -3.395036226 -3.300457739
[350,] -3.406114714 -3.395036226
[351,] -3.217193202 -3.406114714
[352,] -2.426271689 -3.217193202
[353,] -1.927450177 -2.426271689
[354,] -2.511428664 -1.927450177
[355,] -2.444507152 -2.511428664
[356,] -2.649085639 -2.444507152
[357,] -3.130664127 -2.649085639
[358,] -2.993742614 -3.130664127
[359,] -2.867821102 -2.993742614
[360,] -2.860899589 -2.867821102
[361,] -2.814978077 -2.860899589
[362,] -2.883256564 -2.814978077
[363,] -3.109135052 -2.883256564
[364,] -2.873213539 -3.109135052
[365,] -2.823292027 -2.873213539
[366,] -2.756870514 -2.823292027
[367,] -2.715249002 -2.756870514
[368,] -2.703527490 -2.715249002
[369,] -2.351605977 -2.703527490
[370,] -2.290684465 -2.351605977
[371,] -2.408762952 -2.290684465
[372,] -2.532841440 -2.408762952
[373,] -2.350919927 -2.532841440
[374,] -2.585498415 -2.350919927
[375,] -2.703576902 -2.585498415
[376,] -2.646755390 -2.703576902
[377,] -2.452233877 -2.646755390
[378,] -2.365312365 -2.452233877
[379,] -2.401890852 -2.365312365
[380,] -2.521469340 -2.401890852
[381,] -2.357547827 -2.521469340
[382,] -2.046626315 -2.357547827
[383,] -1.535604802 -2.046626315
[384,] -1.565083290 -1.535604802
[385,] -1.490361778 -1.565083290
[386,] -1.429640265 -1.490361778
[387,] -1.428018753 -1.429640265
[388,] -1.528597240 -1.428018753
[389,] -1.777675728 -1.528597240
[390,] -1.841254215 -1.777675728
[391,] -1.671332703 -1.841254215
[392,] -1.344011190 -1.671332703
[393,] -1.005789678 -1.344011190
[394,] -0.975068165 -1.005789678
[395,] -1.193146653 -0.975068165
[396,] -1.417025140 -1.193146653
[397,] -1.313303628 -1.417025140
[398,] -1.293882115 -1.313303628
[399,] -1.239960603 -1.293882115
[400,] -1.058039090 -1.239960603
[401,] -1.104117578 -1.058039090
[402,] -0.937796065 -1.104117578
[403,] -0.959974553 -0.937796065
[404,] -0.934853041 -0.959974553
[405,] -0.969431528 -0.934853041
[406,] -1.015410016 -0.969431528
[407,] -1.028588503 -1.015410016
[408,] -0.967666991 -1.028588503
[409,] -0.665745478 -0.967666991
[410,] -0.821523966 -0.665745478
[411,] -0.913402453 -0.821523966
[412,] -1.079380941 -0.913402453
[413,] -1.139759428 -1.079380941
[414,] -1.113637916 -1.139759428
[415,] -1.119816403 -1.113637916
[416,] -1.060894891 -1.119816403
[417,] -1.119573378 -1.060894891
[418,] -1.278551866 -1.119573378
[419,] -1.273530353 -1.278551866
[420,] -1.209108841 -1.273530353
[421,] -1.133687329 -1.209108841
[422,] -1.061765816 -1.133687329
[423,] -1.068844304 -1.061765816
[424,] -1.122322791 -1.068844304
[425,] -1.011201279 -1.122322791
[426,] -0.745879766 -1.011201279
[427,] -0.703158254 -0.745879766
[428,] -0.697236741 -0.703158254
[429,] -0.627515229 -0.697236741
[430,] -0.801693716 -0.627515229
[431,] -0.813372204 -0.801693716
[432,] -0.755250691 -0.813372204
[433,] -0.737629179 -0.755250691
[434,] -0.675207666 -0.737629179
[435,] -0.438786154 -0.675207666
[436,] 0.116135359 -0.438786154
[437,] 0.615556871 0.116135359
[438,] 0.524978383 0.615556871
[439,] 0.601899896 0.524978383
[440,] 0.859321408 0.601899896
[441,] 1.531742921 0.859321408
[442,] 1.443364433 1.531742921
[443,] 1.473585946 1.443364433
[444,] 1.335007458 1.473585946
[445,] 1.273428971 1.335007458
[446,] 1.507850483 1.273428971
[447,] 1.839571996 1.507850483
[448,] 1.959193508 1.839571996
[449,] 1.975615021 1.959193508
[450,] 1.823036533 1.975615021
[451,] 1.554958046 1.823036533
[452,] 1.781379558 1.554958046
[453,] 1.811801071 1.781379558
[454,] 1.805722583 1.811801071
[455,] 1.922644095 1.805722583
[456,] 2.260065608 1.922644095
[457,] 2.585287120 2.260065608
[458,] 2.843408633 2.585287120
[459,] 2.647830145 2.843408633
[460,] 2.592251658 2.647830145
[461,] 3.009173170 2.592251658
[462,] 3.328894683 3.009173170
[463,] 2.788716195 3.328894683
[464,] 2.820437708 2.788716195
[465,] 2.649359220 2.820437708
[466,] 2.690980733 2.649359220
[467,] 2.935702245 2.690980733
[468,] 3.149923758 2.935702245
[469,] 3.308845270 3.149923758
[470,] 3.576966783 3.308845270
[471,] 3.621888295 3.576966783
[472,] 3.875309807 3.621888295
[473,] 3.767231320 3.875309807
[474,] 3.284152832 3.767231320
[475,] 3.182774345 3.284152832
[476,] 2.772995857 3.182774345
[477,] 2.426917370 2.772995857
[478,] 2.686838882 2.426917370
[479,] 2.724960395 2.686838882
[480,] 2.862181907 2.724960395
[481,] 2.869903420 2.862181907
[482,] 2.955524932 2.869903420
[483,] 3.039446445 2.955524932
[484,] 3.000867957 3.039446445
[485,] 2.904289470 3.000867957
[486,] 2.425210982 2.904289470
[487,] 2.275132495 2.425210982
[488,] 2.175054007 2.275132495
[489,] 1.805475519 2.175054007
[490,] 1.614397032 1.805475519
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -5.578222566 -4.399744079
2 -6.271901054 -5.578222566
3 -5.239079541 -6.271901054
4 -3.663958029 -5.239079541
5 -3.560736516 -3.663958029
6 -3.509615004 -3.560736516
7 -3.686893491 -3.509615004
8 -3.246271979 -3.686893491
9 -2.785150467 -3.246271979
10 -1.910328954 -2.785150467
11 -1.450707442 -1.910328954
12 -1.922585929 -1.450707442
13 -2.608164417 -1.922585929
14 -2.646042904 -2.608164417
15 -2.705321392 -2.646042904
16 -2.138099879 -2.705321392
17 -1.443978367 -2.138099879
18 -0.240556854 -1.443978367
19 0.774164658 -0.240556854
20 0.815286171 0.774164658
21 1.237207683 0.815286171
22 1.588129196 1.237207683
23 1.619550708 1.588129196
24 1.705472221 1.619550708
25 1.577093733 1.705472221
26 1.841815245 1.577093733
27 1.551536758 1.841815245
28 0.702158270 1.551536758
29 -0.227820217 0.702158270
30 -0.384498705 -0.227820217
31 0.172622808 -0.384498705
32 0.955644320 0.172622808
33 0.605965833 0.955644320
34 0.920687345 0.605965833
35 0.802008858 0.920687345
36 1.268030370 0.802008858
37 1.178951883 1.268030370
38 1.071873395 1.178951883
39 0.818294908 1.071873395
40 0.792916420 0.818294908
41 0.885337933 0.792916420
42 1.088759445 0.885337933
43 0.575480957 1.088759445
44 0.404402470 0.575480957
45 0.641323982 0.404402470
46 0.157745495 0.641323982
47 0.141167007 0.157745495
48 0.154988520 0.141167007
49 0.399810032 0.154988520
50 0.140931545 0.399810032
51 0.572853057 0.140931545
52 0.184774570 0.572853057
53 0.629696082 0.184774570
54 1.113617595 0.629696082
55 0.966039107 1.113617595
56 0.763460620 0.966039107
57 0.709382132 0.763460620
58 0.920803645 0.709382132
59 0.922225157 0.920803645
60 0.302846669 0.922225157
61 0.436868182 0.302846669
62 0.589489694 0.436868182
63 0.448411207 0.589489694
64 0.414332719 0.448411207
65 0.418954232 0.414332719
66 0.386675744 0.418954232
67 0.096097257 0.386675744
68 0.260718769 0.096097257
69 0.145240282 0.260718769
70 -0.025438206 0.145240282
71 -0.234716693 -0.025438206
72 -0.276295181 -0.234716693
73 -0.627873668 -0.276295181
74 -0.513052156 -0.627873668
75 -0.106830643 -0.513052156
76 -0.316109131 -0.106830643
77 -0.326687619 -0.316109131
78 -0.260766106 -0.326687619
79 -0.374844594 -0.260766106
80 -0.556923081 -0.374844594
81 -0.286001569 -0.556923081
82 -0.341080056 -0.286001569
83 -0.482658544 -0.341080056
84 -0.236737031 -0.482658544
85 -0.432315519 -0.236737031
86 -0.526894006 -0.432315519
87 -0.546472494 -0.526894006
88 -0.259950981 -0.546472494
89 -0.227129469 -0.259950981
90 -0.513007956 -0.227129469
91 -0.381286444 -0.513007956
92 -0.556864931 -0.381286444
93 -0.731443419 -0.556864931
94 -0.723621907 -0.731443419
95 -0.717100394 -0.723621907
96 -0.650278882 -0.717100394
97 -0.523657369 -0.650278882
98 -0.525835857 -0.523657369
99 -0.399114344 -0.525835857
100 -0.600892832 -0.399114344
101 -0.667071319 -0.600892832
102 -0.520149807 -0.667071319
103 -0.435228294 -0.520149807
104 -0.366306782 -0.435228294
105 -0.308185269 -0.366306782
106 -0.273963757 -0.308185269
107 -0.327142244 -0.273963757
108 -0.372620732 -0.327142244
109 -0.378899219 -0.372620732
110 -0.238277707 -0.378899219
111 -0.595356195 -0.238277707
112 -0.474734682 -0.595356195
113 -0.560013170 -0.474734682
114 -0.557891657 -0.560013170
115 -0.486670145 -0.557891657
116 -0.353248632 -0.486670145
117 -0.377027120 -0.353248632
118 -0.364905607 -0.377027120
119 0.167015905 -0.364905607
120 0.059337418 0.167015905
121 -0.199141070 0.059337418
122 0.130780443 -0.199141070
123 0.122201955 0.130780443
124 0.177623468 0.122201955
125 0.195544980 0.177623468
126 0.121366493 0.195544980
127 0.120088005 0.121366493
128 0.155309517 0.120088005
129 0.418731030 0.155309517
130 0.493152542 0.418731030
131 0.900074055 0.493152542
132 1.792495567 0.900074055
133 2.293917080 1.792495567
134 1.604838592 2.293917080
135 1.331260105 1.604838592
136 1.374781617 1.331260105
137 1.252603130 1.374781617
138 0.443524642 1.252603130
139 0.585446155 0.443524642
140 0.753467667 0.585446155
141 0.860289180 0.753467667
142 0.610210692 0.860289180
143 0.366632205 0.610210692
144 0.426453717 0.366632205
145 0.763975229 0.426453717
146 1.064896742 0.763975229
147 1.110818254 1.064896742
148 1.029239767 1.110818254
149 1.436661279 1.029239767
150 1.501182792 1.436661279
151 1.569504304 1.501182792
152 2.075425817 1.569504304
153 1.645847329 2.075425817
154 2.423268842 1.645847329
155 2.756190354 2.423268842
156 2.090111867 2.756190354
157 1.810033379 2.090111867
158 2.181954892 1.810033379
159 1.818876404 2.181954892
160 1.781797917 1.818876404
161 1.957719429 1.781797917
162 2.139640941 1.957719429
163 1.802562454 2.139640941
164 1.713383966 1.802562454
165 1.716905479 1.713383966
166 1.990826991 1.716905479
167 2.155848504 1.990826991
168 2.285670016 2.155848504
169 2.401591529 2.285670016
170 2.237113041 2.401591529
171 2.196934554 2.237113041
172 1.999656066 2.196934554
173 1.981277579 1.999656066
174 2.262699091 1.981277579
175 2.104620604 2.262699091
176 1.877942116 2.104620604
177 1.729963629 1.877942116
178 1.855585141 1.729963629
179 2.047306654 1.855585141
180 1.891328166 2.047306654
181 1.578749678 1.891328166
182 1.488071191 1.578749678
183 1.539992703 1.488071191
184 1.565114216 1.539992703
185 1.430835728 1.565114216
186 1.294757241 1.430835728
187 1.184178753 1.294757241
188 1.171600266 1.184178753
189 0.952921778 1.171600266
190 1.063443291 0.952921778
191 0.824764803 1.063443291
192 1.019186316 0.824764803
193 1.074207828 1.019186316
194 1.031129341 1.074207828
195 0.849550853 1.031129341
196 0.848872366 0.849550853
197 0.825593878 0.848872366
198 0.767315390 0.825593878
199 1.079236903 0.767315390
200 1.024258415 1.079236903
201 0.965579928 1.024258415
202 0.925501440 0.965579928
203 0.980922953 0.925501440
204 0.889344465 0.980922953
205 0.851265978 0.889344465
206 0.880187490 0.851265978
207 0.818609003 0.880187490
208 0.683030515 0.818609003
209 0.684452028 0.683030515
210 0.557873540 0.684452028
211 0.529495053 0.557873540
212 0.355716565 0.529495053
213 0.497738078 0.355716565
214 0.418259590 0.497738078
215 0.578681102 0.418259590
216 0.639502615 0.578681102
217 0.491924127 0.639502615
218 0.503745640 0.491924127
219 0.448567152 0.503745640
220 0.521088665 0.448567152
221 0.460010177 0.521088665
222 0.392731690 0.460010177
223 0.431353202 0.392731690
224 0.288274715 0.431353202
225 0.405496227 0.288274715
226 0.459417740 0.405496227
227 0.604539252 0.459417740
228 0.663860765 0.604539252
229 0.710882277 0.663860765
230 1.010303790 0.710882277
231 1.403225302 1.010303790
232 1.361046814 1.403225302
233 1.576068327 1.361046814
234 1.527989839 1.576068327
235 1.729911352 1.527989839
236 1.661832864 1.729911352
237 1.801954377 1.661832864
238 1.795675889 1.801954377
239 2.737597402 1.795675889
240 2.553218914 2.737597402
241 2.541940427 2.553218914
242 2.076361939 2.541940427
243 1.790283452 2.076361939
244 1.699704964 1.790283452
245 1.833126477 1.699704964
246 1.942047989 1.833126477
247 1.731469502 1.942047989
248 1.564891014 1.731469502
249 1.390912526 1.564891014
250 0.969434039 1.390912526
251 0.520655551 0.969434039
252 0.577577064 0.520655551
253 1.166098576 0.577577064
254 1.346420089 1.166098576
255 1.012341601 1.346420089
256 1.030263114 1.012341601
257 0.982184626 1.030263114
258 0.744106139 0.982184626
259 0.523527651 0.744106139
260 0.417949164 0.523527651
261 0.558370676 0.417949164
262 0.639192189 0.558370676
263 0.993713701 0.639192189
264 0.638635214 0.993713701
265 0.479056726 0.638635214
266 0.527478238 0.479056726
267 0.374899751 0.527478238
268 0.027321263 0.374899751
269 -0.112957224 0.027321263
270 0.219564288 -0.112957224
271 0.654085801 0.219564288
272 0.795507313 0.654085801
273 0.687928826 0.795507313
274 0.549850338 0.687928826
275 0.436771851 0.549850338
276 0.359693363 0.436771851
277 0.168114876 0.359693363
278 -0.007463612 0.168114876
279 -0.170542099 -0.007463612
280 -0.108620587 -0.170542099
281 -0.125699074 -0.108620587
282 -0.055777562 -0.125699074
283 -0.227856050 -0.055777562
284 -0.422934537 -0.227856050
285 -0.696013025 -0.422934537
286 -0.635091512 -0.696013025
287 -0.601470000 -0.635091512
288 -0.563248487 -0.601470000
289 -0.917326975 -0.563248487
290 -1.091405462 -0.917326975
291 -0.854483950 -1.091405462
292 -0.906562437 -0.854483950
293 -0.998640925 -0.906562437
294 -1.081719412 -0.998640925
295 -0.934297900 -1.081719412
296 -1.105776387 -0.934297900
297 -1.126454875 -1.105776387
298 -0.929033362 -1.126454875
299 -0.917111850 -0.929033362
300 -1.083190338 -0.917111850
301 -0.976768825 -1.083190338
302 -1.182847313 -0.976768825
303 -1.287925800 -1.182847313
304 -1.312504288 -1.287925800
305 -1.240082775 -1.312504288
306 -1.264061263 -1.240082775
307 -1.270739750 -1.264061263
308 -1.382818238 -1.270739750
309 -1.547896725 -1.382818238
310 -1.810975213 -1.547896725
311 -1.520053700 -1.810975213
312 -1.579332188 -1.520053700
313 -1.830210675 -1.579332188
314 -1.896789163 -1.830210675
315 -1.901367650 -1.896789163
316 -1.599946138 -1.901367650
317 -1.735024626 -1.599946138
318 -1.695603113 -1.735024626
319 -1.780181601 -1.695603113
320 -2.093260088 -1.780181601
321 -2.211338576 -2.093260088
322 -2.168717063 -2.211338576
323 -2.128495551 -2.168717063
324 -1.924474038 -2.128495551
325 -1.804652526 -1.924474038
326 -1.810731013 -1.804652526
327 -1.953309501 -1.810731013
328 -1.976387988 -1.953309501
329 -1.991966476 -1.976387988
330 -1.994044963 -1.991966476
331 -2.251123451 -1.994044963
332 -2.295201938 -2.251123451
333 -2.352580426 -2.295201938
334 -2.429858914 -2.352580426
335 -2.397937401 -2.429858914
336 -2.355515889 -2.397937401
337 -2.406394376 -2.355515889
338 -2.313172864 -2.406394376
339 -2.360251351 -2.313172864
340 -2.588329839 -2.360251351
341 -2.605408326 -2.588329839
342 -2.489486814 -2.605408326
343 -2.194565301 -2.489486814
344 -2.211543789 -2.194565301
345 -2.684722276 -2.211543789
346 -3.029100764 -2.684722276
347 -3.324879251 -3.029100764
348 -3.300457739 -3.324879251
349 -3.395036226 -3.300457739
350 -3.406114714 -3.395036226
351 -3.217193202 -3.406114714
352 -2.426271689 -3.217193202
353 -1.927450177 -2.426271689
354 -2.511428664 -1.927450177
355 -2.444507152 -2.511428664
356 -2.649085639 -2.444507152
357 -3.130664127 -2.649085639
358 -2.993742614 -3.130664127
359 -2.867821102 -2.993742614
360 -2.860899589 -2.867821102
361 -2.814978077 -2.860899589
362 -2.883256564 -2.814978077
363 -3.109135052 -2.883256564
364 -2.873213539 -3.109135052
365 -2.823292027 -2.873213539
366 -2.756870514 -2.823292027
367 -2.715249002 -2.756870514
368 -2.703527490 -2.715249002
369 -2.351605977 -2.703527490
370 -2.290684465 -2.351605977
371 -2.408762952 -2.290684465
372 -2.532841440 -2.408762952
373 -2.350919927 -2.532841440
374 -2.585498415 -2.350919927
375 -2.703576902 -2.585498415
376 -2.646755390 -2.703576902
377 -2.452233877 -2.646755390
378 -2.365312365 -2.452233877
379 -2.401890852 -2.365312365
380 -2.521469340 -2.401890852
381 -2.357547827 -2.521469340
382 -2.046626315 -2.357547827
383 -1.535604802 -2.046626315
384 -1.565083290 -1.535604802
385 -1.490361778 -1.565083290
386 -1.429640265 -1.490361778
387 -1.428018753 -1.429640265
388 -1.528597240 -1.428018753
389 -1.777675728 -1.528597240
390 -1.841254215 -1.777675728
391 -1.671332703 -1.841254215
392 -1.344011190 -1.671332703
393 -1.005789678 -1.344011190
394 -0.975068165 -1.005789678
395 -1.193146653 -0.975068165
396 -1.417025140 -1.193146653
397 -1.313303628 -1.417025140
398 -1.293882115 -1.313303628
399 -1.239960603 -1.293882115
400 -1.058039090 -1.239960603
401 -1.104117578 -1.058039090
402 -0.937796065 -1.104117578
403 -0.959974553 -0.937796065
404 -0.934853041 -0.959974553
405 -0.969431528 -0.934853041
406 -1.015410016 -0.969431528
407 -1.028588503 -1.015410016
408 -0.967666991 -1.028588503
409 -0.665745478 -0.967666991
410 -0.821523966 -0.665745478
411 -0.913402453 -0.821523966
412 -1.079380941 -0.913402453
413 -1.139759428 -1.079380941
414 -1.113637916 -1.139759428
415 -1.119816403 -1.113637916
416 -1.060894891 -1.119816403
417 -1.119573378 -1.060894891
418 -1.278551866 -1.119573378
419 -1.273530353 -1.278551866
420 -1.209108841 -1.273530353
421 -1.133687329 -1.209108841
422 -1.061765816 -1.133687329
423 -1.068844304 -1.061765816
424 -1.122322791 -1.068844304
425 -1.011201279 -1.122322791
426 -0.745879766 -1.011201279
427 -0.703158254 -0.745879766
428 -0.697236741 -0.703158254
429 -0.627515229 -0.697236741
430 -0.801693716 -0.627515229
431 -0.813372204 -0.801693716
432 -0.755250691 -0.813372204
433 -0.737629179 -0.755250691
434 -0.675207666 -0.737629179
435 -0.438786154 -0.675207666
436 0.116135359 -0.438786154
437 0.615556871 0.116135359
438 0.524978383 0.615556871
439 0.601899896 0.524978383
440 0.859321408 0.601899896
441 1.531742921 0.859321408
442 1.443364433 1.531742921
443 1.473585946 1.443364433
444 1.335007458 1.473585946
445 1.273428971 1.335007458
446 1.507850483 1.273428971
447 1.839571996 1.507850483
448 1.959193508 1.839571996
449 1.975615021 1.959193508
450 1.823036533 1.975615021
451 1.554958046 1.823036533
452 1.781379558 1.554958046
453 1.811801071 1.781379558
454 1.805722583 1.811801071
455 1.922644095 1.805722583
456 2.260065608 1.922644095
457 2.585287120 2.260065608
458 2.843408633 2.585287120
459 2.647830145 2.843408633
460 2.592251658 2.647830145
461 3.009173170 2.592251658
462 3.328894683 3.009173170
463 2.788716195 3.328894683
464 2.820437708 2.788716195
465 2.649359220 2.820437708
466 2.690980733 2.649359220
467 2.935702245 2.690980733
468 3.149923758 2.935702245
469 3.308845270 3.149923758
470 3.576966783 3.308845270
471 3.621888295 3.576966783
472 3.875309807 3.621888295
473 3.767231320 3.875309807
474 3.284152832 3.767231320
475 3.182774345 3.284152832
476 2.772995857 3.182774345
477 2.426917370 2.772995857
478 2.686838882 2.426917370
479 2.724960395 2.686838882
480 2.862181907 2.724960395
481 2.869903420 2.862181907
482 2.955524932 2.869903420
483 3.039446445 2.955524932
484 3.000867957 3.039446445
485 2.904289470 3.000867957
486 2.425210982 2.904289470
487 2.275132495 2.425210982
488 2.175054007 2.275132495
489 1.805475519 2.175054007
490 1.614397032 1.805475519
> 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/7x0o81292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8x0o81292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/9x0o81292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/1089nb1292800906.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11bs4z1292800906.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/12ea251292800906.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/13t2iw1292800906.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/14e3z21292800906.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/15zlx71292800906.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/1634ev1292800906.tab")
+ }
>
> try(system("convert tmp/1jqqh1292800906.ps tmp/1jqqh1292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/2uz831292800906.ps tmp/2uz831292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/3uz831292800906.ps tmp/3uz831292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/4uz831292800906.ps tmp/4uz831292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/54r751292800906.ps tmp/54r751292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/64r751292800906.ps tmp/64r751292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/7x0o81292800906.ps tmp/7x0o81292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/8x0o81292800906.ps tmp/8x0o81292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/9x0o81292800906.ps tmp/9x0o81292800906.png",intern=TRUE))
character(0)
> try(system("convert tmp/1089nb1292800906.ps tmp/1089nb1292800906.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.790 1.790 14.547