R version 2.8.0 (2008-10-20)
Copyright (C) 2008 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.
Natural language support but running in an English locale
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(315.42
+ ,316.32
+ ,316.49
+ ,317.56
+ ,318.13
+ ,318.00
+ ,316.39
+ ,314.66
+ ,313.68
+ ,313.18
+ ,314.66
+ ,315.43
+ ,316.27
+ ,316.81
+ ,317.42
+ ,318.87
+ ,319.87
+ ,319.43
+ ,318.01
+ ,315.75
+ ,314.00
+ ,313.68
+ ,314.84
+ ,316.03
+ ,316.73
+ ,317.54
+ ,318.38
+ ,319.31
+ ,320.42
+ ,319.61
+ ,318.42
+ ,316.64
+ ,314.83
+ ,315.15
+ ,315.95
+ ,316.85
+ ,317.78
+ ,318.40
+ ,319.53
+ ,320.41
+ ,320.85
+ ,320.45
+ ,319.44
+ ,317.25
+ ,316.12
+ ,315.27
+ ,316.53
+ ,317.53
+ ,318.58
+ ,318.92
+ ,319.70
+ ,321.22
+ ,322.08
+ ,321.31
+ ,319.58
+ ,317.61
+ ,316.05
+ ,315.83
+ ,316.91
+ ,318.20
+ ,319.41
+ ,320.07
+ ,320.74
+ ,321.40
+ ,322.06
+ ,321.73
+ ,320.27
+ ,318.54
+ ,316.54
+ ,316.71
+ ,317.53
+ ,318.55
+ ,319.27
+ ,320.28
+ ,320.73
+ ,321.97
+ ,322.00
+ ,321.71
+ ,321.05
+ ,318.71
+ ,317.65
+ ,317.14
+ ,318.71
+ ,319.25
+ ,320.46
+ ,321.43
+ ,322.22
+ ,323.54
+ ,323.91
+ ,323.59
+ ,322.26
+ ,320.21
+ ,318.48
+ ,317.94
+ ,319.63
+ ,320.87
+ ,322.17
+ ,322.34
+ ,322.88
+ ,324.25
+ ,324.83
+ ,323.93
+ ,322.39
+ ,320.76
+ ,319.10
+ ,319.23
+ ,320.56
+ ,321.80
+ ,322.40
+ ,322.99
+ ,323.73
+ ,324.86
+ ,325.41
+ ,325.19
+ ,323.97
+ ,321.92
+ ,320.10
+ ,319.96
+ ,320.97
+ ,322.48
+ ,323.52
+ ,323.89
+ ,325.04
+ ,326.01
+ ,326.67
+ ,325.96
+ ,325.13
+ ,322.90
+ ,321.61
+ ,321.01
+ ,322.08
+ ,323.37
+ ,324.34
+ ,325.30
+ ,326.29
+ ,327.54
+ ,327.54
+ ,327.21
+ ,325.98
+ ,324.42
+ ,322.91
+ ,322.90
+ ,323.85
+ ,324.96
+ ,326.01
+ ,326.51
+ ,327.01
+ ,327.62
+ ,328.76
+ ,328.40
+ ,327.20
+ ,325.28
+ ,323.20
+ ,323.40
+ ,324.64
+ ,325.85
+ ,326.60
+ ,327.47
+ ,327.58
+ ,329.56
+ ,329.90
+ ,328.92
+ ,327.89
+ ,326.17
+ ,324.68
+ ,325.04
+ ,326.34
+ ,327.39
+ ,328.37
+ ,329.40
+ ,330.14
+ ,331.33
+ ,332.31
+ ,331.90
+ ,330.70
+ ,329.15
+ ,327.34
+ ,327.02
+ ,327.99
+ ,328.48
+ ,329.18
+ ,330.55
+ ,331.32
+ ,332.48
+ ,332.92
+ ,332.08
+ ,331.02
+ ,329.24
+ ,327.28
+ ,327.21
+ ,328.29
+ ,329.41
+ ,330.23
+ ,331.24
+ ,331.87
+ ,333.14
+ ,333.80
+ ,333.42
+ ,331.73
+ ,329.90
+ ,328.40
+ ,328.17
+ ,329.32
+ ,330.59
+ ,331.58
+ ,332.39
+ ,333.33
+ ,334.41
+ ,334.71
+ ,334.17
+ ,332.88
+ ,330.77
+ ,329.14
+ ,328.77
+ ,330.14
+ ,331.52
+ ,332.75
+ ,333.25
+ ,334.53
+ ,335.90
+ ,336.57
+ ,336.10
+ ,334.76
+ ,332.59
+ ,331.41
+ ,330.98
+ ,332.24
+ ,333.68
+ ,334.80
+ ,335.22
+ ,336.47
+ ,337.59
+ ,337.84
+ ,337.72
+ ,336.37
+ ,334.51
+ ,332.60
+ ,332.37
+ ,333.75
+ ,334.79
+ ,336.05
+ ,336.59
+ ,337.79
+ ,338.71
+ ,339.30
+ ,339.12
+ ,337.56
+ ,335.92
+ ,333.74
+ ,333.70
+ ,335.13
+ ,336.56
+ ,337.84
+ ,338.19
+ ,339.90
+ ,340.60
+ ,341.29
+ ,341.00
+ ,339.39
+ ,337.43
+ ,335.72
+ ,335.84
+ ,336.93
+ ,338.04
+ ,339.06
+ ,340.30
+ ,341.21
+ ,342.33
+ ,342.74
+ ,342.07
+ ,340.32
+ ,338.27
+ ,336.52
+ ,336.68
+ ,338.19
+ ,339.44
+ ,340.57
+ ,341.44
+ ,342.53
+ ,343.39
+ ,343.96
+ ,343.18
+ ,341.88
+ ,339.65
+ ,337.80
+ ,337.69
+ ,339.09
+ ,340.32
+ ,341.20
+ ,342.35
+ ,342.93
+ ,344.77
+ ,345.58
+ ,345.14
+ ,343.81
+ ,342.22
+ ,339.69
+ ,339.82
+ ,340.98
+ ,342.82
+ ,343.52
+ ,344.33
+ ,345.11
+ ,346.88
+ ,347.25
+ ,346.61
+ ,345.22
+ ,343.11
+ ,340.90
+ ,341.17
+ ,342.80
+ ,344.04
+ ,344.79
+ ,345.82
+ ,347.25
+ ,348.17
+ ,348.75
+ ,348.07
+ ,346.38
+ ,344.52
+ ,342.92
+ ,342.63
+ ,344.06
+ ,345.38
+ ,346.12
+ ,346.79
+ ,347.69
+ ,349.38
+ ,350.04
+ ,349.38
+ ,347.78
+ ,345.75
+ ,344.70
+ ,344.01
+ ,345.50
+ ,346.75
+ ,347.86
+ ,348.32
+ ,349.26
+ ,350.84
+ ,351.70
+ ,351.11
+ ,349.37
+ ,347.97
+ ,346.31
+ ,346.22
+ ,347.68
+ ,348.82
+ ,350.29
+ ,351.58
+ ,352.08
+ ,353.45
+ ,354.08
+ ,353.66
+ ,352.25
+ ,350.30
+ ,348.58
+ ,348.74
+ ,349.93
+ ,351.21
+ ,352.62
+ ,352.93
+ ,353.54
+ ,355.27
+ ,355.52
+ ,354.97
+ ,353.74
+ ,351.51
+ ,349.63
+ ,349.82
+ ,351.12
+ ,352.35
+ ,353.47
+ ,354.51
+ ,355.18
+ ,355.98
+ ,356.94
+ ,355.99
+ ,354.58
+ ,352.68
+ ,350.72
+ ,350.92
+ ,352.55
+ ,353.91)
+ ,dim=c(1
+ ,384)
+ ,dimnames=list(c('Y')
+ ,1:384))
> y <- array(NA,dim=c(1,384),dimnames=list(c('Y'),1:384))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Include Monthly Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
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
Y M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 315.42 1 0 0 0 0 0 0 0 0 0 0 1
2 316.32 0 1 0 0 0 0 0 0 0 0 0 2
3 316.49 0 0 1 0 0 0 0 0 0 0 0 3
4 317.56 0 0 0 1 0 0 0 0 0 0 0 4
5 318.13 0 0 0 0 1 0 0 0 0 0 0 5
6 318.00 0 0 0 0 0 1 0 0 0 0 0 6
7 316.39 0 0 0 0 0 0 1 0 0 0 0 7
8 314.66 0 0 0 0 0 0 0 1 0 0 0 8
9 313.68 0 0 0 0 0 0 0 0 1 0 0 9
10 313.18 0 0 0 0 0 0 0 0 0 1 0 10
11 314.66 0 0 0 0 0 0 0 0 0 0 1 11
12 315.43 0 0 0 0 0 0 0 0 0 0 0 12
13 316.27 1 0 0 0 0 0 0 0 0 0 0 13
14 316.81 0 1 0 0 0 0 0 0 0 0 0 14
15 317.42 0 0 1 0 0 0 0 0 0 0 0 15
16 318.87 0 0 0 1 0 0 0 0 0 0 0 16
17 319.87 0 0 0 0 1 0 0 0 0 0 0 17
18 319.43 0 0 0 0 0 1 0 0 0 0 0 18
19 318.01 0 0 0 0 0 0 1 0 0 0 0 19
20 315.75 0 0 0 0 0 0 0 1 0 0 0 20
21 314.00 0 0 0 0 0 0 0 0 1 0 0 21
22 313.68 0 0 0 0 0 0 0 0 0 1 0 22
23 314.84 0 0 0 0 0 0 0 0 0 0 1 23
24 316.03 0 0 0 0 0 0 0 0 0 0 0 24
25 316.73 1 0 0 0 0 0 0 0 0 0 0 25
26 317.54 0 1 0 0 0 0 0 0 0 0 0 26
27 318.38 0 0 1 0 0 0 0 0 0 0 0 27
28 319.31 0 0 0 1 0 0 0 0 0 0 0 28
29 320.42 0 0 0 0 1 0 0 0 0 0 0 29
30 319.61 0 0 0 0 0 1 0 0 0 0 0 30
31 318.42 0 0 0 0 0 0 1 0 0 0 0 31
32 316.64 0 0 0 0 0 0 0 1 0 0 0 32
33 314.83 0 0 0 0 0 0 0 0 1 0 0 33
34 315.15 0 0 0 0 0 0 0 0 0 1 0 34
35 315.95 0 0 0 0 0 0 0 0 0 0 1 35
36 316.85 0 0 0 0 0 0 0 0 0 0 0 36
37 317.78 1 0 0 0 0 0 0 0 0 0 0 37
38 318.40 0 1 0 0 0 0 0 0 0 0 0 38
39 319.53 0 0 1 0 0 0 0 0 0 0 0 39
40 320.41 0 0 0 1 0 0 0 0 0 0 0 40
41 320.85 0 0 0 0 1 0 0 0 0 0 0 41
42 320.45 0 0 0 0 0 1 0 0 0 0 0 42
43 319.44 0 0 0 0 0 0 1 0 0 0 0 43
44 317.25 0 0 0 0 0 0 0 1 0 0 0 44
45 316.12 0 0 0 0 0 0 0 0 1 0 0 45
46 315.27 0 0 0 0 0 0 0 0 0 1 0 46
47 316.53 0 0 0 0 0 0 0 0 0 0 1 47
48 317.53 0 0 0 0 0 0 0 0 0 0 0 48
49 318.58 1 0 0 0 0 0 0 0 0 0 0 49
50 318.92 0 1 0 0 0 0 0 0 0 0 0 50
51 319.70 0 0 1 0 0 0 0 0 0 0 0 51
52 321.22 0 0 0 1 0 0 0 0 0 0 0 52
53 322.08 0 0 0 0 1 0 0 0 0 0 0 53
54 321.31 0 0 0 0 0 1 0 0 0 0 0 54
55 319.58 0 0 0 0 0 0 1 0 0 0 0 55
56 317.61 0 0 0 0 0 0 0 1 0 0 0 56
57 316.05 0 0 0 0 0 0 0 0 1 0 0 57
58 315.83 0 0 0 0 0 0 0 0 0 1 0 58
59 316.91 0 0 0 0 0 0 0 0 0 0 1 59
60 318.20 0 0 0 0 0 0 0 0 0 0 0 60
61 319.41 1 0 0 0 0 0 0 0 0 0 0 61
62 320.07 0 1 0 0 0 0 0 0 0 0 0 62
63 320.74 0 0 1 0 0 0 0 0 0 0 0 63
64 321.40 0 0 0 1 0 0 0 0 0 0 0 64
65 322.06 0 0 0 0 1 0 0 0 0 0 0 65
66 321.73 0 0 0 0 0 1 0 0 0 0 0 66
67 320.27 0 0 0 0 0 0 1 0 0 0 0 67
68 318.54 0 0 0 0 0 0 0 1 0 0 0 68
69 316.54 0 0 0 0 0 0 0 0 1 0 0 69
70 316.71 0 0 0 0 0 0 0 0 0 1 0 70
71 317.53 0 0 0 0 0 0 0 0 0 0 1 71
72 318.55 0 0 0 0 0 0 0 0 0 0 0 72
73 319.27 1 0 0 0 0 0 0 0 0 0 0 73
74 320.28 0 1 0 0 0 0 0 0 0 0 0 74
75 320.73 0 0 1 0 0 0 0 0 0 0 0 75
76 321.97 0 0 0 1 0 0 0 0 0 0 0 76
77 322.00 0 0 0 0 1 0 0 0 0 0 0 77
78 321.71 0 0 0 0 0 1 0 0 0 0 0 78
79 321.05 0 0 0 0 0 0 1 0 0 0 0 79
80 318.71 0 0 0 0 0 0 0 1 0 0 0 80
81 317.65 0 0 0 0 0 0 0 0 1 0 0 81
82 317.14 0 0 0 0 0 0 0 0 0 1 0 82
83 318.71 0 0 0 0 0 0 0 0 0 0 1 83
84 319.25 0 0 0 0 0 0 0 0 0 0 0 84
85 320.46 1 0 0 0 0 0 0 0 0 0 0 85
86 321.43 0 1 0 0 0 0 0 0 0 0 0 86
87 322.22 0 0 1 0 0 0 0 0 0 0 0 87
88 323.54 0 0 0 1 0 0 0 0 0 0 0 88
89 323.91 0 0 0 0 1 0 0 0 0 0 0 89
90 323.59 0 0 0 0 0 1 0 0 0 0 0 90
91 322.26 0 0 0 0 0 0 1 0 0 0 0 91
92 320.21 0 0 0 0 0 0 0 1 0 0 0 92
93 318.48 0 0 0 0 0 0 0 0 1 0 0 93
94 317.94 0 0 0 0 0 0 0 0 0 1 0 94
95 319.63 0 0 0 0 0 0 0 0 0 0 1 95
96 320.87 0 0 0 0 0 0 0 0 0 0 0 96
97 322.17 1 0 0 0 0 0 0 0 0 0 0 97
98 322.34 0 1 0 0 0 0 0 0 0 0 0 98
99 322.88 0 0 1 0 0 0 0 0 0 0 0 99
100 324.25 0 0 0 1 0 0 0 0 0 0 0 100
101 324.83 0 0 0 0 1 0 0 0 0 0 0 101
102 323.93 0 0 0 0 0 1 0 0 0 0 0 102
103 322.39 0 0 0 0 0 0 1 0 0 0 0 103
104 320.76 0 0 0 0 0 0 0 1 0 0 0 104
105 319.10 0 0 0 0 0 0 0 0 1 0 0 105
106 319.23 0 0 0 0 0 0 0 0 0 1 0 106
107 320.56 0 0 0 0 0 0 0 0 0 0 1 107
108 321.80 0 0 0 0 0 0 0 0 0 0 0 108
109 322.40 1 0 0 0 0 0 0 0 0 0 0 109
110 322.99 0 1 0 0 0 0 0 0 0 0 0 110
111 323.73 0 0 1 0 0 0 0 0 0 0 0 111
112 324.86 0 0 0 1 0 0 0 0 0 0 0 112
113 325.41 0 0 0 0 1 0 0 0 0 0 0 113
114 325.19 0 0 0 0 0 1 0 0 0 0 0 114
115 323.97 0 0 0 0 0 0 1 0 0 0 0 115
116 321.92 0 0 0 0 0 0 0 1 0 0 0 116
117 320.10 0 0 0 0 0 0 0 0 1 0 0 117
118 319.96 0 0 0 0 0 0 0 0 0 1 0 118
119 320.97 0 0 0 0 0 0 0 0 0 0 1 119
120 322.48 0 0 0 0 0 0 0 0 0 0 0 120
121 323.52 1 0 0 0 0 0 0 0 0 0 0 121
122 323.89 0 1 0 0 0 0 0 0 0 0 0 122
123 325.04 0 0 1 0 0 0 0 0 0 0 0 123
124 326.01 0 0 0 1 0 0 0 0 0 0 0 124
125 326.67 0 0 0 0 1 0 0 0 0 0 0 125
126 325.96 0 0 0 0 0 1 0 0 0 0 0 126
127 325.13 0 0 0 0 0 0 1 0 0 0 0 127
128 322.90 0 0 0 0 0 0 0 1 0 0 0 128
129 321.61 0 0 0 0 0 0 0 0 1 0 0 129
130 321.01 0 0 0 0 0 0 0 0 0 1 0 130
131 322.08 0 0 0 0 0 0 0 0 0 0 1 131
132 323.37 0 0 0 0 0 0 0 0 0 0 0 132
133 324.34 1 0 0 0 0 0 0 0 0 0 0 133
134 325.30 0 1 0 0 0 0 0 0 0 0 0 134
135 326.29 0 0 1 0 0 0 0 0 0 0 0 135
136 327.54 0 0 0 1 0 0 0 0 0 0 0 136
137 327.54 0 0 0 0 1 0 0 0 0 0 0 137
138 327.21 0 0 0 0 0 1 0 0 0 0 0 138
139 325.98 0 0 0 0 0 0 1 0 0 0 0 139
140 324.42 0 0 0 0 0 0 0 1 0 0 0 140
141 322.91 0 0 0 0 0 0 0 0 1 0 0 141
142 322.90 0 0 0 0 0 0 0 0 0 1 0 142
143 323.85 0 0 0 0 0 0 0 0 0 0 1 143
144 324.96 0 0 0 0 0 0 0 0 0 0 0 144
145 326.01 1 0 0 0 0 0 0 0 0 0 0 145
146 326.51 0 1 0 0 0 0 0 0 0 0 0 146
147 327.01 0 0 1 0 0 0 0 0 0 0 0 147
148 327.62 0 0 0 1 0 0 0 0 0 0 0 148
149 328.76 0 0 0 0 1 0 0 0 0 0 0 149
150 328.40 0 0 0 0 0 1 0 0 0 0 0 150
151 327.20 0 0 0 0 0 0 1 0 0 0 0 151
152 325.28 0 0 0 0 0 0 0 1 0 0 0 152
153 323.20 0 0 0 0 0 0 0 0 1 0 0 153
154 323.40 0 0 0 0 0 0 0 0 0 1 0 154
155 324.64 0 0 0 0 0 0 0 0 0 0 1 155
156 325.85 0 0 0 0 0 0 0 0 0 0 0 156
157 326.60 1 0 0 0 0 0 0 0 0 0 0 157
158 327.47 0 1 0 0 0 0 0 0 0 0 0 158
159 327.58 0 0 1 0 0 0 0 0 0 0 0 159
160 329.56 0 0 0 1 0 0 0 0 0 0 0 160
161 329.90 0 0 0 0 1 0 0 0 0 0 0 161
162 328.92 0 0 0 0 0 1 0 0 0 0 0 162
163 327.89 0 0 0 0 0 0 1 0 0 0 0 163
164 326.17 0 0 0 0 0 0 0 1 0 0 0 164
165 324.68 0 0 0 0 0 0 0 0 1 0 0 165
166 325.04 0 0 0 0 0 0 0 0 0 1 0 166
167 326.34 0 0 0 0 0 0 0 0 0 0 1 167
168 327.39 0 0 0 0 0 0 0 0 0 0 0 168
169 328.37 1 0 0 0 0 0 0 0 0 0 0 169
170 329.40 0 1 0 0 0 0 0 0 0 0 0 170
171 330.14 0 0 1 0 0 0 0 0 0 0 0 171
172 331.33 0 0 0 1 0 0 0 0 0 0 0 172
173 332.31 0 0 0 0 1 0 0 0 0 0 0 173
174 331.90 0 0 0 0 0 1 0 0 0 0 0 174
175 330.70 0 0 0 0 0 0 1 0 0 0 0 175
176 329.15 0 0 0 0 0 0 0 1 0 0 0 176
177 327.34 0 0 0 0 0 0 0 0 1 0 0 177
178 327.02 0 0 0 0 0 0 0 0 0 1 0 178
179 327.99 0 0 0 0 0 0 0 0 0 0 1 179
180 328.48 0 0 0 0 0 0 0 0 0 0 0 180
181 329.18 1 0 0 0 0 0 0 0 0 0 0 181
182 330.55 0 1 0 0 0 0 0 0 0 0 0 182
183 331.32 0 0 1 0 0 0 0 0 0 0 0 183
184 332.48 0 0 0 1 0 0 0 0 0 0 0 184
185 332.92 0 0 0 0 1 0 0 0 0 0 0 185
186 332.08 0 0 0 0 0 1 0 0 0 0 0 186
187 331.02 0 0 0 0 0 0 1 0 0 0 0 187
188 329.24 0 0 0 0 0 0 0 1 0 0 0 188
189 327.28 0 0 0 0 0 0 0 0 1 0 0 189
190 327.21 0 0 0 0 0 0 0 0 0 1 0 190
191 328.29 0 0 0 0 0 0 0 0 0 0 1 191
192 329.41 0 0 0 0 0 0 0 0 0 0 0 192
193 330.23 1 0 0 0 0 0 0 0 0 0 0 193
194 331.24 0 1 0 0 0 0 0 0 0 0 0 194
195 331.87 0 0 1 0 0 0 0 0 0 0 0 195
196 333.14 0 0 0 1 0 0 0 0 0 0 0 196
197 333.80 0 0 0 0 1 0 0 0 0 0 0 197
198 333.42 0 0 0 0 0 1 0 0 0 0 0 198
199 331.73 0 0 0 0 0 0 1 0 0 0 0 199
200 329.90 0 0 0 0 0 0 0 1 0 0 0 200
201 328.40 0 0 0 0 0 0 0 0 1 0 0 201
202 328.17 0 0 0 0 0 0 0 0 0 1 0 202
203 329.32 0 0 0 0 0 0 0 0 0 0 1 203
204 330.59 0 0 0 0 0 0 0 0 0 0 0 204
205 331.58 1 0 0 0 0 0 0 0 0 0 0 205
206 332.39 0 1 0 0 0 0 0 0 0 0 0 206
207 333.33 0 0 1 0 0 0 0 0 0 0 0 207
208 334.41 0 0 0 1 0 0 0 0 0 0 0 208
209 334.71 0 0 0 0 1 0 0 0 0 0 0 209
210 334.17 0 0 0 0 0 1 0 0 0 0 0 210
211 332.88 0 0 0 0 0 0 1 0 0 0 0 211
212 330.77 0 0 0 0 0 0 0 1 0 0 0 212
213 329.14 0 0 0 0 0 0 0 0 1 0 0 213
214 328.77 0 0 0 0 0 0 0 0 0 1 0 214
215 330.14 0 0 0 0 0 0 0 0 0 0 1 215
216 331.52 0 0 0 0 0 0 0 0 0 0 0 216
217 332.75 1 0 0 0 0 0 0 0 0 0 0 217
218 333.25 0 1 0 0 0 0 0 0 0 0 0 218
219 334.53 0 0 1 0 0 0 0 0 0 0 0 219
220 335.90 0 0 0 1 0 0 0 0 0 0 0 220
221 336.57 0 0 0 0 1 0 0 0 0 0 0 221
222 336.10 0 0 0 0 0 1 0 0 0 0 0 222
223 334.76 0 0 0 0 0 0 1 0 0 0 0 223
224 332.59 0 0 0 0 0 0 0 1 0 0 0 224
225 331.41 0 0 0 0 0 0 0 0 1 0 0 225
226 330.98 0 0 0 0 0 0 0 0 0 1 0 226
227 332.24 0 0 0 0 0 0 0 0 0 0 1 227
228 333.68 0 0 0 0 0 0 0 0 0 0 0 228
229 334.80 1 0 0 0 0 0 0 0 0 0 0 229
230 335.22 0 1 0 0 0 0 0 0 0 0 0 230
231 336.47 0 0 1 0 0 0 0 0 0 0 0 231
232 337.59 0 0 0 1 0 0 0 0 0 0 0 232
233 337.84 0 0 0 0 1 0 0 0 0 0 0 233
234 337.72 0 0 0 0 0 1 0 0 0 0 0 234
235 336.37 0 0 0 0 0 0 1 0 0 0 0 235
236 334.51 0 0 0 0 0 0 0 1 0 0 0 236
237 332.60 0 0 0 0 0 0 0 0 1 0 0 237
238 332.37 0 0 0 0 0 0 0 0 0 1 0 238
239 333.75 0 0 0 0 0 0 0 0 0 0 1 239
240 334.79 0 0 0 0 0 0 0 0 0 0 0 240
241 336.05 1 0 0 0 0 0 0 0 0 0 0 241
242 336.59 0 1 0 0 0 0 0 0 0 0 0 242
243 337.79 0 0 1 0 0 0 0 0 0 0 0 243
244 338.71 0 0 0 1 0 0 0 0 0 0 0 244
245 339.30 0 0 0 0 1 0 0 0 0 0 0 245
246 339.12 0 0 0 0 0 1 0 0 0 0 0 246
247 337.56 0 0 0 0 0 0 1 0 0 0 0 247
248 335.92 0 0 0 0 0 0 0 1 0 0 0 248
249 333.74 0 0 0 0 0 0 0 0 1 0 0 249
250 333.70 0 0 0 0 0 0 0 0 0 1 0 250
251 335.13 0 0 0 0 0 0 0 0 0 0 1 251
252 336.56 0 0 0 0 0 0 0 0 0 0 0 252
253 337.84 1 0 0 0 0 0 0 0 0 0 0 253
254 338.19 0 1 0 0 0 0 0 0 0 0 0 254
255 339.90 0 0 1 0 0 0 0 0 0 0 0 255
256 340.60 0 0 0 1 0 0 0 0 0 0 0 256
257 341.29 0 0 0 0 1 0 0 0 0 0 0 257
258 341.00 0 0 0 0 0 1 0 0 0 0 0 258
259 339.39 0 0 0 0 0 0 1 0 0 0 0 259
260 337.43 0 0 0 0 0 0 0 1 0 0 0 260
261 335.72 0 0 0 0 0 0 0 0 1 0 0 261
262 335.84 0 0 0 0 0 0 0 0 0 1 0 262
263 336.93 0 0 0 0 0 0 0 0 0 0 1 263
264 338.04 0 0 0 0 0 0 0 0 0 0 0 264
265 339.06 1 0 0 0 0 0 0 0 0 0 0 265
266 340.30 0 1 0 0 0 0 0 0 0 0 0 266
267 341.21 0 0 1 0 0 0 0 0 0 0 0 267
268 342.33 0 0 0 1 0 0 0 0 0 0 0 268
269 342.74 0 0 0 0 1 0 0 0 0 0 0 269
270 342.07 0 0 0 0 0 1 0 0 0 0 0 270
271 340.32 0 0 0 0 0 0 1 0 0 0 0 271
272 338.27 0 0 0 0 0 0 0 1 0 0 0 272
273 336.52 0 0 0 0 0 0 0 0 1 0 0 273
274 336.68 0 0 0 0 0 0 0 0 0 1 0 274
275 338.19 0 0 0 0 0 0 0 0 0 0 1 275
276 339.44 0 0 0 0 0 0 0 0 0 0 0 276
277 340.57 1 0 0 0 0 0 0 0 0 0 0 277
278 341.44 0 1 0 0 0 0 0 0 0 0 0 278
279 342.53 0 0 1 0 0 0 0 0 0 0 0 279
280 343.39 0 0 0 1 0 0 0 0 0 0 0 280
281 343.96 0 0 0 0 1 0 0 0 0 0 0 281
282 343.18 0 0 0 0 0 1 0 0 0 0 0 282
283 341.88 0 0 0 0 0 0 1 0 0 0 0 283
284 339.65 0 0 0 0 0 0 0 1 0 0 0 284
285 337.80 0 0 0 0 0 0 0 0 1 0 0 285
286 337.69 0 0 0 0 0 0 0 0 0 1 0 286
287 339.09 0 0 0 0 0 0 0 0 0 0 1 287
288 340.32 0 0 0 0 0 0 0 0 0 0 0 288
289 341.20 1 0 0 0 0 0 0 0 0 0 0 289
290 342.35 0 1 0 0 0 0 0 0 0 0 0 290
291 342.93 0 0 1 0 0 0 0 0 0 0 0 291
292 344.77 0 0 0 1 0 0 0 0 0 0 0 292
293 345.58 0 0 0 0 1 0 0 0 0 0 0 293
294 345.14 0 0 0 0 0 1 0 0 0 0 0 294
295 343.81 0 0 0 0 0 0 1 0 0 0 0 295
296 342.22 0 0 0 0 0 0 0 1 0 0 0 296
297 339.69 0 0 0 0 0 0 0 0 1 0 0 297
298 339.82 0 0 0 0 0 0 0 0 0 1 0 298
299 340.98 0 0 0 0 0 0 0 0 0 0 1 299
300 342.82 0 0 0 0 0 0 0 0 0 0 0 300
301 343.52 1 0 0 0 0 0 0 0 0 0 0 301
302 344.33 0 1 0 0 0 0 0 0 0 0 0 302
303 345.11 0 0 1 0 0 0 0 0 0 0 0 303
304 346.88 0 0 0 1 0 0 0 0 0 0 0 304
305 347.25 0 0 0 0 1 0 0 0 0 0 0 305
306 346.61 0 0 0 0 0 1 0 0 0 0 0 306
307 345.22 0 0 0 0 0 0 1 0 0 0 0 307
308 343.11 0 0 0 0 0 0 0 1 0 0 0 308
309 340.90 0 0 0 0 0 0 0 0 1 0 0 309
310 341.17 0 0 0 0 0 0 0 0 0 1 0 310
311 342.80 0 0 0 0 0 0 0 0 0 0 1 311
312 344.04 0 0 0 0 0 0 0 0 0 0 0 312
313 344.79 1 0 0 0 0 0 0 0 0 0 0 313
314 345.82 0 1 0 0 0 0 0 0 0 0 0 314
315 347.25 0 0 1 0 0 0 0 0 0 0 0 315
316 348.17 0 0 0 1 0 0 0 0 0 0 0 316
317 348.75 0 0 0 0 1 0 0 0 0 0 0 317
318 348.07 0 0 0 0 0 1 0 0 0 0 0 318
319 346.38 0 0 0 0 0 0 1 0 0 0 0 319
320 344.52 0 0 0 0 0 0 0 1 0 0 0 320
321 342.92 0 0 0 0 0 0 0 0 1 0 0 321
322 342.63 0 0 0 0 0 0 0 0 0 1 0 322
323 344.06 0 0 0 0 0 0 0 0 0 0 1 323
324 345.38 0 0 0 0 0 0 0 0 0 0 0 324
325 346.12 1 0 0 0 0 0 0 0 0 0 0 325
326 346.79 0 1 0 0 0 0 0 0 0 0 0 326
327 347.69 0 0 1 0 0 0 0 0 0 0 0 327
328 349.38 0 0 0 1 0 0 0 0 0 0 0 328
329 350.04 0 0 0 0 1 0 0 0 0 0 0 329
330 349.38 0 0 0 0 0 1 0 0 0 0 0 330
331 347.78 0 0 0 0 0 0 1 0 0 0 0 331
332 345.75 0 0 0 0 0 0 0 1 0 0 0 332
333 344.70 0 0 0 0 0 0 0 0 1 0 0 333
334 344.01 0 0 0 0 0 0 0 0 0 1 0 334
335 345.50 0 0 0 0 0 0 0 0 0 0 1 335
336 346.75 0 0 0 0 0 0 0 0 0 0 0 336
337 347.86 1 0 0 0 0 0 0 0 0 0 0 337
338 348.32 0 1 0 0 0 0 0 0 0 0 0 338
339 349.26 0 0 1 0 0 0 0 0 0 0 0 339
340 350.84 0 0 0 1 0 0 0 0 0 0 0 340
341 351.70 0 0 0 0 1 0 0 0 0 0 0 341
342 351.11 0 0 0 0 0 1 0 0 0 0 0 342
343 349.37 0 0 0 0 0 0 1 0 0 0 0 343
344 347.97 0 0 0 0 0 0 0 1 0 0 0 344
345 346.31 0 0 0 0 0 0 0 0 1 0 0 345
346 346.22 0 0 0 0 0 0 0 0 0 1 0 346
347 347.68 0 0 0 0 0 0 0 0 0 0 1 347
348 348.82 0 0 0 0 0 0 0 0 0 0 0 348
349 350.29 1 0 0 0 0 0 0 0 0 0 0 349
350 351.58 0 1 0 0 0 0 0 0 0 0 0 350
351 352.08 0 0 1 0 0 0 0 0 0 0 0 351
352 353.45 0 0 0 1 0 0 0 0 0 0 0 352
353 354.08 0 0 0 0 1 0 0 0 0 0 0 353
354 353.66 0 0 0 0 0 1 0 0 0 0 0 354
355 352.25 0 0 0 0 0 0 1 0 0 0 0 355
356 350.30 0 0 0 0 0 0 0 1 0 0 0 356
357 348.58 0 0 0 0 0 0 0 0 1 0 0 357
358 348.74 0 0 0 0 0 0 0 0 0 1 0 358
359 349.93 0 0 0 0 0 0 0 0 0 0 1 359
360 351.21 0 0 0 0 0 0 0 0 0 0 0 360
361 352.62 1 0 0 0 0 0 0 0 0 0 0 361
362 352.93 0 1 0 0 0 0 0 0 0 0 0 362
363 353.54 0 0 1 0 0 0 0 0 0 0 0 363
364 355.27 0 0 0 1 0 0 0 0 0 0 0 364
365 355.52 0 0 0 0 1 0 0 0 0 0 0 365
366 354.97 0 0 0 0 0 1 0 0 0 0 0 366
367 353.74 0 0 0 0 0 0 1 0 0 0 0 367
368 351.51 0 0 0 0 0 0 0 1 0 0 0 368
369 349.63 0 0 0 0 0 0 0 0 1 0 0 369
370 349.82 0 0 0 0 0 0 0 0 0 1 0 370
371 351.12 0 0 0 0 0 0 0 0 0 0 1 371
372 352.35 0 0 0 0 0 0 0 0 0 0 0 372
373 353.47 1 0 0 0 0 0 0 0 0 0 0 373
374 354.51 0 1 0 0 0 0 0 0 0 0 0 374
375 355.18 0 0 1 0 0 0 0 0 0 0 0 375
376 355.98 0 0 0 1 0 0 0 0 0 0 0 376
377 356.94 0 0 0 0 1 0 0 0 0 0 0 377
378 355.99 0 0 0 0 0 1 0 0 0 0 0 378
379 354.58 0 0 0 0 0 0 1 0 0 0 0 379
380 352.68 0 0 0 0 0 0 0 1 0 0 0 380
381 350.72 0 0 0 0 0 0 0 0 1 0 0 381
382 350.92 0 0 0 0 0 0 0 0 0 1 0 382
383 352.55 0 0 0 0 0 0 0 0 0 0 1 383
384 353.91 0 0 0 0 0 0 0 0 0 0 0 384
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) M1 M2 M3 M4 M5
311.2047 0.9110 1.5637 2.2848 3.3956 3.8852
M6 M7 M8 M9 M10 M11
3.2626 1.8022 -0.2208 -2.0109 -2.2444 -1.0768
t
0.1039
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-2.4248 -1.2261 -0.3696 0.9790 3.5514
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.112e+02 3.087e-01 1008.166 < 2e-16 ***
M1 9.110e-01 3.880e-01 2.348 0.01941 *
M2 1.564e+00 3.880e-01 4.030 6.77e-05 ***
M3 2.285e+00 3.880e-01 5.888 8.74e-09 ***
M4 3.396e+00 3.880e-01 8.752 < 2e-16 ***
M5 3.885e+00 3.880e-01 10.014 < 2e-16 ***
M6 3.263e+00 3.880e-01 8.409 9.00e-16 ***
M7 1.802e+00 3.880e-01 4.645 4.73e-06 ***
M8 -2.208e-01 3.880e-01 -0.569 0.56968
M9 -2.011e+00 3.880e-01 -5.183 3.59e-07 ***
M10 -2.244e+00 3.880e-01 -5.785 1.54e-08 ***
M11 -1.077e+00 3.880e-01 -2.775 0.00579 **
t 1.039e-01 7.148e-04 145.323 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.552 on 371 degrees of freedom
Multiple R-squared: 0.9831, Adjusted R-squared: 0.9826
F-statistic: 1803 on 12 and 371 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,] 6.130572e-03 1.226114e-02 9.938694e-01
[2,] 5.841684e-03 1.168337e-02 9.941583e-01
[3,] 1.615114e-03 3.230228e-03 9.983849e-01
[4,] 5.755963e-04 1.151193e-03 9.994244e-01
[5,] 1.264447e-04 2.528893e-04 9.998736e-01
[6,] 1.332429e-04 2.664857e-04 9.998668e-01
[7,] 6.130659e-05 1.226132e-04 9.999387e-01
[8,] 5.197174e-05 1.039435e-04 9.999480e-01
[9,] 1.749276e-05 3.498552e-05 9.999825e-01
[10,] 7.633770e-06 1.526754e-05 9.999924e-01
[11,] 2.562181e-06 5.124361e-06 9.999974e-01
[12,] 7.649208e-07 1.529842e-06 9.999992e-01
[13,] 2.176259e-07 4.352518e-07 9.999998e-01
[14,] 6.488897e-08 1.297779e-07 9.999999e-01
[15,] 2.478818e-08 4.957635e-08 1.000000e+00
[16,] 6.783822e-09 1.356764e-08 1.000000e+00
[17,] 2.146777e-09 4.293554e-09 1.000000e+00
[18,] 7.179187e-10 1.435837e-09 1.000000e+00
[19,] 4.620286e-10 9.240572e-10 1.000000e+00
[20,] 1.351121e-10 2.702243e-10 1.000000e+00
[21,] 4.009537e-11 8.019074e-11 1.000000e+00
[22,] 1.126246e-11 2.252493e-11 1.000000e+00
[23,] 3.381852e-12 6.763703e-12 1.000000e+00
[24,] 2.236287e-12 4.472575e-12 1.000000e+00
[25,] 6.965294e-13 1.393059e-12 1.000000e+00
[26,] 2.985378e-13 5.970756e-13 1.000000e+00
[27,] 1.106373e-13 2.212745e-13 1.000000e+00
[28,] 4.067693e-14 8.135386e-14 1.000000e+00
[29,] 1.320593e-14 2.641187e-14 1.000000e+00
[30,] 6.964052e-15 1.392810e-14 1.000000e+00
[31,] 4.687109e-15 9.374217e-15 1.000000e+00
[32,] 2.153303e-15 4.306607e-15 1.000000e+00
[33,] 8.522194e-16 1.704439e-15 1.000000e+00
[34,] 2.875149e-16 5.750298e-16 1.000000e+00
[35,] 1.815535e-16 3.631070e-16 1.000000e+00
[36,] 8.003169e-17 1.600634e-16 1.000000e+00
[37,] 3.311086e-17 6.622171e-17 1.000000e+00
[38,] 1.793321e-17 3.586642e-17 1.000000e+00
[39,] 6.929926e-18 1.385985e-17 1.000000e+00
[40,] 8.319190e-18 1.663838e-17 1.000000e+00
[41,] 7.968015e-18 1.593603e-17 1.000000e+00
[42,] 1.426479e-17 2.852958e-17 1.000000e+00
[43,] 1.286732e-17 2.573464e-17 1.000000e+00
[44,] 1.507042e-17 3.014084e-17 1.000000e+00
[45,] 6.947223e-18 1.389445e-17 1.000000e+00
[46,] 3.800882e-18 7.601764e-18 1.000000e+00
[47,] 2.090574e-18 4.181149e-18 1.000000e+00
[48,] 1.034227e-18 2.068455e-18 1.000000e+00
[49,] 7.409917e-19 1.481983e-18 1.000000e+00
[50,] 8.865614e-19 1.773123e-18 1.000000e+00
[51,] 5.723662e-19 1.144732e-18 1.000000e+00
[52,] 4.265769e-19 8.531538e-19 1.000000e+00
[53,] 2.141841e-19 4.283682e-19 1.000000e+00
[54,] 5.434551e-19 1.086910e-18 1.000000e+00
[55,] 3.085958e-19 6.171916e-19 1.000000e+00
[56,] 3.287063e-19 6.574126e-19 1.000000e+00
[57,] 3.227574e-19 6.455148e-19 1.000000e+00
[58,] 6.646486e-19 1.329297e-18 1.000000e+00
[59,] 3.768631e-19 7.537262e-19 1.000000e+00
[60,] 3.700751e-19 7.401503e-19 1.000000e+00
[61,] 2.140232e-19 4.280465e-19 1.000000e+00
[62,] 4.133563e-18 8.267125e-18 1.000000e+00
[63,] 1.433716e-17 2.867432e-17 1.000000e+00
[64,] 7.833285e-18 1.566657e-17 1.000000e+00
[65,] 6.443354e-18 1.288671e-17 1.000000e+00
[66,] 4.262337e-18 8.524675e-18 1.000000e+00
[67,] 2.637940e-18 5.275880e-18 1.000000e+00
[68,] 2.185154e-18 4.370307e-18 1.000000e+00
[69,] 1.215798e-18 2.431596e-18 1.000000e+00
[70,] 6.799950e-19 1.359990e-18 1.000000e+00
[71,] 6.996128e-19 1.399226e-18 1.000000e+00
[72,] 9.989779e-19 1.997956e-18 1.000000e+00
[73,] 3.305074e-18 6.610148e-18 1.000000e+00
[74,] 3.142606e-18 6.285212e-18 1.000000e+00
[75,] 4.910704e-18 9.821408e-18 1.000000e+00
[76,] 7.039995e-18 1.407999e-17 1.000000e+00
[77,] 8.000136e-18 1.600027e-17 1.000000e+00
[78,] 6.271917e-18 1.254383e-17 1.000000e+00
[79,] 4.032042e-18 8.064083e-18 1.000000e+00
[80,] 4.797874e-18 9.595749e-18 1.000000e+00
[81,] 1.398157e-17 2.796314e-17 1.000000e+00
[82,] 2.763430e-16 5.526861e-16 1.000000e+00
[83,] 3.190198e-16 6.380396e-16 1.000000e+00
[84,] 2.356425e-16 4.712850e-16 1.000000e+00
[85,] 3.005208e-16 6.010416e-16 1.000000e+00
[86,] 3.363150e-16 6.726300e-16 1.000000e+00
[87,] 2.050444e-16 4.100887e-16 1.000000e+00
[88,] 1.521399e-16 3.042797e-16 1.000000e+00
[89,] 9.998102e-17 1.999620e-16 1.000000e+00
[90,] 7.158964e-17 1.431793e-16 1.000000e+00
[91,] 8.437242e-17 1.687448e-16 1.000000e+00
[92,] 1.306836e-16 2.613671e-16 1.000000e+00
[93,] 4.332745e-16 8.665490e-16 1.000000e+00
[94,] 3.923364e-16 7.846729e-16 1.000000e+00
[95,] 2.842437e-16 5.684874e-16 1.000000e+00
[96,] 2.084630e-16 4.169259e-16 1.000000e+00
[97,] 1.388947e-16 2.777893e-16 1.000000e+00
[98,] 8.474745e-17 1.694949e-16 1.000000e+00
[99,] 9.525353e-17 1.905071e-16 1.000000e+00
[100,] 1.569969e-16 3.139937e-16 1.000000e+00
[101,] 1.841457e-16 3.682915e-16 1.000000e+00
[102,] 1.377203e-16 2.754405e-16 1.000000e+00
[103,] 1.106289e-16 2.212579e-16 1.000000e+00
[104,] 6.724714e-17 1.344943e-16 1.000000e+00
[105,] 8.944961e-17 1.788992e-16 1.000000e+00
[106,] 1.619469e-16 3.238938e-16 1.000000e+00
[107,] 1.137360e-16 2.274720e-16 1.000000e+00
[108,] 3.248062e-16 6.496124e-16 1.000000e+00
[109,] 3.939821e-16 7.879642e-16 1.000000e+00
[110,] 5.483317e-16 1.096663e-15 1.000000e+00
[111,] 4.019596e-16 8.039192e-16 1.000000e+00
[112,] 1.590117e-15 3.180233e-15 1.000000e+00
[113,] 2.033732e-15 4.067464e-15 1.000000e+00
[114,] 8.278460e-15 1.655692e-14 1.000000e+00
[115,] 8.197307e-15 1.639461e-14 1.000000e+00
[116,] 5.764804e-15 1.152961e-14 1.000000e+00
[117,] 5.816306e-15 1.163261e-14 1.000000e+00
[118,] 5.904277e-15 1.180855e-14 1.000000e+00
[119,] 1.547775e-14 3.095550e-14 1.000000e+00
[120,] 1.129773e-13 2.259546e-13 1.000000e+00
[121,] 1.041547e-12 2.083094e-12 1.000000e+00
[122,] 9.234720e-13 1.846944e-12 1.000000e+00
[123,] 1.212745e-12 2.425490e-12 1.000000e+00
[124,] 1.922713e-12 3.845426e-12 1.000000e+00
[125,] 1.391453e-11 2.782905e-11 1.000000e+00
[126,] 1.188463e-10 2.376925e-10 1.000000e+00
[127,] 2.217873e-09 4.435746e-09 1.000000e+00
[128,] 9.821237e-09 1.964247e-08 1.000000e+00
[129,] 3.691615e-08 7.383231e-08 1.000000e+00
[130,] 1.584789e-07 3.169579e-07 9.999998e-01
[131,] 3.381603e-07 6.763206e-07 9.999997e-01
[132,] 3.828371e-07 7.656742e-07 9.999996e-01
[133,] 2.526758e-07 5.053516e-07 9.999997e-01
[134,] 2.806028e-07 5.612056e-07 9.999997e-01
[135,] 3.908940e-07 7.817881e-07 9.999996e-01
[136,] 6.708635e-07 1.341727e-06 9.999993e-01
[137,] 1.171298e-06 2.342597e-06 9.999988e-01
[138,] 9.762377e-07 1.952475e-06 9.999990e-01
[139,] 1.411034e-06 2.822069e-06 9.999986e-01
[140,] 2.052764e-06 4.105528e-06 9.999979e-01
[141,] 3.412963e-06 6.825925e-06 9.999966e-01
[142,] 3.640249e-06 7.280497e-06 9.999964e-01
[143,] 5.088207e-06 1.017641e-05 9.999949e-01
[144,] 3.610329e-06 7.220659e-06 9.999964e-01
[145,] 7.016720e-06 1.403344e-05 9.999930e-01
[146,] 8.017678e-06 1.603536e-05 9.999920e-01
[147,] 5.801989e-06 1.160398e-05 9.999942e-01
[148,] 4.915360e-06 9.830721e-06 9.999951e-01
[149,] 5.406643e-06 1.081329e-05 9.999946e-01
[150,] 7.304380e-06 1.460876e-05 9.999927e-01
[151,] 3.179429e-05 6.358857e-05 9.999682e-01
[152,] 1.397365e-04 2.794730e-04 9.998603e-01
[153,] 4.170477e-04 8.340953e-04 9.995830e-01
[154,] 1.089069e-03 2.178138e-03 9.989109e-01
[155,] 4.606617e-03 9.213234e-03 9.953934e-01
[156,] 1.451559e-02 2.903118e-02 9.854844e-01
[157,] 3.654666e-02 7.309332e-02 9.634533e-01
[158,] 1.232747e-01 2.465494e-01 8.767253e-01
[159,] 3.151087e-01 6.302173e-01 6.848913e-01
[160,] 6.092365e-01 7.815270e-01 3.907635e-01
[161,] 9.141571e-01 1.716859e-01 8.584294e-02
[162,] 9.904522e-01 1.909562e-02 9.547812e-03
[163,] 9.992499e-01 1.500253e-03 7.501264e-04
[164,] 9.999190e-01 1.619308e-04 8.096542e-05
[165,] 9.999590e-01 8.202408e-05 4.101204e-05
[166,] 9.999659e-01 6.814731e-05 3.407366e-05
[167,] 9.999920e-01 1.591838e-05 7.959190e-06
[168,] 9.999979e-01 4.145354e-06 2.072677e-06
[169,] 9.999994e-01 1.190894e-06 5.954471e-07
[170,] 9.999998e-01 4.851328e-07 2.425664e-07
[171,] 9.999998e-01 3.839254e-07 1.919627e-07
[172,] 9.999999e-01 1.444544e-07 7.222718e-08
[173,] 1.000000e+00 3.265660e-08 1.632830e-08
[174,] 1.000000e+00 1.337689e-08 6.688445e-09
[175,] 1.000000e+00 4.580975e-09 2.290487e-09
[176,] 1.000000e+00 2.781295e-09 1.390647e-09
[177,] 1.000000e+00 2.104203e-09 1.052101e-09
[178,] 1.000000e+00 2.307121e-09 1.153561e-09
[179,] 1.000000e+00 1.571586e-09 7.857931e-10
[180,] 1.000000e+00 1.666070e-09 8.330350e-10
[181,] 1.000000e+00 1.643912e-09 8.219562e-10
[182,] 1.000000e+00 1.455243e-09 7.276214e-10
[183,] 1.000000e+00 9.686278e-10 4.843139e-10
[184,] 1.000000e+00 1.128539e-09 5.642696e-10
[185,] 1.000000e+00 1.126997e-09 5.634985e-10
[186,] 1.000000e+00 6.770298e-10 3.385149e-10
[187,] 1.000000e+00 5.378396e-10 2.689198e-10
[188,] 1.000000e+00 5.815000e-10 2.907500e-10
[189,] 1.000000e+00 5.735570e-10 2.867785e-10
[190,] 1.000000e+00 6.054085e-10 3.027042e-10
[191,] 1.000000e+00 5.909065e-10 2.954532e-10
[192,] 1.000000e+00 4.990048e-10 2.495024e-10
[193,] 1.000000e+00 5.263822e-10 2.631911e-10
[194,] 1.000000e+00 7.077762e-10 3.538881e-10
[195,] 1.000000e+00 9.692332e-10 4.846166e-10
[196,] 1.000000e+00 1.361334e-09 6.806670e-10
[197,] 1.000000e+00 2.052149e-09 1.026075e-09
[198,] 1.000000e+00 3.141588e-09 1.570794e-09
[199,] 1.000000e+00 4.616674e-09 2.308337e-09
[200,] 1.000000e+00 6.452588e-09 3.226294e-09
[201,] 1.000000e+00 8.433911e-09 4.216956e-09
[202,] 1.000000e+00 1.018577e-08 5.092886e-09
[203,] 1.000000e+00 1.270764e-08 6.353818e-09
[204,] 1.000000e+00 1.247259e-08 6.236294e-09
[205,] 1.000000e+00 1.049422e-08 5.247112e-09
[206,] 1.000000e+00 8.276020e-09 4.138010e-09
[207,] 1.000000e+00 6.288491e-09 3.144246e-09
[208,] 1.000000e+00 4.704171e-09 2.352085e-09
[209,] 1.000000e+00 5.123886e-09 2.561943e-09
[210,] 1.000000e+00 1.948596e-09 9.742978e-10
[211,] 1.000000e+00 1.617586e-09 8.087931e-10
[212,] 1.000000e+00 1.440042e-09 7.200208e-10
[213,] 1.000000e+00 8.424394e-10 4.212197e-10
[214,] 1.000000e+00 4.150913e-10 2.075456e-10
[215,] 1.000000e+00 3.903700e-10 1.951850e-10
[216,] 1.000000e+00 1.847906e-10 9.239532e-11
[217,] 1.000000e+00 1.128148e-10 5.640742e-11
[218,] 1.000000e+00 1.111343e-10 5.556716e-11
[219,] 1.000000e+00 6.494360e-11 3.247180e-11
[220,] 1.000000e+00 3.480344e-11 1.740172e-11
[221,] 1.000000e+00 1.635219e-11 8.176095e-12
[222,] 1.000000e+00 1.121334e-11 5.606670e-12
[223,] 1.000000e+00 1.050732e-11 5.253662e-12
[224,] 1.000000e+00 8.823135e-12 4.411568e-12
[225,] 1.000000e+00 9.409800e-12 4.704900e-12
[226,] 1.000000e+00 7.532129e-12 3.766064e-12
[227,] 1.000000e+00 8.231263e-12 4.115631e-12
[228,] 1.000000e+00 5.706675e-12 2.853337e-12
[229,] 1.000000e+00 5.789581e-12 2.894791e-12
[230,] 1.000000e+00 5.962380e-12 2.981190e-12
[231,] 1.000000e+00 4.323758e-12 2.161879e-12
[232,] 1.000000e+00 4.208949e-12 2.104475e-12
[233,] 1.000000e+00 2.414987e-12 1.207493e-12
[234,] 1.000000e+00 3.044534e-12 1.522267e-12
[235,] 1.000000e+00 3.636573e-12 1.818287e-12
[236,] 1.000000e+00 3.752998e-12 1.876499e-12
[237,] 1.000000e+00 2.832380e-12 1.416190e-12
[238,] 1.000000e+00 1.260637e-12 6.303183e-13
[239,] 1.000000e+00 1.321199e-12 6.605996e-13
[240,] 1.000000e+00 1.716002e-13 8.580008e-14
[241,] 1.000000e+00 1.200443e-13 6.002214e-14
[242,] 1.000000e+00 7.280259e-14 3.640129e-14
[243,] 1.000000e+00 2.062598e-14 1.031299e-14
[244,] 1.000000e+00 9.761909e-15 4.880954e-15
[245,] 1.000000e+00 4.966716e-15 2.483358e-15
[246,] 1.000000e+00 1.995813e-15 9.979066e-16
[247,] 1.000000e+00 4.160854e-16 2.080427e-16
[248,] 1.000000e+00 2.172524e-16 1.086262e-16
[249,] 1.000000e+00 1.692006e-16 8.460029e-17
[250,] 1.000000e+00 1.381439e-16 6.907193e-17
[251,] 1.000000e+00 3.020970e-17 1.510485e-17
[252,] 1.000000e+00 4.334988e-18 2.167494e-18
[253,] 1.000000e+00 1.438276e-18 7.191379e-19
[254,] 1.000000e+00 9.250783e-19 4.625392e-19
[255,] 1.000000e+00 7.293237e-19 3.646618e-19
[256,] 1.000000e+00 1.122502e-18 5.612512e-19
[257,] 1.000000e+00 2.008097e-18 1.004048e-18
[258,] 1.000000e+00 3.596959e-18 1.798480e-18
[259,] 1.000000e+00 4.590356e-18 2.295178e-18
[260,] 1.000000e+00 4.273922e-18 2.136961e-18
[261,] 1.000000e+00 4.224347e-18 2.112174e-18
[262,] 1.000000e+00 3.308437e-18 1.654218e-18
[263,] 1.000000e+00 2.241195e-18 1.120597e-18
[264,] 1.000000e+00 5.240887e-19 2.620444e-19
[265,] 1.000000e+00 6.296350e-19 3.148175e-19
[266,] 1.000000e+00 8.394369e-19 4.197184e-19
[267,] 1.000000e+00 1.470964e-18 7.354818e-19
[268,] 1.000000e+00 2.241823e-18 1.120911e-18
[269,] 1.000000e+00 4.525949e-18 2.262974e-18
[270,] 1.000000e+00 9.667807e-18 4.833904e-18
[271,] 1.000000e+00 1.940876e-17 9.704378e-18
[272,] 1.000000e+00 3.675269e-17 1.837634e-17
[273,] 1.000000e+00 6.121703e-17 3.060852e-17
[274,] 1.000000e+00 8.207784e-17 4.103892e-17
[275,] 1.000000e+00 1.471583e-16 7.357916e-17
[276,] 1.000000e+00 2.185786e-16 1.092893e-16
[277,] 1.000000e+00 3.551229e-16 1.775615e-16
[278,] 1.000000e+00 4.955226e-16 2.477613e-16
[279,] 1.000000e+00 5.490836e-16 2.745418e-16
[280,] 1.000000e+00 4.488361e-16 2.244181e-16
[281,] 1.000000e+00 1.119043e-16 5.595214e-17
[282,] 1.000000e+00 2.119173e-16 1.059586e-16
[283,] 1.000000e+00 3.098839e-16 1.549419e-16
[284,] 1.000000e+00 5.880916e-16 2.940458e-16
[285,] 1.000000e+00 3.830609e-16 1.915305e-16
[286,] 1.000000e+00 6.000189e-16 3.000095e-16
[287,] 1.000000e+00 9.178357e-16 4.589179e-16
[288,] 1.000000e+00 1.524766e-15 7.623829e-16
[289,] 1.000000e+00 1.005710e-15 5.028549e-16
[290,] 1.000000e+00 1.260121e-15 6.300604e-16
[291,] 1.000000e+00 1.655958e-15 8.279791e-16
[292,] 1.000000e+00 1.742047e-15 8.710233e-16
[293,] 1.000000e+00 2.768323e-15 1.384162e-15
[294,] 1.000000e+00 6.040872e-15 3.020436e-15
[295,] 1.000000e+00 1.227015e-14 6.135077e-15
[296,] 1.000000e+00 1.809890e-14 9.049450e-15
[297,] 1.000000e+00 2.673810e-14 1.336905e-14
[298,] 1.000000e+00 5.629850e-14 2.814925e-14
[299,] 1.000000e+00 1.034510e-13 5.172552e-14
[300,] 1.000000e+00 3.770938e-14 1.885469e-14
[301,] 1.000000e+00 4.986868e-14 2.493434e-14
[302,] 1.000000e+00 7.533739e-14 3.766869e-14
[303,] 1.000000e+00 1.260389e-13 6.301945e-14
[304,] 1.000000e+00 2.755554e-13 1.377777e-13
[305,] 1.000000e+00 5.783753e-13 2.891876e-13
[306,] 1.000000e+00 1.135446e-12 5.677229e-13
[307,] 1.000000e+00 2.602707e-12 1.301353e-12
[308,] 1.000000e+00 5.761192e-12 2.880596e-12
[309,] 1.000000e+00 1.215395e-11 6.076977e-12
[310,] 1.000000e+00 1.979354e-11 9.896768e-12
[311,] 1.000000e+00 2.662792e-11 1.331396e-11
[312,] 1.000000e+00 4.841566e-11 2.420783e-11
[313,] 1.000000e+00 1.036373e-10 5.181864e-11
[314,] 1.000000e+00 2.181904e-10 1.090952e-10
[315,] 1.000000e+00 4.648482e-10 2.324241e-10
[316,] 1.000000e+00 9.176990e-10 4.588495e-10
[317,] 1.000000e+00 1.487516e-09 7.437581e-10
[318,] 1.000000e+00 2.973704e-09 1.486852e-09
[319,] 1.000000e+00 4.357715e-09 2.178858e-09
[320,] 1.000000e+00 6.794036e-09 3.397018e-09
[321,] 1.000000e+00 9.894939e-09 4.947469e-09
[322,] 1.000000e+00 7.776520e-09 3.888260e-09
[323,] 1.000000e+00 1.143146e-09 5.715732e-10
[324,] 1.000000e+00 3.577410e-10 1.788705e-10
[325,] 1.000000e+00 2.077440e-10 1.038720e-10
[326,] 1.000000e+00 2.090527e-10 1.045264e-10
[327,] 1.000000e+00 2.115500e-10 1.057750e-10
[328,] 1.000000e+00 2.467071e-11 1.233536e-11
[329,] 1.000000e+00 2.974366e-11 1.487183e-11
[330,] 1.000000e+00 5.674265e-11 2.837132e-11
[331,] 1.000000e+00 3.034590e-11 1.517295e-11
[332,] 1.000000e+00 1.377805e-11 6.889023e-12
[333,] 1.000000e+00 4.520113e-13 2.260057e-13
[334,] 1.000000e+00 2.975632e-14 1.487816e-14
[335,] 1.000000e+00 9.854945e-14 4.927473e-14
[336,] 1.000000e+00 1.474125e-13 7.370626e-14
[337,] 1.000000e+00 3.387086e-13 1.693543e-13
[338,] 1.000000e+00 7.576166e-13 3.788083e-13
[339,] 1.000000e+00 4.786612e-12 2.393306e-12
[340,] 1.000000e+00 2.685574e-11 1.342787e-11
[341,] 1.000000e+00 1.698310e-10 8.491552e-11
[342,] 1.000000e+00 7.879577e-10 3.939789e-10
[343,] 1.000000e+00 3.708057e-09 1.854028e-09
[344,] 1.000000e+00 2.225417e-08 1.112709e-08
[345,] 9.999999e-01 1.259378e-07 6.296892e-08
[346,] 9.999998e-01 3.960946e-07 1.980473e-07
[347,] 9.999993e-01 1.302429e-06 6.512143e-07
[348,] 9.999987e-01 2.662491e-06 1.331246e-06
[349,] 9.999978e-01 4.453341e-06 2.226671e-06
[350,] 9.999875e-01 2.501010e-05 1.250505e-05
[351,] 9.999120e-01 1.759547e-04 8.797735e-05
[352,] 9.997858e-01 4.284107e-04 2.142053e-04
[353,] 9.980153e-01 3.969355e-03 1.984678e-03
> postscript(file="/var/www/html/freestat/rcomp/tmp/1a0yr1293637743.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2a0yr1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/freestat/rcomp/tmp/3a0yr1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4layc1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5layc1293637743.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 = 384
Frequency = 1
1 2 3 4 5 6
3.20042614 3.34386364 2.68886364 2.54417614 2.52073864 2.90948864
7 8 9 10 11 12
2.65605114 2.84511364 3.55136364 3.18105114 3.38948864 2.97886364
13 14 15 16 17 18
2.80398735 2.58742485 2.37242485 2.60773735 3.01429985 3.09304985
19 20 21 22 23 24
3.02961235 2.68867485 2.62492485 2.43461235 2.32304985 2.33242485
25 26 27 28 29 30
2.01754857 2.07098607 2.08598607 1.80129857 2.31786107 2.02661107
31 32 33 34 35 36
2.19317357 2.33223607 2.20848607 2.65817357 2.18661107 1.90598607
37 38 39 40 41 42
1.82110979 1.68454729 1.98954729 1.65485979 1.50142229 1.62017229
43 44 45 46 47 48
1.96673479 1.69579729 2.25204729 1.53173479 1.52017229 1.33954729
49 50 51 52 53 54
1.37467100 0.95810850 0.91310850 1.21842100 1.48498350 1.23373350
55 56 57 58 59 60
0.86029600 0.80935850 0.93560850 0.84529600 0.65373350 0.76310850
61 62 63 64 65 66
0.95823222 0.86166972 0.70666972 0.15198222 0.21854472 0.40729472
67 68 69 70 71 72
0.30385722 0.49291972 0.17916972 0.47885722 0.02729472 -0.13333028
73 74 75 76 77 78
-0.42820656 -0.17476906 -0.54976906 -0.52445656 -1.08789406 -0.85914406
79 80 81 82 83 84
-0.16258156 -0.58351906 0.04273094 -0.33758156 -0.03914406 -0.67976906
85 86 87 88 89 90
-0.48464534 -0.27120784 -0.30620784 -0.20089534 -0.42433284 -0.22558284
91 92 93 94 95 96
-0.19902034 -0.32995784 -0.37370784 -0.78402034 -0.36558284 -0.30620784
97 98 99 100 101 102
-0.02108413 -0.60764663 -0.89264663 -0.73733413 -0.75077163 -1.13202163
103 104 105 106 107 108
-1.31545913 -1.02639663 -1.00014663 -0.74045913 -0.68202163 -0.62264663
109 110 111 112 113 114
-1.03752291 -1.20408541 -1.28908541 -1.37377291 -1.41721041 -1.11846041
115 116 117 118 119 120
-0.98189791 -1.11283541 -1.24658541 -1.25689791 -1.51846041 -1.18908541
121 122 123 124 125 126
-1.16396169 -1.55052419 -1.22552419 -1.47021169 -1.40364919 -1.59489919
127 128 129 130 131 132
-1.06833669 -1.37927419 -0.98302419 -1.45333669 -1.65489919 -1.54552419
133 134 135 136 137 138
-1.59040048 -1.38696298 -1.22196298 -1.18665048 -1.78008798 -1.59133798
139 140 141 142 143 144
-1.46477548 -1.10571298 -0.92946298 -0.80977548 -1.13133798 -1.20196298
145 146 147 148 149 150
-1.16683926 -1.42340176 -1.74840176 -2.35308926 -1.80652676 -1.64777676
151 152 153 154 155 156
-1.49121426 -1.49215176 -1.88590176 -1.55621426 -1.58777676 -1.55840176
157 158 159 160 161 162
-1.82327804 -1.70984054 -2.42484054 -1.65952804 -1.91296554 -2.37421554
163 164 165 166 167 168
-2.04765304 -1.84859054 -1.65234054 -1.16265304 -1.13421554 -1.26484054
169 170 171 172 173 174
-1.29971683 -1.02627933 -1.11127933 -1.13596683 -0.74940433 -0.64065433
175 176 177 178 179 180
-0.48409183 -0.11502933 -0.23877933 -0.42909183 -0.73065433 -1.42127933
181 182 183 184 185 186
-1.73615561 -1.12271811 -1.17771811 -1.23240561 -1.38584311 -1.70709311
187 188 189 190 191 192
-1.41053061 -1.27146811 -1.54521811 -1.48553061 -1.67709311 -1.73771811
193 194 195 196 197 198
-1.93259439 -1.67915689 -1.87415689 -1.81884439 -1.75228189 -1.61353189
199 200 201 202 203 204
-1.94696939 -1.85790689 -1.67165689 -1.77196939 -1.89353189 -1.80415689
205 206 207 208 209 210
-1.82903317 -1.77559567 -1.66059567 -1.79528317 -2.08872067 -2.10997067
211 212 213 214 215 216
-2.04340817 -2.23434567 -2.17809567 -2.41840817 -2.31997067 -2.12059567
217 218 219 220 221 222
-1.90547196 -2.16203446 -1.70703446 -1.55172196 -1.47515946 -1.42640946
223 224 225 226 227 228
-1.40984696 -1.66078446 -1.15453446 -1.45484696 -1.46640946 -1.20703446
229 230 231 232 233 234
-1.10191074 -1.43847324 -1.01347324 -1.10816074 -1.45159824 -1.05284824
235 236 237 238 239 240
-1.04628574 -0.98722324 -1.21097324 -1.31128574 -1.20284824 -1.34347324
241 242 243 244 245 246
-1.09834952 -1.31491202 -0.93991202 -1.23459952 -1.23803702 -0.89928702
247 248 249 250 251 252
-1.10272452 -0.82366202 -1.31741202 -1.22772452 -1.06928702 -0.81991202
253 254 255 256 257 258
-0.55478831 -0.96135081 -0.07635081 -0.59103831 -0.49447581 -0.26572581
259 260 261 262 263 264
-0.51916331 -0.56010081 -0.58385081 -0.33416331 -0.51572581 -0.58635081
265 266 267 268 269 270
-0.58122709 -0.09778959 -0.01278959 -0.10747709 -0.29091459 -0.44216459
271 272 273 274 275 276
-0.83560209 -0.96653959 -1.03028959 -0.74060209 -0.50216459 -0.43278959
277 278 279 280 281 282
-0.31766587 -0.20422837 0.06077163 -0.29391587 -0.31735337 -0.57860337
283 284 285 286 287 288
-0.52204087 -0.83297837 -0.99672837 -0.97704087 -0.84860337 -0.79922837
289 290 291 292 293 294
-0.93410466 -0.54066716 -0.78566716 -0.16035466 0.05620784 0.13495784
295 296 297 298 299 300
0.16152034 0.49058284 -0.35316716 -0.09347966 -0.20504216 0.45433284
301 302 303 304 305 306
0.13945656 0.19289406 0.14789406 0.70320656 0.47976906 0.35851906
307 308 309 310 311 312
0.32508156 0.13414406 -0.38960594 0.01008156 0.36851906 0.42789406
313 314 315 316 317 318
0.16301778 0.43645528 1.04145528 0.74676778 0.73333028 0.57208028
319 320 321 322 323 324
0.23864278 0.29770528 0.38395528 0.22364278 0.38208028 0.52145528
325 326 327 328 329 330
0.24657900 0.16001650 0.23501650 0.71032900 0.77689150 0.63564150
331 332 333 334 335 336
0.39220400 0.28126650 0.91751650 0.35720400 0.57564150 0.64501650
337 338 339 340 341 342
0.74014021 0.44357771 0.55857771 0.92389021 1.19045271 1.11920271
343 344 345 346 347 348
0.73576521 1.25482771 1.28107771 1.32076521 1.50920271 1.46857771
349 350 351 352 353 354
1.92370143 2.45713893 2.13213893 2.28745143 2.32401393 2.42276393
355 356 357 358 359 360
2.36932643 2.33838893 2.30463893 2.59432643 2.51276393 2.61213893
361 362 363 364 365 366
3.00726265 2.56070015 2.34570015 2.86101265 2.51757515 2.48632515
367 368 369 370 371 372
2.61288765 2.30195015 2.10820015 2.42788765 2.45632515 2.50570015
373 374 375 376 377 378
2.61082386 2.89426136 2.73926136 2.32457386 2.69113636 2.25988636
379 380 381 382 383 384
2.20644886 2.22551136 1.95176136 2.28144886 2.63988636 2.81926136
> postscript(file="/var/www/html/freestat/rcomp/tmp/6layc1293637743.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 = 384
Frequency = 1
lag(myerror, k = 1) myerror
0 3.20042614 NA
1 3.34386364 3.20042614
2 2.68886364 3.34386364
3 2.54417614 2.68886364
4 2.52073864 2.54417614
5 2.90948864 2.52073864
6 2.65605114 2.90948864
7 2.84511364 2.65605114
8 3.55136364 2.84511364
9 3.18105114 3.55136364
10 3.38948864 3.18105114
11 2.97886364 3.38948864
12 2.80398735 2.97886364
13 2.58742485 2.80398735
14 2.37242485 2.58742485
15 2.60773735 2.37242485
16 3.01429985 2.60773735
17 3.09304985 3.01429985
18 3.02961235 3.09304985
19 2.68867485 3.02961235
20 2.62492485 2.68867485
21 2.43461235 2.62492485
22 2.32304985 2.43461235
23 2.33242485 2.32304985
24 2.01754857 2.33242485
25 2.07098607 2.01754857
26 2.08598607 2.07098607
27 1.80129857 2.08598607
28 2.31786107 1.80129857
29 2.02661107 2.31786107
30 2.19317357 2.02661107
31 2.33223607 2.19317357
32 2.20848607 2.33223607
33 2.65817357 2.20848607
34 2.18661107 2.65817357
35 1.90598607 2.18661107
36 1.82110979 1.90598607
37 1.68454729 1.82110979
38 1.98954729 1.68454729
39 1.65485979 1.98954729
40 1.50142229 1.65485979
41 1.62017229 1.50142229
42 1.96673479 1.62017229
43 1.69579729 1.96673479
44 2.25204729 1.69579729
45 1.53173479 2.25204729
46 1.52017229 1.53173479
47 1.33954729 1.52017229
48 1.37467100 1.33954729
49 0.95810850 1.37467100
50 0.91310850 0.95810850
51 1.21842100 0.91310850
52 1.48498350 1.21842100
53 1.23373350 1.48498350
54 0.86029600 1.23373350
55 0.80935850 0.86029600
56 0.93560850 0.80935850
57 0.84529600 0.93560850
58 0.65373350 0.84529600
59 0.76310850 0.65373350
60 0.95823222 0.76310850
61 0.86166972 0.95823222
62 0.70666972 0.86166972
63 0.15198222 0.70666972
64 0.21854472 0.15198222
65 0.40729472 0.21854472
66 0.30385722 0.40729472
67 0.49291972 0.30385722
68 0.17916972 0.49291972
69 0.47885722 0.17916972
70 0.02729472 0.47885722
71 -0.13333028 0.02729472
72 -0.42820656 -0.13333028
73 -0.17476906 -0.42820656
74 -0.54976906 -0.17476906
75 -0.52445656 -0.54976906
76 -1.08789406 -0.52445656
77 -0.85914406 -1.08789406
78 -0.16258156 -0.85914406
79 -0.58351906 -0.16258156
80 0.04273094 -0.58351906
81 -0.33758156 0.04273094
82 -0.03914406 -0.33758156
83 -0.67976906 -0.03914406
84 -0.48464534 -0.67976906
85 -0.27120784 -0.48464534
86 -0.30620784 -0.27120784
87 -0.20089534 -0.30620784
88 -0.42433284 -0.20089534
89 -0.22558284 -0.42433284
90 -0.19902034 -0.22558284
91 -0.32995784 -0.19902034
92 -0.37370784 -0.32995784
93 -0.78402034 -0.37370784
94 -0.36558284 -0.78402034
95 -0.30620784 -0.36558284
96 -0.02108413 -0.30620784
97 -0.60764663 -0.02108413
98 -0.89264663 -0.60764663
99 -0.73733413 -0.89264663
100 -0.75077163 -0.73733413
101 -1.13202163 -0.75077163
102 -1.31545913 -1.13202163
103 -1.02639663 -1.31545913
104 -1.00014663 -1.02639663
105 -0.74045913 -1.00014663
106 -0.68202163 -0.74045913
107 -0.62264663 -0.68202163
108 -1.03752291 -0.62264663
109 -1.20408541 -1.03752291
110 -1.28908541 -1.20408541
111 -1.37377291 -1.28908541
112 -1.41721041 -1.37377291
113 -1.11846041 -1.41721041
114 -0.98189791 -1.11846041
115 -1.11283541 -0.98189791
116 -1.24658541 -1.11283541
117 -1.25689791 -1.24658541
118 -1.51846041 -1.25689791
119 -1.18908541 -1.51846041
120 -1.16396169 -1.18908541
121 -1.55052419 -1.16396169
122 -1.22552419 -1.55052419
123 -1.47021169 -1.22552419
124 -1.40364919 -1.47021169
125 -1.59489919 -1.40364919
126 -1.06833669 -1.59489919
127 -1.37927419 -1.06833669
128 -0.98302419 -1.37927419
129 -1.45333669 -0.98302419
130 -1.65489919 -1.45333669
131 -1.54552419 -1.65489919
132 -1.59040048 -1.54552419
133 -1.38696298 -1.59040048
134 -1.22196298 -1.38696298
135 -1.18665048 -1.22196298
136 -1.78008798 -1.18665048
137 -1.59133798 -1.78008798
138 -1.46477548 -1.59133798
139 -1.10571298 -1.46477548
140 -0.92946298 -1.10571298
141 -0.80977548 -0.92946298
142 -1.13133798 -0.80977548
143 -1.20196298 -1.13133798
144 -1.16683926 -1.20196298
145 -1.42340176 -1.16683926
146 -1.74840176 -1.42340176
147 -2.35308926 -1.74840176
148 -1.80652676 -2.35308926
149 -1.64777676 -1.80652676
150 -1.49121426 -1.64777676
151 -1.49215176 -1.49121426
152 -1.88590176 -1.49215176
153 -1.55621426 -1.88590176
154 -1.58777676 -1.55621426
155 -1.55840176 -1.58777676
156 -1.82327804 -1.55840176
157 -1.70984054 -1.82327804
158 -2.42484054 -1.70984054
159 -1.65952804 -2.42484054
160 -1.91296554 -1.65952804
161 -2.37421554 -1.91296554
162 -2.04765304 -2.37421554
163 -1.84859054 -2.04765304
164 -1.65234054 -1.84859054
165 -1.16265304 -1.65234054
166 -1.13421554 -1.16265304
167 -1.26484054 -1.13421554
168 -1.29971683 -1.26484054
169 -1.02627933 -1.29971683
170 -1.11127933 -1.02627933
171 -1.13596683 -1.11127933
172 -0.74940433 -1.13596683
173 -0.64065433 -0.74940433
174 -0.48409183 -0.64065433
175 -0.11502933 -0.48409183
176 -0.23877933 -0.11502933
177 -0.42909183 -0.23877933
178 -0.73065433 -0.42909183
179 -1.42127933 -0.73065433
180 -1.73615561 -1.42127933
181 -1.12271811 -1.73615561
182 -1.17771811 -1.12271811
183 -1.23240561 -1.17771811
184 -1.38584311 -1.23240561
185 -1.70709311 -1.38584311
186 -1.41053061 -1.70709311
187 -1.27146811 -1.41053061
188 -1.54521811 -1.27146811
189 -1.48553061 -1.54521811
190 -1.67709311 -1.48553061
191 -1.73771811 -1.67709311
192 -1.93259439 -1.73771811
193 -1.67915689 -1.93259439
194 -1.87415689 -1.67915689
195 -1.81884439 -1.87415689
196 -1.75228189 -1.81884439
197 -1.61353189 -1.75228189
198 -1.94696939 -1.61353189
199 -1.85790689 -1.94696939
200 -1.67165689 -1.85790689
201 -1.77196939 -1.67165689
202 -1.89353189 -1.77196939
203 -1.80415689 -1.89353189
204 -1.82903317 -1.80415689
205 -1.77559567 -1.82903317
206 -1.66059567 -1.77559567
207 -1.79528317 -1.66059567
208 -2.08872067 -1.79528317
209 -2.10997067 -2.08872067
210 -2.04340817 -2.10997067
211 -2.23434567 -2.04340817
212 -2.17809567 -2.23434567
213 -2.41840817 -2.17809567
214 -2.31997067 -2.41840817
215 -2.12059567 -2.31997067
216 -1.90547196 -2.12059567
217 -2.16203446 -1.90547196
218 -1.70703446 -2.16203446
219 -1.55172196 -1.70703446
220 -1.47515946 -1.55172196
221 -1.42640946 -1.47515946
222 -1.40984696 -1.42640946
223 -1.66078446 -1.40984696
224 -1.15453446 -1.66078446
225 -1.45484696 -1.15453446
226 -1.46640946 -1.45484696
227 -1.20703446 -1.46640946
228 -1.10191074 -1.20703446
229 -1.43847324 -1.10191074
230 -1.01347324 -1.43847324
231 -1.10816074 -1.01347324
232 -1.45159824 -1.10816074
233 -1.05284824 -1.45159824
234 -1.04628574 -1.05284824
235 -0.98722324 -1.04628574
236 -1.21097324 -0.98722324
237 -1.31128574 -1.21097324
238 -1.20284824 -1.31128574
239 -1.34347324 -1.20284824
240 -1.09834952 -1.34347324
241 -1.31491202 -1.09834952
242 -0.93991202 -1.31491202
243 -1.23459952 -0.93991202
244 -1.23803702 -1.23459952
245 -0.89928702 -1.23803702
246 -1.10272452 -0.89928702
247 -0.82366202 -1.10272452
248 -1.31741202 -0.82366202
249 -1.22772452 -1.31741202
250 -1.06928702 -1.22772452
251 -0.81991202 -1.06928702
252 -0.55478831 -0.81991202
253 -0.96135081 -0.55478831
254 -0.07635081 -0.96135081
255 -0.59103831 -0.07635081
256 -0.49447581 -0.59103831
257 -0.26572581 -0.49447581
258 -0.51916331 -0.26572581
259 -0.56010081 -0.51916331
260 -0.58385081 -0.56010081
261 -0.33416331 -0.58385081
262 -0.51572581 -0.33416331
263 -0.58635081 -0.51572581
264 -0.58122709 -0.58635081
265 -0.09778959 -0.58122709
266 -0.01278959 -0.09778959
267 -0.10747709 -0.01278959
268 -0.29091459 -0.10747709
269 -0.44216459 -0.29091459
270 -0.83560209 -0.44216459
271 -0.96653959 -0.83560209
272 -1.03028959 -0.96653959
273 -0.74060209 -1.03028959
274 -0.50216459 -0.74060209
275 -0.43278959 -0.50216459
276 -0.31766587 -0.43278959
277 -0.20422837 -0.31766587
278 0.06077163 -0.20422837
279 -0.29391587 0.06077163
280 -0.31735337 -0.29391587
281 -0.57860337 -0.31735337
282 -0.52204087 -0.57860337
283 -0.83297837 -0.52204087
284 -0.99672837 -0.83297837
285 -0.97704087 -0.99672837
286 -0.84860337 -0.97704087
287 -0.79922837 -0.84860337
288 -0.93410466 -0.79922837
289 -0.54066716 -0.93410466
290 -0.78566716 -0.54066716
291 -0.16035466 -0.78566716
292 0.05620784 -0.16035466
293 0.13495784 0.05620784
294 0.16152034 0.13495784
295 0.49058284 0.16152034
296 -0.35316716 0.49058284
297 -0.09347966 -0.35316716
298 -0.20504216 -0.09347966
299 0.45433284 -0.20504216
300 0.13945656 0.45433284
301 0.19289406 0.13945656
302 0.14789406 0.19289406
303 0.70320656 0.14789406
304 0.47976906 0.70320656
305 0.35851906 0.47976906
306 0.32508156 0.35851906
307 0.13414406 0.32508156
308 -0.38960594 0.13414406
309 0.01008156 -0.38960594
310 0.36851906 0.01008156
311 0.42789406 0.36851906
312 0.16301778 0.42789406
313 0.43645528 0.16301778
314 1.04145528 0.43645528
315 0.74676778 1.04145528
316 0.73333028 0.74676778
317 0.57208028 0.73333028
318 0.23864278 0.57208028
319 0.29770528 0.23864278
320 0.38395528 0.29770528
321 0.22364278 0.38395528
322 0.38208028 0.22364278
323 0.52145528 0.38208028
324 0.24657900 0.52145528
325 0.16001650 0.24657900
326 0.23501650 0.16001650
327 0.71032900 0.23501650
328 0.77689150 0.71032900
329 0.63564150 0.77689150
330 0.39220400 0.63564150
331 0.28126650 0.39220400
332 0.91751650 0.28126650
333 0.35720400 0.91751650
334 0.57564150 0.35720400
335 0.64501650 0.57564150
336 0.74014021 0.64501650
337 0.44357771 0.74014021
338 0.55857771 0.44357771
339 0.92389021 0.55857771
340 1.19045271 0.92389021
341 1.11920271 1.19045271
342 0.73576521 1.11920271
343 1.25482771 0.73576521
344 1.28107771 1.25482771
345 1.32076521 1.28107771
346 1.50920271 1.32076521
347 1.46857771 1.50920271
348 1.92370143 1.46857771
349 2.45713893 1.92370143
350 2.13213893 2.45713893
351 2.28745143 2.13213893
352 2.32401393 2.28745143
353 2.42276393 2.32401393
354 2.36932643 2.42276393
355 2.33838893 2.36932643
356 2.30463893 2.33838893
357 2.59432643 2.30463893
358 2.51276393 2.59432643
359 2.61213893 2.51276393
360 3.00726265 2.61213893
361 2.56070015 3.00726265
362 2.34570015 2.56070015
363 2.86101265 2.34570015
364 2.51757515 2.86101265
365 2.48632515 2.51757515
366 2.61288765 2.48632515
367 2.30195015 2.61288765
368 2.10820015 2.30195015
369 2.42788765 2.10820015
370 2.45632515 2.42788765
371 2.50570015 2.45632515
372 2.61082386 2.50570015
373 2.89426136 2.61082386
374 2.73926136 2.89426136
375 2.32457386 2.73926136
376 2.69113636 2.32457386
377 2.25988636 2.69113636
378 2.20644886 2.25988636
379 2.22551136 2.20644886
380 1.95176136 2.22551136
381 2.28144886 1.95176136
382 2.63988636 2.28144886
383 2.81926136 2.63988636
384 NA 2.81926136
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 3.34386364 3.20042614
[2,] 2.68886364 3.34386364
[3,] 2.54417614 2.68886364
[4,] 2.52073864 2.54417614
[5,] 2.90948864 2.52073864
[6,] 2.65605114 2.90948864
[7,] 2.84511364 2.65605114
[8,] 3.55136364 2.84511364
[9,] 3.18105114 3.55136364
[10,] 3.38948864 3.18105114
[11,] 2.97886364 3.38948864
[12,] 2.80398735 2.97886364
[13,] 2.58742485 2.80398735
[14,] 2.37242485 2.58742485
[15,] 2.60773735 2.37242485
[16,] 3.01429985 2.60773735
[17,] 3.09304985 3.01429985
[18,] 3.02961235 3.09304985
[19,] 2.68867485 3.02961235
[20,] 2.62492485 2.68867485
[21,] 2.43461235 2.62492485
[22,] 2.32304985 2.43461235
[23,] 2.33242485 2.32304985
[24,] 2.01754857 2.33242485
[25,] 2.07098607 2.01754857
[26,] 2.08598607 2.07098607
[27,] 1.80129857 2.08598607
[28,] 2.31786107 1.80129857
[29,] 2.02661107 2.31786107
[30,] 2.19317357 2.02661107
[31,] 2.33223607 2.19317357
[32,] 2.20848607 2.33223607
[33,] 2.65817357 2.20848607
[34,] 2.18661107 2.65817357
[35,] 1.90598607 2.18661107
[36,] 1.82110979 1.90598607
[37,] 1.68454729 1.82110979
[38,] 1.98954729 1.68454729
[39,] 1.65485979 1.98954729
[40,] 1.50142229 1.65485979
[41,] 1.62017229 1.50142229
[42,] 1.96673479 1.62017229
[43,] 1.69579729 1.96673479
[44,] 2.25204729 1.69579729
[45,] 1.53173479 2.25204729
[46,] 1.52017229 1.53173479
[47,] 1.33954729 1.52017229
[48,] 1.37467100 1.33954729
[49,] 0.95810850 1.37467100
[50,] 0.91310850 0.95810850
[51,] 1.21842100 0.91310850
[52,] 1.48498350 1.21842100
[53,] 1.23373350 1.48498350
[54,] 0.86029600 1.23373350
[55,] 0.80935850 0.86029600
[56,] 0.93560850 0.80935850
[57,] 0.84529600 0.93560850
[58,] 0.65373350 0.84529600
[59,] 0.76310850 0.65373350
[60,] 0.95823222 0.76310850
[61,] 0.86166972 0.95823222
[62,] 0.70666972 0.86166972
[63,] 0.15198222 0.70666972
[64,] 0.21854472 0.15198222
[65,] 0.40729472 0.21854472
[66,] 0.30385722 0.40729472
[67,] 0.49291972 0.30385722
[68,] 0.17916972 0.49291972
[69,] 0.47885722 0.17916972
[70,] 0.02729472 0.47885722
[71,] -0.13333028 0.02729472
[72,] -0.42820656 -0.13333028
[73,] -0.17476906 -0.42820656
[74,] -0.54976906 -0.17476906
[75,] -0.52445656 -0.54976906
[76,] -1.08789406 -0.52445656
[77,] -0.85914406 -1.08789406
[78,] -0.16258156 -0.85914406
[79,] -0.58351906 -0.16258156
[80,] 0.04273094 -0.58351906
[81,] -0.33758156 0.04273094
[82,] -0.03914406 -0.33758156
[83,] -0.67976906 -0.03914406
[84,] -0.48464534 -0.67976906
[85,] -0.27120784 -0.48464534
[86,] -0.30620784 -0.27120784
[87,] -0.20089534 -0.30620784
[88,] -0.42433284 -0.20089534
[89,] -0.22558284 -0.42433284
[90,] -0.19902034 -0.22558284
[91,] -0.32995784 -0.19902034
[92,] -0.37370784 -0.32995784
[93,] -0.78402034 -0.37370784
[94,] -0.36558284 -0.78402034
[95,] -0.30620784 -0.36558284
[96,] -0.02108413 -0.30620784
[97,] -0.60764663 -0.02108413
[98,] -0.89264663 -0.60764663
[99,] -0.73733413 -0.89264663
[100,] -0.75077163 -0.73733413
[101,] -1.13202163 -0.75077163
[102,] -1.31545913 -1.13202163
[103,] -1.02639663 -1.31545913
[104,] -1.00014663 -1.02639663
[105,] -0.74045913 -1.00014663
[106,] -0.68202163 -0.74045913
[107,] -0.62264663 -0.68202163
[108,] -1.03752291 -0.62264663
[109,] -1.20408541 -1.03752291
[110,] -1.28908541 -1.20408541
[111,] -1.37377291 -1.28908541
[112,] -1.41721041 -1.37377291
[113,] -1.11846041 -1.41721041
[114,] -0.98189791 -1.11846041
[115,] -1.11283541 -0.98189791
[116,] -1.24658541 -1.11283541
[117,] -1.25689791 -1.24658541
[118,] -1.51846041 -1.25689791
[119,] -1.18908541 -1.51846041
[120,] -1.16396169 -1.18908541
[121,] -1.55052419 -1.16396169
[122,] -1.22552419 -1.55052419
[123,] -1.47021169 -1.22552419
[124,] -1.40364919 -1.47021169
[125,] -1.59489919 -1.40364919
[126,] -1.06833669 -1.59489919
[127,] -1.37927419 -1.06833669
[128,] -0.98302419 -1.37927419
[129,] -1.45333669 -0.98302419
[130,] -1.65489919 -1.45333669
[131,] -1.54552419 -1.65489919
[132,] -1.59040048 -1.54552419
[133,] -1.38696298 -1.59040048
[134,] -1.22196298 -1.38696298
[135,] -1.18665048 -1.22196298
[136,] -1.78008798 -1.18665048
[137,] -1.59133798 -1.78008798
[138,] -1.46477548 -1.59133798
[139,] -1.10571298 -1.46477548
[140,] -0.92946298 -1.10571298
[141,] -0.80977548 -0.92946298
[142,] -1.13133798 -0.80977548
[143,] -1.20196298 -1.13133798
[144,] -1.16683926 -1.20196298
[145,] -1.42340176 -1.16683926
[146,] -1.74840176 -1.42340176
[147,] -2.35308926 -1.74840176
[148,] -1.80652676 -2.35308926
[149,] -1.64777676 -1.80652676
[150,] -1.49121426 -1.64777676
[151,] -1.49215176 -1.49121426
[152,] -1.88590176 -1.49215176
[153,] -1.55621426 -1.88590176
[154,] -1.58777676 -1.55621426
[155,] -1.55840176 -1.58777676
[156,] -1.82327804 -1.55840176
[157,] -1.70984054 -1.82327804
[158,] -2.42484054 -1.70984054
[159,] -1.65952804 -2.42484054
[160,] -1.91296554 -1.65952804
[161,] -2.37421554 -1.91296554
[162,] -2.04765304 -2.37421554
[163,] -1.84859054 -2.04765304
[164,] -1.65234054 -1.84859054
[165,] -1.16265304 -1.65234054
[166,] -1.13421554 -1.16265304
[167,] -1.26484054 -1.13421554
[168,] -1.29971683 -1.26484054
[169,] -1.02627933 -1.29971683
[170,] -1.11127933 -1.02627933
[171,] -1.13596683 -1.11127933
[172,] -0.74940433 -1.13596683
[173,] -0.64065433 -0.74940433
[174,] -0.48409183 -0.64065433
[175,] -0.11502933 -0.48409183
[176,] -0.23877933 -0.11502933
[177,] -0.42909183 -0.23877933
[178,] -0.73065433 -0.42909183
[179,] -1.42127933 -0.73065433
[180,] -1.73615561 -1.42127933
[181,] -1.12271811 -1.73615561
[182,] -1.17771811 -1.12271811
[183,] -1.23240561 -1.17771811
[184,] -1.38584311 -1.23240561
[185,] -1.70709311 -1.38584311
[186,] -1.41053061 -1.70709311
[187,] -1.27146811 -1.41053061
[188,] -1.54521811 -1.27146811
[189,] -1.48553061 -1.54521811
[190,] -1.67709311 -1.48553061
[191,] -1.73771811 -1.67709311
[192,] -1.93259439 -1.73771811
[193,] -1.67915689 -1.93259439
[194,] -1.87415689 -1.67915689
[195,] -1.81884439 -1.87415689
[196,] -1.75228189 -1.81884439
[197,] -1.61353189 -1.75228189
[198,] -1.94696939 -1.61353189
[199,] -1.85790689 -1.94696939
[200,] -1.67165689 -1.85790689
[201,] -1.77196939 -1.67165689
[202,] -1.89353189 -1.77196939
[203,] -1.80415689 -1.89353189
[204,] -1.82903317 -1.80415689
[205,] -1.77559567 -1.82903317
[206,] -1.66059567 -1.77559567
[207,] -1.79528317 -1.66059567
[208,] -2.08872067 -1.79528317
[209,] -2.10997067 -2.08872067
[210,] -2.04340817 -2.10997067
[211,] -2.23434567 -2.04340817
[212,] -2.17809567 -2.23434567
[213,] -2.41840817 -2.17809567
[214,] -2.31997067 -2.41840817
[215,] -2.12059567 -2.31997067
[216,] -1.90547196 -2.12059567
[217,] -2.16203446 -1.90547196
[218,] -1.70703446 -2.16203446
[219,] -1.55172196 -1.70703446
[220,] -1.47515946 -1.55172196
[221,] -1.42640946 -1.47515946
[222,] -1.40984696 -1.42640946
[223,] -1.66078446 -1.40984696
[224,] -1.15453446 -1.66078446
[225,] -1.45484696 -1.15453446
[226,] -1.46640946 -1.45484696
[227,] -1.20703446 -1.46640946
[228,] -1.10191074 -1.20703446
[229,] -1.43847324 -1.10191074
[230,] -1.01347324 -1.43847324
[231,] -1.10816074 -1.01347324
[232,] -1.45159824 -1.10816074
[233,] -1.05284824 -1.45159824
[234,] -1.04628574 -1.05284824
[235,] -0.98722324 -1.04628574
[236,] -1.21097324 -0.98722324
[237,] -1.31128574 -1.21097324
[238,] -1.20284824 -1.31128574
[239,] -1.34347324 -1.20284824
[240,] -1.09834952 -1.34347324
[241,] -1.31491202 -1.09834952
[242,] -0.93991202 -1.31491202
[243,] -1.23459952 -0.93991202
[244,] -1.23803702 -1.23459952
[245,] -0.89928702 -1.23803702
[246,] -1.10272452 -0.89928702
[247,] -0.82366202 -1.10272452
[248,] -1.31741202 -0.82366202
[249,] -1.22772452 -1.31741202
[250,] -1.06928702 -1.22772452
[251,] -0.81991202 -1.06928702
[252,] -0.55478831 -0.81991202
[253,] -0.96135081 -0.55478831
[254,] -0.07635081 -0.96135081
[255,] -0.59103831 -0.07635081
[256,] -0.49447581 -0.59103831
[257,] -0.26572581 -0.49447581
[258,] -0.51916331 -0.26572581
[259,] -0.56010081 -0.51916331
[260,] -0.58385081 -0.56010081
[261,] -0.33416331 -0.58385081
[262,] -0.51572581 -0.33416331
[263,] -0.58635081 -0.51572581
[264,] -0.58122709 -0.58635081
[265,] -0.09778959 -0.58122709
[266,] -0.01278959 -0.09778959
[267,] -0.10747709 -0.01278959
[268,] -0.29091459 -0.10747709
[269,] -0.44216459 -0.29091459
[270,] -0.83560209 -0.44216459
[271,] -0.96653959 -0.83560209
[272,] -1.03028959 -0.96653959
[273,] -0.74060209 -1.03028959
[274,] -0.50216459 -0.74060209
[275,] -0.43278959 -0.50216459
[276,] -0.31766587 -0.43278959
[277,] -0.20422837 -0.31766587
[278,] 0.06077163 -0.20422837
[279,] -0.29391587 0.06077163
[280,] -0.31735337 -0.29391587
[281,] -0.57860337 -0.31735337
[282,] -0.52204087 -0.57860337
[283,] -0.83297837 -0.52204087
[284,] -0.99672837 -0.83297837
[285,] -0.97704087 -0.99672837
[286,] -0.84860337 -0.97704087
[287,] -0.79922837 -0.84860337
[288,] -0.93410466 -0.79922837
[289,] -0.54066716 -0.93410466
[290,] -0.78566716 -0.54066716
[291,] -0.16035466 -0.78566716
[292,] 0.05620784 -0.16035466
[293,] 0.13495784 0.05620784
[294,] 0.16152034 0.13495784
[295,] 0.49058284 0.16152034
[296,] -0.35316716 0.49058284
[297,] -0.09347966 -0.35316716
[298,] -0.20504216 -0.09347966
[299,] 0.45433284 -0.20504216
[300,] 0.13945656 0.45433284
[301,] 0.19289406 0.13945656
[302,] 0.14789406 0.19289406
[303,] 0.70320656 0.14789406
[304,] 0.47976906 0.70320656
[305,] 0.35851906 0.47976906
[306,] 0.32508156 0.35851906
[307,] 0.13414406 0.32508156
[308,] -0.38960594 0.13414406
[309,] 0.01008156 -0.38960594
[310,] 0.36851906 0.01008156
[311,] 0.42789406 0.36851906
[312,] 0.16301778 0.42789406
[313,] 0.43645528 0.16301778
[314,] 1.04145528 0.43645528
[315,] 0.74676778 1.04145528
[316,] 0.73333028 0.74676778
[317,] 0.57208028 0.73333028
[318,] 0.23864278 0.57208028
[319,] 0.29770528 0.23864278
[320,] 0.38395528 0.29770528
[321,] 0.22364278 0.38395528
[322,] 0.38208028 0.22364278
[323,] 0.52145528 0.38208028
[324,] 0.24657900 0.52145528
[325,] 0.16001650 0.24657900
[326,] 0.23501650 0.16001650
[327,] 0.71032900 0.23501650
[328,] 0.77689150 0.71032900
[329,] 0.63564150 0.77689150
[330,] 0.39220400 0.63564150
[331,] 0.28126650 0.39220400
[332,] 0.91751650 0.28126650
[333,] 0.35720400 0.91751650
[334,] 0.57564150 0.35720400
[335,] 0.64501650 0.57564150
[336,] 0.74014021 0.64501650
[337,] 0.44357771 0.74014021
[338,] 0.55857771 0.44357771
[339,] 0.92389021 0.55857771
[340,] 1.19045271 0.92389021
[341,] 1.11920271 1.19045271
[342,] 0.73576521 1.11920271
[343,] 1.25482771 0.73576521
[344,] 1.28107771 1.25482771
[345,] 1.32076521 1.28107771
[346,] 1.50920271 1.32076521
[347,] 1.46857771 1.50920271
[348,] 1.92370143 1.46857771
[349,] 2.45713893 1.92370143
[350,] 2.13213893 2.45713893
[351,] 2.28745143 2.13213893
[352,] 2.32401393 2.28745143
[353,] 2.42276393 2.32401393
[354,] 2.36932643 2.42276393
[355,] 2.33838893 2.36932643
[356,] 2.30463893 2.33838893
[357,] 2.59432643 2.30463893
[358,] 2.51276393 2.59432643
[359,] 2.61213893 2.51276393
[360,] 3.00726265 2.61213893
[361,] 2.56070015 3.00726265
[362,] 2.34570015 2.56070015
[363,] 2.86101265 2.34570015
[364,] 2.51757515 2.86101265
[365,] 2.48632515 2.51757515
[366,] 2.61288765 2.48632515
[367,] 2.30195015 2.61288765
[368,] 2.10820015 2.30195015
[369,] 2.42788765 2.10820015
[370,] 2.45632515 2.42788765
[371,] 2.50570015 2.45632515
[372,] 2.61082386 2.50570015
[373,] 2.89426136 2.61082386
[374,] 2.73926136 2.89426136
[375,] 2.32457386 2.73926136
[376,] 2.69113636 2.32457386
[377,] 2.25988636 2.69113636
[378,] 2.20644886 2.25988636
[379,] 2.22551136 2.20644886
[380,] 1.95176136 2.22551136
[381,] 2.28144886 1.95176136
[382,] 2.63988636 2.28144886
[383,] 2.81926136 2.63988636
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 3.34386364 3.20042614
2 2.68886364 3.34386364
3 2.54417614 2.68886364
4 2.52073864 2.54417614
5 2.90948864 2.52073864
6 2.65605114 2.90948864
7 2.84511364 2.65605114
8 3.55136364 2.84511364
9 3.18105114 3.55136364
10 3.38948864 3.18105114
11 2.97886364 3.38948864
12 2.80398735 2.97886364
13 2.58742485 2.80398735
14 2.37242485 2.58742485
15 2.60773735 2.37242485
16 3.01429985 2.60773735
17 3.09304985 3.01429985
18 3.02961235 3.09304985
19 2.68867485 3.02961235
20 2.62492485 2.68867485
21 2.43461235 2.62492485
22 2.32304985 2.43461235
23 2.33242485 2.32304985
24 2.01754857 2.33242485
25 2.07098607 2.01754857
26 2.08598607 2.07098607
27 1.80129857 2.08598607
28 2.31786107 1.80129857
29 2.02661107 2.31786107
30 2.19317357 2.02661107
31 2.33223607 2.19317357
32 2.20848607 2.33223607
33 2.65817357 2.20848607
34 2.18661107 2.65817357
35 1.90598607 2.18661107
36 1.82110979 1.90598607
37 1.68454729 1.82110979
38 1.98954729 1.68454729
39 1.65485979 1.98954729
40 1.50142229 1.65485979
41 1.62017229 1.50142229
42 1.96673479 1.62017229
43 1.69579729 1.96673479
44 2.25204729 1.69579729
45 1.53173479 2.25204729
46 1.52017229 1.53173479
47 1.33954729 1.52017229
48 1.37467100 1.33954729
49 0.95810850 1.37467100
50 0.91310850 0.95810850
51 1.21842100 0.91310850
52 1.48498350 1.21842100
53 1.23373350 1.48498350
54 0.86029600 1.23373350
55 0.80935850 0.86029600
56 0.93560850 0.80935850
57 0.84529600 0.93560850
58 0.65373350 0.84529600
59 0.76310850 0.65373350
60 0.95823222 0.76310850
61 0.86166972 0.95823222
62 0.70666972 0.86166972
63 0.15198222 0.70666972
64 0.21854472 0.15198222
65 0.40729472 0.21854472
66 0.30385722 0.40729472
67 0.49291972 0.30385722
68 0.17916972 0.49291972
69 0.47885722 0.17916972
70 0.02729472 0.47885722
71 -0.13333028 0.02729472
72 -0.42820656 -0.13333028
73 -0.17476906 -0.42820656
74 -0.54976906 -0.17476906
75 -0.52445656 -0.54976906
76 -1.08789406 -0.52445656
77 -0.85914406 -1.08789406
78 -0.16258156 -0.85914406
79 -0.58351906 -0.16258156
80 0.04273094 -0.58351906
81 -0.33758156 0.04273094
82 -0.03914406 -0.33758156
83 -0.67976906 -0.03914406
84 -0.48464534 -0.67976906
85 -0.27120784 -0.48464534
86 -0.30620784 -0.27120784
87 -0.20089534 -0.30620784
88 -0.42433284 -0.20089534
89 -0.22558284 -0.42433284
90 -0.19902034 -0.22558284
91 -0.32995784 -0.19902034
92 -0.37370784 -0.32995784
93 -0.78402034 -0.37370784
94 -0.36558284 -0.78402034
95 -0.30620784 -0.36558284
96 -0.02108413 -0.30620784
97 -0.60764663 -0.02108413
98 -0.89264663 -0.60764663
99 -0.73733413 -0.89264663
100 -0.75077163 -0.73733413
101 -1.13202163 -0.75077163
102 -1.31545913 -1.13202163
103 -1.02639663 -1.31545913
104 -1.00014663 -1.02639663
105 -0.74045913 -1.00014663
106 -0.68202163 -0.74045913
107 -0.62264663 -0.68202163
108 -1.03752291 -0.62264663
109 -1.20408541 -1.03752291
110 -1.28908541 -1.20408541
111 -1.37377291 -1.28908541
112 -1.41721041 -1.37377291
113 -1.11846041 -1.41721041
114 -0.98189791 -1.11846041
115 -1.11283541 -0.98189791
116 -1.24658541 -1.11283541
117 -1.25689791 -1.24658541
118 -1.51846041 -1.25689791
119 -1.18908541 -1.51846041
120 -1.16396169 -1.18908541
121 -1.55052419 -1.16396169
122 -1.22552419 -1.55052419
123 -1.47021169 -1.22552419
124 -1.40364919 -1.47021169
125 -1.59489919 -1.40364919
126 -1.06833669 -1.59489919
127 -1.37927419 -1.06833669
128 -0.98302419 -1.37927419
129 -1.45333669 -0.98302419
130 -1.65489919 -1.45333669
131 -1.54552419 -1.65489919
132 -1.59040048 -1.54552419
133 -1.38696298 -1.59040048
134 -1.22196298 -1.38696298
135 -1.18665048 -1.22196298
136 -1.78008798 -1.18665048
137 -1.59133798 -1.78008798
138 -1.46477548 -1.59133798
139 -1.10571298 -1.46477548
140 -0.92946298 -1.10571298
141 -0.80977548 -0.92946298
142 -1.13133798 -0.80977548
143 -1.20196298 -1.13133798
144 -1.16683926 -1.20196298
145 -1.42340176 -1.16683926
146 -1.74840176 -1.42340176
147 -2.35308926 -1.74840176
148 -1.80652676 -2.35308926
149 -1.64777676 -1.80652676
150 -1.49121426 -1.64777676
151 -1.49215176 -1.49121426
152 -1.88590176 -1.49215176
153 -1.55621426 -1.88590176
154 -1.58777676 -1.55621426
155 -1.55840176 -1.58777676
156 -1.82327804 -1.55840176
157 -1.70984054 -1.82327804
158 -2.42484054 -1.70984054
159 -1.65952804 -2.42484054
160 -1.91296554 -1.65952804
161 -2.37421554 -1.91296554
162 -2.04765304 -2.37421554
163 -1.84859054 -2.04765304
164 -1.65234054 -1.84859054
165 -1.16265304 -1.65234054
166 -1.13421554 -1.16265304
167 -1.26484054 -1.13421554
168 -1.29971683 -1.26484054
169 -1.02627933 -1.29971683
170 -1.11127933 -1.02627933
171 -1.13596683 -1.11127933
172 -0.74940433 -1.13596683
173 -0.64065433 -0.74940433
174 -0.48409183 -0.64065433
175 -0.11502933 -0.48409183
176 -0.23877933 -0.11502933
177 -0.42909183 -0.23877933
178 -0.73065433 -0.42909183
179 -1.42127933 -0.73065433
180 -1.73615561 -1.42127933
181 -1.12271811 -1.73615561
182 -1.17771811 -1.12271811
183 -1.23240561 -1.17771811
184 -1.38584311 -1.23240561
185 -1.70709311 -1.38584311
186 -1.41053061 -1.70709311
187 -1.27146811 -1.41053061
188 -1.54521811 -1.27146811
189 -1.48553061 -1.54521811
190 -1.67709311 -1.48553061
191 -1.73771811 -1.67709311
192 -1.93259439 -1.73771811
193 -1.67915689 -1.93259439
194 -1.87415689 -1.67915689
195 -1.81884439 -1.87415689
196 -1.75228189 -1.81884439
197 -1.61353189 -1.75228189
198 -1.94696939 -1.61353189
199 -1.85790689 -1.94696939
200 -1.67165689 -1.85790689
201 -1.77196939 -1.67165689
202 -1.89353189 -1.77196939
203 -1.80415689 -1.89353189
204 -1.82903317 -1.80415689
205 -1.77559567 -1.82903317
206 -1.66059567 -1.77559567
207 -1.79528317 -1.66059567
208 -2.08872067 -1.79528317
209 -2.10997067 -2.08872067
210 -2.04340817 -2.10997067
211 -2.23434567 -2.04340817
212 -2.17809567 -2.23434567
213 -2.41840817 -2.17809567
214 -2.31997067 -2.41840817
215 -2.12059567 -2.31997067
216 -1.90547196 -2.12059567
217 -2.16203446 -1.90547196
218 -1.70703446 -2.16203446
219 -1.55172196 -1.70703446
220 -1.47515946 -1.55172196
221 -1.42640946 -1.47515946
222 -1.40984696 -1.42640946
223 -1.66078446 -1.40984696
224 -1.15453446 -1.66078446
225 -1.45484696 -1.15453446
226 -1.46640946 -1.45484696
227 -1.20703446 -1.46640946
228 -1.10191074 -1.20703446
229 -1.43847324 -1.10191074
230 -1.01347324 -1.43847324
231 -1.10816074 -1.01347324
232 -1.45159824 -1.10816074
233 -1.05284824 -1.45159824
234 -1.04628574 -1.05284824
235 -0.98722324 -1.04628574
236 -1.21097324 -0.98722324
237 -1.31128574 -1.21097324
238 -1.20284824 -1.31128574
239 -1.34347324 -1.20284824
240 -1.09834952 -1.34347324
241 -1.31491202 -1.09834952
242 -0.93991202 -1.31491202
243 -1.23459952 -0.93991202
244 -1.23803702 -1.23459952
245 -0.89928702 -1.23803702
246 -1.10272452 -0.89928702
247 -0.82366202 -1.10272452
248 -1.31741202 -0.82366202
249 -1.22772452 -1.31741202
250 -1.06928702 -1.22772452
251 -0.81991202 -1.06928702
252 -0.55478831 -0.81991202
253 -0.96135081 -0.55478831
254 -0.07635081 -0.96135081
255 -0.59103831 -0.07635081
256 -0.49447581 -0.59103831
257 -0.26572581 -0.49447581
258 -0.51916331 -0.26572581
259 -0.56010081 -0.51916331
260 -0.58385081 -0.56010081
261 -0.33416331 -0.58385081
262 -0.51572581 -0.33416331
263 -0.58635081 -0.51572581
264 -0.58122709 -0.58635081
265 -0.09778959 -0.58122709
266 -0.01278959 -0.09778959
267 -0.10747709 -0.01278959
268 -0.29091459 -0.10747709
269 -0.44216459 -0.29091459
270 -0.83560209 -0.44216459
271 -0.96653959 -0.83560209
272 -1.03028959 -0.96653959
273 -0.74060209 -1.03028959
274 -0.50216459 -0.74060209
275 -0.43278959 -0.50216459
276 -0.31766587 -0.43278959
277 -0.20422837 -0.31766587
278 0.06077163 -0.20422837
279 -0.29391587 0.06077163
280 -0.31735337 -0.29391587
281 -0.57860337 -0.31735337
282 -0.52204087 -0.57860337
283 -0.83297837 -0.52204087
284 -0.99672837 -0.83297837
285 -0.97704087 -0.99672837
286 -0.84860337 -0.97704087
287 -0.79922837 -0.84860337
288 -0.93410466 -0.79922837
289 -0.54066716 -0.93410466
290 -0.78566716 -0.54066716
291 -0.16035466 -0.78566716
292 0.05620784 -0.16035466
293 0.13495784 0.05620784
294 0.16152034 0.13495784
295 0.49058284 0.16152034
296 -0.35316716 0.49058284
297 -0.09347966 -0.35316716
298 -0.20504216 -0.09347966
299 0.45433284 -0.20504216
300 0.13945656 0.45433284
301 0.19289406 0.13945656
302 0.14789406 0.19289406
303 0.70320656 0.14789406
304 0.47976906 0.70320656
305 0.35851906 0.47976906
306 0.32508156 0.35851906
307 0.13414406 0.32508156
308 -0.38960594 0.13414406
309 0.01008156 -0.38960594
310 0.36851906 0.01008156
311 0.42789406 0.36851906
312 0.16301778 0.42789406
313 0.43645528 0.16301778
314 1.04145528 0.43645528
315 0.74676778 1.04145528
316 0.73333028 0.74676778
317 0.57208028 0.73333028
318 0.23864278 0.57208028
319 0.29770528 0.23864278
320 0.38395528 0.29770528
321 0.22364278 0.38395528
322 0.38208028 0.22364278
323 0.52145528 0.38208028
324 0.24657900 0.52145528
325 0.16001650 0.24657900
326 0.23501650 0.16001650
327 0.71032900 0.23501650
328 0.77689150 0.71032900
329 0.63564150 0.77689150
330 0.39220400 0.63564150
331 0.28126650 0.39220400
332 0.91751650 0.28126650
333 0.35720400 0.91751650
334 0.57564150 0.35720400
335 0.64501650 0.57564150
336 0.74014021 0.64501650
337 0.44357771 0.74014021
338 0.55857771 0.44357771
339 0.92389021 0.55857771
340 1.19045271 0.92389021
341 1.11920271 1.19045271
342 0.73576521 1.11920271
343 1.25482771 0.73576521
344 1.28107771 1.25482771
345 1.32076521 1.28107771
346 1.50920271 1.32076521
347 1.46857771 1.50920271
348 1.92370143 1.46857771
349 2.45713893 1.92370143
350 2.13213893 2.45713893
351 2.28745143 2.13213893
352 2.32401393 2.28745143
353 2.42276393 2.32401393
354 2.36932643 2.42276393
355 2.33838893 2.36932643
356 2.30463893 2.33838893
357 2.59432643 2.30463893
358 2.51276393 2.59432643
359 2.61213893 2.51276393
360 3.00726265 2.61213893
361 2.56070015 3.00726265
362 2.34570015 2.56070015
363 2.86101265 2.34570015
364 2.51757515 2.86101265
365 2.48632515 2.51757515
366 2.61288765 2.48632515
367 2.30195015 2.61288765
368 2.10820015 2.30195015
369 2.42788765 2.10820015
370 2.45632515 2.42788765
371 2.50570015 2.45632515
372 2.61082386 2.50570015
373 2.89426136 2.61082386
374 2.73926136 2.89426136
375 2.32457386 2.73926136
376 2.69113636 2.32457386
377 2.25988636 2.69113636
378 2.20644886 2.25988636
379 2.22551136 2.20644886
380 1.95176136 2.22551136
381 2.28144886 1.95176136
382 2.63988636 2.28144886
383 2.81926136 2.63988636
> 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/freestat/rcomp/tmp/7djff1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/8djff1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/9oaei1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10oaei1293637743.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/freestat/rcomp/tmp/1122c91293637743.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/freestat/rcomp/tmp/12vbbu1293637743.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/freestat/rcomp/tmp/13939l1293637743.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/freestat/rcomp/tmp/14um7r1293637743.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/freestat/rcomp/tmp/15g46w1293637743.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/freestat/rcomp/tmp/16ue4n1293637743.tab")
+ }
>
> try(system("convert tmp/1a0yr1293637743.ps tmp/1a0yr1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/2a0yr1293637743.ps tmp/2a0yr1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/3a0yr1293637743.ps tmp/3a0yr1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/4layc1293637743.ps tmp/4layc1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/5layc1293637743.ps tmp/5layc1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/6layc1293637743.ps tmp/6layc1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/7djff1293637743.ps tmp/7djff1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/8djff1293637743.ps tmp/8djff1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/9oaei1293637743.ps tmp/9oaei1293637743.png",intern=TRUE))
character(0)
> try(system("convert tmp/10oaei1293637743.ps tmp/10oaei1293637743.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.206 2.966 12.672