R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(22 + ,27 + ,5 + ,26 + ,49 + ,35 + ,23 + ,36 + ,4 + ,25 + ,45 + ,34 + ,27 + ,25 + ,4 + ,17 + ,54 + ,13 + ,19 + ,27 + ,3 + ,37 + ,36 + ,35 + ,15 + ,25 + ,3 + ,35 + ,36 + ,28 + ,29 + ,44 + ,3 + ,15 + ,53 + ,32 + ,25 + ,50 + ,4 + ,27 + ,46 + ,35 + ,25 + ,41 + ,4 + ,36 + ,42 + ,36 + ,21 + ,48 + ,5 + ,25 + ,41 + ,27 + ,22 + ,43 + ,4 + ,30 + ,45 + ,29 + ,22 + ,47 + ,2 + ,27 + ,47 + ,27 + ,24 + ,41 + ,3 + ,33 + ,42 + ,28 + ,22 + ,44 + ,2 + ,29 + ,45 + ,29 + ,23 + ,47 + ,5 + ,30 + ,40 + ,28 + ,19 + ,40 + ,3 + ,25 + ,45 + ,30 + ,19 + ,46 + ,3 + ,23 + ,40 + ,25 + ,21 + ,28 + ,3 + ,26 + ,42 + ,15 + ,20 + ,56 + ,3 + ,24 + ,45 + ,33 + ,23 + ,49 + ,4 + ,35 + ,47 + ,31 + ,11 + ,25 + ,4 + ,39 + ,31 + ,37 + ,21 + ,41 + ,4 + ,23 + ,46 + ,37 + ,19 + ,26 + ,3 + ,32 + ,34 + ,34 + ,21 + ,50 + ,5 + ,29 + ,43 + ,32 + ,23 + ,47 + ,4 + ,26 + ,45 + ,21 + ,19 + ,52 + ,2 + ,21 + ,42 + ,25 + ,22 + ,37 + ,5 + ,35 + ,51 + ,32 + ,19 + ,41 + ,3 + ,23 + ,44 + ,28 + ,23 + ,45 + ,4 + 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+ ,49 + ,34 + ,22 + ,44 + ,3 + ,27 + ,33 + ,23 + ,20 + ,43 + ,3 + ,37 + ,43 + ,35 + ,20 + ,47 + ,4 + ,34 + ,44 + ,22 + ,27 + ,52 + ,4 + ,27 + ,44 + ,34 + ,19 + ,40 + ,2 + ,37 + ,41 + ,28 + ,23 + ,42 + ,3 + ,32 + ,45 + ,34 + ,19 + ,45 + ,5 + ,26 + ,44 + ,32 + ,21 + ,45 + ,2 + ,29 + ,44 + ,24 + ,13 + ,50 + ,5 + ,28 + ,40 + ,34 + ,18 + ,49 + ,3 + ,19 + ,48 + ,33 + ,19 + ,52 + ,2 + ,46 + ,49 + ,33 + ,23 + ,48 + ,3 + ,31 + ,46 + ,29 + ,30 + ,51 + ,3 + ,42 + ,49 + ,38 + ,22 + ,49 + ,4 + ,33 + ,55 + ,24 + ,23 + ,31 + ,4 + ,39 + ,51 + ,25 + ,22 + ,43 + ,3 + ,27 + ,46 + ,37 + ,22 + ,31 + ,3 + ,35 + ,37 + ,33 + ,23 + ,28 + ,4 + ,23 + ,43 + ,30 + ,27 + ,43 + ,4 + ,32 + ,41 + ,22 + ,23 + ,31 + ,3 + ,22 + ,45 + ,28 + ,18 + ,51 + ,3 + ,17 + ,39 + ,24 + ,24 + ,58 + ,4 + ,35 + ,38 + ,33 + ,19 + ,25 + ,5 + ,34 + ,41 + ,37) + ,dim=c(6 + ,195) + ,dimnames=list(c('Behoefte_affiliatie' + ,'leeftijd' + ,'opleiding' + ,'Neuroticisme' + ,'Extraversie' + ,'Openheid ') + ,1:195)) > y <- array(NA,dim=c(6,195),dimnames=list(c('Behoefte_affiliatie','leeftijd','opleiding','Neuroticisme','Extraversie','Openheid '),1:195)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > ylab = '' > xlab = '' > main = '' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Behoefte_affiliatie leeftijd opleiding Neuroticisme Extraversie Openheid\r 1 22 27 5 26 49 35 2 23 36 4 25 45 34 3 27 25 4 17 54 13 4 19 27 3 37 36 35 5 15 25 3 35 36 28 6 29 44 3 15 53 32 7 25 50 4 27 46 35 8 25 41 4 36 42 36 9 21 48 5 25 41 27 10 22 43 4 30 45 29 11 22 47 2 27 47 27 12 24 41 3 33 42 28 13 22 44 2 29 45 29 14 23 47 5 30 40 28 15 19 40 3 25 45 30 16 19 46 3 23 40 25 17 21 28 3 26 42 15 18 20 56 3 24 45 33 19 23 49 4 35 47 31 20 11 25 4 39 31 37 21 21 41 4 23 46 37 22 19 26 3 32 34 34 23 21 50 5 29 43 32 24 23 47 4 26 45 21 25 19 52 2 21 42 25 26 22 37 5 35 51 32 27 19 41 3 23 44 28 28 23 45 4 21 47 22 29 29 26 4 28 47 25 30 27 3 30 41 26 18 31 52 4 21 44 34 30 32 46 2 29 51 34 26 33 58 3 28 46 36 20 34 54 5 19 47 36 22 35 29 3 26 46 26 20 36 50 3 33 38 26 21 37 43 2 34 50 34 18 38 30 3 33 48 33 21 39 47 2 40 36 31 27 40 45 3 24 51 33 48 41 1 35 35 22 18 48 42 3 35 49 29 24 26 43 4 32 38 24 24 46 44 5 20 47 37 17 3 45 35 36 32 22 50 3 46 35 47 23 21 25 4 47 21 46 29 23 47 2 48 33 43 35 19 47 2 49 40 53 20 22 41 3 50 22 55 28 19 45 2 51 35 39 26 24 41 4 52 20 55 36 22 45 5 53 28 41 26 26 40 3 54 46 33 33 22 29 4 55 18 52 25 23 34 5 56 22 42 29 27 45 5 57 20 56 32 21 52 3 58 25 46 35 16 41 4 59 31 33 24 21 48 3 60 21 51 31 18 45 3 61 23 46 29 25 54 2 62 26 46 27 20 25 3 63 34 50 29 24 26 4 64 31 46 29 20 28 4 65 23 51 27 24 50 4 66 31 48 34 23 48 4 67 26 44 32 23 51 3 68 36 38 31 22 53 3 69 28 42 31 22 37 3 70 34 39 31 20 56 2 71 25 45 16 14 43 3 72 33 31 25 21 34 3 73 46 29 27 23 42 3 74 24 48 32 17 32 3 75 32 38 28 25 31 5 76 33 55 25 10 46 3 77 42 32 25 25 30 5 78 17 51 36 23 47 4 79 36 53 36 27 33 4 80 40 47 36 16 25 4 81 30 45 27 19 25 5 82 19 33 29 23 21 4 83 33 49 32 19 36 5 84 35 46 29 19 50 3 85 23 42 31 26 48 3 86 15 56 34 19 48 2 87 38 35 27 22 25 3 88 37 40 28 21 48 4 89 23 44 32 22 49 5 90 41 46 33 20 27 5 91 34 46 29 20 28 3 92 38 39 32 20 43 2 93 45 35 35 21 48 3 94 27 48 33 21 48 4 95 46 42 27 14 25 1 96 26 39 16 28 49 4 97 44 39 32 24 26 3 98 36 41 26 24 51 3 99 20 52 32 24 25 4 100 44 45 38 19 29 3 101 27 42 24 19 29 4 102 27 44 26 14 43 2 103 41 33 19 29 46 3 104 30 42 37 22 44 3 105 33 46 25 21 25 3 106 37 45 24 15 51 2 107 30 40 23 23 42 5 108 20 48 28 24 53 5 109 44 32 38 20 25 4 110 20 53 28 25 49 2 111 33 39 28 25 51 3 112 31 45 26 19 20 3 113 23 36 21 23 44 3 114 33 38 35 22 38 4 115 33 49 31 19 46 5 116 32 46 34 24 42 4 117 25 43 30 21 29 22 118 37 30 19 46 4 16 119 48 24 21 49 2 36 120 45 27 18 51 3 35 121 32 26 24 38 3 25 122 46 30 7 41 1 27 123 20 15 24 47 3 32 124 42 28 24 44 3 36 125 45 34 23 47 3 51 126 29 29 24 46 3 30 127 51 26 27 44 4 20 128 55 31 20 28 3 29 129 50 28 20 47 4 26 130 44 33 22 28 4 20 131 41 32 19 41 5 40 132 40 33 18 45 4 29 133 47 31 14 46 4 32 134 42 37 24 46 4 33 135 40 27 29 22 3 32 136 51 19 25 33 3 34 137 43 27 24 41 4 24 138 45 31 20 47 5 25 139 41 38 18 25 3 41 140 41 22 25 42 3 39 141 37 35 21 47 3 21 142 46 35 21 50 3 38 143 38 30 21 55 5 28 144 39 41 23 21 3 37 145 45 25 18 3 26 46 146 28 23 52 3 30 39 147 45 13 49 4 25 21 148 21 23 46 4 38 31 149 33 17 4 31 35 25 150 24 45 3 31 49 29 151 16 52 3 27 40 31 152 23 3 21 45 29 20 153 40 4 26 46 31 24 154 49 4 37 45 31 15 155 38 5 28 34 25 20 156 32 5 29 41 27 27 157 46 4 33 43 26 27 158 32 3 41 45 26 19 159 41 3 19 48 23 22 160 43 3 37 43 27 16 161 44 4 36 45 24 21 162 47 5 27 45 35 18 163 28 3 33 34 24 22 164 52 1 29 40 32 18 165 27 2 42 40 24 24 166 45 5 27 55 24 24 167 27 4 47 44 38 19 168 25 4 17 44 36 26 169 28 4 34 48 24 28 170 25 3 32 51 18 23 171 52 4 25 49 34 22 172 44 3 27 33 23 20 173 43 3 37 43 35 20 174 47 4 34 44 22 27 175 52 4 27 44 34 19 176 40 2 37 41 28 23 177 42 3 32 45 34 19 178 45 5 26 44 32 21 179 45 2 29 44 24 13 180 50 5 28 40 34 18 181 49 3 19 48 33 19 182 52 2 46 49 33 23 183 48 3 31 46 29 30 184 51 3 42 49 38 22 185 49 4 33 55 24 23 186 31 4 39 51 25 22 187 43 3 27 46 37 22 188 31 3 35 37 33 23 189 28 4 23 43 30 27 190 43 4 32 41 22 23 191 31 3 22 45 28 18 192 51 3 17 39 24 24 193 58 4 35 38 33 19 194 25 5 34 41 37 22 195 27 5 26 49 35 23 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) leeftijd opleiding Neuroticisme Extraversie 59.83314 -0.32187 -0.08942 0.01061 -0.30954 `Openheid\r` -0.30532 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -38.407 -4.929 0.268 7.274 18.398 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 59.83314 7.06459 8.469 6.81e-15 *** leeftijd -0.32187 0.06258 -5.143 6.73e-07 *** opleiding -0.08942 0.07822 -1.143 0.254 Neuroticisme 0.01061 0.09117 0.116 0.908 Extraversie -0.30954 0.05836 -5.304 3.14e-07 *** `Openheid\r` -0.30532 0.07488 -4.078 6.70e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 9.324 on 189 degrees of freedom Multiple R-squared: 0.3622, Adjusted R-squared: 0.3453 F-statistic: 21.47 on 5 and 189 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,] 1.145892e-02 2.291785e-02 0.9885411 [2,] 5.580255e-03 1.116051e-02 0.9944197 [3,] 3.830395e-03 7.660790e-03 0.9961696 [4,] 1.446882e-03 2.893763e-03 0.9985531 [5,] 4.068297e-04 8.136594e-04 0.9995932 [6,] 1.108453e-04 2.216906e-04 0.9998892 [7,] 7.234206e-05 1.446841e-04 0.9999277 [8,] 1.754479e-05 3.508959e-05 0.9999825 [9,] 5.376351e-06 1.075270e-05 0.9999946 [10,] 2.890507e-06 5.781015e-06 0.9999971 [11,] 1.200169e-06 2.400338e-06 0.9999988 [12,] 9.133592e-07 1.826718e-06 0.9999991 [13,] 2.612329e-07 5.224658e-07 0.9999997 [14,] 2.522526e-07 5.045052e-07 0.9999997 [15,] 7.286404e-08 1.457281e-07 0.9999999 [16,] 1.846637e-08 3.693275e-08 1.0000000 [17,] 5.445030e-09 1.089006e-08 1.0000000 [18,] 4.410303e-09 8.820606e-09 1.0000000 [19,] 1.958966e-09 3.917932e-09 1.0000000 [20,] 5.154375e-10 1.030875e-09 1.0000000 [21,] 1.688198e-09 3.376396e-09 1.0000000 [22,] 5.977288e-10 1.195458e-09 1.0000000 [23,] 1.506817e-04 3.013633e-04 0.9998493 [24,] 8.041576e-05 1.608315e-04 0.9999196 [25,] 3.659071e-04 7.318142e-04 0.9996341 [26,] 1.647330e-03 3.294659e-03 0.9983527 [27,] 2.663321e-03 5.326642e-03 0.9973367 [28,] 2.758548e-03 5.517097e-03 0.9972415 [29,] 4.570074e-03 9.140147e-03 0.9954299 [30,] 2.445120e-02 4.890241e-02 0.9755488 [31,] 1.834191e-02 3.668383e-02 0.9816581 [32,] 1.465260e-02 2.930521e-02 0.9853474 [33,] 4.461984e-02 8.923967e-02 0.9553802 [34,] 1.543527e-01 3.087053e-01 0.8456473 [35,] 1.944954e-01 3.889908e-01 0.8055046 [36,] 3.794247e-01 7.588494e-01 0.6205753 [37,] 3.365930e-01 6.731859e-01 0.6634070 [38,] 7.802384e-01 4.395232e-01 0.2197616 [39,] 7.705110e-01 4.589781e-01 0.2294890 [40,] 7.431219e-01 5.137562e-01 0.2568781 [41,] 8.426455e-01 3.147090e-01 0.1573545 [42,] 8.157055e-01 3.685890e-01 0.1842945 [43,] 7.956944e-01 4.086113e-01 0.2043056 [44,] 7.744545e-01 4.510909e-01 0.2255455 [45,] 7.386582e-01 5.226836e-01 0.2613418 [46,] 8.652086e-01 2.695828e-01 0.1347914 [47,] 8.552111e-01 2.895777e-01 0.1447889 [48,] 8.560808e-01 2.878385e-01 0.1439192 [49,] 8.443511e-01 3.112978e-01 0.1556489 [50,] 8.185754e-01 3.628491e-01 0.1814246 [51,] 7.913918e-01 4.172163e-01 0.2086082 [52,] 7.676275e-01 4.647451e-01 0.2323725 [53,] 7.637256e-01 4.725488e-01 0.2362744 [54,] 7.607276e-01 4.785447e-01 0.2392724 [55,] 7.926213e-01 4.147574e-01 0.2073787 [56,] 7.854982e-01 4.290036e-01 0.2145018 [57,] 7.588639e-01 4.822723e-01 0.2411361 [58,] 7.296985e-01 5.406030e-01 0.2703015 [59,] 6.976887e-01 6.046226e-01 0.3023113 [60,] 6.705092e-01 6.589817e-01 0.3294908 [61,] 6.340033e-01 7.319933e-01 0.3659967 [62,] 5.992892e-01 8.014215e-01 0.4007108 [63,] 5.652256e-01 8.695488e-01 0.4347744 [64,] 5.259812e-01 9.480375e-01 0.4740188 [65,] 5.571204e-01 8.857592e-01 0.4428796 [66,] 5.310714e-01 9.378571e-01 0.4689286 [67,] 4.967245e-01 9.934491e-01 0.5032755 [68,] 4.975102e-01 9.950204e-01 0.5024898 [69,] 5.026292e-01 9.947416e-01 0.4973708 [70,] 5.064258e-01 9.871484e-01 0.4935742 [71,] 5.345128e-01 9.309744e-01 0.4654872 [72,] 5.973396e-01 8.053208e-01 0.4026604 [73,] 5.679744e-01 8.640512e-01 0.4320256 [74,] 6.602305e-01 6.795390e-01 0.3397695 [75,] 6.423772e-01 7.152455e-01 0.3576228 [76,] 6.221471e-01 7.557059e-01 0.3778529 [77,] 6.119804e-01 7.760393e-01 0.3880196 [78,] 6.288448e-01 7.423104e-01 0.3711552 [79,] 6.031370e-01 7.937260e-01 0.3968630 [80,] 5.820967e-01 8.358067e-01 0.4179033 [81,] 5.586799e-01 8.826402e-01 0.4413201 [82,] 5.981571e-01 8.036858e-01 0.4018429 [83,] 5.703242e-01 8.593516e-01 0.4296758 [84,] 5.482743e-01 9.034515e-01 0.4517257 [85,] 5.937089e-01 8.125823e-01 0.4062911 [86,] 5.526819e-01 8.946363e-01 0.4473181 [87,] 5.989642e-01 8.020715e-01 0.4010358 [88,] 5.788046e-01 8.423907e-01 0.4211954 [89,] 5.971377e-01 8.057247e-01 0.4028623 [90,] 5.757269e-01 8.485461e-01 0.4242731 [91,] 5.851420e-01 8.297160e-01 0.4148580 [92,] 6.366055e-01 7.267889e-01 0.3633945 [93,] 6.150445e-01 7.699110e-01 0.3849555 [94,] 5.818111e-01 8.363779e-01 0.4181889 [95,] 5.682678e-01 8.634643e-01 0.4317322 [96,] 5.267289e-01 9.465421e-01 0.4732711 [97,] 4.890102e-01 9.780203e-01 0.5109898 [98,] 4.840851e-01 9.681702e-01 0.5159149 [99,] 4.432512e-01 8.865024e-01 0.5567488 [100,] 4.231131e-01 8.462261e-01 0.5768869 [101,] 4.207057e-01 8.414113e-01 0.5792943 [102,] 3.978120e-01 7.956241e-01 0.6021880 [103,] 3.644818e-01 7.289635e-01 0.6355182 [104,] 3.313349e-01 6.626699e-01 0.6686651 [105,] 3.452325e-01 6.904650e-01 0.6547675 [106,] 3.072225e-01 6.144451e-01 0.6927775 [107,] 2.850532e-01 5.701065e-01 0.7149468 [108,] 2.567797e-01 5.135593e-01 0.7432203 [109,] 2.335238e-01 4.670475e-01 0.7664762 [110,] 2.177410e-01 4.354819e-01 0.7822590 [111,] 2.691910e-01 5.383821e-01 0.7308090 [112,] 2.775299e-01 5.550599e-01 0.7224701 [113,] 2.773209e-01 5.546418e-01 0.7226791 [114,] 2.639759e-01 5.279518e-01 0.7360241 [115,] 4.644936e-01 9.289872e-01 0.5355064 [116,] 4.556163e-01 9.112325e-01 0.5443837 [117,] 5.266866e-01 9.466268e-01 0.4733134 [118,] 5.555564e-01 8.888873e-01 0.4444436 [119,] 5.483863e-01 9.032275e-01 0.4516137 [120,] 6.390286e-01 7.219428e-01 0.3609714 [121,] 6.331501e-01 7.336997e-01 0.3668499 [122,] 5.993304e-01 8.013392e-01 0.4006696 [123,] 5.715285e-01 8.569429e-01 0.4284715 [124,] 5.288282e-01 9.423436e-01 0.4711718 [125,] 5.100021e-01 9.799959e-01 0.4899979 [126,] 4.781714e-01 9.563427e-01 0.5218286 [127,] 4.409046e-01 8.818092e-01 0.5590954 [128,] 4.433798e-01 8.867595e-01 0.5566202 [129,] 3.990747e-01 7.981493e-01 0.6009253 [130,] 3.654780e-01 7.309559e-01 0.6345220 [131,] 3.474508e-01 6.949016e-01 0.6525492 [132,] 3.073774e-01 6.147549e-01 0.6926226 [133,] 2.716633e-01 5.433266e-01 0.7283367 [134,] 2.852265e-01 5.704530e-01 0.7147735 [135,] 2.497083e-01 4.994166e-01 0.7502917 [136,] 2.652288e-01 5.304576e-01 0.7347712 [137,] 4.118952e-01 8.237904e-01 0.5881048 [138,] 3.811166e-01 7.622333e-01 0.6188834 [139,] 3.997749e-01 7.995497e-01 0.6002251 [140,] 3.590553e-01 7.181107e-01 0.6409447 [141,] 3.150505e-01 6.301010e-01 0.6849495 [142,] 2.734385e-01 5.468769e-01 0.7265615 [143,] 2.372029e-01 4.744057e-01 0.7627971 [144,] 3.962798e-01 7.925596e-01 0.6037202 [145,] 3.468595e-01 6.937190e-01 0.6531405 [146,] 3.160261e-01 6.320521e-01 0.6839739 [147,] 2.726924e-01 5.453848e-01 0.7273076 [148,] 2.379212e-01 4.758424e-01 0.7620788 [149,] 2.408580e-01 4.817160e-01 0.7591420 [150,] 2.372864e-01 4.745728e-01 0.7627136 [151,] 1.988109e-01 3.976218e-01 0.8011891 [152,] 1.627582e-01 3.255164e-01 0.8372418 [153,] 1.370372e-01 2.740744e-01 0.8629628 [154,] 1.154269e-01 2.308539e-01 0.8845731 [155,] 1.217476e-01 2.434952e-01 0.8782524 [156,] 1.047491e-01 2.094982e-01 0.8952509 [157,] 1.257840e-01 2.515679e-01 0.8742160 [158,] 1.140611e-01 2.281223e-01 0.8859389 [159,] 1.649482e-01 3.298964e-01 0.8350518 [160,] 2.030216e-01 4.060431e-01 0.7969784 [161,] 1.955943e-01 3.911886e-01 0.8044057 [162,] 3.019372e-01 6.038744e-01 0.6980628 [163,] 3.189872e-01 6.379745e-01 0.6810128 [164,] 2.590628e-01 5.181255e-01 0.7409372 [165,] 2.072319e-01 4.144637e-01 0.7927681 [166,] 1.814384e-01 3.628768e-01 0.8185616 [167,] 1.857027e-01 3.714054e-01 0.8142973 [168,] 1.563471e-01 3.126942e-01 0.8436529 [169,] 1.160174e-01 2.320348e-01 0.8839826 [170,] 1.020606e-01 2.041212e-01 0.8979394 [171,] 9.017417e-02 1.803483e-01 0.9098258 [172,] 1.351662e-01 2.703324e-01 0.8648338 [173,] 1.115345e-01 2.230690e-01 0.8884655 [174,] 7.726311e-02 1.545262e-01 0.9227369 [175,] 5.402914e-02 1.080583e-01 0.9459709 [176,] 5.125555e-02 1.025111e-01 0.9487445 [177,] 8.654840e-02 1.730968e-01 0.9134516 [178,] 4.484174e-02 8.968347e-02 0.9551583 > postscript(file="/var/www/html/rcomp/tmp/1qvl91293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qvl91293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3qvl91293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4j43c1293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5j43c1293537510.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 = 195 Frequency = 1 1 2 3 4 5 6 -3.11750372 -0.84294153 -3.92456096 -10.43706280 -17.19684023 9.61438130 7 8 9 10 11 12 6.25693535 2.33176400 -2.26644182 -1.16946725 -0.02055920 -1.16840379 13 14 15 16 17 18 -1.01583475 -0.64557260 -4.86615434 -5.98800480 -12.24767794 2.21039289 19 20 21 22 23 24 2.93845988 -19.94966246 0.01314423 -11.63030120 0.48056055 -1.28210891 25 26 27 28 29 30 -3.50589127 -0.29111566 -5.44324796 -0.94841680 -0.22230514 -16.07586251 31 32 33 34 35 36 14.54954430 7.32565625 18.39829974 14.83726245 -13.87595541 8.14019488 37 38 39 40 41 42 2.34081923 -9.79909501 8.84513382 12.60792391 -24.44394769 -26.12607210 43 44 45 46 47 48 -20.91590806 -38.40704571 5.77552122 1.08872399 -6.51856579 5.09478888 49 50 51 52 53 54 12.38841512 -3.28777920 3.70283624 -3.68824512 -3.28949286 9.70429158 55 56 57 58 59 60 -11.05308769 -6.55160911 -2.15731803 -3.15437046 -0.51396768 -4.99107257 61 62 63 64 65 66 -2.37299607 -8.17016577 1.86860877 -1.75737450 -1.55939036 5.49248492 67 68 69 70 71 72 -0.35055678 8.25846611 -3.40669004 7.22485586 -4.84032986 -3.40185983 73 74 75 76 77 78 11.58835190 -6.88069021 -2.24088212 8.15427641 5.25006279 -7.67258638 79 80 81 82 83 84 7.59516178 7.30427687 -3.87079046 -20.14033826 4.26877259 8.75780672 85 86 87 88 89 90 -5.04417259 -8.50073795 0.26800974 8.40216536 -3.34838919 8.59610268 91 92 93 94 95 96 0.93730476 7.29025156 15.11344658 1.42427555 9.99534307 -3.75751107 97 98 99 100 101 102 8.29095128 8.13666930 -11.52891186 11.74039778 -7.17184218 -2.57328141 103 104 105 106 107 108 8.33497001 1.29664025 -1.35962178 10.03546146 -0.61809416 -4.20164417 109 110 111 112 113 114 6.61259164 -4.75700846 4.66116321 -5.11855950 -9.07599725 1.27837407 115 116 117 118 119 120 7.27475490 3.98088632 -2.83886463 -5.84251562 8.86060232 6.54095531 121 122 123 124 125 126 -9.15968309 4.56733636 -22.65851461 4.77894746 14.16875341 -9.75231824 127 128 129 130 131 132 8.82788204 16.41934522 9.64576133 3.80359505 6.49150706 2.01345787 133 134 135 136 137 138 8.91736830 7.04817341 1.91627623 10.47754984 2.13458808 5.61560206 139 140 141 142 143 144 8.18928300 2.87430724 -2.84784352 11.31078658 -0.78574467 6.42317206 145 146 147 148 149 150 16.88432895 1.38192473 7.84083197 -6.13146897 -2.86547780 2.61241086 151 152 153 154 155 156 -5.26726862 -19.38384737 0.21490442 7.46129234 -4.23561091 -7.46411234 157 158 159 160 161 162 6.24095562 -9.82930451 -2.84112077 0.22779173 2.03700784 7.04304799 163 164 165 166 167 168 -14.13113591 10.05881742 -14.10119424 3.36395062 -10.24578988 -13.41035443 169 170 171 172 173 174 -12.03641794 -18.95281007 12.41163830 0.42274375 3.92539994 6.08160981 175 176 177 178 179 180 11.72756191 -0.62608118 1.84220226 4.95157138 -0.66466772 9.87596886 181 182 183 184 185 186 7.33832362 13.64158102 9.55299529 13.84814007 7.27330196 -10.14350264 187 188 189 190 191 192 4.22905759 -7.89292304 -11.41512453 0.71330067 -12.21460522 7.99567985 193 194 195 18.19706018 -12.44818801 -11.56220243 > postscript(file="/var/www/html/rcomp/tmp/6j43c1293537510.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 = 195 Frequency = 1 lag(myerror, k = 1) myerror 0 -3.11750372 NA 1 -0.84294153 -3.11750372 2 -3.92456096 -0.84294153 3 -10.43706280 -3.92456096 4 -17.19684023 -10.43706280 5 9.61438130 -17.19684023 6 6.25693535 9.61438130 7 2.33176400 6.25693535 8 -2.26644182 2.33176400 9 -1.16946725 -2.26644182 10 -0.02055920 -1.16946725 11 -1.16840379 -0.02055920 12 -1.01583475 -1.16840379 13 -0.64557260 -1.01583475 14 -4.86615434 -0.64557260 15 -5.98800480 -4.86615434 16 -12.24767794 -5.98800480 17 2.21039289 -12.24767794 18 2.93845988 2.21039289 19 -19.94966246 2.93845988 20 0.01314423 -19.94966246 21 -11.63030120 0.01314423 22 0.48056055 -11.63030120 23 -1.28210891 0.48056055 24 -3.50589127 -1.28210891 25 -0.29111566 -3.50589127 26 -5.44324796 -0.29111566 27 -0.94841680 -5.44324796 28 -0.22230514 -0.94841680 29 -16.07586251 -0.22230514 30 14.54954430 -16.07586251 31 7.32565625 14.54954430 32 18.39829974 7.32565625 33 14.83726245 18.39829974 34 -13.87595541 14.83726245 35 8.14019488 -13.87595541 36 2.34081923 8.14019488 37 -9.79909501 2.34081923 38 8.84513382 -9.79909501 39 12.60792391 8.84513382 40 -24.44394769 12.60792391 41 -26.12607210 -24.44394769 42 -20.91590806 -26.12607210 43 -38.40704571 -20.91590806 44 5.77552122 -38.40704571 45 1.08872399 5.77552122 46 -6.51856579 1.08872399 47 5.09478888 -6.51856579 48 12.38841512 5.09478888 49 -3.28777920 12.38841512 50 3.70283624 -3.28777920 51 -3.68824512 3.70283624 52 -3.28949286 -3.68824512 53 9.70429158 -3.28949286 54 -11.05308769 9.70429158 55 -6.55160911 -11.05308769 56 -2.15731803 -6.55160911 57 -3.15437046 -2.15731803 58 -0.51396768 -3.15437046 59 -4.99107257 -0.51396768 60 -2.37299607 -4.99107257 61 -8.17016577 -2.37299607 62 1.86860877 -8.17016577 63 -1.75737450 1.86860877 64 -1.55939036 -1.75737450 65 5.49248492 -1.55939036 66 -0.35055678 5.49248492 67 8.25846611 -0.35055678 68 -3.40669004 8.25846611 69 7.22485586 -3.40669004 70 -4.84032986 7.22485586 71 -3.40185983 -4.84032986 72 11.58835190 -3.40185983 73 -6.88069021 11.58835190 74 -2.24088212 -6.88069021 75 8.15427641 -2.24088212 76 5.25006279 8.15427641 77 -7.67258638 5.25006279 78 7.59516178 -7.67258638 79 7.30427687 7.59516178 80 -3.87079046 7.30427687 81 -20.14033826 -3.87079046 82 4.26877259 -20.14033826 83 8.75780672 4.26877259 84 -5.04417259 8.75780672 85 -8.50073795 -5.04417259 86 0.26800974 -8.50073795 87 8.40216536 0.26800974 88 -3.34838919 8.40216536 89 8.59610268 -3.34838919 90 0.93730476 8.59610268 91 7.29025156 0.93730476 92 15.11344658 7.29025156 93 1.42427555 15.11344658 94 9.99534307 1.42427555 95 -3.75751107 9.99534307 96 8.29095128 -3.75751107 97 8.13666930 8.29095128 98 -11.52891186 8.13666930 99 11.74039778 -11.52891186 100 -7.17184218 11.74039778 101 -2.57328141 -7.17184218 102 8.33497001 -2.57328141 103 1.29664025 8.33497001 104 -1.35962178 1.29664025 105 10.03546146 -1.35962178 106 -0.61809416 10.03546146 107 -4.20164417 -0.61809416 108 6.61259164 -4.20164417 109 -4.75700846 6.61259164 110 4.66116321 -4.75700846 111 -5.11855950 4.66116321 112 -9.07599725 -5.11855950 113 1.27837407 -9.07599725 114 7.27475490 1.27837407 115 3.98088632 7.27475490 116 -2.83886463 3.98088632 117 -5.84251562 -2.83886463 118 8.86060232 -5.84251562 119 6.54095531 8.86060232 120 -9.15968309 6.54095531 121 4.56733636 -9.15968309 122 -22.65851461 4.56733636 123 4.77894746 -22.65851461 124 14.16875341 4.77894746 125 -9.75231824 14.16875341 126 8.82788204 -9.75231824 127 16.41934522 8.82788204 128 9.64576133 16.41934522 129 3.80359505 9.64576133 130 6.49150706 3.80359505 131 2.01345787 6.49150706 132 8.91736830 2.01345787 133 7.04817341 8.91736830 134 1.91627623 7.04817341 135 10.47754984 1.91627623 136 2.13458808 10.47754984 137 5.61560206 2.13458808 138 8.18928300 5.61560206 139 2.87430724 8.18928300 140 -2.84784352 2.87430724 141 11.31078658 -2.84784352 142 -0.78574467 11.31078658 143 6.42317206 -0.78574467 144 16.88432895 6.42317206 145 1.38192473 16.88432895 146 7.84083197 1.38192473 147 -6.13146897 7.84083197 148 -2.86547780 -6.13146897 149 2.61241086 -2.86547780 150 -5.26726862 2.61241086 151 -19.38384737 -5.26726862 152 0.21490442 -19.38384737 153 7.46129234 0.21490442 154 -4.23561091 7.46129234 155 -7.46411234 -4.23561091 156 6.24095562 -7.46411234 157 -9.82930451 6.24095562 158 -2.84112077 -9.82930451 159 0.22779173 -2.84112077 160 2.03700784 0.22779173 161 7.04304799 2.03700784 162 -14.13113591 7.04304799 163 10.05881742 -14.13113591 164 -14.10119424 10.05881742 165 3.36395062 -14.10119424 166 -10.24578988 3.36395062 167 -13.41035443 -10.24578988 168 -12.03641794 -13.41035443 169 -18.95281007 -12.03641794 170 12.41163830 -18.95281007 171 0.42274375 12.41163830 172 3.92539994 0.42274375 173 6.08160981 3.92539994 174 11.72756191 6.08160981 175 -0.62608118 11.72756191 176 1.84220226 -0.62608118 177 4.95157138 1.84220226 178 -0.66466772 4.95157138 179 9.87596886 -0.66466772 180 7.33832362 9.87596886 181 13.64158102 7.33832362 182 9.55299529 13.64158102 183 13.84814007 9.55299529 184 7.27330196 13.84814007 185 -10.14350264 7.27330196 186 4.22905759 -10.14350264 187 -7.89292304 4.22905759 188 -11.41512453 -7.89292304 189 0.71330067 -11.41512453 190 -12.21460522 0.71330067 191 7.99567985 -12.21460522 192 18.19706018 7.99567985 193 -12.44818801 18.19706018 194 -11.56220243 -12.44818801 195 NA -11.56220243 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.84294153 -3.11750372 [2,] -3.92456096 -0.84294153 [3,] -10.43706280 -3.92456096 [4,] -17.19684023 -10.43706280 [5,] 9.61438130 -17.19684023 [6,] 6.25693535 9.61438130 [7,] 2.33176400 6.25693535 [8,] -2.26644182 2.33176400 [9,] -1.16946725 -2.26644182 [10,] -0.02055920 -1.16946725 [11,] -1.16840379 -0.02055920 [12,] -1.01583475 -1.16840379 [13,] -0.64557260 -1.01583475 [14,] -4.86615434 -0.64557260 [15,] -5.98800480 -4.86615434 [16,] -12.24767794 -5.98800480 [17,] 2.21039289 -12.24767794 [18,] 2.93845988 2.21039289 [19,] -19.94966246 2.93845988 [20,] 0.01314423 -19.94966246 [21,] -11.63030120 0.01314423 [22,] 0.48056055 -11.63030120 [23,] -1.28210891 0.48056055 [24,] -3.50589127 -1.28210891 [25,] -0.29111566 -3.50589127 [26,] -5.44324796 -0.29111566 [27,] -0.94841680 -5.44324796 [28,] -0.22230514 -0.94841680 [29,] -16.07586251 -0.22230514 [30,] 14.54954430 -16.07586251 [31,] 7.32565625 14.54954430 [32,] 18.39829974 7.32565625 [33,] 14.83726245 18.39829974 [34,] -13.87595541 14.83726245 [35,] 8.14019488 -13.87595541 [36,] 2.34081923 8.14019488 [37,] -9.79909501 2.34081923 [38,] 8.84513382 -9.79909501 [39,] 12.60792391 8.84513382 [40,] -24.44394769 12.60792391 [41,] -26.12607210 -24.44394769 [42,] -20.91590806 -26.12607210 [43,] -38.40704571 -20.91590806 [44,] 5.77552122 -38.40704571 [45,] 1.08872399 5.77552122 [46,] -6.51856579 1.08872399 [47,] 5.09478888 -6.51856579 [48,] 12.38841512 5.09478888 [49,] -3.28777920 12.38841512 [50,] 3.70283624 -3.28777920 [51,] -3.68824512 3.70283624 [52,] -3.28949286 -3.68824512 [53,] 9.70429158 -3.28949286 [54,] -11.05308769 9.70429158 [55,] -6.55160911 -11.05308769 [56,] -2.15731803 -6.55160911 [57,] -3.15437046 -2.15731803 [58,] -0.51396768 -3.15437046 [59,] -4.99107257 -0.51396768 [60,] -2.37299607 -4.99107257 [61,] -8.17016577 -2.37299607 [62,] 1.86860877 -8.17016577 [63,] -1.75737450 1.86860877 [64,] -1.55939036 -1.75737450 [65,] 5.49248492 -1.55939036 [66,] -0.35055678 5.49248492 [67,] 8.25846611 -0.35055678 [68,] -3.40669004 8.25846611 [69,] 7.22485586 -3.40669004 [70,] -4.84032986 7.22485586 [71,] -3.40185983 -4.84032986 [72,] 11.58835190 -3.40185983 [73,] -6.88069021 11.58835190 [74,] -2.24088212 -6.88069021 [75,] 8.15427641 -2.24088212 [76,] 5.25006279 8.15427641 [77,] -7.67258638 5.25006279 [78,] 7.59516178 -7.67258638 [79,] 7.30427687 7.59516178 [80,] -3.87079046 7.30427687 [81,] -20.14033826 -3.87079046 [82,] 4.26877259 -20.14033826 [83,] 8.75780672 4.26877259 [84,] -5.04417259 8.75780672 [85,] -8.50073795 -5.04417259 [86,] 0.26800974 -8.50073795 [87,] 8.40216536 0.26800974 [88,] -3.34838919 8.40216536 [89,] 8.59610268 -3.34838919 [90,] 0.93730476 8.59610268 [91,] 7.29025156 0.93730476 [92,] 15.11344658 7.29025156 [93,] 1.42427555 15.11344658 [94,] 9.99534307 1.42427555 [95,] -3.75751107 9.99534307 [96,] 8.29095128 -3.75751107 [97,] 8.13666930 8.29095128 [98,] -11.52891186 8.13666930 [99,] 11.74039778 -11.52891186 [100,] -7.17184218 11.74039778 [101,] -2.57328141 -7.17184218 [102,] 8.33497001 -2.57328141 [103,] 1.29664025 8.33497001 [104,] -1.35962178 1.29664025 [105,] 10.03546146 -1.35962178 [106,] -0.61809416 10.03546146 [107,] -4.20164417 -0.61809416 [108,] 6.61259164 -4.20164417 [109,] -4.75700846 6.61259164 [110,] 4.66116321 -4.75700846 [111,] -5.11855950 4.66116321 [112,] -9.07599725 -5.11855950 [113,] 1.27837407 -9.07599725 [114,] 7.27475490 1.27837407 [115,] 3.98088632 7.27475490 [116,] -2.83886463 3.98088632 [117,] -5.84251562 -2.83886463 [118,] 8.86060232 -5.84251562 [119,] 6.54095531 8.86060232 [120,] -9.15968309 6.54095531 [121,] 4.56733636 -9.15968309 [122,] -22.65851461 4.56733636 [123,] 4.77894746 -22.65851461 [124,] 14.16875341 4.77894746 [125,] -9.75231824 14.16875341 [126,] 8.82788204 -9.75231824 [127,] 16.41934522 8.82788204 [128,] 9.64576133 16.41934522 [129,] 3.80359505 9.64576133 [130,] 6.49150706 3.80359505 [131,] 2.01345787 6.49150706 [132,] 8.91736830 2.01345787 [133,] 7.04817341 8.91736830 [134,] 1.91627623 7.04817341 [135,] 10.47754984 1.91627623 [136,] 2.13458808 10.47754984 [137,] 5.61560206 2.13458808 [138,] 8.18928300 5.61560206 [139,] 2.87430724 8.18928300 [140,] -2.84784352 2.87430724 [141,] 11.31078658 -2.84784352 [142,] -0.78574467 11.31078658 [143,] 6.42317206 -0.78574467 [144,] 16.88432895 6.42317206 [145,] 1.38192473 16.88432895 [146,] 7.84083197 1.38192473 [147,] -6.13146897 7.84083197 [148,] -2.86547780 -6.13146897 [149,] 2.61241086 -2.86547780 [150,] -5.26726862 2.61241086 [151,] -19.38384737 -5.26726862 [152,] 0.21490442 -19.38384737 [153,] 7.46129234 0.21490442 [154,] -4.23561091 7.46129234 [155,] -7.46411234 -4.23561091 [156,] 6.24095562 -7.46411234 [157,] -9.82930451 6.24095562 [158,] -2.84112077 -9.82930451 [159,] 0.22779173 -2.84112077 [160,] 2.03700784 0.22779173 [161,] 7.04304799 2.03700784 [162,] -14.13113591 7.04304799 [163,] 10.05881742 -14.13113591 [164,] -14.10119424 10.05881742 [165,] 3.36395062 -14.10119424 [166,] -10.24578988 3.36395062 [167,] -13.41035443 -10.24578988 [168,] -12.03641794 -13.41035443 [169,] -18.95281007 -12.03641794 [170,] 12.41163830 -18.95281007 [171,] 0.42274375 12.41163830 [172,] 3.92539994 0.42274375 [173,] 6.08160981 3.92539994 [174,] 11.72756191 6.08160981 [175,] -0.62608118 11.72756191 [176,] 1.84220226 -0.62608118 [177,] 4.95157138 1.84220226 [178,] -0.66466772 4.95157138 [179,] 9.87596886 -0.66466772 [180,] 7.33832362 9.87596886 [181,] 13.64158102 7.33832362 [182,] 9.55299529 13.64158102 [183,] 13.84814007 9.55299529 [184,] 7.27330196 13.84814007 [185,] -10.14350264 7.27330196 [186,] 4.22905759 -10.14350264 [187,] -7.89292304 4.22905759 [188,] -11.41512453 -7.89292304 [189,] 0.71330067 -11.41512453 [190,] -12.21460522 0.71330067 [191,] 7.99567985 -12.21460522 [192,] 18.19706018 7.99567985 [193,] -12.44818801 18.19706018 [194,] -11.56220243 -12.44818801 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.84294153 -3.11750372 2 -3.92456096 -0.84294153 3 -10.43706280 -3.92456096 4 -17.19684023 -10.43706280 5 9.61438130 -17.19684023 6 6.25693535 9.61438130 7 2.33176400 6.25693535 8 -2.26644182 2.33176400 9 -1.16946725 -2.26644182 10 -0.02055920 -1.16946725 11 -1.16840379 -0.02055920 12 -1.01583475 -1.16840379 13 -0.64557260 -1.01583475 14 -4.86615434 -0.64557260 15 -5.98800480 -4.86615434 16 -12.24767794 -5.98800480 17 2.21039289 -12.24767794 18 2.93845988 2.21039289 19 -19.94966246 2.93845988 20 0.01314423 -19.94966246 21 -11.63030120 0.01314423 22 0.48056055 -11.63030120 23 -1.28210891 0.48056055 24 -3.50589127 -1.28210891 25 -0.29111566 -3.50589127 26 -5.44324796 -0.29111566 27 -0.94841680 -5.44324796 28 -0.22230514 -0.94841680 29 -16.07586251 -0.22230514 30 14.54954430 -16.07586251 31 7.32565625 14.54954430 32 18.39829974 7.32565625 33 14.83726245 18.39829974 34 -13.87595541 14.83726245 35 8.14019488 -13.87595541 36 2.34081923 8.14019488 37 -9.79909501 2.34081923 38 8.84513382 -9.79909501 39 12.60792391 8.84513382 40 -24.44394769 12.60792391 41 -26.12607210 -24.44394769 42 -20.91590806 -26.12607210 43 -38.40704571 -20.91590806 44 5.77552122 -38.40704571 45 1.08872399 5.77552122 46 -6.51856579 1.08872399 47 5.09478888 -6.51856579 48 12.38841512 5.09478888 49 -3.28777920 12.38841512 50 3.70283624 -3.28777920 51 -3.68824512 3.70283624 52 -3.28949286 -3.68824512 53 9.70429158 -3.28949286 54 -11.05308769 9.70429158 55 -6.55160911 -11.05308769 56 -2.15731803 -6.55160911 57 -3.15437046 -2.15731803 58 -0.51396768 -3.15437046 59 -4.99107257 -0.51396768 60 -2.37299607 -4.99107257 61 -8.17016577 -2.37299607 62 1.86860877 -8.17016577 63 -1.75737450 1.86860877 64 -1.55939036 -1.75737450 65 5.49248492 -1.55939036 66 -0.35055678 5.49248492 67 8.25846611 -0.35055678 68 -3.40669004 8.25846611 69 7.22485586 -3.40669004 70 -4.84032986 7.22485586 71 -3.40185983 -4.84032986 72 11.58835190 -3.40185983 73 -6.88069021 11.58835190 74 -2.24088212 -6.88069021 75 8.15427641 -2.24088212 76 5.25006279 8.15427641 77 -7.67258638 5.25006279 78 7.59516178 -7.67258638 79 7.30427687 7.59516178 80 -3.87079046 7.30427687 81 -20.14033826 -3.87079046 82 4.26877259 -20.14033826 83 8.75780672 4.26877259 84 -5.04417259 8.75780672 85 -8.50073795 -5.04417259 86 0.26800974 -8.50073795 87 8.40216536 0.26800974 88 -3.34838919 8.40216536 89 8.59610268 -3.34838919 90 0.93730476 8.59610268 91 7.29025156 0.93730476 92 15.11344658 7.29025156 93 1.42427555 15.11344658 94 9.99534307 1.42427555 95 -3.75751107 9.99534307 96 8.29095128 -3.75751107 97 8.13666930 8.29095128 98 -11.52891186 8.13666930 99 11.74039778 -11.52891186 100 -7.17184218 11.74039778 101 -2.57328141 -7.17184218 102 8.33497001 -2.57328141 103 1.29664025 8.33497001 104 -1.35962178 1.29664025 105 10.03546146 -1.35962178 106 -0.61809416 10.03546146 107 -4.20164417 -0.61809416 108 6.61259164 -4.20164417 109 -4.75700846 6.61259164 110 4.66116321 -4.75700846 111 -5.11855950 4.66116321 112 -9.07599725 -5.11855950 113 1.27837407 -9.07599725 114 7.27475490 1.27837407 115 3.98088632 7.27475490 116 -2.83886463 3.98088632 117 -5.84251562 -2.83886463 118 8.86060232 -5.84251562 119 6.54095531 8.86060232 120 -9.15968309 6.54095531 121 4.56733636 -9.15968309 122 -22.65851461 4.56733636 123 4.77894746 -22.65851461 124 14.16875341 4.77894746 125 -9.75231824 14.16875341 126 8.82788204 -9.75231824 127 16.41934522 8.82788204 128 9.64576133 16.41934522 129 3.80359505 9.64576133 130 6.49150706 3.80359505 131 2.01345787 6.49150706 132 8.91736830 2.01345787 133 7.04817341 8.91736830 134 1.91627623 7.04817341 135 10.47754984 1.91627623 136 2.13458808 10.47754984 137 5.61560206 2.13458808 138 8.18928300 5.61560206 139 2.87430724 8.18928300 140 -2.84784352 2.87430724 141 11.31078658 -2.84784352 142 -0.78574467 11.31078658 143 6.42317206 -0.78574467 144 16.88432895 6.42317206 145 1.38192473 16.88432895 146 7.84083197 1.38192473 147 -6.13146897 7.84083197 148 -2.86547780 -6.13146897 149 2.61241086 -2.86547780 150 -5.26726862 2.61241086 151 -19.38384737 -5.26726862 152 0.21490442 -19.38384737 153 7.46129234 0.21490442 154 -4.23561091 7.46129234 155 -7.46411234 -4.23561091 156 6.24095562 -7.46411234 157 -9.82930451 6.24095562 158 -2.84112077 -9.82930451 159 0.22779173 -2.84112077 160 2.03700784 0.22779173 161 7.04304799 2.03700784 162 -14.13113591 7.04304799 163 10.05881742 -14.13113591 164 -14.10119424 10.05881742 165 3.36395062 -14.10119424 166 -10.24578988 3.36395062 167 -13.41035443 -10.24578988 168 -12.03641794 -13.41035443 169 -18.95281007 -12.03641794 170 12.41163830 -18.95281007 171 0.42274375 12.41163830 172 3.92539994 0.42274375 173 6.08160981 3.92539994 174 11.72756191 6.08160981 175 -0.62608118 11.72756191 176 1.84220226 -0.62608118 177 4.95157138 1.84220226 178 -0.66466772 4.95157138 179 9.87596886 -0.66466772 180 7.33832362 9.87596886 181 13.64158102 7.33832362 182 9.55299529 13.64158102 183 13.84814007 9.55299529 184 7.27330196 13.84814007 185 -10.14350264 7.27330196 186 4.22905759 -10.14350264 187 -7.89292304 4.22905759 188 -11.41512453 -7.89292304 189 0.71330067 -11.41512453 190 -12.21460522 0.71330067 191 7.99567985 -12.21460522 192 18.19706018 7.99567985 193 -12.44818801 18.19706018 194 -11.56220243 -12.44818801 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7twkw1293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8m5jz1293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9m5jz1293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10m5jz1293537510.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11p5hn1293537510.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/12b6gt1293537510.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/130pd51293537510.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/14bgu81293537510.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/15wzbe1293537510.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/16s8r41293537510.tab") + } > > try(system("convert tmp/1qvl91293537510.ps tmp/1qvl91293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/2qvl91293537510.ps tmp/2qvl91293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/3qvl91293537510.ps tmp/3qvl91293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/4j43c1293537510.ps tmp/4j43c1293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/5j43c1293537510.ps tmp/5j43c1293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/6j43c1293537510.ps tmp/6j43c1293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/7twkw1293537510.ps tmp/7twkw1293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/8m5jz1293537510.ps tmp/8m5jz1293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/9m5jz1293537510.ps tmp/9m5jz1293537510.png",intern=TRUE)) character(0) > try(system("convert tmp/10m5jz1293537510.ps tmp/10m5jz1293537510.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.802 1.856 11.743