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)
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> x <- array(list(807
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+ ,dim=c(3
+ ,431)
+ ,dimnames=list(c('kosten'
+ ,'dividenden'
+ ,'rijkdom')
+ ,1:431))
> y <- array(NA,dim=c(3,431),dimnames=list(c('kosten','dividenden','rijkdom'),1:431))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '3'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> 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
rijkdom kosten dividenden
1 6282154 807 213118
2 4321023 444 81767
3 4111912 412 153198
4 223193 428 -26007
5 1491348 315 126942
6 1629616 168 157214
7 1398893 263 129352
8 1926517 267 234817
9 983660 228 60448
10 1443586 129 47818
11 1073089 104 245546
12 984885 122 48020
13 1405225 393 -1710
14 227132 190 32648
15 929118 280 95350
16 1071292 63 151352
17 638830 102 288170
18 856956 265 114337
19 992426 234 37884
20 444477 277 122844
21 857217 73 82340
22 711969 67 79801
23 702380 103 165548
24 358589 290 116384
25 297978 83 134028
26 585715 56 63838
27 657954 236 74996
28 209458 73 31080
29 786690 34 32168
30 439798 139 49857
31 688779 26 87161
32 574339 70 106113
33 741409 40 80570
34 597793 42 102129
35 644190 12 301670
36 377934 211 102313
37 640273 74 88577
38 697458 80 112477
39 550608 83 191778
40 207393 131 79804
41 301607 203 128294
42 345783 56 96448
43 501749 89 93811
44 379983 88 117520
45 387475 39 69159
46 377305 25 101792
47 370837 49 210568
48 430866 149 136996
49 469107 58 121920
50 194493 41 76403
51 530670 90 108094
52 518365 136 134759
53 491303 97 188873
54 527021 63 146216
55 233773 114 156608
56 405972 77 61348
57 652925 6 50350
58 446211 47 87720
59 341340 51 99489
60 387699 85 87419
61 493408 43 94355
62 146494 32 60326
63 414462 25 94670
64 364304 77 82425
65 355178 54 59017
66 357760 251 90829
67 261216 15 80791
68 397144 44 100423
69 374943 73 131116
70 424898 85 100269
71 202055 49 27330
72 378525 38 39039
73 310768 35 106885
74 325738 9 79285
75 394510 34 118881
76 247060 20 77623
77 368078 29 114768
78 236761 11 74015
79 312378 52 69465
80 339836 13 117869
81 347385 29 60982
82 426280 66 90131
83 352850 33 138971
84 301881 15 39625
85 377516 15 102725
86 357312 68 64239
87 458343 100 90262
88 354228 13 103960
89 308636 45 106611
90 386212 14 103345
91 393343 36 95551
92 378509 40 82903
93 452469 68 63593
94 364839 29 126910
95 358649 43 37527
96 376641 30 60247
97 429112 9 112995
98 330546 22 70184
99 403560 19 130140
100 317892 9 73221
101 307528 31 76114
102 235133 19 90534
103 299243 55 108479
104 314073 8 113761
105 368186 28 68696
106 269661 29 71561
107 125390 48 59831
108 510834 16 97890
109 321896 47 101481
110 249898 20 72954
111 408881 22 67939
112 158492 33 48022
113 292154 44 86111
114 289513 13 74020
115 378049 6 57530
116 343466 35 56364
117 332743 8 84990
118 442882 17 88590
119 214215 11 77200
120 315688 21 61262
121 375195 92 110309
122 334280 12 67000
123 355864 112 93099
124 480382 25 107577
125 353058 17 62920
126 217193 23 75832
127 315380 0 60720
128 314533 10 60793
129 318056 23 57935
130 315380 0 60720
131 314353 7 60630
132 369448 25 55637
133 315380 0 60720
134 312846 20 60887
135 312075 4 60720
136 315009 4 60505
137 318903 10 60945
138 314887 1 60720
139 314913 4 60720
140 315380 0 60720
141 325506 8 58990
142 315380 0 60720
143 298568 11 56750
144 315834 4 60894
145 329784 15 63346
146 312878 9 56535
147 315380 0 60720
148 314987 7 60835
149 325249 2 60720
150 315877 0 61016
151 291650 7 58650
152 305959 46 60438
153 315380 5 60720
154 297765 7 58625
155 315245 2 60938
156 315380 0 60720
157 315380 0 60720
158 315236 2 61490
159 336425 5 60845
160 315380 0 60720
161 315380 0 60720
162 315380 0 60720
163 315380 0 60720
164 306268 7 60830
165 302187 24 63261
166 314882 1 60720
167 315380 0 60720
168 382712 18 45689
169 341570 55 60720
170 315380 0 60720
171 315380 0 60720
172 312412 3 61564
173 315380 0 60720
174 309596 9 61938
175 315380 0 60720
176 315547 8 60951
177 313267 113 60720
178 316176 0 60745
179 315380 0 60720
180 315380 0 60720
181 359335 19 71642
182 330068 11 71641
183 314289 25 55792
184 297413 16 71873
185 314806 5 62555
186 333210 11 60370
187 352108 23 64873
188 313332 6 62041
189 291787 5 65745
190 315380 0 60720
191 318745 7 59500
192 315380 0 60720
193 315366 7 61630
194 315380 0 60720
195 315688 3 60890
196 315380 0 60720
197 409642 89 113521
198 315380 0 60720
199 315380 0 60720
200 269587 19 80045
201 315380 0 60720
202 315380 0 60720
203 315380 0 60720
204 300962 12 50804
205 325479 12 87390
206 316155 5 61656
207 318574 2 65688
208 315380 0 60720
209 343613 26 48522
210 306948 3 60720
211 315380 0 60720
212 315380 0 60720
213 330059 11 57640
214 288985 10 61977
215 304485 5 62620
216 315380 2 60720
217 315688 6 60831
218 317736 7 60646
219 315380 2 60720
220 322331 28 56225
221 296656 3 60510
222 315380 0 60720
223 315354 1 60698
224 312161 20 60720
225 315576 1 60805
226 314922 22 61404
227 314551 9 60720
228 315380 0 60720
229 312339 2 65276
230 315380 0 60720
231 298700 7 63915
232 321376 9 60720
233 315380 0 60720
234 303230 13 61686
235 315380 0 60720
236 315487 0 60743
237 315380 0 60720
238 315793 6 60349
239 315380 0 60720
240 315380 0 60720
241 315380 0 60720
242 312887 3 61360
243 315380 0 60720
244 315637 7 59818
245 324385 2 72680
246 315380 0 60720
247 315380 0 60720
248 308989 15 61808
249 315380 0 60720
250 315380 0 60720
251 296702 9 53110
252 315380 0 60720
253 307322 1 64245
254 304376 38 73007
255 253588 57 82732
256 315380 0 60720
257 309560 7 54820
258 298466 26 47705
259 315380 0 60720
260 315380 0 60720
261 315380 0 60720
262 315380 0 60720
263 343929 13 72835
264 331955 10 58856
265 315380 0 60720
266 315380 0 60720
267 315380 0 60720
268 381180 9 77655
269 315380 0 60720
270 331420 26 69817
271 315380 0 60720
272 315380 0 60720
273 315380 0 60720
274 310201 19 60798
275 315380 0 60720
276 320016 12 62452
277 320398 23 64175
278 315380 0 60720
279 291841 29 67440
280 310670 8 68136
281 315380 0 60720
282 315380 0 60720
283 313491 26 56726
284 315380 0 60720
285 331323 9 70811
286 315380 0 60720
287 319210 5 60720
288 318098 3 62045
289 315380 0 60720
290 292754 13 54323
291 315380 0 60720
292 325176 12 62841
293 365959 19 81125
294 315380 0 60720
295 302409 10 59506
296 340968 9 59365
297 315380 0 60720
298 315380 0 60720
299 315380 0 60720
300 315380 9 60720
301 313164 4 60798
302 301164 1 58790
303 315380 1 60720
304 315380 0 60720
305 344425 14 61808
306 315394 12 60735
307 315380 0 60720
308 316647 19 64016
309 309836 17 54683
310 315380 0 60720
311 315380 0 60720
312 346611 32 87192
313 315380 0 60720
314 322031 14 64107
315 315656 8 60761
316 339445 4 65990
317 314964 0 59988
318 297141 20 61167
319 315372 5 60719
320 315380 0 60720
321 315380 0 60720
322 315380 0 60720
323 315380 0 60720
324 315380 0 60720
325 315380 0 60720
326 312502 1 60722
327 315380 0 60720
328 315380 0 60720
329 315380 0 60720
330 315380 0 60720
331 315380 0 60720
332 315380 0 60720
333 315380 0 60720
334 313729 4 60379
335 315388 1 60727
336 315371 4 60720
337 296139 20 60925
338 315380 0 60720
339 313880 1 60896
340 317698 10 59734
341 295580 12 62969
342 315380 0 60720
343 315380 0 60720
344 315380 0 60720
345 308256 13 60720
346 315380 0 60720
347 303677 3 59118
348 315380 0 60720
349 315380 0 60720
350 319369 10 60720
351 318690 3 58598
352 314049 7 61124
353 325699 10 59595
354 314210 1 62065
355 315380 0 60720
356 315380 0 60720
357 322378 15 78780
358 315380 0 60720
359 315380 0 60720
360 315380 0 60720
361 315398 4 60722
362 315380 0 60720
363 315380 0 60720
364 308336 28 61600
365 316386 9 59635
366 315380 0 60720
367 315380 0 60720
368 315380 0 60720
369 315380 0 60720
370 315553 7 60720
371 315380 0 60720
372 323361 7 59781
373 336639 7 76644
374 307424 3 64820
375 315380 0 60720
376 315380 0 60720
377 295370 11 56178
378 322340 7 60436
379 319864 10 60720
380 315380 0 60720
381 315380 0 60720
382 317291 18 73433
383 280398 14 41477
384 315380 0 60720
385 317330 12 62700
386 238125 29 67804
387 327071 3 59661
388 309038 6 58620
389 314210 3 60398
390 307930 8 58580
391 322327 10 62710
392 292136 6 59325
393 263276 8 60950
394 367655 6 68060
395 283910 9 83620
396 283587 8 58456
397 243650 26 52811
398 438493 239 121173
399 296261 7 63870
400 230621 41 21001
401 304252 3 70415
402 333505 8 64230
403 296919 6 59190
404 278990 21 69351
405 276898 7 64270
406 327007 11 70694
407 317046 11 68005
408 304555 12 58930
409 298096 9 58320
410 231861 3 69980
411 309422 57 69863
412 286963 21 63255
413 269753 15 57320
414 448243 32 75230
415 165404 11 79420
416 204325 2 73490
417 407159 23 35250
418 290476 20 62285
419 275311 24 69206
420 246541 1 65920
421 253468 1 69770
422 240897 74 72683
423 -83265 68 -14545
424 -42143 20 55830
425 272713 20 55174
426 215362 82 67038
427 42754 21 51252
428 306275 244 157278
429 253537 32 79510
430 372631 86 77440
431 -7170 69 27284
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) kosten dividenden
1.455e+05 4.089e+03 1.476e+00
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-1633913 -26016 49424 80288 2522477
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.455e+05 3.407e+04 4.271 2.40e-05 ***
kosten 4.089e+03 1.976e+02 20.696 < 2e-16 ***
dividenden 1.476e+00 4.584e-01 3.220 0.00138 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 282500 on 428 degrees of freedom
Multiple R-squared: 0.5714, Adjusted R-squared: 0.5694
F-statistic: 285.3 on 2 and 428 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 1.0000000 7.075072e-47 3.537536e-47
[2,] 1.0000000 1.647933e-50 8.239663e-51
[3,] 1.0000000 3.948956e-66 1.974478e-66
[4,] 1.0000000 9.859248e-67 4.929624e-67
[5,] 1.0000000 4.422329e-87 2.211164e-87
[6,] 1.0000000 2.723844e-91 1.361922e-91
[7,] 1.0000000 3.539401e-97 1.769701e-97
[8,] 1.0000000 1.401718e-107 7.008588e-108
[9,] 1.0000000 2.974990e-108 1.487495e-108
[10,] 1.0000000 1.365100e-113 6.825498e-114
[11,] 1.0000000 2.566289e-121 1.283144e-121
[12,] 1.0000000 3.122598e-128 1.561299e-128
[13,] 1.0000000 2.980771e-133 1.490385e-133
[14,] 1.0000000 7.541437e-142 3.770718e-142
[15,] 1.0000000 1.069636e-149 5.348178e-150
[16,] 1.0000000 3.702331e-159 1.851165e-159
[17,] 1.0000000 3.558736e-164 1.779368e-164
[18,] 1.0000000 5.796169e-165 2.898084e-165
[19,] 1.0000000 2.456443e-173 1.228222e-173
[20,] 1.0000000 6.205965e-173 3.102982e-173
[21,] 1.0000000 4.428986e-176 2.214493e-176
[22,] 1.0000000 2.737462e-179 1.368731e-179
[23,] 1.0000000 8.125356e-179 4.062678e-179
[24,] 1.0000000 5.070478e-193 2.535239e-193
[25,] 1.0000000 7.130671e-193 3.565335e-193
[26,] 1.0000000 1.179413e-198 5.897066e-199
[27,] 1.0000000 1.760151e-199 8.800753e-200
[28,] 1.0000000 5.160976e-208 2.580488e-208
[29,] 1.0000000 4.123125e-210 2.061563e-210
[30,] 1.0000000 1.460169e-209 7.300847e-210
[31,] 1.0000000 2.909773e-211 1.454886e-211
[32,] 1.0000000 2.193898e-215 1.096949e-215
[33,] 1.0000000 1.102215e-220 5.511076e-221
[34,] 1.0000000 3.342653e-220 1.671327e-220
[35,] 1.0000000 1.183197e-220 5.915983e-221
[36,] 1.0000000 2.442956e-223 1.221478e-223
[37,] 1.0000000 3.164295e-222 1.582148e-222
[38,] 1.0000000 1.236749e-222 6.183746e-223
[39,] 1.0000000 1.325850e-221 6.629248e-222
[40,] 1.0000000 3.708254e-221 1.854127e-221
[41,] 1.0000000 2.990822e-220 1.495411e-220
[42,] 1.0000000 3.832176e-221 1.916088e-221
[43,] 1.0000000 4.589970e-221 2.294985e-221
[44,] 1.0000000 2.480258e-220 1.240129e-220
[45,] 1.0000000 1.885557e-220 9.427785e-221
[46,] 1.0000000 3.708085e-221 1.854042e-221
[47,] 1.0000000 1.512147e-221 7.560737e-222
[48,] 1.0000000 6.825551e-221 3.412776e-221
[49,] 1.0000000 1.341640e-220 6.708199e-221
[50,] 1.0000000 2.348838e-223 1.174419e-223
[51,] 1.0000000 3.268103e-223 1.634052e-223
[52,] 1.0000000 1.354582e-234 6.772908e-235
[53,] 1.0000000 1.502265e-234 7.511324e-235
[54,] 1.0000000 1.835657e-233 9.178286e-234
[55,] 1.0000000 1.352079e-232 6.760397e-233
[56,] 1.0000000 2.036598e-233 1.018299e-233
[57,] 1.0000000 1.922261e-234 9.611303e-235
[58,] 1.0000000 7.185072e-234 3.592536e-234
[59,] 1.0000000 6.976652e-233 3.488326e-233
[60,] 1.0000000 3.428906e-232 1.714453e-232
[61,] 1.0000000 1.500748e-234 7.503738e-235
[62,] 1.0000000 4.246308e-234 2.123154e-234
[63,] 1.0000000 3.686538e-233 1.843269e-233
[64,] 1.0000000 3.681463e-232 1.840731e-232
[65,] 1.0000000 1.264170e-231 6.320851e-232
[66,] 1.0000000 9.984732e-231 4.992366e-231
[67,] 1.0000000 3.652343e-231 1.826171e-231
[68,] 1.0000000 2.012336e-230 1.006168e-230
[69,] 1.0000000 1.359479e-229 6.797397e-230
[70,] 1.0000000 1.593610e-228 7.968049e-229
[71,] 1.0000000 3.781528e-228 1.890764e-228
[72,] 1.0000000 3.919899e-227 1.959949e-227
[73,] 1.0000000 6.120123e-227 3.060061e-227
[74,] 1.0000000 7.275054e-226 3.637527e-226
[75,] 1.0000000 3.230771e-225 1.615385e-225
[76,] 1.0000000 1.650684e-224 8.253422e-225
[77,] 1.0000000 3.518407e-224 1.759204e-224
[78,] 1.0000000 9.542080e-224 4.771040e-224
[79,] 1.0000000 4.290506e-223 2.145253e-223
[80,] 1.0000000 3.867605e-222 1.933802e-222
[81,] 1.0000000 1.646683e-221 8.233414e-222
[82,] 1.0000000 2.642739e-222 1.321369e-222
[83,] 1.0000000 2.029604e-221 1.014802e-221
[84,] 1.0000000 8.870738e-221 4.435369e-221
[85,] 1.0000000 7.817437e-220 3.908719e-220
[86,] 1.0000000 6.437417e-219 3.218709e-219
[87,] 1.0000000 4.296396e-218 2.148198e-218
[88,] 1.0000000 5.988649e-220 2.994324e-220
[89,] 1.0000000 3.012199e-219 1.506100e-219
[90,] 1.0000000 8.838344e-220 4.419172e-220
[91,] 1.0000000 1.337631e-219 6.688157e-220
[92,] 1.0000000 1.061485e-218 5.307425e-219
[93,] 1.0000000 9.441678e-218 4.720839e-218
[94,] 1.0000000 6.561650e-217 3.280825e-217
[95,] 1.0000000 5.183065e-216 2.591533e-216
[96,] 1.0000000 5.234666e-215 2.617333e-215
[97,] 1.0000000 1.084511e-215 5.422554e-216
[98,] 1.0000000 1.901513e-215 9.507566e-216
[99,] 1.0000000 5.540723e-216 2.770362e-216
[100,] 1.0000000 2.373452e-215 1.186726e-215
[101,] 1.0000000 1.446421e-214 7.232105e-215
[102,] 1.0000000 4.699839e-216 2.349919e-216
[103,] 1.0000000 7.736221e-217 3.868110e-217
[104,] 1.0000000 3.823375e-216 1.911687e-216
[105,] 1.0000000 8.236898e-216 4.118449e-216
[106,] 1.0000000 6.340000e-216 3.170000e-216
[107,] 1.0000000 4.452385e-216 2.226193e-216
[108,] 1.0000000 2.433070e-215 1.216535e-215
[109,] 1.0000000 1.354162e-214 6.770809e-215
[110,] 1.0000000 1.634394e-214 8.171971e-215
[111,] 1.0000000 5.431984e-214 2.715992e-214
[112,] 1.0000000 3.759318e-213 1.879659e-213
[113,] 1.0000000 6.809781e-213 3.404890e-213
[114,] 1.0000000 6.263336e-214 3.131668e-214
[115,] 1.0000000 5.808806e-213 2.904403e-213
[116,] 1.0000000 4.707642e-212 2.353821e-212
[117,] 1.0000000 3.963973e-211 1.981987e-211
[118,] 1.0000000 1.741648e-210 8.708241e-211
[119,] 1.0000000 3.763149e-210 1.881574e-210
[120,] 1.0000000 1.774947e-209 8.874733e-210
[121,] 1.0000000 4.319372e-210 2.159686e-210
[122,] 1.0000000 3.381091e-209 1.690546e-209
[123,] 1.0000000 2.977531e-208 1.488766e-208
[124,] 1.0000000 2.392694e-207 1.196347e-207
[125,] 1.0000000 1.909430e-206 9.547152e-207
[126,] 1.0000000 1.656178e-205 8.280888e-206
[127,] 1.0000000 1.780919e-205 8.904596e-206
[128,] 1.0000000 1.456453e-204 7.282267e-205
[129,] 1.0000000 1.391070e-203 6.955352e-204
[130,] 1.0000000 1.211618e-202 6.058091e-203
[131,] 1.0000000 1.040740e-201 5.203699e-202
[132,] 1.0000000 9.110759e-201 4.555379e-201
[133,] 1.0000000 7.689241e-200 3.844621e-200
[134,] 1.0000000 6.686882e-199 3.343441e-199
[135,] 1.0000000 5.617882e-198 2.808941e-198
[136,] 1.0000000 4.281360e-197 2.140680e-197
[137,] 1.0000000 3.620567e-196 1.810284e-196
[138,] 1.0000000 3.436210e-195 1.718105e-195
[139,] 1.0000000 3.008114e-194 1.504057e-194
[140,] 1.0000000 2.515903e-193 1.257951e-193
[141,] 1.0000000 2.107156e-192 1.053578e-192
[142,] 1.0000000 1.793803e-191 8.969015e-192
[143,] 1.0000000 1.607016e-190 8.035082e-191
[144,] 1.0000000 1.289366e-189 6.446832e-190
[145,] 1.0000000 1.102708e-188 5.513538e-189
[146,] 1.0000000 1.007938e-187 5.039691e-188
[147,] 1.0000000 8.688472e-187 4.344236e-187
[148,] 1.0000000 7.631526e-186 3.815763e-186
[149,] 1.0000000 7.021707e-185 3.510854e-185
[150,] 1.0000000 6.072644e-184 3.036322e-184
[151,] 1.0000000 5.167685e-183 2.583843e-183
[152,] 1.0000000 4.398835e-182 2.199418e-182
[153,] 1.0000000 3.822469e-181 1.911234e-181
[154,] 1.0000000 2.645968e-180 1.322984e-180
[155,] 1.0000000 2.252223e-179 1.126112e-179
[156,] 1.0000000 1.916420e-178 9.582100e-179
[157,] 1.0000000 1.629900e-177 8.149500e-178
[158,] 1.0000000 1.385362e-176 6.926811e-177
[159,] 1.0000000 1.255336e-175 6.276680e-176
[160,] 1.0000000 1.219105e-174 6.095523e-175
[161,] 1.0000000 1.037507e-173 5.187537e-174
[162,] 1.0000000 8.753174e-173 4.376587e-173
[163,] 1.0000000 1.511299e-173 7.556494e-174
[164,] 1.0000000 4.027534e-173 2.013767e-173
[165,] 1.0000000 3.439202e-172 1.719601e-172
[166,] 1.0000000 2.932911e-171 1.466456e-171
[167,] 1.0000000 2.576828e-170 1.288414e-170
[168,] 1.0000000 2.190166e-169 1.095083e-169
[169,] 1.0000000 1.983662e-168 9.918311e-169
[170,] 1.0000000 1.678826e-167 8.394130e-168
[171,] 1.0000000 1.453288e-166 7.266439e-167
[172,] 1.0000000 1.107209e-166 5.536046e-167
[173,] 1.0000000 9.341864e-166 4.670932e-166
[174,] 1.0000000 7.891685e-165 3.945842e-165
[175,] 1.0000000 6.653933e-164 3.326967e-164
[176,] 1.0000000 4.401359e-163 2.200679e-163
[177,] 1.0000000 3.955596e-162 1.977798e-162
[178,] 1.0000000 2.579386e-161 1.289693e-161
[179,] 1.0000000 1.889774e-160 9.448872e-161
[180,] 1.0000000 1.629471e-159 8.147357e-160
[181,] 1.0000000 1.076117e-158 5.380584e-159
[182,] 1.0000000 5.207886e-158 2.603943e-158
[183,] 1.0000000 4.475740e-157 2.237870e-157
[184,] 1.0000000 3.236257e-156 1.618129e-156
[185,] 1.0000000 2.665484e-155 1.332742e-155
[186,] 1.0000000 2.100319e-154 1.050160e-154
[187,] 1.0000000 1.721076e-153 8.605379e-154
[188,] 1.0000000 1.440941e-152 7.204703e-153
[189,] 1.0000000 1.174215e-151 5.871076e-152
[190,] 1.0000000 9.615777e-151 4.807889e-151
[191,] 1.0000000 7.793348e-150 3.896674e-150
[192,] 1.0000000 4.217163e-149 2.108582e-149
[193,] 1.0000000 3.398974e-148 1.699487e-148
[194,] 1.0000000 2.732093e-147 1.366047e-147
[195,] 1.0000000 5.644527e-147 2.822263e-147
[196,] 1.0000000 4.537048e-146 2.268524e-146
[197,] 1.0000000 3.636636e-145 1.818318e-145
[198,] 1.0000000 2.906622e-144 1.453311e-144
[199,] 1.0000000 2.030144e-143 1.015072e-143
[200,] 1.0000000 9.986282e-143 4.993141e-143
[201,] 1.0000000 8.048010e-142 4.024005e-142
[202,] 1.0000000 6.481626e-141 3.240813e-141
[203,] 1.0000000 5.113089e-140 2.556544e-140
[204,] 1.0000000 6.251157e-140 3.125579e-140
[205,] 1.0000000 5.073183e-139 2.536592e-139
[206,] 1.0000000 3.994479e-138 1.997239e-138
[207,] 1.0000000 3.135317e-137 1.567659e-137
[208,] 1.0000000 1.784833e-136 8.924163e-137
[209,] 1.0000000 1.389888e-135 6.949440e-136
[210,] 1.0000000 1.110801e-134 5.554005e-135
[211,] 1.0000000 8.636050e-134 4.318025e-134
[212,] 1.0000000 6.688999e-133 3.344499e-133
[213,] 1.0000000 5.066641e-132 2.533320e-132
[214,] 1.0000000 3.896854e-131 1.948427e-131
[215,] 1.0000000 1.802603e-130 9.013016e-131
[216,] 1.0000000 1.390605e-129 6.953025e-130
[217,] 1.0000000 1.057537e-128 5.287686e-129
[218,] 1.0000000 8.024187e-128 4.012093e-128
[219,] 1.0000000 5.868847e-127 2.934424e-127
[220,] 1.0000000 4.420586e-126 2.210293e-126
[221,] 1.0000000 3.132167e-125 1.566083e-125
[222,] 1.0000000 2.334967e-124 1.167484e-124
[223,] 1.0000000 1.736815e-123 8.684075e-124
[224,] 1.0000000 1.298535e-122 6.492674e-123
[225,] 1.0000000 9.591237e-122 4.795618e-122
[226,] 1.0000000 7.062548e-121 3.531274e-121
[227,] 1.0000000 4.896759e-120 2.448380e-120
[228,] 1.0000000 3.577690e-119 1.788845e-119
[229,] 1.0000000 2.727126e-118 1.363563e-118
[230,] 1.0000000 1.976926e-117 9.884628e-118
[231,] 1.0000000 1.427592e-116 7.137959e-117
[232,] 1.0000000 1.027256e-115 5.136280e-116
[233,] 1.0000000 7.284623e-115 3.642312e-115
[234,] 1.0000000 5.201859e-114 2.600930e-114
[235,] 1.0000000 3.700580e-113 1.850290e-113
[236,] 1.0000000 2.622591e-112 1.311295e-112
[237,] 1.0000000 1.879954e-111 9.399771e-112
[238,] 1.0000000 1.321970e-110 6.609848e-111
[239,] 1.0000000 9.047636e-110 4.523818e-110
[240,] 1.0000000 6.082190e-109 3.041095e-109
[241,] 1.0000000 4.229047e-108 2.114524e-108
[242,] 1.0000000 2.928999e-107 1.464499e-107
[243,] 1.0000000 2.064489e-106 1.032245e-106
[244,] 1.0000000 1.417938e-105 7.089690e-106
[245,] 1.0000000 9.699966e-105 4.849983e-105
[246,] 1.0000000 6.406940e-104 3.203470e-104
[247,] 1.0000000 4.347247e-103 2.173624e-103
[248,] 1.0000000 2.935199e-102 1.467599e-102
[249,] 1.0000000 1.998933e-101 9.994665e-102
[250,] 1.0000000 4.492723e-101 2.246361e-101
[251,] 1.0000000 3.016950e-100 1.508475e-100
[252,] 1.0000000 1.842470e-99 9.212349e-100
[253,] 1.0000000 7.784749e-99 3.892374e-99
[254,] 1.0000000 5.174474e-98 2.587237e-98
[255,] 1.0000000 3.425186e-97 1.712593e-97
[256,] 1.0000000 2.257816e-96 1.128908e-96
[257,] 1.0000000 1.482073e-95 7.410364e-96
[258,] 1.0000000 9.772310e-95 4.886155e-95
[259,] 1.0000000 4.943786e-94 2.471893e-94
[260,] 1.0000000 3.206346e-93 1.603173e-93
[261,] 1.0000000 2.070622e-92 1.035311e-92
[262,] 1.0000000 1.331439e-91 6.657193e-92
[263,] 1.0000000 7.208470e-91 3.604235e-91
[264,] 1.0000000 4.597441e-90 2.298720e-90
[265,] 1.0000000 2.837272e-89 1.418636e-89
[266,] 1.0000000 1.793307e-88 8.966535e-89
[267,] 1.0000000 1.128473e-87 5.642367e-88
[268,] 1.0000000 7.069698e-87 3.534849e-87
[269,] 1.0000000 4.295372e-86 2.147686e-86
[270,] 1.0000000 2.666496e-85 1.333248e-85
[271,] 1.0000000 1.604595e-84 8.022977e-85
[272,] 1.0000000 9.355119e-84 4.677559e-84
[273,] 1.0000000 5.728012e-83 2.864006e-83
[274,] 1.0000000 3.534475e-82 1.767238e-82
[275,] 1.0000000 2.168107e-81 1.084054e-81
[276,] 1.0000000 1.309589e-80 6.547943e-81
[277,] 1.0000000 7.873718e-80 3.936859e-80
[278,] 1.0000000 3.693048e-79 1.846524e-79
[279,] 1.0000000 2.202064e-78 1.101032e-78
[280,] 1.0000000 1.342809e-77 6.714046e-78
[281,] 1.0000000 7.930664e-77 3.965332e-77
[282,] 1.0000000 4.532897e-76 2.266448e-76
[283,] 1.0000000 2.653766e-75 1.326883e-75
[284,] 1.0000000 1.544905e-74 7.724526e-75
[285,] 1.0000000 8.845581e-74 4.422790e-74
[286,] 1.0000000 5.099103e-73 2.549552e-73
[287,] 1.0000000 2.762968e-72 1.381484e-72
[288,] 1.0000000 1.565410e-71 7.827051e-72
[289,] 1.0000000 8.890510e-71 4.445255e-71
[290,] 1.0000000 5.120675e-70 2.560338e-70
[291,] 1.0000000 2.075741e-69 1.037871e-69
[292,] 1.0000000 1.162991e-68 5.814956e-69
[293,] 1.0000000 6.483179e-68 3.241590e-68
[294,] 1.0000000 3.595793e-67 1.797897e-67
[295,] 1.0000000 1.942611e-66 9.713056e-67
[296,] 1.0000000 1.070298e-65 5.351491e-66
[297,] 1.0000000 5.974522e-65 2.987261e-65
[298,] 1.0000000 3.241592e-64 1.620796e-64
[299,] 1.0000000 1.751790e-63 8.758952e-64
[300,] 1.0000000 6.853838e-63 3.426919e-63
[301,] 1.0000000 3.545853e-62 1.772927e-62
[302,] 1.0000000 1.888949e-61 9.444744e-62
[303,] 1.0000000 9.846049e-61 4.923024e-61
[304,] 1.0000000 4.353959e-60 2.176979e-60
[305,] 1.0000000 2.283735e-59 1.141867e-59
[306,] 1.0000000 1.191333e-58 5.956664e-59
[307,] 1.0000000 6.322298e-58 3.161149e-58
[308,] 1.0000000 3.262840e-57 1.631420e-57
[309,] 1.0000000 1.634044e-56 8.170222e-57
[310,] 1.0000000 8.166165e-56 4.083083e-56
[311,] 1.0000000 3.905243e-55 1.952621e-55
[312,] 1.0000000 1.957004e-54 9.785021e-55
[313,] 1.0000000 1.005157e-53 5.025785e-54
[314,] 1.0000000 4.958537e-53 2.479268e-53
[315,] 1.0000000 2.458634e-52 1.229317e-52
[316,] 1.0000000 1.211977e-51 6.059884e-52
[317,] 1.0000000 5.939305e-51 2.969652e-51
[318,] 1.0000000 2.893331e-50 1.446666e-50
[319,] 1.0000000 1.401077e-49 7.005383e-50
[320,] 1.0000000 6.743828e-49 3.371914e-49
[321,] 1.0000000 3.255215e-48 1.627607e-48
[322,] 1.0000000 1.547825e-47 7.739124e-48
[323,] 1.0000000 7.314446e-47 3.657223e-47
[324,] 1.0000000 3.435077e-46 1.717538e-46
[325,] 1.0000000 1.603114e-45 8.015569e-46
[326,] 1.0000000 7.434332e-45 3.717166e-45
[327,] 1.0000000 3.425672e-44 1.712836e-44
[328,] 1.0000000 1.568381e-43 7.841907e-44
[329,] 1.0000000 7.092095e-43 3.546048e-43
[330,] 1.0000000 3.198679e-42 1.599340e-42
[331,] 1.0000000 1.423072e-41 7.115359e-42
[332,] 1.0000000 6.491666e-41 3.245833e-41
[333,] 1.0000000 2.875171e-40 1.437586e-40
[334,] 1.0000000 1.272114e-39 6.360572e-40
[335,] 1.0000000 5.237208e-39 2.618604e-39
[336,] 1.0000000 2.371937e-38 1.185968e-38
[337,] 1.0000000 1.022479e-37 5.112397e-38
[338,] 1.0000000 4.376679e-37 2.188339e-37
[339,] 1.0000000 1.860126e-36 9.300632e-37
[340,] 1.0000000 7.822447e-36 3.911223e-36
[341,] 1.0000000 3.276887e-35 1.638443e-35
[342,] 1.0000000 1.389413e-34 6.947067e-35
[343,] 1.0000000 5.735351e-34 2.867675e-34
[344,] 1.0000000 2.349807e-33 1.174903e-33
[345,] 1.0000000 9.084781e-33 4.542390e-33
[346,] 1.0000000 3.463759e-32 1.731879e-32
[347,] 1.0000000 1.378291e-31 6.891453e-32
[348,] 1.0000000 4.867879e-31 2.433939e-31
[349,] 1.0000000 1.952499e-30 9.762496e-31
[350,] 1.0000000 7.639380e-30 3.819690e-30
[351,] 1.0000000 2.964769e-29 1.482384e-29
[352,] 1.0000000 1.187787e-28 5.938935e-29
[353,] 1.0000000 4.541786e-28 2.270893e-28
[354,] 1.0000000 1.722066e-27 8.610331e-28
[355,] 1.0000000 6.473791e-27 3.236896e-27
[356,] 1.0000000 2.389579e-26 1.194789e-26
[357,] 1.0000000 8.827698e-26 4.413849e-26
[358,] 1.0000000 3.232218e-25 1.616109e-25
[359,] 1.0000000 1.120678e-24 5.603392e-25
[360,] 1.0000000 3.847212e-24 1.923606e-24
[361,] 1.0000000 1.371537e-23 6.857687e-24
[362,] 1.0000000 4.843573e-23 2.421786e-23
[363,] 1.0000000 1.694159e-22 8.470797e-23
[364,] 1.0000000 5.868183e-22 2.934091e-22
[365,] 1.0000000 1.974816e-21 9.874082e-22
[366,] 1.0000000 6.705217e-21 3.352608e-21
[367,] 1.0000000 2.082519e-20 1.041259e-20
[368,] 1.0000000 7.367171e-20 3.683586e-20
[369,] 1.0000000 2.568490e-19 1.284245e-19
[370,] 1.0000000 8.375678e-19 4.187839e-19
[371,] 1.0000000 2.701216e-18 1.350608e-18
[372,] 1.0000000 8.650337e-18 4.325168e-18
[373,] 1.0000000 2.571228e-17 1.285614e-17
[374,] 1.0000000 7.621870e-17 3.810935e-17
[375,] 1.0000000 2.348168e-16 1.174084e-16
[376,] 1.0000000 7.145737e-16 3.572869e-16
[377,] 1.0000000 2.319349e-15 1.159675e-15
[378,] 1.0000000 5.810529e-15 2.905265e-15
[379,] 1.0000000 1.707749e-14 8.538746e-15
[380,] 1.0000000 4.893726e-14 2.446863e-14
[381,] 1.0000000 1.414266e-13 7.071329e-14
[382,] 1.0000000 3.688899e-13 1.844450e-13
[383,] 1.0000000 1.022892e-12 5.114460e-13
[384,] 1.0000000 2.814824e-12 1.407412e-12
[385,] 1.0000000 7.579484e-12 3.789742e-12
[386,] 1.0000000 1.973633e-11 9.868164e-12
[387,] 1.0000000 5.579658e-11 2.789829e-11
[388,] 1.0000000 1.644751e-10 8.223754e-11
[389,] 1.0000000 3.397689e-10 1.698845e-10
[390,] 1.0000000 9.197029e-10 4.598515e-10
[391,] 1.0000000 2.514367e-09 1.257183e-09
[392,] 1.0000000 6.953488e-09 3.476744e-09
[393,] 1.0000000 5.182380e-09 2.591190e-09
[394,] 1.0000000 1.445011e-08 7.225054e-09
[395,] 1.0000000 2.272624e-08 1.136312e-08
[396,] 1.0000000 6.398443e-08 3.199221e-08
[397,] 0.9999999 1.499640e-07 7.498199e-08
[398,] 0.9999998 3.800499e-07 1.900249e-07
[399,] 0.9999995 1.020667e-06 5.103337e-07
[400,] 0.9999987 2.684568e-06 1.342284e-06
[401,] 0.9999968 6.438351e-06 3.219176e-06
[402,] 0.9999924 1.514777e-05 7.573884e-06
[403,] 0.9999836 3.274701e-05 1.637350e-05
[404,] 0.9999646 7.086933e-05 3.543467e-05
[405,] 0.9999181 1.637385e-04 8.186924e-05
[406,] 0.9998377 3.246667e-04 1.623333e-04
[407,] 0.9996491 7.018676e-04 3.509338e-04
[408,] 0.9992554 1.489180e-03 7.445898e-04
[409,] 0.9993684 1.263225e-03 6.316124e-04
[410,] 0.9989103 2.179434e-03 1.089717e-03
[411,] 0.9977836 4.432820e-03 2.216410e-03
[412,] 0.9995091 9.817019e-04 4.908510e-04
[413,] 0.9989669 2.066194e-03 1.033097e-03
[414,] 0.9975011 4.997832e-03 2.498916e-03
[415,] 0.9936654 1.266915e-02 6.334573e-03
[416,] 0.9847296 3.054079e-02 1.527040e-02
[417,] 0.9669322 6.613566e-02 3.306783e-02
[418,] 0.9276853 1.446295e-01 7.231474e-02
[419,] 0.9473775 1.052450e-01 5.262249e-02
[420,] 0.8850882 2.298236e-01 1.149118e-01
> postscript(file="/var/www/rcomp/tmp/1jlv31292877036.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/2buc61292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3buc61292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/4buc61292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/5mmcr1292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 431
Frequency = 1
1 2 3 4 5
2522477.3466 2239438.0327 2055747.7040 -1633913.0955 -129451.9728
6 7 8 9 10
565194.1329 -12845.6886 342772.8798 -183278.6127 700079.4386
11 12 13 14 15
139986.4080 269701.9815 -344631.4281 -743403.3212 -501948.6971
16 17 18 19 20
444846.5072 -349001.4728 -540800.4654 -165744.4578 -1014900.2048
21 22 23 24 25
291734.5632 174766.5934 -108568.9813 -1144408.7525 -384676.1036
26 27 28 29 30
117048.4382 -563165.7068 -280372.5238 454717.3112 -347605.9046
31 32 33 34 35
308355.5348 -13962.3181 313469.5138 129858.1119 4427.4164
36 37 38 39 40
-781281.1885 61496.8968 58876.3007 -217276.2631 -591497.6191
41 42 43 44 45
-863241.6942 -171010.9297 -146083.8230 -298751.8684 -19534.7878
46 47 48 49 50
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51 52 53 54 55
-142331.1537 -382074.8321 -329537.2558 -91844.5431 -608958.8104
56 57 58 59 60
-144884.6949 408605.1184 -20902.4556 -159497.9345 -234344.9730
61 62 63 64 65
32857.5367 -218857.9681 27045.2094 -217659.1204 -98195.8855
66 67 68 69 70
-948058.9281 -64829.4198 -76450.7116 -262525.3460 -216110.6059
71 72 73 74 75
-184109.6786 20056.5304 -135564.3521 26448.0605 -65437.8025
76 77 78 79 80
-94753.9825 -65355.5985 -62928.8446 -148237.9158 -32753.2535
81 82 83 84 85
-6668.6962 -122079.0962 -132658.7580 36590.2943 19099.3539
86 87 88 89 90
-161012.0861 -229228.9429 2166.3012 -178180.0614 30969.1379
91 92 93 94 95
-40350.9123 -52873.6370 -64901.6890 -86514.3317 -18032.0347
96 97 98 99 100
19583.2421 80071.2609 -8466.7756 -11672.2259 27551.5962
101 102 103 104 105
-77035.8300 -121646.8329 -231218.0349 -32009.4287 6836.4298
106 107 108 109 110
-100005.6807 -304652.3701 155464.2646 -165526.5850 -85025.2532
111 112 113 114 115
73181.5008 -192789.9567 -160318.3905 -18361.8421 123132.5376
116 117 118 119 120
-28305.0900 29122.1629 97148.8318 -90175.4170 -6068.4602
121 122 123 124 125
-309252.7729 40854.4124 -384960.6302 73916.4533 45209.8221
126 127 128 129 130
-134244.1681 80288.4407 38445.6125 -6967.9358 80288.4407
131 132 133 134 135
50772.6030 39637.9421 80288.4407 -4268.2085 60628.2042
136 137 138 139 140
63879.5113 42591.2838 75706.6316 63466.2042 80288.4407
141 142 143 144 145
60257.1828 80288.4407 24358.6525 64130.4068 29484.7296
146 147 148 149 150
47163.5778 80288.4407 51104.0544 81979.8225 80348.5900
151 152 153 154 155
30991.7799 -116801.5909 59844.3950 37143.6760 71654.0878
156 157 158 159 160
80288.4407 80288.4407 70830.4203 80704.9142 80288.4407
161 162 163 164 165
80288.4407 80288.4407 80288.4407 42392.4336 -34786.1056
166 167 168 169 170
75701.6316 80288.4407 96205.3312 -118406.0619 80288.4407
171 172 173 174 175
80288.4407 63808.3985 80288.4407 35907.5769 80288.4407
176 177 178 179 180
47404.0470 -383859.9920 81047.5446 80288.4407 80288.4407
181 182 183 184 185
30436.8671 33881.8160 -15749.8142 -19559.6262 56562.2159
186 187 188 189 190
53658.0866 16844.6383 51757.9921 28835.2643 80288.4407
191 192 193 194 195
56832.3100 80288.4407 50309.7561 80288.4407 68079.1193
196 197 198 199 200
80288.4407 -267279.7658 80288.4407 80288.4407 -71712.6746
201 202 203 204 205
80288.4407 80288.4407 80288.4407 31439.2291 1960.8938
206 207 208 209 210
59238.0023 67972.8150 80288.4407 20214.7838 59590.0133
211 212 213 214 215
80288.4407 80288.4407 54536.1487 11150.2098 46145.2859
216 217 218 219 220
72110.8225 55899.7669 54131.9894 72110.8225 -20613.2833
221 222 223 224 225
49607.9412 80288.4407 76206.1002 -4706.7421 76270.1846
226 227 228 229 230
-11132.8396 42660.1585 80288.4407 62345.8639 80288.4407
231 232 233 234 235
30271.4459 49485.1585 80288.4407 13558.2538 80288.4407
236 237 238 239 240
80361.4963 80288.4407 56716.1251 80288.4407 80288.4407
241 242 243 244 245
80288.4407 64584.4713 80288.4407 53254.9907 63464.6933
246 247 248 249 250
80288.4407 80288.4407 10959.5822 80288.4407 80288.4407
251 252 253 254 255
36042.3535 80288.4407 62939.2712 -104224.0376 -247052.0226
256 257 258 259 260
80288.4407 54554.2736 -23726.4493 80288.4407 80288.4407
261 262 263 264 265
80288.4407 80288.4407 37803.0365 58726.3280 80288.4407
266 267 268 269 270
80288.4407 80288.4407 84295.6909 80288.4407 -23406.3763
271 272 273 274 275
80288.4407 80288.4407 80288.4407 -2693.0490 80288.4407
276 277 278 279 280
33302.5642 -13835.2206 80288.4407 -71743.7156 31923.0869
281 282 283 284 285
80288.4407 80288.4407 -22015.0643 80288.4407 44539.3872
286 287 288 289 290
80288.4407 63674.3950 68784.5161 80288.4407 13948.9146
291 292 293 294 295
80288.4407 37888.4597 23065.4107 80288.4407 28221.0275
296 297 298 299 300
71076.9310 80288.4407 80288.4407 80288.4407 43489.1585
301 302 303 304 305
61602.0881 64832.0161 76199.6316 80288.4407 50484.3913
306 307 308 309 310
31214.5934 80288.4407 -996.3244 14144.3732 80288.4407
311 312 313 314 315
80288.4407 -58391.0713 80288.4407 24697.4193 47793.4579
316 317 318 319 320
80220.4909 80952.7607 -20386.4456 59837.8709 80288.4407
321 322 323 324 325
80288.4407 80288.4407 80288.4407 80288.4407 80288.4407
326 327 328 329 330
73318.6799 80288.4407 80288.4407 80288.4407 80288.4407
331 332 333 334 335
80288.4407 80288.4407 80288.4407 62785.4680 76197.3007
336 337 338 339 340
63924.2042 -21031.2907 80288.4407 74439.8825 43173.5344
341 342 343 344 345
8103.5513 80288.4407 80288.4407 80288.4407 20009.9219
346 347 348 349 350
80288.4407 58683.3201 80288.4407 80288.4407 43389.3493
351 352 353 354 355
74463.7605 49739.5346 51379.6771 73044.6175 80288.4407
356 357 358 359 360
80288.4407 -699.4917 80288.4407 80288.4407 80288.4407
361 362 363 364 365
63948.2525 80288.4407 80288.4407 -42540.9605 46096.4524
366 367 368 369 370
80288.4407 80288.4407 80288.4407 80288.4407 51839.7768
371 372 373 374 375
80288.4407 61033.5970 49424.3905 54015.0410 80288.4407
376 377 378 379 380
80288.4407 22004.8369 59045.9173 43884.3493 80288.4407
381 382 383 384 385
80288.4407 -10161.5656 16462.8350 80288.4407 30250.5542
386 387 388 389 390
-125996.9239 81275.9352 52512.8644 67327.2360 43286.2800
391 392 393 394 395
43410.4140 34570.3923 -4865.4772 97197.8695 -21777.7359
396 397 398 399 400
19126.2850 -86078.1236 -863043.3173 27898.8590 -113492.5703
401 402 403 404 405
42585.6775 60522.7449 39552.6317 -54704.5859 7945.5202
406 407 408 409 410
32218.4430 26225.9954 23039.4970 29747.1911 -29163.3291
411 412 413 414 415
-172225.3486 -37734.8231 -21652.8168 60895.0095 -142262.7971
416 417 418 419 420
-57790.7427 115614.6515 -28701.4425 -70436.0156 -313.7724
421 422 423 424 425
931.2170 -314421.9923 -485315.9626 -351793.8506 -35969.6951
426 427 428 429 430
-364336.3095 -264229.2326 -1068990.8159 -140127.6153 -238774.3057
431
-475042.9724
> postscript(file="/var/www/rcomp/tmp/6mmcr1292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 431
Frequency = 1
lag(myerror, k = 1) myerror
0 2522477.3466 NA
1 2239438.0327 2522477.3466
2 2055747.7040 2239438.0327
3 -1633913.0955 2055747.7040
4 -129451.9728 -1633913.0955
5 565194.1329 -129451.9728
6 -12845.6886 565194.1329
7 342772.8798 -12845.6886
8 -183278.6127 342772.8798
9 700079.4386 -183278.6127
10 139986.4080 700079.4386
11 269701.9815 139986.4080
12 -344631.4281 269701.9815
13 -743403.3212 -344631.4281
14 -501948.6971 -743403.3212
15 444846.5072 -501948.6971
16 -349001.4728 444846.5072
17 -540800.4654 -349001.4728
18 -165744.4578 -540800.4654
19 -1014900.2048 -165744.4578
20 291734.5632 -1014900.2048
21 174766.5934 291734.5632
22 -108568.9813 174766.5934
23 -1144408.7525 -108568.9813
24 -384676.1036 -1144408.7525
25 117048.4382 -384676.1036
26 -563165.7068 117048.4382
27 -280372.5238 -563165.7068
28 454717.3112 -280372.5238
29 -347605.9046 454717.3112
30 308355.5348 -347605.9046
31 -13962.3181 308355.5348
32 313469.5138 -13962.3181
33 129858.1119 313469.5138
34 4427.4164 129858.1119
35 -781281.1885 4427.4164
36 61496.8968 -781281.1885
37 58876.3007 61496.8968
38 -217276.2631 58876.3007
39 -591497.6191 -217276.2631
40 -863241.6942 -591497.6191
41 -171010.9297 -863241.6942
42 -146083.8230 -171010.9297
43 -298751.8684 -146083.8230
44 -19534.7878 -298751.8684
45 -20622.7723 -19534.7878
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49 -231385.4412 -93457.3207
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51 -382074.8321 -142331.1537
52 -329537.2558 -382074.8321
53 -91844.5431 -329537.2558
54 -608958.8104 -91844.5431
55 -144884.6949 -608958.8104
56 408605.1184 -144884.6949
57 -20902.4556 408605.1184
58 -159497.9345 -20902.4556
59 -234344.9730 -159497.9345
60 32857.5367 -234344.9730
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65 -948058.9281 -98195.8855
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67 -76450.7116 -64829.4198
68 -262525.3460 -76450.7116
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73 26448.0605 -135564.3521
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76 -65355.5985 -94753.9825
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79 -32753.2535 -148237.9158
80 -6668.6962 -32753.2535
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82 -132658.7580 -122079.0962
83 36590.2943 -132658.7580
84 19099.3539 36590.2943
85 -161012.0861 19099.3539
86 -229228.9429 -161012.0861
87 2166.3012 -229228.9429
88 -178180.0614 2166.3012
89 30969.1379 -178180.0614
90 -40350.9123 30969.1379
91 -52873.6370 -40350.9123
92 -64901.6890 -52873.6370
93 -86514.3317 -64901.6890
94 -18032.0347 -86514.3317
95 19583.2421 -18032.0347
96 80071.2609 19583.2421
97 -8466.7756 80071.2609
98 -11672.2259 -8466.7756
99 27551.5962 -11672.2259
100 -77035.8300 27551.5962
101 -121646.8329 -77035.8300
102 -231218.0349 -121646.8329
103 -32009.4287 -231218.0349
104 6836.4298 -32009.4287
105 -100005.6807 6836.4298
106 -304652.3701 -100005.6807
107 155464.2646 -304652.3701
108 -165526.5850 155464.2646
109 -85025.2532 -165526.5850
110 73181.5008 -85025.2532
111 -192789.9567 73181.5008
112 -160318.3905 -192789.9567
113 -18361.8421 -160318.3905
114 123132.5376 -18361.8421
115 -28305.0900 123132.5376
116 29122.1629 -28305.0900
117 97148.8318 29122.1629
118 -90175.4170 97148.8318
119 -6068.4602 -90175.4170
120 -309252.7729 -6068.4602
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124 45209.8221 73916.4533
125 -134244.1681 45209.8221
126 80288.4407 -134244.1681
127 38445.6125 80288.4407
128 -6967.9358 38445.6125
129 80288.4407 -6967.9358
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132 80288.4407 39637.9421
133 -4268.2085 80288.4407
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144 29484.7296 64130.4068
145 47163.5778 29484.7296
146 80288.4407 47163.5778
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154 71654.0878 37143.6760
155 80288.4407 71654.0878
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160 80288.4407 80288.4407
161 80288.4407 80288.4407
162 80288.4407 80288.4407
163 42392.4336 80288.4407
164 -34786.1056 42392.4336
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167 96205.3312 80288.4407
168 -118406.0619 96205.3312
169 80288.4407 -118406.0619
170 80288.4407 80288.4407
171 63808.3985 80288.4407
172 80288.4407 63808.3985
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189 80288.4407 28835.2643
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201 80288.4407 80288.4407
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203 31439.2291 80288.4407
204 1960.8938 31439.2291
205 59238.0023 1960.8938
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207 80288.4407 67972.8150
208 20214.7838 80288.4407
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210 80288.4407 59590.0133
211 80288.4407 80288.4407
212 54536.1487 80288.4407
213 11150.2098 54536.1487
214 46145.2859 11150.2098
215 72110.8225 46145.2859
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220 49607.9412 -20613.2833
221 80288.4407 49607.9412
222 76206.1002 80288.4407
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226 42660.1585 -11132.8396
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229 80288.4407 62345.8639
230 30271.4459 80288.4407
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232 80288.4407 49485.1585
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235 80361.4963 80288.4407
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238 80288.4407 56716.1251
239 80288.4407 80288.4407
240 80288.4407 80288.4407
241 64584.4713 80288.4407
242 80288.4407 64584.4713
243 53254.9907 80288.4407
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245 80288.4407 63464.6933
246 80288.4407 80288.4407
247 10959.5822 80288.4407
248 80288.4407 10959.5822
249 80288.4407 80288.4407
250 36042.3535 80288.4407
251 80288.4407 36042.3535
252 62939.2712 80288.4407
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255 80288.4407 -247052.0226
256 54554.2736 80288.4407
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260 80288.4407 80288.4407
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264 80288.4407 58726.3280
265 80288.4407 80288.4407
266 80288.4407 80288.4407
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268 80288.4407 84295.6909
269 -23406.3763 80288.4407
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275 33302.5642 80288.4407
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281 80288.4407 80288.4407
282 -22015.0643 80288.4407
283 80288.4407 -22015.0643
284 44539.3872 80288.4407
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286 63674.3950 80288.4407
287 68784.5161 63674.3950
288 80288.4407 68784.5161
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290 80288.4407 13948.9146
291 37888.4597 80288.4407
292 23065.4107 37888.4597
293 80288.4407 23065.4107
294 28221.0275 80288.4407
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297 80288.4407 80288.4407
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300 61602.0881 43489.1585
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302 76199.6316 64832.0161
303 80288.4407 76199.6316
304 50484.3913 80288.4407
305 31214.5934 50484.3913
306 80288.4407 31214.5934
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309 80288.4407 14144.3732
310 80288.4407 80288.4407
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313 24697.4193 80288.4407
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320 80288.4407 80288.4407
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322 80288.4407 80288.4407
323 80288.4407 80288.4407
324 80288.4407 80288.4407
325 73318.6799 80288.4407
326 80288.4407 73318.6799
327 80288.4407 80288.4407
328 80288.4407 80288.4407
329 80288.4407 80288.4407
330 80288.4407 80288.4407
331 80288.4407 80288.4407
332 80288.4407 80288.4407
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342 80288.4407 80288.4407
343 80288.4407 80288.4407
344 20009.9219 80288.4407
345 80288.4407 20009.9219
346 58683.3201 80288.4407
347 80288.4407 58683.3201
348 80288.4407 80288.4407
349 43389.3493 80288.4407
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358 80288.4407 80288.4407
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361 80288.4407 63948.2525
362 80288.4407 80288.4407
363 -42540.9605 80288.4407
364 46096.4524 -42540.9605
365 80288.4407 46096.4524
366 80288.4407 80288.4407
367 80288.4407 80288.4407
368 80288.4407 80288.4407
369 51839.7768 80288.4407
370 80288.4407 51839.7768
371 61033.5970 80288.4407
372 49424.3905 61033.5970
373 54015.0410 49424.3905
374 80288.4407 54015.0410
375 80288.4407 80288.4407
376 22004.8369 80288.4407
377 59045.9173 22004.8369
378 43884.3493 59045.9173
379 80288.4407 43884.3493
380 80288.4407 80288.4407
381 -10161.5656 80288.4407
382 16462.8350 -10161.5656
383 80288.4407 16462.8350
384 30250.5542 80288.4407
385 -125996.9239 30250.5542
386 81275.9352 -125996.9239
387 52512.8644 81275.9352
388 67327.2360 52512.8644
389 43286.2800 67327.2360
390 43410.4140 43286.2800
391 34570.3923 43410.4140
392 -4865.4772 34570.3923
393 97197.8695 -4865.4772
394 -21777.7359 97197.8695
395 19126.2850 -21777.7359
396 -86078.1236 19126.2850
397 -863043.3173 -86078.1236
398 27898.8590 -863043.3173
399 -113492.5703 27898.8590
400 42585.6775 -113492.5703
401 60522.7449 42585.6775
402 39552.6317 60522.7449
403 -54704.5859 39552.6317
404 7945.5202 -54704.5859
405 32218.4430 7945.5202
406 26225.9954 32218.4430
407 23039.4970 26225.9954
408 29747.1911 23039.4970
409 -29163.3291 29747.1911
410 -172225.3486 -29163.3291
411 -37734.8231 -172225.3486
412 -21652.8168 -37734.8231
413 60895.0095 -21652.8168
414 -142262.7971 60895.0095
415 -57790.7427 -142262.7971
416 115614.6515 -57790.7427
417 -28701.4425 115614.6515
418 -70436.0156 -28701.4425
419 -313.7724 -70436.0156
420 931.2170 -313.7724
421 -314421.9923 931.2170
422 -485315.9626 -314421.9923
423 -351793.8506 -485315.9626
424 -35969.6951 -351793.8506
425 -364336.3095 -35969.6951
426 -264229.2326 -364336.3095
427 -1068990.8159 -264229.2326
428 -140127.6153 -1068990.8159
429 -238774.3057 -140127.6153
430 -475042.9724 -238774.3057
431 NA -475042.9724
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 2239438.0327 2522477.3466
[2,] 2055747.7040 2239438.0327
[3,] -1633913.0955 2055747.7040
[4,] -129451.9728 -1633913.0955
[5,] 565194.1329 -129451.9728
[6,] -12845.6886 565194.1329
[7,] 342772.8798 -12845.6886
[8,] -183278.6127 342772.8798
[9,] 700079.4386 -183278.6127
[10,] 139986.4080 700079.4386
[11,] 269701.9815 139986.4080
[12,] -344631.4281 269701.9815
[13,] -743403.3212 -344631.4281
[14,] -501948.6971 -743403.3212
[15,] 444846.5072 -501948.6971
[16,] -349001.4728 444846.5072
[17,] -540800.4654 -349001.4728
[18,] -165744.4578 -540800.4654
[19,] -1014900.2048 -165744.4578
[20,] 291734.5632 -1014900.2048
[21,] 174766.5934 291734.5632
[22,] -108568.9813 174766.5934
[23,] -1144408.7525 -108568.9813
[24,] -384676.1036 -1144408.7525
[25,] 117048.4382 -384676.1036
[26,] -563165.7068 117048.4382
[27,] -280372.5238 -563165.7068
[28,] 454717.3112 -280372.5238
[29,] -347605.9046 454717.3112
[30,] 308355.5348 -347605.9046
[31,] -13962.3181 308355.5348
[32,] 313469.5138 -13962.3181
[33,] 129858.1119 313469.5138
[34,] 4427.4164 129858.1119
[35,] -781281.1885 4427.4164
[36,] 61496.8968 -781281.1885
[37,] 58876.3007 61496.8968
[38,] -217276.2631 58876.3007
[39,] -591497.6191 -217276.2631
[40,] -863241.6942 -591497.6191
[41,] -171010.9297 -863241.6942
[42,] -146083.8230 -171010.9297
[43,] -298751.8684 -146083.8230
[44,] -19534.7878 -298751.8684
[45,] -20622.7723 -19534.7878
[46,] -285758.9159 -20622.7723
[47,] -526029.8205 -285758.9159
[48,] -93457.3207 -526029.8205
[49,] -231385.4412 -93457.3207
[50,] -142331.1537 -231385.4412
[51,] -382074.8321 -142331.1537
[52,] -329537.2558 -382074.8321
[53,] -91844.5431 -329537.2558
[54,] -608958.8104 -91844.5431
[55,] -144884.6949 -608958.8104
[56,] 408605.1184 -144884.6949
[57,] -20902.4556 408605.1184
[58,] -159497.9345 -20902.4556
[59,] -234344.9730 -159497.9345
[60,] 32857.5367 -234344.9730
[61,] -218857.9681 32857.5367
[62,] 27045.2094 -218857.9681
[63,] -217659.1204 27045.2094
[64,] -98195.8855 -217659.1204
[65,] -948058.9281 -98195.8855
[66,] -64829.4198 -948058.9281
[67,] -76450.7116 -64829.4198
[68,] -262525.3460 -76450.7116
[69,] -216110.6059 -262525.3460
[70,] -184109.6786 -216110.6059
[71,] 20056.5304 -184109.6786
[72,] -135564.3521 20056.5304
[73,] 26448.0605 -135564.3521
[74,] -65437.8025 26448.0605
[75,] -94753.9825 -65437.8025
[76,] -65355.5985 -94753.9825
[77,] -62928.8446 -65355.5985
[78,] -148237.9158 -62928.8446
[79,] -32753.2535 -148237.9158
[80,] -6668.6962 -32753.2535
[81,] -122079.0962 -6668.6962
[82,] -132658.7580 -122079.0962
[83,] 36590.2943 -132658.7580
[84,] 19099.3539 36590.2943
[85,] -161012.0861 19099.3539
[86,] -229228.9429 -161012.0861
[87,] 2166.3012 -229228.9429
[88,] -178180.0614 2166.3012
[89,] 30969.1379 -178180.0614
[90,] -40350.9123 30969.1379
[91,] -52873.6370 -40350.9123
[92,] -64901.6890 -52873.6370
[93,] -86514.3317 -64901.6890
[94,] -18032.0347 -86514.3317
[95,] 19583.2421 -18032.0347
[96,] 80071.2609 19583.2421
[97,] -8466.7756 80071.2609
[98,] -11672.2259 -8466.7756
[99,] 27551.5962 -11672.2259
[100,] -77035.8300 27551.5962
[101,] -121646.8329 -77035.8300
[102,] -231218.0349 -121646.8329
[103,] -32009.4287 -231218.0349
[104,] 6836.4298 -32009.4287
[105,] -100005.6807 6836.4298
[106,] -304652.3701 -100005.6807
[107,] 155464.2646 -304652.3701
[108,] -165526.5850 155464.2646
[109,] -85025.2532 -165526.5850
[110,] 73181.5008 -85025.2532
[111,] -192789.9567 73181.5008
[112,] -160318.3905 -192789.9567
[113,] -18361.8421 -160318.3905
[114,] 123132.5376 -18361.8421
[115,] -28305.0900 123132.5376
[116,] 29122.1629 -28305.0900
[117,] 97148.8318 29122.1629
[118,] -90175.4170 97148.8318
[119,] -6068.4602 -90175.4170
[120,] -309252.7729 -6068.4602
[121,] 40854.4124 -309252.7729
[122,] -384960.6302 40854.4124
[123,] 73916.4533 -384960.6302
[124,] 45209.8221 73916.4533
[125,] -134244.1681 45209.8221
[126,] 80288.4407 -134244.1681
[127,] 38445.6125 80288.4407
[128,] -6967.9358 38445.6125
[129,] 80288.4407 -6967.9358
[130,] 50772.6030 80288.4407
[131,] 39637.9421 50772.6030
[132,] 80288.4407 39637.9421
[133,] -4268.2085 80288.4407
[134,] 60628.2042 -4268.2085
[135,] 63879.5113 60628.2042
[136,] 42591.2838 63879.5113
[137,] 75706.6316 42591.2838
[138,] 63466.2042 75706.6316
[139,] 80288.4407 63466.2042
[140,] 60257.1828 80288.4407
[141,] 80288.4407 60257.1828
[142,] 24358.6525 80288.4407
[143,] 64130.4068 24358.6525
[144,] 29484.7296 64130.4068
[145,] 47163.5778 29484.7296
[146,] 80288.4407 47163.5778
[147,] 51104.0544 80288.4407
[148,] 81979.8225 51104.0544
[149,] 80348.5900 81979.8225
[150,] 30991.7799 80348.5900
[151,] -116801.5909 30991.7799
[152,] 59844.3950 -116801.5909
[153,] 37143.6760 59844.3950
[154,] 71654.0878 37143.6760
[155,] 80288.4407 71654.0878
[156,] 80288.4407 80288.4407
[157,] 70830.4203 80288.4407
[158,] 80704.9142 70830.4203
[159,] 80288.4407 80704.9142
[160,] 80288.4407 80288.4407
[161,] 80288.4407 80288.4407
[162,] 80288.4407 80288.4407
[163,] 42392.4336 80288.4407
[164,] -34786.1056 42392.4336
[165,] 75701.6316 -34786.1056
[166,] 80288.4407 75701.6316
[167,] 96205.3312 80288.4407
[168,] -118406.0619 96205.3312
[169,] 80288.4407 -118406.0619
[170,] 80288.4407 80288.4407
[171,] 63808.3985 80288.4407
[172,] 80288.4407 63808.3985
[173,] 35907.5769 80288.4407
[174,] 80288.4407 35907.5769
[175,] 47404.0470 80288.4407
[176,] -383859.9920 47404.0470
[177,] 81047.5446 -383859.9920
[178,] 80288.4407 81047.5446
[179,] 80288.4407 80288.4407
[180,] 30436.8671 80288.4407
[181,] 33881.8160 30436.8671
[182,] -15749.8142 33881.8160
[183,] -19559.6262 -15749.8142
[184,] 56562.2159 -19559.6262
[185,] 53658.0866 56562.2159
[186,] 16844.6383 53658.0866
[187,] 51757.9921 16844.6383
[188,] 28835.2643 51757.9921
[189,] 80288.4407 28835.2643
[190,] 56832.3100 80288.4407
[191,] 80288.4407 56832.3100
[192,] 50309.7561 80288.4407
[193,] 80288.4407 50309.7561
[194,] 68079.1193 80288.4407
[195,] 80288.4407 68079.1193
[196,] -267279.7658 80288.4407
[197,] 80288.4407 -267279.7658
[198,] 80288.4407 80288.4407
[199,] -71712.6746 80288.4407
[200,] 80288.4407 -71712.6746
[201,] 80288.4407 80288.4407
[202,] 80288.4407 80288.4407
[203,] 31439.2291 80288.4407
[204,] 1960.8938 31439.2291
[205,] 59238.0023 1960.8938
[206,] 67972.8150 59238.0023
[207,] 80288.4407 67972.8150
[208,] 20214.7838 80288.4407
[209,] 59590.0133 20214.7838
[210,] 80288.4407 59590.0133
[211,] 80288.4407 80288.4407
[212,] 54536.1487 80288.4407
[213,] 11150.2098 54536.1487
[214,] 46145.2859 11150.2098
[215,] 72110.8225 46145.2859
[216,] 55899.7669 72110.8225
[217,] 54131.9894 55899.7669
[218,] 72110.8225 54131.9894
[219,] -20613.2833 72110.8225
[220,] 49607.9412 -20613.2833
[221,] 80288.4407 49607.9412
[222,] 76206.1002 80288.4407
[223,] -4706.7421 76206.1002
[224,] 76270.1846 -4706.7421
[225,] -11132.8396 76270.1846
[226,] 42660.1585 -11132.8396
[227,] 80288.4407 42660.1585
[228,] 62345.8639 80288.4407
[229,] 80288.4407 62345.8639
[230,] 30271.4459 80288.4407
[231,] 49485.1585 30271.4459
[232,] 80288.4407 49485.1585
[233,] 13558.2538 80288.4407
[234,] 80288.4407 13558.2538
[235,] 80361.4963 80288.4407
[236,] 80288.4407 80361.4963
[237,] 56716.1251 80288.4407
[238,] 80288.4407 56716.1251
[239,] 80288.4407 80288.4407
[240,] 80288.4407 80288.4407
[241,] 64584.4713 80288.4407
[242,] 80288.4407 64584.4713
[243,] 53254.9907 80288.4407
[244,] 63464.6933 53254.9907
[245,] 80288.4407 63464.6933
[246,] 80288.4407 80288.4407
[247,] 10959.5822 80288.4407
[248,] 80288.4407 10959.5822
[249,] 80288.4407 80288.4407
[250,] 36042.3535 80288.4407
[251,] 80288.4407 36042.3535
[252,] 62939.2712 80288.4407
[253,] -104224.0376 62939.2712
[254,] -247052.0226 -104224.0376
[255,] 80288.4407 -247052.0226
[256,] 54554.2736 80288.4407
[257,] -23726.4493 54554.2736
[258,] 80288.4407 -23726.4493
[259,] 80288.4407 80288.4407
[260,] 80288.4407 80288.4407
[261,] 80288.4407 80288.4407
[262,] 37803.0365 80288.4407
[263,] 58726.3280 37803.0365
[264,] 80288.4407 58726.3280
[265,] 80288.4407 80288.4407
[266,] 80288.4407 80288.4407
[267,] 84295.6909 80288.4407
[268,] 80288.4407 84295.6909
[269,] -23406.3763 80288.4407
[270,] 80288.4407 -23406.3763
[271,] 80288.4407 80288.4407
[272,] 80288.4407 80288.4407
[273,] -2693.0490 80288.4407
[274,] 80288.4407 -2693.0490
[275,] 33302.5642 80288.4407
[276,] -13835.2206 33302.5642
[277,] 80288.4407 -13835.2206
[278,] -71743.7156 80288.4407
[279,] 31923.0869 -71743.7156
[280,] 80288.4407 31923.0869
[281,] 80288.4407 80288.4407
[282,] -22015.0643 80288.4407
[283,] 80288.4407 -22015.0643
[284,] 44539.3872 80288.4407
[285,] 80288.4407 44539.3872
[286,] 63674.3950 80288.4407
[287,] 68784.5161 63674.3950
[288,] 80288.4407 68784.5161
[289,] 13948.9146 80288.4407
[290,] 80288.4407 13948.9146
[291,] 37888.4597 80288.4407
[292,] 23065.4107 37888.4597
[293,] 80288.4407 23065.4107
[294,] 28221.0275 80288.4407
[295,] 71076.9310 28221.0275
[296,] 80288.4407 71076.9310
[297,] 80288.4407 80288.4407
[298,] 80288.4407 80288.4407
[299,] 43489.1585 80288.4407
[300,] 61602.0881 43489.1585
[301,] 64832.0161 61602.0881
[302,] 76199.6316 64832.0161
[303,] 80288.4407 76199.6316
[304,] 50484.3913 80288.4407
[305,] 31214.5934 50484.3913
[306,] 80288.4407 31214.5934
[307,] -996.3244 80288.4407
[308,] 14144.3732 -996.3244
[309,] 80288.4407 14144.3732
[310,] 80288.4407 80288.4407
[311,] -58391.0713 80288.4407
[312,] 80288.4407 -58391.0713
[313,] 24697.4193 80288.4407
[314,] 47793.4579 24697.4193
[315,] 80220.4909 47793.4579
[316,] 80952.7607 80220.4909
[317,] -20386.4456 80952.7607
[318,] 59837.8709 -20386.4456
[319,] 80288.4407 59837.8709
[320,] 80288.4407 80288.4407
[321,] 80288.4407 80288.4407
[322,] 80288.4407 80288.4407
[323,] 80288.4407 80288.4407
[324,] 80288.4407 80288.4407
[325,] 73318.6799 80288.4407
[326,] 80288.4407 73318.6799
[327,] 80288.4407 80288.4407
[328,] 80288.4407 80288.4407
[329,] 80288.4407 80288.4407
[330,] 80288.4407 80288.4407
[331,] 80288.4407 80288.4407
[332,] 80288.4407 80288.4407
[333,] 62785.4680 80288.4407
[334,] 76197.3007 62785.4680
[335,] 63924.2042 76197.3007
[336,] -21031.2907 63924.2042
[337,] 80288.4407 -21031.2907
[338,] 74439.8825 80288.4407
[339,] 43173.5344 74439.8825
[340,] 8103.5513 43173.5344
[341,] 80288.4407 8103.5513
[342,] 80288.4407 80288.4407
[343,] 80288.4407 80288.4407
[344,] 20009.9219 80288.4407
[345,] 80288.4407 20009.9219
[346,] 58683.3201 80288.4407
[347,] 80288.4407 58683.3201
[348,] 80288.4407 80288.4407
[349,] 43389.3493 80288.4407
[350,] 74463.7605 43389.3493
[351,] 49739.5346 74463.7605
[352,] 51379.6771 49739.5346
[353,] 73044.6175 51379.6771
[354,] 80288.4407 73044.6175
[355,] 80288.4407 80288.4407
[356,] -699.4917 80288.4407
[357,] 80288.4407 -699.4917
[358,] 80288.4407 80288.4407
[359,] 80288.4407 80288.4407
[360,] 63948.2525 80288.4407
[361,] 80288.4407 63948.2525
[362,] 80288.4407 80288.4407
[363,] -42540.9605 80288.4407
[364,] 46096.4524 -42540.9605
[365,] 80288.4407 46096.4524
[366,] 80288.4407 80288.4407
[367,] 80288.4407 80288.4407
[368,] 80288.4407 80288.4407
[369,] 51839.7768 80288.4407
[370,] 80288.4407 51839.7768
[371,] 61033.5970 80288.4407
[372,] 49424.3905 61033.5970
[373,] 54015.0410 49424.3905
[374,] 80288.4407 54015.0410
[375,] 80288.4407 80288.4407
[376,] 22004.8369 80288.4407
[377,] 59045.9173 22004.8369
[378,] 43884.3493 59045.9173
[379,] 80288.4407 43884.3493
[380,] 80288.4407 80288.4407
[381,] -10161.5656 80288.4407
[382,] 16462.8350 -10161.5656
[383,] 80288.4407 16462.8350
[384,] 30250.5542 80288.4407
[385,] -125996.9239 30250.5542
[386,] 81275.9352 -125996.9239
[387,] 52512.8644 81275.9352
[388,] 67327.2360 52512.8644
[389,] 43286.2800 67327.2360
[390,] 43410.4140 43286.2800
[391,] 34570.3923 43410.4140
[392,] -4865.4772 34570.3923
[393,] 97197.8695 -4865.4772
[394,] -21777.7359 97197.8695
[395,] 19126.2850 -21777.7359
[396,] -86078.1236 19126.2850
[397,] -863043.3173 -86078.1236
[398,] 27898.8590 -863043.3173
[399,] -113492.5703 27898.8590
[400,] 42585.6775 -113492.5703
[401,] 60522.7449 42585.6775
[402,] 39552.6317 60522.7449
[403,] -54704.5859 39552.6317
[404,] 7945.5202 -54704.5859
[405,] 32218.4430 7945.5202
[406,] 26225.9954 32218.4430
[407,] 23039.4970 26225.9954
[408,] 29747.1911 23039.4970
[409,] -29163.3291 29747.1911
[410,] -172225.3486 -29163.3291
[411,] -37734.8231 -172225.3486
[412,] -21652.8168 -37734.8231
[413,] 60895.0095 -21652.8168
[414,] -142262.7971 60895.0095
[415,] -57790.7427 -142262.7971
[416,] 115614.6515 -57790.7427
[417,] -28701.4425 115614.6515
[418,] -70436.0156 -28701.4425
[419,] -313.7724 -70436.0156
[420,] 931.2170 -313.7724
[421,] -314421.9923 931.2170
[422,] -485315.9626 -314421.9923
[423,] -351793.8506 -485315.9626
[424,] -35969.6951 -351793.8506
[425,] -364336.3095 -35969.6951
[426,] -264229.2326 -364336.3095
[427,] -1068990.8159 -264229.2326
[428,] -140127.6153 -1068990.8159
[429,] -238774.3057 -140127.6153
[430,] -475042.9724 -238774.3057
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 2239438.0327 2522477.3466
2 2055747.7040 2239438.0327
3 -1633913.0955 2055747.7040
4 -129451.9728 -1633913.0955
5 565194.1329 -129451.9728
6 -12845.6886 565194.1329
7 342772.8798 -12845.6886
8 -183278.6127 342772.8798
9 700079.4386 -183278.6127
10 139986.4080 700079.4386
11 269701.9815 139986.4080
12 -344631.4281 269701.9815
13 -743403.3212 -344631.4281
14 -501948.6971 -743403.3212
15 444846.5072 -501948.6971
16 -349001.4728 444846.5072
17 -540800.4654 -349001.4728
18 -165744.4578 -540800.4654
19 -1014900.2048 -165744.4578
20 291734.5632 -1014900.2048
21 174766.5934 291734.5632
22 -108568.9813 174766.5934
23 -1144408.7525 -108568.9813
24 -384676.1036 -1144408.7525
25 117048.4382 -384676.1036
26 -563165.7068 117048.4382
27 -280372.5238 -563165.7068
28 454717.3112 -280372.5238
29 -347605.9046 454717.3112
30 308355.5348 -347605.9046
31 -13962.3181 308355.5348
32 313469.5138 -13962.3181
33 129858.1119 313469.5138
34 4427.4164 129858.1119
35 -781281.1885 4427.4164
36 61496.8968 -781281.1885
37 58876.3007 61496.8968
38 -217276.2631 58876.3007
39 -591497.6191 -217276.2631
40 -863241.6942 -591497.6191
41 -171010.9297 -863241.6942
42 -146083.8230 -171010.9297
43 -298751.8684 -146083.8230
44 -19534.7878 -298751.8684
45 -20622.7723 -19534.7878
46 -285758.9159 -20622.7723
47 -526029.8205 -285758.9159
48 -93457.3207 -526029.8205
49 -231385.4412 -93457.3207
50 -142331.1537 -231385.4412
51 -382074.8321 -142331.1537
52 -329537.2558 -382074.8321
53 -91844.5431 -329537.2558
54 -608958.8104 -91844.5431
55 -144884.6949 -608958.8104
56 408605.1184 -144884.6949
57 -20902.4556 408605.1184
58 -159497.9345 -20902.4556
59 -234344.9730 -159497.9345
60 32857.5367 -234344.9730
61 -218857.9681 32857.5367
62 27045.2094 -218857.9681
63 -217659.1204 27045.2094
64 -98195.8855 -217659.1204
65 -948058.9281 -98195.8855
66 -64829.4198 -948058.9281
67 -76450.7116 -64829.4198
68 -262525.3460 -76450.7116
69 -216110.6059 -262525.3460
70 -184109.6786 -216110.6059
71 20056.5304 -184109.6786
72 -135564.3521 20056.5304
73 26448.0605 -135564.3521
74 -65437.8025 26448.0605
75 -94753.9825 -65437.8025
76 -65355.5985 -94753.9825
77 -62928.8446 -65355.5985
78 -148237.9158 -62928.8446
79 -32753.2535 -148237.9158
80 -6668.6962 -32753.2535
81 -122079.0962 -6668.6962
82 -132658.7580 -122079.0962
83 36590.2943 -132658.7580
84 19099.3539 36590.2943
85 -161012.0861 19099.3539
86 -229228.9429 -161012.0861
87 2166.3012 -229228.9429
88 -178180.0614 2166.3012
89 30969.1379 -178180.0614
90 -40350.9123 30969.1379
91 -52873.6370 -40350.9123
92 -64901.6890 -52873.6370
93 -86514.3317 -64901.6890
94 -18032.0347 -86514.3317
95 19583.2421 -18032.0347
96 80071.2609 19583.2421
97 -8466.7756 80071.2609
98 -11672.2259 -8466.7756
99 27551.5962 -11672.2259
100 -77035.8300 27551.5962
101 -121646.8329 -77035.8300
102 -231218.0349 -121646.8329
103 -32009.4287 -231218.0349
104 6836.4298 -32009.4287
105 -100005.6807 6836.4298
106 -304652.3701 -100005.6807
107 155464.2646 -304652.3701
108 -165526.5850 155464.2646
109 -85025.2532 -165526.5850
110 73181.5008 -85025.2532
111 -192789.9567 73181.5008
112 -160318.3905 -192789.9567
113 -18361.8421 -160318.3905
114 123132.5376 -18361.8421
115 -28305.0900 123132.5376
116 29122.1629 -28305.0900
117 97148.8318 29122.1629
118 -90175.4170 97148.8318
119 -6068.4602 -90175.4170
120 -309252.7729 -6068.4602
121 40854.4124 -309252.7729
122 -384960.6302 40854.4124
123 73916.4533 -384960.6302
124 45209.8221 73916.4533
125 -134244.1681 45209.8221
126 80288.4407 -134244.1681
127 38445.6125 80288.4407
128 -6967.9358 38445.6125
129 80288.4407 -6967.9358
130 50772.6030 80288.4407
131 39637.9421 50772.6030
132 80288.4407 39637.9421
133 -4268.2085 80288.4407
134 60628.2042 -4268.2085
135 63879.5113 60628.2042
136 42591.2838 63879.5113
137 75706.6316 42591.2838
138 63466.2042 75706.6316
139 80288.4407 63466.2042
140 60257.1828 80288.4407
141 80288.4407 60257.1828
142 24358.6525 80288.4407
143 64130.4068 24358.6525
144 29484.7296 64130.4068
145 47163.5778 29484.7296
146 80288.4407 47163.5778
147 51104.0544 80288.4407
148 81979.8225 51104.0544
149 80348.5900 81979.8225
150 30991.7799 80348.5900
151 -116801.5909 30991.7799
152 59844.3950 -116801.5909
153 37143.6760 59844.3950
154 71654.0878 37143.6760
155 80288.4407 71654.0878
156 80288.4407 80288.4407
157 70830.4203 80288.4407
158 80704.9142 70830.4203
159 80288.4407 80704.9142
160 80288.4407 80288.4407
161 80288.4407 80288.4407
162 80288.4407 80288.4407
163 42392.4336 80288.4407
164 -34786.1056 42392.4336
165 75701.6316 -34786.1056
166 80288.4407 75701.6316
167 96205.3312 80288.4407
168 -118406.0619 96205.3312
169 80288.4407 -118406.0619
170 80288.4407 80288.4407
171 63808.3985 80288.4407
172 80288.4407 63808.3985
173 35907.5769 80288.4407
174 80288.4407 35907.5769
175 47404.0470 80288.4407
176 -383859.9920 47404.0470
177 81047.5446 -383859.9920
178 80288.4407 81047.5446
179 80288.4407 80288.4407
180 30436.8671 80288.4407
181 33881.8160 30436.8671
182 -15749.8142 33881.8160
183 -19559.6262 -15749.8142
184 56562.2159 -19559.6262
185 53658.0866 56562.2159
186 16844.6383 53658.0866
187 51757.9921 16844.6383
188 28835.2643 51757.9921
189 80288.4407 28835.2643
190 56832.3100 80288.4407
191 80288.4407 56832.3100
192 50309.7561 80288.4407
193 80288.4407 50309.7561
194 68079.1193 80288.4407
195 80288.4407 68079.1193
196 -267279.7658 80288.4407
197 80288.4407 -267279.7658
198 80288.4407 80288.4407
199 -71712.6746 80288.4407
200 80288.4407 -71712.6746
201 80288.4407 80288.4407
202 80288.4407 80288.4407
203 31439.2291 80288.4407
204 1960.8938 31439.2291
205 59238.0023 1960.8938
206 67972.8150 59238.0023
207 80288.4407 67972.8150
208 20214.7838 80288.4407
209 59590.0133 20214.7838
210 80288.4407 59590.0133
211 80288.4407 80288.4407
212 54536.1487 80288.4407
213 11150.2098 54536.1487
214 46145.2859 11150.2098
215 72110.8225 46145.2859
216 55899.7669 72110.8225
217 54131.9894 55899.7669
218 72110.8225 54131.9894
219 -20613.2833 72110.8225
220 49607.9412 -20613.2833
221 80288.4407 49607.9412
222 76206.1002 80288.4407
223 -4706.7421 76206.1002
224 76270.1846 -4706.7421
225 -11132.8396 76270.1846
226 42660.1585 -11132.8396
227 80288.4407 42660.1585
228 62345.8639 80288.4407
229 80288.4407 62345.8639
230 30271.4459 80288.4407
231 49485.1585 30271.4459
232 80288.4407 49485.1585
233 13558.2538 80288.4407
234 80288.4407 13558.2538
235 80361.4963 80288.4407
236 80288.4407 80361.4963
237 56716.1251 80288.4407
238 80288.4407 56716.1251
239 80288.4407 80288.4407
240 80288.4407 80288.4407
241 64584.4713 80288.4407
242 80288.4407 64584.4713
243 53254.9907 80288.4407
244 63464.6933 53254.9907
245 80288.4407 63464.6933
246 80288.4407 80288.4407
247 10959.5822 80288.4407
248 80288.4407 10959.5822
249 80288.4407 80288.4407
250 36042.3535 80288.4407
251 80288.4407 36042.3535
252 62939.2712 80288.4407
253 -104224.0376 62939.2712
254 -247052.0226 -104224.0376
255 80288.4407 -247052.0226
256 54554.2736 80288.4407
257 -23726.4493 54554.2736
258 80288.4407 -23726.4493
259 80288.4407 80288.4407
260 80288.4407 80288.4407
261 80288.4407 80288.4407
262 37803.0365 80288.4407
263 58726.3280 37803.0365
264 80288.4407 58726.3280
265 80288.4407 80288.4407
266 80288.4407 80288.4407
267 84295.6909 80288.4407
268 80288.4407 84295.6909
269 -23406.3763 80288.4407
270 80288.4407 -23406.3763
271 80288.4407 80288.4407
272 80288.4407 80288.4407
273 -2693.0490 80288.4407
274 80288.4407 -2693.0490
275 33302.5642 80288.4407
276 -13835.2206 33302.5642
277 80288.4407 -13835.2206
278 -71743.7156 80288.4407
279 31923.0869 -71743.7156
280 80288.4407 31923.0869
281 80288.4407 80288.4407
282 -22015.0643 80288.4407
283 80288.4407 -22015.0643
284 44539.3872 80288.4407
285 80288.4407 44539.3872
286 63674.3950 80288.4407
287 68784.5161 63674.3950
288 80288.4407 68784.5161
289 13948.9146 80288.4407
290 80288.4407 13948.9146
291 37888.4597 80288.4407
292 23065.4107 37888.4597
293 80288.4407 23065.4107
294 28221.0275 80288.4407
295 71076.9310 28221.0275
296 80288.4407 71076.9310
297 80288.4407 80288.4407
298 80288.4407 80288.4407
299 43489.1585 80288.4407
300 61602.0881 43489.1585
301 64832.0161 61602.0881
302 76199.6316 64832.0161
303 80288.4407 76199.6316
304 50484.3913 80288.4407
305 31214.5934 50484.3913
306 80288.4407 31214.5934
307 -996.3244 80288.4407
308 14144.3732 -996.3244
309 80288.4407 14144.3732
310 80288.4407 80288.4407
311 -58391.0713 80288.4407
312 80288.4407 -58391.0713
313 24697.4193 80288.4407
314 47793.4579 24697.4193
315 80220.4909 47793.4579
316 80952.7607 80220.4909
317 -20386.4456 80952.7607
318 59837.8709 -20386.4456
319 80288.4407 59837.8709
320 80288.4407 80288.4407
321 80288.4407 80288.4407
322 80288.4407 80288.4407
323 80288.4407 80288.4407
324 80288.4407 80288.4407
325 73318.6799 80288.4407
326 80288.4407 73318.6799
327 80288.4407 80288.4407
328 80288.4407 80288.4407
329 80288.4407 80288.4407
330 80288.4407 80288.4407
331 80288.4407 80288.4407
332 80288.4407 80288.4407
333 62785.4680 80288.4407
334 76197.3007 62785.4680
335 63924.2042 76197.3007
336 -21031.2907 63924.2042
337 80288.4407 -21031.2907
338 74439.8825 80288.4407
339 43173.5344 74439.8825
340 8103.5513 43173.5344
341 80288.4407 8103.5513
342 80288.4407 80288.4407
343 80288.4407 80288.4407
344 20009.9219 80288.4407
345 80288.4407 20009.9219
346 58683.3201 80288.4407
347 80288.4407 58683.3201
348 80288.4407 80288.4407
349 43389.3493 80288.4407
350 74463.7605 43389.3493
351 49739.5346 74463.7605
352 51379.6771 49739.5346
353 73044.6175 51379.6771
354 80288.4407 73044.6175
355 80288.4407 80288.4407
356 -699.4917 80288.4407
357 80288.4407 -699.4917
358 80288.4407 80288.4407
359 80288.4407 80288.4407
360 63948.2525 80288.4407
361 80288.4407 63948.2525
362 80288.4407 80288.4407
363 -42540.9605 80288.4407
364 46096.4524 -42540.9605
365 80288.4407 46096.4524
366 80288.4407 80288.4407
367 80288.4407 80288.4407
368 80288.4407 80288.4407
369 51839.7768 80288.4407
370 80288.4407 51839.7768
371 61033.5970 80288.4407
372 49424.3905 61033.5970
373 54015.0410 49424.3905
374 80288.4407 54015.0410
375 80288.4407 80288.4407
376 22004.8369 80288.4407
377 59045.9173 22004.8369
378 43884.3493 59045.9173
379 80288.4407 43884.3493
380 80288.4407 80288.4407
381 -10161.5656 80288.4407
382 16462.8350 -10161.5656
383 80288.4407 16462.8350
384 30250.5542 80288.4407
385 -125996.9239 30250.5542
386 81275.9352 -125996.9239
387 52512.8644 81275.9352
388 67327.2360 52512.8644
389 43286.2800 67327.2360
390 43410.4140 43286.2800
391 34570.3923 43410.4140
392 -4865.4772 34570.3923
393 97197.8695 -4865.4772
394 -21777.7359 97197.8695
395 19126.2850 -21777.7359
396 -86078.1236 19126.2850
397 -863043.3173 -86078.1236
398 27898.8590 -863043.3173
399 -113492.5703 27898.8590
400 42585.6775 -113492.5703
401 60522.7449 42585.6775
402 39552.6317 60522.7449
403 -54704.5859 39552.6317
404 7945.5202 -54704.5859
405 32218.4430 7945.5202
406 26225.9954 32218.4430
407 23039.4970 26225.9954
408 29747.1911 23039.4970
409 -29163.3291 29747.1911
410 -172225.3486 -29163.3291
411 -37734.8231 -172225.3486
412 -21652.8168 -37734.8231
413 60895.0095 -21652.8168
414 -142262.7971 60895.0095
415 -57790.7427 -142262.7971
416 115614.6515 -57790.7427
417 -28701.4425 115614.6515
418 -70436.0156 -28701.4425
419 -313.7724 -70436.0156
420 931.2170 -313.7724
421 -314421.9923 931.2170
422 -485315.9626 -314421.9923
423 -351793.8506 -485315.9626
424 -35969.6951 -351793.8506
425 -364336.3095 -35969.6951
426 -264229.2326 -364336.3095
427 -1068990.8159 -264229.2326
428 -140127.6153 -1068990.8159
429 -238774.3057 -140127.6153
430 -475042.9724 -238774.3057
> 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/7fvtu1292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8fvtu1292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/97maf1292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/107maf1292877036.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11bnr31292877036.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/12wnp91292877036.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/13l64k1292877036.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/14eg3n1292877036.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/15hykb1292877036.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/16vqhk1292877036.tab")
+ }
>
> try(system("convert tmp/1jlv31292877036.ps tmp/1jlv31292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/2buc61292877036.ps tmp/2buc61292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/3buc61292877036.ps tmp/3buc61292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/4buc61292877036.ps tmp/4buc61292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/5mmcr1292877036.ps tmp/5mmcr1292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/6mmcr1292877036.ps tmp/6mmcr1292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/7fvtu1292877036.ps tmp/7fvtu1292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/8fvtu1292877036.ps tmp/8fvtu1292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/97maf1292877036.ps tmp/97maf1292877036.png",intern=TRUE))
character(0)
> try(system("convert tmp/107maf1292877036.ps tmp/107maf1292877036.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
11.070 1.060 12.152