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(13 + ,13 + ,0 + ,14 + ,0 + ,13 + ,0 + ,3 + ,0 + ,12 + ,12 + ,12 + ,8 + ,8 + ,13 + ,13 + ,5 + ,5 + ,15 + ,10 + ,10 + ,12 + ,12 + ,16 + ,16 + ,6 + ,6 + ,12 + ,9 + ,9 + ,7 + ,7 + ,12 + ,12 + ,6 + ,6 + ,10 + ,10 + ,0 + ,10 + ,0 + ,11 + ,0 + ,5 + ,0 + ,12 + ,12 + ,0 + ,7 + ,0 + ,12 + ,0 + ,3 + ,0 + ,15 + ,13 + ,13 + ,16 + ,16 + ,18 + ,18 + ,8 + ,8 + ,9 + ,12 + ,12 + ,11 + ,11 + ,11 + ,11 + ,4 + ,4 + ,12 + ,12 + ,12 + ,14 + ,14 + ,14 + ,14 + ,4 + ,4 + ,11 + ,6 + ,6 + ,6 + ,6 + ,9 + ,9 + ,4 + ,4 + ,11 + ,5 + ,0 + ,16 + ,0 + ,14 + ,0 + ,6 + ,0 + ,11 + ,12 + ,12 + ,11 + ,11 + ,12 + ,12 + ,6 + ,6 + ,15 + ,11 + ,11 + ,16 + ,16 + ,11 + ,11 + ,5 + ,5 + ,7 + ,14 + ,0 + ,12 + ,0 + ,12 + ,0 + ,4 + ,0 + ,11 + ,14 + ,0 + ,7 + ,0 + ,13 + ,0 + ,6 + ,0 + ,11 + ,12 + ,12 + ,13 + ,13 + ,11 + ,11 + ,4 + ,4 + ,10 + ,12 + ,12 + ,11 + ,11 + ,12 + ,12 + ,6 + ,6 + ,14 + ,11 + ,0 + ,15 + ,0 + ,16 + ,0 + ,6 + ,0 + ,10 + ,11 + ,11 + ,7 + ,7 + ,9 + ,9 + ,4 + ,4 + ,6 + ,7 + ,0 + 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,5 + ,5 + ,12 + ,11 + ,0 + ,16 + ,0 + ,13 + ,0 + ,4 + ,0 + ,13 + ,12 + ,0 + ,14 + ,0 + ,14 + ,0 + ,6 + ,0 + ,15 + ,12 + ,12 + ,14 + ,14 + ,16 + ,16 + ,4 + ,4 + ,8 + ,10 + ,0 + ,10 + ,0 + ,6 + ,0 + ,4 + ,0 + ,12 + ,12 + ,12 + ,10 + ,10 + ,13 + ,13 + ,4 + ,4 + ,10 + ,13 + ,13 + ,4 + ,4 + ,13 + ,13 + ,6 + ,6 + ,8 + ,12 + ,0 + ,8 + ,0 + ,14 + ,0 + ,5 + ,0 + ,10 + ,15 + ,0 + ,15 + ,0 + ,15 + ,0 + ,6 + ,0 + ,15 + ,11 + ,0 + ,16 + ,0 + ,14 + ,0 + ,6 + ,0 + ,16 + ,12 + ,12 + ,12 + ,12 + ,15 + ,15 + ,8 + ,8 + ,13 + ,11 + ,11 + ,12 + ,12 + ,13 + ,13 + ,7 + ,7 + ,16 + ,12 + ,12 + ,15 + ,15 + ,16 + ,16 + ,7 + ,7 + ,9 + ,11 + ,11 + ,9 + ,9 + ,12 + ,12 + ,4 + ,4 + ,14 + ,10 + ,0 + ,12 + ,0 + ,15 + ,0 + ,6 + ,0 + ,14 + ,11 + ,0 + ,14 + ,0 + ,12 + ,0 + ,6 + ,0 + ,12 + ,11 + ,11 + ,11 + ,11 + ,14 + ,14 + ,2 + ,2) + ,dim=c(9 + ,156) + ,dimnames=list(c('Popularity' + ,'FindingFriends' + ,'Findingfriends*G' + ,'KnowingPeople' + ,'Knowingpeople*G' + ,'Liked' + ,'Liked*G' + ,'Celebrity' + ,'Celebrity*G') + ,1:156)) > y <- array(NA,dim=c(9,156),dimnames=list(c('Popularity','FindingFriends','Findingfriends*G','KnowingPeople','Knowingpeople*G','Liked','Liked*G','Celebrity','Celebrity*G'),1:156)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '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 Popularity FindingFriends Findingfriends*G KnowingPeople Knowingpeople*G 1 13 13 0 14 0 2 12 12 12 8 8 3 15 10 10 12 12 4 12 9 9 7 7 5 10 10 0 10 0 6 12 12 0 7 0 7 15 13 13 16 16 8 9 12 12 11 11 9 12 12 12 14 14 10 11 6 6 6 6 11 11 5 0 16 0 12 11 12 12 11 11 13 15 11 11 16 16 14 7 14 0 12 0 15 11 14 0 7 0 16 11 12 12 13 13 17 10 12 12 11 11 18 14 11 0 15 0 19 10 11 11 7 7 20 6 7 0 9 0 21 11 9 9 7 7 22 15 11 0 14 0 23 11 11 11 15 15 24 12 12 0 7 0 25 14 12 12 15 15 26 15 11 0 17 0 27 9 11 0 15 0 28 13 8 8 14 14 29 13 9 0 14 0 30 16 12 12 8 8 31 13 10 10 8 8 32 12 10 0 14 0 33 14 12 12 14 14 34 11 8 0 8 0 35 9 12 12 11 11 36 16 11 0 16 0 37 12 12 12 10 10 38 10 7 0 8 0 39 13 11 11 14 14 40 16 11 11 16 16 41 14 12 0 13 0 42 15 9 9 5 5 43 5 15 15 8 8 44 8 11 0 10 0 45 11 11 11 8 8 46 16 11 0 13 0 47 17 11 11 15 15 48 9 15 0 6 0 49 9 11 11 12 12 50 13 12 12 16 16 51 10 12 12 5 5 52 6 9 0 15 0 53 12 12 0 12 0 54 8 12 0 8 0 55 14 13 0 13 0 56 12 11 11 14 14 57 11 9 9 12 12 58 16 9 9 16 16 59 8 11 0 10 0 60 15 11 11 15 15 61 7 12 0 8 0 62 16 12 0 16 0 63 14 9 9 19 19 64 16 11 11 14 14 65 9 9 9 6 6 66 14 12 12 13 13 67 11 12 0 15 0 68 13 12 0 7 0 69 15 12 12 13 13 70 5 14 0 4 0 71 15 11 11 14 14 72 13 12 12 13 13 73 11 11 0 11 0 74 11 6 0 14 0 75 12 10 10 12 12 76 12 12 12 15 15 77 12 13 13 14 14 78 12 8 8 13 13 79 14 12 12 8 8 80 6 12 12 6 6 81 7 12 0 7 0 82 14 6 6 13 13 83 14 11 11 13 13 84 10 10 10 11 11 85 13 12 0 5 0 86 12 13 0 12 0 87 9 11 0 8 0 88 12 7 7 11 11 89 16 11 11 14 14 90 10 11 0 9 0 91 14 11 11 10 10 92 10 11 11 13 13 93 16 12 12 16 16 94 15 10 10 16 16 95 12 11 0 11 0 96 10 12 12 8 8 97 8 7 7 4 4 98 8 13 0 7 0 99 11 8 0 14 0 100 13 12 12 11 11 101 16 11 11 17 17 102 16 12 12 15 15 103 14 14 0 17 0 104 11 10 10 5 5 105 4 10 0 4 0 106 14 13 13 10 10 107 9 10 10 11 11 108 14 11 11 15 15 109 8 10 10 10 10 110 8 7 7 9 9 111 11 10 10 12 12 112 12 8 8 15 15 113 11 12 12 7 7 114 14 12 12 13 13 115 15 12 0 12 0 116 16 11 11 14 14 117 16 12 12 14 14 118 11 12 0 8 0 119 14 12 0 15 0 120 14 11 0 12 0 121 12 12 12 12 12 122 14 11 0 16 0 123 8 11 0 9 0 124 13 13 0 15 0 125 16 12 0 15 0 126 12 12 12 6 6 127 16 12 12 14 14 128 12 12 12 15 15 129 11 8 8 10 10 130 4 8 8 6 6 131 16 12 12 14 14 132 15 11 11 12 12 133 10 12 12 8 8 134 13 13 13 11 11 135 15 12 0 13 0 136 12 12 12 9 9 137 14 11 0 15 0 138 7 12 12 13 13 139 19 12 12 15 15 140 12 10 10 14 14 141 12 11 0 16 0 142 13 12 0 14 0 143 15 12 12 14 14 144 8 10 0 10 0 145 12 12 12 10 10 146 10 13 13 4 4 147 8 12 0 8 0 148 10 15 0 15 0 149 15 11 0 16 0 150 16 12 12 12 12 151 13 11 11 12 12 152 16 12 12 15 15 153 9 11 11 9 9 154 14 10 0 12 0 155 14 11 0 14 0 156 12 11 11 11 11 Liked Liked*G Celebrity Celebrity*G 1 13 0 3 0 2 13 13 5 5 3 16 16 6 6 4 12 12 6 6 5 11 0 5 0 6 12 0 3 0 7 18 18 8 8 8 11 11 4 4 9 14 14 4 4 10 9 9 4 4 11 14 0 6 0 12 12 12 6 6 13 11 11 5 5 14 12 0 4 0 15 13 0 6 0 16 11 11 4 4 17 12 12 6 6 18 16 0 6 0 19 9 9 4 4 20 11 0 4 0 21 13 13 2 2 22 15 0 7 0 23 10 10 5 5 24 11 0 4 0 25 13 13 6 6 26 16 0 6 0 27 15 0 7 0 28 14 14 5 5 29 14 0 6 0 30 14 14 4 4 31 8 8 4 4 32 13 0 7 0 33 15 15 7 7 34 13 0 4 0 35 11 11 4 4 36 15 0 6 0 37 15 15 6 6 38 9 0 5 0 39 13 13 6 6 40 16 16 7 7 41 13 0 6 0 42 11 11 3 3 43 12 12 3 3 44 12 0 4 0 45 12 12 6 6 46 14 0 7 0 47 14 14 5 5 48 8 0 4 0 49 13 13 5 5 50 16 16 6 6 51 13 13 6 6 52 11 0 6 0 53 14 0 5 0 54 13 0 4 0 55 13 0 5 0 56 13 13 5 5 57 12 12 4 4 58 16 16 6 6 59 15 0 2 0 60 15 15 8 8 61 12 0 3 0 62 14 0 6 0 63 12 12 6 6 64 15 15 6 6 65 12 12 5 5 66 13 13 5 5 67 12 0 6 0 68 12 0 5 0 69 13 13 6 6 70 5 0 2 0 71 13 13 5 5 72 13 13 5 5 73 14 0 5 0 74 17 0 6 0 75 13 13 6 6 76 13 13 6 6 77 12 12 5 5 78 13 13 5 5 79 14 14 4 4 80 11 11 2 2 81 12 0 4 0 82 12 12 6 6 83 16 16 6 6 84 12 12 5 5 85 12 0 3 0 86 12 0 6 0 87 10 0 4 0 88 15 15 5 5 89 15 15 8 8 90 12 0 4 0 91 16 16 6 6 92 15 15 6 6 93 16 16 7 7 94 13 13 6 6 95 12 0 5 0 96 11 11 4 4 97 13 13 6 6 98 10 0 3 0 99 15 0 5 0 100 13 13 6 6 101 16 16 7 7 102 15 15 7 7 103 18 0 6 0 104 13 13 3 3 105 10 0 2 0 106 16 16 8 8 107 13 13 3 3 108 15 15 8 8 109 14 14 3 3 110 15 15 4 4 111 14 14 5 5 112 13 13 7 7 113 13 13 6 6 114 15 15 6 6 115 16 0 7 0 116 14 14 6 6 117 14 14 6 6 118 16 0 6 0 119 14 0 6 0 120 12 0 4 0 121 13 13 4 4 122 12 0 5 0 123 12 0 4 0 124 14 0 6 0 125 14 0 6 0 126 14 14 5 5 127 16 16 8 8 128 13 13 6 6 129 14 14 5 5 130 4 4 4 4 131 16 16 8 8 132 13 13 6 6 133 16 16 4 4 134 15 15 6 6 135 14 0 6 0 136 13 13 4 4 137 14 0 6 0 138 12 12 3 3 139 15 15 6 6 140 14 14 5 5 141 13 0 4 0 142 14 0 6 0 143 16 16 4 4 144 6 0 4 0 145 13 13 4 4 146 13 13 6 6 147 14 0 5 0 148 15 0 6 0 149 14 0 6 0 150 15 15 8 8 151 13 13 7 7 152 16 16 7 7 153 12 12 4 4 154 15 0 6 0 155 12 0 6 0 156 14 14 2 2 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) FindingFriends `Findingfriends*G` KnowingPeople 0.30372 0.17615 -0.15129 0.24048 `Knowingpeople*G` Liked `Liked*G` Celebrity 0.03251 0.21577 0.21952 0.70807 `Celebrity*G` -0.16655 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.1181 -1.2447 -0.1155 1.2675 6.6949 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.30372 1.41562 0.215 0.8304 FindingFriends 0.17615 0.11409 1.544 0.1248 `Findingfriends*G` -0.15129 0.14219 -1.064 0.2891 KnowingPeople 0.24048 0.11080 2.170 0.0316 * `Knowingpeople*G` 0.03251 0.13352 0.243 0.8080 Liked 0.21577 0.14089 1.531 0.1278 `Liked*G` 0.21952 0.17453 1.258 0.2105 Celebrity 0.70807 0.29282 2.418 0.0168 * `Celebrity*G` -0.16655 0.34566 -0.482 0.6306 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.088 on 147 degrees of freedom Multiple R-squared: 0.5206, Adjusted R-squared: 0.4946 F-statistic: 19.96 on 8 and 147 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,] 0.01488464 0.029769288 0.985115356 [2,] 0.27036717 0.540734344 0.729632828 [3,] 0.45273858 0.905477161 0.547261420 [4,] 0.38904456 0.778089116 0.610955442 [5,] 0.27631594 0.552631888 0.723684056 [6,] 0.23520048 0.470400960 0.764799520 [7,] 0.20434022 0.408680446 0.795659777 [8,] 0.17350408 0.347008150 0.826495925 [9,] 0.59254089 0.814918220 0.407459110 [10,] 0.51491502 0.970169959 0.485084979 [11,] 0.62809480 0.743810396 0.371905198 [12,] 0.55325497 0.893490062 0.446745031 [13,] 0.53531540 0.929369209 0.464684605 [14,] 0.46812658 0.936253159 0.531873421 [15,] 0.45005252 0.900105037 0.549947482 [16,] 0.57216440 0.855671201 0.427835601 [17,] 0.51524528 0.969509437 0.484754718 [18,] 0.47256789 0.945135781 0.527432109 [19,] 0.65662322 0.686753553 0.343376777 [20,] 0.79195759 0.416084828 0.208042414 [21,] 0.76910464 0.461790720 0.230895360 [22,] 0.72016071 0.559678582 0.279839291 [23,] 0.68266358 0.634672842 0.317336421 [24,] 0.68507643 0.629847141 0.314923570 [25,] 0.74562265 0.508754697 0.254377348 [26,] 0.72014397 0.559712067 0.279856034 [27,] 0.67931230 0.641375406 0.320687703 [28,] 0.62539091 0.749218177 0.374609089 [29,] 0.58095524 0.838089520 0.419044760 [30,] 0.57615308 0.847693840 0.423846920 [31,] 0.83629412 0.327411758 0.163705879 [32,] 0.94493960 0.110120798 0.055060399 [33,] 0.95487537 0.090249260 0.045124630 [34,] 0.94223099 0.115538023 0.057769012 [35,] 0.95981751 0.080364980 0.040182490 [36,] 0.97438791 0.051224179 0.025612089 [37,] 0.96617470 0.067650595 0.033825298 [38,] 0.97924737 0.041505252 0.020752626 [39,] 0.97977967 0.040440650 0.020220325 [40,] 0.97402741 0.051945189 0.025972595 [41,] 0.99686029 0.006279428 0.003139714 [42,] 0.99542980 0.009140406 0.004570203 [43,] 0.99650202 0.006995959 0.003497980 [44,] 0.99662855 0.006742899 0.003371449 [45,] 0.99539510 0.009209793 0.004604896 [46,] 0.99384359 0.012312822 0.006156411 [47,] 0.99173390 0.016532207 0.008266103 [48,] 0.99175995 0.016480091 0.008240045 [49,] 0.98881902 0.022361962 0.011180981 [50,] 0.98930088 0.021398249 0.010699124 [51,] 0.99162228 0.016755443 0.008377721 [52,] 0.98843981 0.023120376 0.011560188 [53,] 0.98727501 0.025449982 0.012724991 [54,] 0.98546400 0.029071993 0.014535997 [55,] 0.98312412 0.033751760 0.016875880 [56,] 0.98273001 0.034539983 0.017269991 [57,] 0.98624389 0.027512225 0.013756113 [58,] 0.98609339 0.027813227 0.013906613 [59,] 0.98326487 0.033470253 0.016735126 [60,] 0.98395283 0.032094334 0.016047167 [61,] 0.97874351 0.042512976 0.021256488 [62,] 0.97215567 0.055688651 0.027844325 [63,] 0.97004957 0.059900869 0.029950435 [64,] 0.96216950 0.075661008 0.037830504 [65,] 0.95795278 0.084094431 0.042047216 [66,] 0.94700875 0.105982499 0.052991250 [67,] 0.93550952 0.128980969 0.064490485 [68,] 0.94969818 0.100603637 0.050301818 [69,] 0.95235883 0.095282331 0.047641166 [70,] 0.95668396 0.086632077 0.043316039 [71,] 0.95643929 0.087121417 0.043560709 [72,] 0.94477522 0.110449566 0.055224783 [73,] 0.93749209 0.125015817 0.062507909 [74,] 0.99016413 0.019671735 0.009835867 [75,] 0.98691638 0.026167249 0.013083625 [76,] 0.98292916 0.034141684 0.017070842 [77,] 0.98011878 0.039762434 0.019881217 [78,] 0.97465337 0.050693261 0.025346631 [79,] 0.96918628 0.061627431 0.030813715 [80,] 0.96143736 0.077125282 0.038562641 [81,] 0.98270775 0.034584490 0.017292245 [82,] 0.97669616 0.046607679 0.023303840 [83,] 0.97223597 0.055528064 0.027764032 [84,] 0.96666986 0.066660282 0.033330141 [85,] 0.95603774 0.087924510 0.043962255 [86,] 0.95414638 0.091707235 0.045853617 [87,] 0.95158518 0.096829634 0.048414817 [88,] 0.94995051 0.100098977 0.050049488 [89,] 0.93584002 0.128319963 0.064159982 [90,] 0.91772783 0.164544334 0.082272167 [91,] 0.90137210 0.197255796 0.098627898 [92,] 0.90037957 0.199240863 0.099620432 [93,] 0.91363847 0.172723056 0.086361528 [94,] 0.92160394 0.156792128 0.078396064 [95,] 0.90508053 0.189838930 0.094919465 [96,] 0.89442921 0.211141580 0.105570790 [97,] 0.88931392 0.221372152 0.110686076 [98,] 0.90351400 0.192971993 0.096485997 [99,] 0.93085281 0.138294382 0.069147191 [100,] 0.92680253 0.146394944 0.073197472 [101,] 0.94418472 0.111630551 0.055815275 [102,] 0.92619334 0.147613322 0.073806661 [103,] 0.90446440 0.191071192 0.095535596 [104,] 0.88087163 0.238256738 0.119128369 [105,] 0.87670896 0.246582078 0.123291039 [106,] 0.88159441 0.236811177 0.118405589 [107,] 0.85506489 0.289870224 0.144935112 [108,] 0.82059256 0.358814877 0.179407439 [109,] 0.94144274 0.117114527 0.058557264 [110,] 0.92237837 0.155243260 0.077621630 [111,] 0.90378818 0.192423648 0.096211824 [112,] 0.88806694 0.223866111 0.111933055 [113,] 0.85561531 0.288769375 0.144384688 [114,] 0.85474207 0.290515852 0.145257926 [115,] 0.82553162 0.348936761 0.174468380 [116,] 0.77993769 0.440124623 0.220062311 [117,] 0.77191027 0.456179462 0.228089731 [118,] 0.77409091 0.451818188 0.225909094 [119,] 0.73397772 0.532044569 0.266022284 [120,] 0.68594519 0.628109612 0.314054806 [121,] 0.66486590 0.670268198 0.335134099 [122,] 0.76580937 0.468381260 0.234190630 [123,] 0.70446240 0.591075198 0.295537599 [124,] 0.73648132 0.527037365 0.263518683 [125,] 0.70159593 0.596808140 0.298404070 [126,] 0.62210704 0.755785915 0.377892957 [127,] 0.74690591 0.506188189 0.253094095 [128,] 0.96208042 0.075839164 0.037919582 [129,] 0.99156458 0.016870832 0.008435416 [130,] 0.98786284 0.024274311 0.012137155 [131,] 0.96717293 0.065654131 0.032827065 [132,] 0.91875317 0.162493658 0.081246829 [133,] 0.83347214 0.333055720 0.166527860 > postscript(file="/var/www/html/rcomp/tmp/1dk4h1290447455.ps",horizontal=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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/26b321290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/36b321290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/46b321290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5z3l51290447455.ps",horizontal=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 = 156 Frequency = 1 1 2 3 4 5 6 2.11047441 0.84780486 0.95821547 1.08912847 -0.38377769 3.18574142 7 8 9 10 11 12 -2.16191469 -1.55906481 -0.68386566 2.82558433 -1.30128261 -1.07739243 13 14 15 16 17 18 2.55934551 -4.07702162 -0.50653758 -0.10503544 -2.07739243 0.45077584 19 20 21 22 23 24 1.42829960 -2.90678250 1.81993880 1.19894884 -0.73238754 2.69343546 25 26 27 28 29 30 0.39538468 0.96981791 -5.04153013 -0.12594912 0.47508335 4.95404622 31 32 33 34 35 36 4.61545581 -1.19337060 -0.74371628 1.72601590 -1.55906481 2.42606316 37 38 39 40 41 42 -1.11025203 1.05715678 -0.30677013 0.29989135 1.40288462 6.69494971 43 44 45 46 47 48 -4.70844717 -2.06761972 -0.23357661 2.65519408 3.52648592 0.05276930 49 50 51 52 53 54 -3.21927651 -2.18344555 -0.87476219 -6.11809676 0.13566955 -1.97857607 55 56 57 58 59 60 1.93480888 -0.76524713 -0.19275211 0.89113411 -1.29877408 -0.53336470 61 62 63 64 65 66 -2.05473754 2.46568145 -0.18669529 1.82266660 -1.09636322 1.48287830 67 68 69 70 71 72 -1.86230702 2.76959693 1.94135530 -1.22668144 2.23475287 0.48287830 73 74 75 76 77 78 -0.44770350 -1.64377152 -0.73593961 -1.60461532 -0.37968527 -0.41768217 79 80 81 82 83 84 2.95404622 -2.11109226 -2.52233082 1.52579625 -0.33962972 -1.48614967 85 86 87 88 89 90 4.66669935 -0.31701812 -0.15512923 -0.71741493 0.73962062 0.17285924 91 92 93 94 95 96 0.47932622 -3.90434809 0.27503146 1.17211913 0.98382907 0.25989113 97 98 99 100 101 102 -2.47747746 -0.55887400 -0.85646269 0.48732593 0.02690603 0.98329841 103 104 105 106 107 108 -0.99015863 1.79952655 -2.60092089 -0.65343953 -1.83838533 -1.53336470 109 110 111 112 113 114 -3.00068165 -3.62992131 -1.62969826 -2.04669878 -0.42073282 0.07079203 115 116 117 118 119 120 1.28799249 2.25794824 2.23308835 -1.04201941 0.70616041 3.45142235 121 122 123 124 125 126 0.29738660 1.78143426 -1.82714076 -0.46998758 2.70616041 0.95849385 127 128 129 130 131 132 0.27947910 -1.60461532 -1.03400786 -2.04772725 0.27947910 2.23920050 133 134 135 136 137 138 -1.91651706 -0.40809723 2.18711834 1.11634254 0.88230840 -3.99879408 139 140 141 142 143 144 4.52482140 -1.17566889 0.27374022 -0.05336062 1.44557106 -0.59687402 145 146 147 148 149 150 0.84335723 -0.62663676 -2.90241460 -4.03804985 1.64182944 1.26073136 151 152 153 154 155 156 -0.30232249 0.54801677 -1.42351594 1.56412700 1.55431993 1.24299614 > postscript(file="/var/www/html/rcomp/tmp/6z3l51290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 156 Frequency = 1 lag(myerror, k = 1) myerror 0 2.11047441 NA 1 0.84780486 2.11047441 2 0.95821547 0.84780486 3 1.08912847 0.95821547 4 -0.38377769 1.08912847 5 3.18574142 -0.38377769 6 -2.16191469 3.18574142 7 -1.55906481 -2.16191469 8 -0.68386566 -1.55906481 9 2.82558433 -0.68386566 10 -1.30128261 2.82558433 11 -1.07739243 -1.30128261 12 2.55934551 -1.07739243 13 -4.07702162 2.55934551 14 -0.50653758 -4.07702162 15 -0.10503544 -0.50653758 16 -2.07739243 -0.10503544 17 0.45077584 -2.07739243 18 1.42829960 0.45077584 19 -2.90678250 1.42829960 20 1.81993880 -2.90678250 21 1.19894884 1.81993880 22 -0.73238754 1.19894884 23 2.69343546 -0.73238754 24 0.39538468 2.69343546 25 0.96981791 0.39538468 26 -5.04153013 0.96981791 27 -0.12594912 -5.04153013 28 0.47508335 -0.12594912 29 4.95404622 0.47508335 30 4.61545581 4.95404622 31 -1.19337060 4.61545581 32 -0.74371628 -1.19337060 33 1.72601590 -0.74371628 34 -1.55906481 1.72601590 35 2.42606316 -1.55906481 36 -1.11025203 2.42606316 37 1.05715678 -1.11025203 38 -0.30677013 1.05715678 39 0.29989135 -0.30677013 40 1.40288462 0.29989135 41 6.69494971 1.40288462 42 -4.70844717 6.69494971 43 -2.06761972 -4.70844717 44 -0.23357661 -2.06761972 45 2.65519408 -0.23357661 46 3.52648592 2.65519408 47 0.05276930 3.52648592 48 -3.21927651 0.05276930 49 -2.18344555 -3.21927651 50 -0.87476219 -2.18344555 51 -6.11809676 -0.87476219 52 0.13566955 -6.11809676 53 -1.97857607 0.13566955 54 1.93480888 -1.97857607 55 -0.76524713 1.93480888 56 -0.19275211 -0.76524713 57 0.89113411 -0.19275211 58 -1.29877408 0.89113411 59 -0.53336470 -1.29877408 60 -2.05473754 -0.53336470 61 2.46568145 -2.05473754 62 -0.18669529 2.46568145 63 1.82266660 -0.18669529 64 -1.09636322 1.82266660 65 1.48287830 -1.09636322 66 -1.86230702 1.48287830 67 2.76959693 -1.86230702 68 1.94135530 2.76959693 69 -1.22668144 1.94135530 70 2.23475287 -1.22668144 71 0.48287830 2.23475287 72 -0.44770350 0.48287830 73 -1.64377152 -0.44770350 74 -0.73593961 -1.64377152 75 -1.60461532 -0.73593961 76 -0.37968527 -1.60461532 77 -0.41768217 -0.37968527 78 2.95404622 -0.41768217 79 -2.11109226 2.95404622 80 -2.52233082 -2.11109226 81 1.52579625 -2.52233082 82 -0.33962972 1.52579625 83 -1.48614967 -0.33962972 84 4.66669935 -1.48614967 85 -0.31701812 4.66669935 86 -0.15512923 -0.31701812 87 -0.71741493 -0.15512923 88 0.73962062 -0.71741493 89 0.17285924 0.73962062 90 0.47932622 0.17285924 91 -3.90434809 0.47932622 92 0.27503146 -3.90434809 93 1.17211913 0.27503146 94 0.98382907 1.17211913 95 0.25989113 0.98382907 96 -2.47747746 0.25989113 97 -0.55887400 -2.47747746 98 -0.85646269 -0.55887400 99 0.48732593 -0.85646269 100 0.02690603 0.48732593 101 0.98329841 0.02690603 102 -0.99015863 0.98329841 103 1.79952655 -0.99015863 104 -2.60092089 1.79952655 105 -0.65343953 -2.60092089 106 -1.83838533 -0.65343953 107 -1.53336470 -1.83838533 108 -3.00068165 -1.53336470 109 -3.62992131 -3.00068165 110 -1.62969826 -3.62992131 111 -2.04669878 -1.62969826 112 -0.42073282 -2.04669878 113 0.07079203 -0.42073282 114 1.28799249 0.07079203 115 2.25794824 1.28799249 116 2.23308835 2.25794824 117 -1.04201941 2.23308835 118 0.70616041 -1.04201941 119 3.45142235 0.70616041 120 0.29738660 3.45142235 121 1.78143426 0.29738660 122 -1.82714076 1.78143426 123 -0.46998758 -1.82714076 124 2.70616041 -0.46998758 125 0.95849385 2.70616041 126 0.27947910 0.95849385 127 -1.60461532 0.27947910 128 -1.03400786 -1.60461532 129 -2.04772725 -1.03400786 130 0.27947910 -2.04772725 131 2.23920050 0.27947910 132 -1.91651706 2.23920050 133 -0.40809723 -1.91651706 134 2.18711834 -0.40809723 135 1.11634254 2.18711834 136 0.88230840 1.11634254 137 -3.99879408 0.88230840 138 4.52482140 -3.99879408 139 -1.17566889 4.52482140 140 0.27374022 -1.17566889 141 -0.05336062 0.27374022 142 1.44557106 -0.05336062 143 -0.59687402 1.44557106 144 0.84335723 -0.59687402 145 -0.62663676 0.84335723 146 -2.90241460 -0.62663676 147 -4.03804985 -2.90241460 148 1.64182944 -4.03804985 149 1.26073136 1.64182944 150 -0.30232249 1.26073136 151 0.54801677 -0.30232249 152 -1.42351594 0.54801677 153 1.56412700 -1.42351594 154 1.55431993 1.56412700 155 1.24299614 1.55431993 156 NA 1.24299614 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.84780486 2.11047441 [2,] 0.95821547 0.84780486 [3,] 1.08912847 0.95821547 [4,] -0.38377769 1.08912847 [5,] 3.18574142 -0.38377769 [6,] -2.16191469 3.18574142 [7,] -1.55906481 -2.16191469 [8,] -0.68386566 -1.55906481 [9,] 2.82558433 -0.68386566 [10,] -1.30128261 2.82558433 [11,] -1.07739243 -1.30128261 [12,] 2.55934551 -1.07739243 [13,] -4.07702162 2.55934551 [14,] -0.50653758 -4.07702162 [15,] -0.10503544 -0.50653758 [16,] -2.07739243 -0.10503544 [17,] 0.45077584 -2.07739243 [18,] 1.42829960 0.45077584 [19,] -2.90678250 1.42829960 [20,] 1.81993880 -2.90678250 [21,] 1.19894884 1.81993880 [22,] -0.73238754 1.19894884 [23,] 2.69343546 -0.73238754 [24,] 0.39538468 2.69343546 [25,] 0.96981791 0.39538468 [26,] -5.04153013 0.96981791 [27,] -0.12594912 -5.04153013 [28,] 0.47508335 -0.12594912 [29,] 4.95404622 0.47508335 [30,] 4.61545581 4.95404622 [31,] -1.19337060 4.61545581 [32,] -0.74371628 -1.19337060 [33,] 1.72601590 -0.74371628 [34,] -1.55906481 1.72601590 [35,] 2.42606316 -1.55906481 [36,] -1.11025203 2.42606316 [37,] 1.05715678 -1.11025203 [38,] -0.30677013 1.05715678 [39,] 0.29989135 -0.30677013 [40,] 1.40288462 0.29989135 [41,] 6.69494971 1.40288462 [42,] -4.70844717 6.69494971 [43,] -2.06761972 -4.70844717 [44,] -0.23357661 -2.06761972 [45,] 2.65519408 -0.23357661 [46,] 3.52648592 2.65519408 [47,] 0.05276930 3.52648592 [48,] -3.21927651 0.05276930 [49,] -2.18344555 -3.21927651 [50,] -0.87476219 -2.18344555 [51,] -6.11809676 -0.87476219 [52,] 0.13566955 -6.11809676 [53,] -1.97857607 0.13566955 [54,] 1.93480888 -1.97857607 [55,] -0.76524713 1.93480888 [56,] -0.19275211 -0.76524713 [57,] 0.89113411 -0.19275211 [58,] -1.29877408 0.89113411 [59,] -0.53336470 -1.29877408 [60,] -2.05473754 -0.53336470 [61,] 2.46568145 -2.05473754 [62,] -0.18669529 2.46568145 [63,] 1.82266660 -0.18669529 [64,] -1.09636322 1.82266660 [65,] 1.48287830 -1.09636322 [66,] -1.86230702 1.48287830 [67,] 2.76959693 -1.86230702 [68,] 1.94135530 2.76959693 [69,] -1.22668144 1.94135530 [70,] 2.23475287 -1.22668144 [71,] 0.48287830 2.23475287 [72,] -0.44770350 0.48287830 [73,] -1.64377152 -0.44770350 [74,] -0.73593961 -1.64377152 [75,] -1.60461532 -0.73593961 [76,] -0.37968527 -1.60461532 [77,] -0.41768217 -0.37968527 [78,] 2.95404622 -0.41768217 [79,] -2.11109226 2.95404622 [80,] -2.52233082 -2.11109226 [81,] 1.52579625 -2.52233082 [82,] -0.33962972 1.52579625 [83,] -1.48614967 -0.33962972 [84,] 4.66669935 -1.48614967 [85,] -0.31701812 4.66669935 [86,] -0.15512923 -0.31701812 [87,] -0.71741493 -0.15512923 [88,] 0.73962062 -0.71741493 [89,] 0.17285924 0.73962062 [90,] 0.47932622 0.17285924 [91,] -3.90434809 0.47932622 [92,] 0.27503146 -3.90434809 [93,] 1.17211913 0.27503146 [94,] 0.98382907 1.17211913 [95,] 0.25989113 0.98382907 [96,] -2.47747746 0.25989113 [97,] -0.55887400 -2.47747746 [98,] -0.85646269 -0.55887400 [99,] 0.48732593 -0.85646269 [100,] 0.02690603 0.48732593 [101,] 0.98329841 0.02690603 [102,] -0.99015863 0.98329841 [103,] 1.79952655 -0.99015863 [104,] -2.60092089 1.79952655 [105,] -0.65343953 -2.60092089 [106,] -1.83838533 -0.65343953 [107,] -1.53336470 -1.83838533 [108,] -3.00068165 -1.53336470 [109,] -3.62992131 -3.00068165 [110,] -1.62969826 -3.62992131 [111,] -2.04669878 -1.62969826 [112,] -0.42073282 -2.04669878 [113,] 0.07079203 -0.42073282 [114,] 1.28799249 0.07079203 [115,] 2.25794824 1.28799249 [116,] 2.23308835 2.25794824 [117,] -1.04201941 2.23308835 [118,] 0.70616041 -1.04201941 [119,] 3.45142235 0.70616041 [120,] 0.29738660 3.45142235 [121,] 1.78143426 0.29738660 [122,] -1.82714076 1.78143426 [123,] -0.46998758 -1.82714076 [124,] 2.70616041 -0.46998758 [125,] 0.95849385 2.70616041 [126,] 0.27947910 0.95849385 [127,] -1.60461532 0.27947910 [128,] -1.03400786 -1.60461532 [129,] -2.04772725 -1.03400786 [130,] 0.27947910 -2.04772725 [131,] 2.23920050 0.27947910 [132,] -1.91651706 2.23920050 [133,] -0.40809723 -1.91651706 [134,] 2.18711834 -0.40809723 [135,] 1.11634254 2.18711834 [136,] 0.88230840 1.11634254 [137,] -3.99879408 0.88230840 [138,] 4.52482140 -3.99879408 [139,] -1.17566889 4.52482140 [140,] 0.27374022 -1.17566889 [141,] -0.05336062 0.27374022 [142,] 1.44557106 -0.05336062 [143,] -0.59687402 1.44557106 [144,] 0.84335723 -0.59687402 [145,] -0.62663676 0.84335723 [146,] -2.90241460 -0.62663676 [147,] -4.03804985 -2.90241460 [148,] 1.64182944 -4.03804985 [149,] 1.26073136 1.64182944 [150,] -0.30232249 1.26073136 [151,] 0.54801677 -0.30232249 [152,] -1.42351594 0.54801677 [153,] 1.56412700 -1.42351594 [154,] 1.55431993 1.56412700 [155,] 1.24299614 1.55431993 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.84780486 2.11047441 2 0.95821547 0.84780486 3 1.08912847 0.95821547 4 -0.38377769 1.08912847 5 3.18574142 -0.38377769 6 -2.16191469 3.18574142 7 -1.55906481 -2.16191469 8 -0.68386566 -1.55906481 9 2.82558433 -0.68386566 10 -1.30128261 2.82558433 11 -1.07739243 -1.30128261 12 2.55934551 -1.07739243 13 -4.07702162 2.55934551 14 -0.50653758 -4.07702162 15 -0.10503544 -0.50653758 16 -2.07739243 -0.10503544 17 0.45077584 -2.07739243 18 1.42829960 0.45077584 19 -2.90678250 1.42829960 20 1.81993880 -2.90678250 21 1.19894884 1.81993880 22 -0.73238754 1.19894884 23 2.69343546 -0.73238754 24 0.39538468 2.69343546 25 0.96981791 0.39538468 26 -5.04153013 0.96981791 27 -0.12594912 -5.04153013 28 0.47508335 -0.12594912 29 4.95404622 0.47508335 30 4.61545581 4.95404622 31 -1.19337060 4.61545581 32 -0.74371628 -1.19337060 33 1.72601590 -0.74371628 34 -1.55906481 1.72601590 35 2.42606316 -1.55906481 36 -1.11025203 2.42606316 37 1.05715678 -1.11025203 38 -0.30677013 1.05715678 39 0.29989135 -0.30677013 40 1.40288462 0.29989135 41 6.69494971 1.40288462 42 -4.70844717 6.69494971 43 -2.06761972 -4.70844717 44 -0.23357661 -2.06761972 45 2.65519408 -0.23357661 46 3.52648592 2.65519408 47 0.05276930 3.52648592 48 -3.21927651 0.05276930 49 -2.18344555 -3.21927651 50 -0.87476219 -2.18344555 51 -6.11809676 -0.87476219 52 0.13566955 -6.11809676 53 -1.97857607 0.13566955 54 1.93480888 -1.97857607 55 -0.76524713 1.93480888 56 -0.19275211 -0.76524713 57 0.89113411 -0.19275211 58 -1.29877408 0.89113411 59 -0.53336470 -1.29877408 60 -2.05473754 -0.53336470 61 2.46568145 -2.05473754 62 -0.18669529 2.46568145 63 1.82266660 -0.18669529 64 -1.09636322 1.82266660 65 1.48287830 -1.09636322 66 -1.86230702 1.48287830 67 2.76959693 -1.86230702 68 1.94135530 2.76959693 69 -1.22668144 1.94135530 70 2.23475287 -1.22668144 71 0.48287830 2.23475287 72 -0.44770350 0.48287830 73 -1.64377152 -0.44770350 74 -0.73593961 -1.64377152 75 -1.60461532 -0.73593961 76 -0.37968527 -1.60461532 77 -0.41768217 -0.37968527 78 2.95404622 -0.41768217 79 -2.11109226 2.95404622 80 -2.52233082 -2.11109226 81 1.52579625 -2.52233082 82 -0.33962972 1.52579625 83 -1.48614967 -0.33962972 84 4.66669935 -1.48614967 85 -0.31701812 4.66669935 86 -0.15512923 -0.31701812 87 -0.71741493 -0.15512923 88 0.73962062 -0.71741493 89 0.17285924 0.73962062 90 0.47932622 0.17285924 91 -3.90434809 0.47932622 92 0.27503146 -3.90434809 93 1.17211913 0.27503146 94 0.98382907 1.17211913 95 0.25989113 0.98382907 96 -2.47747746 0.25989113 97 -0.55887400 -2.47747746 98 -0.85646269 -0.55887400 99 0.48732593 -0.85646269 100 0.02690603 0.48732593 101 0.98329841 0.02690603 102 -0.99015863 0.98329841 103 1.79952655 -0.99015863 104 -2.60092089 1.79952655 105 -0.65343953 -2.60092089 106 -1.83838533 -0.65343953 107 -1.53336470 -1.83838533 108 -3.00068165 -1.53336470 109 -3.62992131 -3.00068165 110 -1.62969826 -3.62992131 111 -2.04669878 -1.62969826 112 -0.42073282 -2.04669878 113 0.07079203 -0.42073282 114 1.28799249 0.07079203 115 2.25794824 1.28799249 116 2.23308835 2.25794824 117 -1.04201941 2.23308835 118 0.70616041 -1.04201941 119 3.45142235 0.70616041 120 0.29738660 3.45142235 121 1.78143426 0.29738660 122 -1.82714076 1.78143426 123 -0.46998758 -1.82714076 124 2.70616041 -0.46998758 125 0.95849385 2.70616041 126 0.27947910 0.95849385 127 -1.60461532 0.27947910 128 -1.03400786 -1.60461532 129 -2.04772725 -1.03400786 130 0.27947910 -2.04772725 131 2.23920050 0.27947910 132 -1.91651706 2.23920050 133 -0.40809723 -1.91651706 134 2.18711834 -0.40809723 135 1.11634254 2.18711834 136 0.88230840 1.11634254 137 -3.99879408 0.88230840 138 4.52482140 -3.99879408 139 -1.17566889 4.52482140 140 0.27374022 -1.17566889 141 -0.05336062 0.27374022 142 1.44557106 -0.05336062 143 -0.59687402 1.44557106 144 0.84335723 -0.59687402 145 -0.62663676 0.84335723 146 -2.90241460 -0.62663676 147 -4.03804985 -2.90241460 148 1.64182944 -4.03804985 149 1.26073136 1.64182944 150 -0.30232249 1.26073136 151 0.54801677 -0.30232249 152 -1.42351594 0.54801677 153 1.56412700 -1.42351594 154 1.55431993 1.56412700 155 1.24299614 1.55431993 > 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/7rckq1290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8rckq1290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9kl1t1290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10kl1t1290447455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11nm0z1290447455.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/12r4yn1290447455.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/13g5vy1290447455.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/148wuj1290447455.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/15uxbp1290447455.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/168p9y1290447455.tab") + } > > try(system("convert tmp/1dk4h1290447455.ps tmp/1dk4h1290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/26b321290447455.ps tmp/26b321290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/36b321290447455.ps tmp/36b321290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/46b321290447455.ps tmp/46b321290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/5z3l51290447455.ps tmp/5z3l51290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/6z3l51290447455.ps tmp/6z3l51290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/7rckq1290447455.ps tmp/7rckq1290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/8rckq1290447455.ps tmp/8rckq1290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/9kl1t1290447455.ps tmp/9kl1t1290447455.png",intern=TRUE)) character(0) > try(system("convert tmp/10kl1t1290447455.ps tmp/10kl1t1290447455.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.260 1.755 9.376