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 + ,14 + ,13 + ,12 + ,12 + ,8 + ,13 + ,15 + ,10 + ,12 + ,16 + ,12 + ,9 + ,7 + ,12 + ,10 + ,10 + ,10 + ,11 + ,12 + ,12 + ,7 + ,12 + ,15 + ,13 + ,16 + ,18 + ,9 + ,12 + ,11 + ,11 + ,12 + ,12 + ,14 + ,14 + ,11 + ,6 + ,6 + ,9 + ,11 + ,5 + ,16 + ,14 + ,11 + ,12 + ,11 + ,12 + ,15 + ,11 + ,16 + ,11 + ,7 + ,14 + ,12 + ,12 + ,11 + ,14 + ,7 + ,13 + ,11 + ,12 + ,13 + ,11 + ,10 + ,12 + ,11 + ,12 + ,14 + ,11 + ,15 + ,16 + ,10 + ,11 + ,7 + ,9 + ,6 + ,7 + ,9 + ,11 + ,11 + ,9 + ,7 + ,13 + ,15 + ,11 + ,14 + ,15 + ,11 + ,11 + ,15 + ,10 + ,12 + ,12 + ,7 + ,11 + ,14 + ,12 + ,15 + ,13 + ,15 + ,11 + ,17 + ,16 + ,9 + ,11 + ,15 + ,15 + ,13 + ,8 + ,14 + ,14 + ,13 + ,9 + ,14 + ,14 + ,16 + ,12 + ,8 + ,14 + ,13 + ,10 + ,8 + ,8 + ,12 + ,10 + ,14 + ,13 + ,14 + ,12 + ,14 + ,15 + ,11 + ,8 + ,8 + ,13 + ,9 + ,12 + ,11 + ,11 + ,16 + ,11 + ,16 + ,15 + ,12 + ,12 + ,10 + ,15 + ,10 + ,7 + ,8 + ,9 + ,13 + ,11 + ,14 + ,13 + ,16 + ,11 + ,16 + ,16 + ,14 + ,12 + ,13 + ,13 + ,15 + ,9 + ,5 + ,11 + ,5 + ,15 + ,8 + ,12 + ,8 + ,11 + ,10 + ,12 + ,11 + ,11 + ,8 + ,12 + ,16 + ,11 + ,13 + ,14 + ,17 + ,11 + ,15 + ,14 + ,9 + ,15 + ,6 + ,8 + ,9 + ,11 + ,12 + ,13 + ,13 + ,12 + ,16 + ,16 + ,10 + ,12 + ,5 + ,13 + ,6 + ,9 + ,15 + ,11 + ,12 + ,12 + ,12 + ,14 + ,8 + ,12 + ,8 + ,13 + ,14 + ,13 + ,13 + ,13 + ,12 + ,11 + ,14 + ,13 + ,11 + ,9 + ,12 + ,12 + ,16 + ,9 + ,16 + ,16 + ,8 + ,11 + ,10 + ,15 + ,15 + ,11 + ,15 + ,15 + ,7 + ,12 + ,8 + ,12 + ,16 + ,12 + ,16 + ,14 + ,14 + ,9 + ,19 + ,12 + ,16 + ,11 + ,14 + ,15 + ,9 + ,9 + ,6 + ,12 + ,14 + ,12 + ,13 + ,13 + ,11 + ,12 + ,15 + ,12 + ,13 + ,12 + ,7 + ,12 + ,15 + ,12 + ,13 + ,13 + ,5 + ,14 + ,4 + ,5 + ,15 + ,11 + ,14 + ,13 + ,13 + ,12 + ,13 + ,13 + ,11 + ,11 + ,11 + ,14 + ,11 + ,6 + ,14 + ,17 + ,12 + ,10 + ,12 + ,13 + ,12 + ,12 + ,15 + ,13 + ,12 + ,13 + ,14 + ,12 + ,12 + ,8 + ,13 + ,13 + ,14 + ,12 + ,8 + ,14 + ,6 + ,12 + ,6 + ,11 + ,7 + ,12 + ,7 + ,12 + ,14 + ,6 + ,13 + ,12 + ,14 + ,11 + ,13 + ,16 + ,10 + ,10 + ,11 + ,12 + ,13 + ,12 + ,5 + ,12 + ,12 + ,13 + ,12 + ,12 + ,9 + ,11 + ,8 + ,10 + ,12 + ,7 + ,11 + ,15 + ,16 + ,11 + ,14 + ,15 + ,10 + ,11 + ,9 + ,12 + ,14 + ,11 + ,10 + ,16 + ,10 + ,11 + ,13 + ,15 + ,16 + ,12 + ,16 + ,16 + ,15 + ,10 + ,16 + ,13 + ,12 + ,11 + ,11 + ,12 + ,10 + ,12 + ,8 + ,11 + ,8 + ,7 + ,4 + ,13 + ,8 + ,13 + ,7 + ,10 + ,11 + ,8 + ,14 + ,15 + ,13 + ,12 + ,11 + ,13 + ,16 + ,11 + ,17 + ,16 + ,16 + ,12 + ,15 + ,15 + ,14 + ,14 + ,17 + ,18 + ,11 + ,10 + ,5 + ,13 + ,4 + ,10 + ,4 + ,10 + ,14 + ,13 + ,10 + ,16 + ,9 + ,10 + ,11 + ,13 + ,14 + ,11 + ,15 + ,15 + ,8 + ,10 + ,10 + ,14 + ,8 + ,7 + ,9 + ,15 + ,11 + ,10 + ,12 + ,14 + ,12 + ,8 + ,15 + ,13 + ,11 + ,12 + ,7 + ,13 + ,14 + ,12 + ,13 + ,15 + ,15 + ,12 + ,12 + ,16 + ,16 + ,11 + ,14 + ,14 + ,16 + ,12 + ,14 + ,14 + ,11 + ,12 + ,8 + ,16 + ,14 + ,12 + ,15 + ,14 + ,14 + ,11 + ,12 + ,12 + ,12 + ,12 + ,12 + ,13 + ,14 + ,11 + ,16 + ,12 + ,8 + ,11 + ,9 + ,12 + ,13 + ,13 + ,15 + ,14 + ,16 + ,12 + ,15 + ,14 + ,12 + ,12 + ,6 + ,14 + ,16 + ,12 + ,14 + ,16 + ,12 + ,12 + ,15 + ,13 + ,11 + ,8 + ,10 + ,14 + ,4 + ,8 + ,6 + ,4 + ,16 + ,12 + ,14 + ,16 + ,15 + ,11 + ,12 + ,13 + ,10 + ,12 + ,8 + ,16 + ,13 + ,13 + ,11 + ,15 + ,15 + ,12 + ,13 + ,14 + ,12 + ,12 + ,9 + ,13 + ,14 + ,11 + ,15 + ,14 + ,7 + ,12 + ,13 + ,12 + ,19 + ,12 + ,15 + ,15 + ,12 + ,10 + ,14 + ,14 + ,12 + ,11 + ,16 + ,13 + ,13 + ,12 + ,14 + ,14 + ,15 + ,12 + ,14 + ,16 + ,8 + ,10 + ,10 + ,6 + ,12 + ,12 + ,10 + ,13 + ,10 + ,13 + ,4 + ,13 + ,8 + ,12 + ,8 + ,14 + ,10 + ,15 + ,15 + ,15 + ,15 + ,11 + ,16 + ,14 + ,16 + ,12 + ,12 + ,15 + ,13 + ,11 + ,12 + ,13 + ,16 + ,12 + ,15 + ,16 + ,9 + ,11 + ,9 + ,12 + ,14 + ,10 + ,12 + ,15 + ,14 + ,11 + ,14 + ,12 + ,12 + ,11 + ,11 + ,14) + ,dim=c(4 + ,156) + ,dimnames=list(c('popularity' + ,'finding' + ,'knowing' + ,'liked') + ,1:156)) > y <- array(NA,dim=c(4,156),dimnames=list(c('popularity','finding','knowing','liked'),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 finding knowing liked 1 13 13 14 13 2 12 12 8 13 3 15 10 12 16 4 12 9 7 12 5 10 10 10 11 6 12 12 7 12 7 15 13 16 18 8 9 12 11 11 9 12 12 14 14 10 11 6 6 9 11 11 5 16 14 12 11 12 11 12 13 15 11 16 11 14 7 14 12 12 15 11 14 7 13 16 11 12 13 11 17 10 12 11 12 18 14 11 15 16 19 10 11 7 9 20 6 7 9 11 21 11 9 7 13 22 15 11 14 15 23 11 11 15 10 24 12 12 7 11 25 14 12 15 13 26 15 11 17 16 27 9 11 15 15 28 13 8 14 14 29 13 9 14 14 30 16 12 8 14 31 13 10 8 8 32 12 10 14 13 33 14 12 14 15 34 11 8 8 13 35 9 12 11 11 36 16 11 16 15 37 12 12 10 15 38 10 7 8 9 39 13 11 14 13 40 16 11 16 16 41 14 12 13 13 42 15 9 5 11 43 5 15 8 12 44 8 11 10 12 45 11 11 8 12 46 16 11 13 14 47 17 11 15 14 48 9 15 6 8 49 9 11 12 13 50 13 12 16 16 51 10 12 5 13 52 6 9 15 11 53 12 12 12 14 54 8 12 8 13 55 14 13 13 13 56 12 11 14 13 57 11 9 12 12 58 16 9 16 16 59 8 11 10 15 60 15 11 15 15 61 7 12 8 12 62 16 12 16 14 63 14 9 19 12 64 16 11 14 15 65 9 9 6 12 66 14 12 13 13 67 11 12 15 12 68 13 12 7 12 69 15 12 13 13 70 5 14 4 5 71 15 11 14 13 72 13 12 13 13 73 11 11 11 14 74 11 6 14 17 75 12 10 12 13 76 12 12 15 13 77 12 13 14 12 78 12 8 13 13 79 14 12 8 14 80 6 12 6 11 81 7 12 7 12 82 14 6 13 12 83 14 11 13 16 84 10 10 11 12 85 13 12 5 12 86 12 13 12 12 87 9 11 8 10 88 12 7 11 15 89 16 11 14 15 90 10 11 9 12 91 14 11 10 16 92 10 11 13 15 93 16 12 16 16 94 15 10 16 13 95 12 11 11 12 96 10 12 8 11 97 8 7 4 13 98 8 13 7 10 99 11 8 14 15 100 13 12 11 13 101 16 11 17 16 102 16 12 15 15 103 14 14 17 18 104 11 10 5 13 105 4 10 4 10 106 14 13 10 16 107 9 10 11 13 108 14 11 15 15 109 8 10 10 14 110 8 7 9 15 111 11 10 12 14 112 12 8 15 13 113 11 12 7 13 114 14 12 13 15 115 15 12 12 16 116 16 11 14 14 117 16 12 14 14 118 11 12 8 16 119 14 12 15 14 120 14 11 12 12 121 12 12 12 13 122 14 11 16 12 123 8 11 9 12 124 13 13 15 14 125 16 12 15 14 126 12 12 6 14 127 16 12 14 16 128 12 12 15 13 129 11 8 10 14 130 4 8 6 4 131 16 12 14 16 132 15 11 12 13 133 10 12 8 16 134 13 13 11 15 135 15 12 13 14 136 12 12 9 13 137 14 11 15 14 138 7 12 13 12 139 19 12 15 15 140 12 10 14 14 141 12 11 16 13 142 13 12 14 14 143 15 12 14 16 144 8 10 10 6 145 12 12 10 13 146 10 13 4 13 147 8 12 8 14 148 10 15 15 15 149 15 11 16 14 150 16 12 12 15 151 13 11 12 13 152 16 12 15 16 153 9 11 9 12 154 14 10 12 15 155 14 11 14 12 156 12 11 11 14 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) finding knowing liked 0.63009 0.09117 0.34165 0.48874 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.9514 -1.2024 0.1642 1.3914 6.4651 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.63009 1.49203 0.422 0.673 finding 0.09117 0.10062 0.906 0.366 knowing 0.34165 0.05908 5.783 4.05e-08 *** liked 0.48874 0.09437 5.179 6.97e-07 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.208 on 152 degrees of freedom Multiple R-squared: 0.4456, Adjusted R-squared: 0.4347 F-statistic: 40.73 on 3 and 152 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,] 0.086201881 0.17240376 0.91379812 [2,] 0.083352220 0.16670444 0.91664778 [3,] 0.036080819 0.07216164 0.96391918 [4,] 0.021929151 0.04385830 0.97807085 [5,] 0.020940230 0.04188046 0.97905977 [6,] 0.008806237 0.01761247 0.99119376 [7,] 0.198379267 0.39675853 0.80162073 [8,] 0.526411535 0.94717693 0.47358846 [9,] 0.434357733 0.86871547 0.56564227 [10,] 0.348412761 0.69682552 0.65158724 [11,] 0.293882402 0.58776480 0.70611760 [12,] 0.226225051 0.45245010 0.77377495 [13,] 0.174172417 0.34834483 0.82582758 [14,] 0.437433438 0.87486688 0.56256656 [15,] 0.365951007 0.73190201 0.63404899 [16,] 0.348472024 0.69694405 0.65152798 [17,] 0.287922799 0.57584560 0.71207720 [18,] 0.272788762 0.54557752 0.72721124 [19,] 0.248950671 0.49790134 0.75104933 [20,] 0.203478640 0.40695728 0.79652136 [21,] 0.390186419 0.78037284 0.60981358 [22,] 0.333347993 0.66669599 0.66665201 [23,] 0.279610035 0.55922007 0.72038997 [24,] 0.416709864 0.83341973 0.58329014 [25,] 0.566320954 0.86735809 0.43367905 [26,] 0.507952220 0.98409556 0.49204778 [27,] 0.455369951 0.91073990 0.54463005 [28,] 0.404162577 0.80832515 0.59583742 [29,] 0.399941413 0.79988283 0.60005859 [30,] 0.417194699 0.83438940 0.58280530 [31,] 0.371859735 0.74371947 0.62814026 [32,] 0.332054935 0.66410987 0.66794507 [33,] 0.286999459 0.57399892 0.71300054 [34,] 0.274363035 0.54872607 0.72563697 [35,] 0.254531738 0.50906348 0.74546826 [36,] 0.505734448 0.98853110 0.49426555 [37,] 0.818823224 0.36235355 0.18117678 [38,] 0.853132499 0.29373500 0.14686750 [39,] 0.824967583 0.35006483 0.17503242 [40,] 0.859085014 0.28182997 0.14091499 [41,] 0.903785607 0.19242879 0.09621439 [42,] 0.884828656 0.23034269 0.11517134 [43,] 0.907437340 0.18512532 0.09256266 [44,] 0.900298501 0.19940300 0.09970150 [45,] 0.881833704 0.23633259 0.11816630 [46,] 0.970143169 0.05971366 0.02985683 [47,] 0.961760656 0.07647869 0.03823934 [48,] 0.970880408 0.05823918 0.02911959 [49,] 0.967606541 0.06478692 0.03239346 [50,] 0.958906173 0.08218765 0.04109383 [51,] 0.947734756 0.10453049 0.05226524 [52,] 0.939887385 0.12022523 0.06011262 [53,] 0.974062638 0.05187472 0.02593736 [54,] 0.968568209 0.06286358 0.03143179 [55,] 0.978669772 0.04266046 0.02133023 [56,] 0.979127931 0.04174414 0.02087207 [57,] 0.973037273 0.05392545 0.02696273 [58,] 0.973792769 0.05241446 0.02620723 [59,] 0.967735288 0.06452942 0.03226471 [60,] 0.963197137 0.07360573 0.03680286 [61,] 0.959512290 0.08097542 0.04048771 [62,] 0.968010771 0.06397846 0.03198923 [63,] 0.970552088 0.05889582 0.02944791 [64,] 0.962901951 0.07419610 0.03709805 [65,] 0.963466298 0.07306740 0.03653370 [66,] 0.953737439 0.09252512 0.04626256 [67,] 0.945610147 0.10877971 0.05438985 [68,] 0.960652084 0.07869583 0.03934792 [69,] 0.949645850 0.10070830 0.05035415 [70,] 0.941199442 0.11760112 0.05880056 [71,] 0.927444103 0.14511179 0.07255590 [72,] 0.910028534 0.17994293 0.08997147 [73,] 0.921637936 0.15672413 0.07836206 [74,] 0.937127041 0.12574592 0.06287296 [75,] 0.947463344 0.10507331 0.05253666 [76,] 0.954946686 0.09010663 0.04505331 [77,] 0.942699416 0.11460117 0.05730058 [78,] 0.931777090 0.13644582 0.06822291 [79,] 0.960978399 0.07804320 0.03902160 [80,] 0.950105792 0.09978842 0.04989421 [81,] 0.937286607 0.12542679 0.06271339 [82,] 0.922737257 0.15452549 0.07726274 [83,] 0.923948093 0.15210381 0.07605191 [84,] 0.906467520 0.18706496 0.09353248 [85,] 0.893323472 0.21335306 0.10667653 [86,] 0.922977803 0.15404439 0.07702220 [87,] 0.907810945 0.18437811 0.09218905 [88,] 0.898255422 0.20348916 0.10174458 [89,] 0.878945785 0.24210843 0.12105422 [90,] 0.853997389 0.29200522 0.14600261 [91,] 0.836055360 0.32788928 0.16394464 [92,] 0.810798513 0.37840297 0.18920149 [93,] 0.813216376 0.37356725 0.18678362 [94,] 0.789748539 0.42050292 0.21025146 [95,] 0.755731789 0.48853642 0.24426821 [96,] 0.738131885 0.52373623 0.26186811 [97,] 0.789239075 0.42152185 0.21076092 [98,] 0.799981778 0.40003644 0.20001822 [99,] 0.827291964 0.34541607 0.17270804 [100,] 0.799273160 0.40145368 0.20072684 [101,] 0.807495189 0.38500962 0.19250481 [102,] 0.772248961 0.45550208 0.22775104 [103,] 0.833235847 0.33352831 0.16676415 [104,] 0.890305745 0.21938851 0.10969426 [105,] 0.885873914 0.22825217 0.11412609 [106,] 0.886247944 0.22750411 0.11375206 [107,] 0.865821100 0.26835780 0.13417890 [108,] 0.834878591 0.33024282 0.16512141 [109,] 0.807071745 0.38585651 0.19292826 [110,] 0.809362126 0.38127575 0.19063787 [111,] 0.820635233 0.35872953 0.17936477 [112,] 0.796367607 0.40726479 0.20363239 [113,] 0.753887724 0.49222455 0.24611228 [114,] 0.765319316 0.46936137 0.23468068 [115,] 0.718182221 0.56363556 0.28181778 [116,] 0.674304467 0.65139107 0.32569553 [117,] 0.684414809 0.63117038 0.31558519 [118,] 0.634315333 0.73136933 0.36568467 [119,] 0.631874305 0.73625139 0.36812570 [120,] 0.609068477 0.78186305 0.39093152 [121,] 0.568248169 0.86350366 0.43175183 [122,] 0.523833537 0.95233293 0.47616646 [123,] 0.527793871 0.94441226 0.47220613 [124,] 0.476249176 0.95249835 0.52375082 [125,] 0.430892226 0.86178445 0.56910777 [126,] 0.457070589 0.91414118 0.54292941 [127,] 0.487302341 0.97460468 0.51269766 [128,] 0.420088764 0.84017753 0.57991124 [129,] 0.413061733 0.82612347 0.58693827 [130,] 0.364971409 0.72994282 0.63502859 [131,] 0.296606070 0.59321214 0.70339393 [132,] 0.502775286 0.99444943 0.49722471 [133,] 0.805469354 0.38906129 0.19453065 [134,] 0.829249128 0.34150174 0.17075087 [135,] 0.827867868 0.34426426 0.17213213 [136,] 0.758957973 0.48208405 0.24104203 [137,] 0.674687265 0.65062547 0.32531274 [138,] 0.573507106 0.85298579 0.42649289 [139,] 0.485171141 0.97034228 0.51482886 [140,] 0.731009515 0.53798097 0.26899049 [141,] 0.662541213 0.67491757 0.33745879 [142,] 0.856244589 0.28751082 0.14375541 [143,] 0.767132523 0.46573495 0.23286748 > postscript(file="/var/www/html/rcomp/tmp/1l8e71290589137.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2l8e71290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3dhdr1290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4dhdr1290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5dhdr1290589137.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 0.048073918 1.189133218 1.538663700 2.293020810 -0.334355950 2.019518474 7 8 9 10 11 12 -1.078906433 -1.858339483 -1.349495250 3.374381628 -2.394620417 -0.347076096 13 14 15 16 17 18 2.524584750 -4.871059629 0.348446970 -0.541636768 -1.347076096 -0.577449673 19 20 21 22 23 24 1.576895759 -3.719204971 0.804284197 1.252935583 -0.645029994 2.508255087 25 26 27 28 29 30 0.797592721 -0.260746958 -5.088713060 0.015174532 -0.075992914 4.700396605 31 32 33 34 35 36 4.815151175 -0.678423746 0.161768137 0.553803000 -1.858339483 1.569638298 37 38 39 40 41 42 -0.471637293 1.599916898 0.230408809 1.080901685 1.480890006 6.465054708 43 44 45 46 47 48 -5.595632505 -2.914260008 0.769037277 3.083320838 3.400023553 1.042611233 49 50 51 52 53 54 -3.086293906 -2.010265761 0.214079145 -5.951431717 -0.666197965 -2.810866782 55 56 57 58 59 60 1.389722561 -0.769591191 -0.415222402 1.263236575 -4.380469848 0.911286940 61 62 63 64 65 66 -3.322130169 1.967207465 0.193237101 2.252935583 -0.365330548 1.480890006 67 68 69 70 71 72 -1.713670666 3.019518474 2.480890006 -0.716714198 2.230408809 0.480890006 73 74 75 76 77 78 -1.233381877 -3.268700417 0.004873539 -1.202407279 -0.463189469 -0.154440213 79 80 81 82 83 84 2.700396605 -3.150096271 -2.980481526 2.516631291 0.105847612 -1.164741205 85 86 87 88 89 90 3.702815759 0.220107816 -0.253489497 -0.357448709 2.252935583 -0.572611366 91 92 93 94 95 96 1.130793539 -3.405415775 0.989734239 1.638278969 0.744091349 0.166606444 97 98 99 100 101 102 -0.988434985 -1.094175745 -2.473562081 1.164187291 0.739253042 1.820119495 103 104 105 106 107 108 -2.511722520 1.396414036 -3.795727482 0.948458648 -2.653477818 -0.088713060 109 110 111 112 113 114 -3.800565789 -3.674151424 -1.483863074 -0.837737497 0.530781861 0.503416780 115 116 117 118 119 120 1.356328809 2.741672196 2.650504750 -1.277076621 0.308856108 2.402442707 121 122 123 124 125 126 -0.177461352 1.035848137 -2.572611366 -0.782311338 2.308856108 1.383693890 127 128 129 130 131 132 1.673031524 -1.202407279 -0.618230898 -1.364270197 1.673031524 2.913706094 133 134 135 136 137 138 -2.277076621 0.095546619 1.992153393 0.847484576 0.400023553 -5.030373381 139 140 141 142 143 144 4.820119495 -1.167160359 -1.452888476 -0.349495250 0.673031524 0.109327116 145 146 147 148 149 150 0.505835933 0.464560342 -3.299603395 -4.453382841 1.058374911 2.845065422 151 152 153 154 155 156 0.913706094 1.331382882 -1.572611366 1.027400313 1.719145422 -0.233381877 > postscript(file="/var/www/html/rcomp/tmp/66ruu1290589137.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 0.048073918 NA 1 1.189133218 0.048073918 2 1.538663700 1.189133218 3 2.293020810 1.538663700 4 -0.334355950 2.293020810 5 2.019518474 -0.334355950 6 -1.078906433 2.019518474 7 -1.858339483 -1.078906433 8 -1.349495250 -1.858339483 9 3.374381628 -1.349495250 10 -2.394620417 3.374381628 11 -0.347076096 -2.394620417 12 2.524584750 -0.347076096 13 -4.871059629 2.524584750 14 0.348446970 -4.871059629 15 -0.541636768 0.348446970 16 -1.347076096 -0.541636768 17 -0.577449673 -1.347076096 18 1.576895759 -0.577449673 19 -3.719204971 1.576895759 20 0.804284197 -3.719204971 21 1.252935583 0.804284197 22 -0.645029994 1.252935583 23 2.508255087 -0.645029994 24 0.797592721 2.508255087 25 -0.260746958 0.797592721 26 -5.088713060 -0.260746958 27 0.015174532 -5.088713060 28 -0.075992914 0.015174532 29 4.700396605 -0.075992914 30 4.815151175 4.700396605 31 -0.678423746 4.815151175 32 0.161768137 -0.678423746 33 0.553803000 0.161768137 34 -1.858339483 0.553803000 35 1.569638298 -1.858339483 36 -0.471637293 1.569638298 37 1.599916898 -0.471637293 38 0.230408809 1.599916898 39 1.080901685 0.230408809 40 1.480890006 1.080901685 41 6.465054708 1.480890006 42 -5.595632505 6.465054708 43 -2.914260008 -5.595632505 44 0.769037277 -2.914260008 45 3.083320838 0.769037277 46 3.400023553 3.083320838 47 1.042611233 3.400023553 48 -3.086293906 1.042611233 49 -2.010265761 -3.086293906 50 0.214079145 -2.010265761 51 -5.951431717 0.214079145 52 -0.666197965 -5.951431717 53 -2.810866782 -0.666197965 54 1.389722561 -2.810866782 55 -0.769591191 1.389722561 56 -0.415222402 -0.769591191 57 1.263236575 -0.415222402 58 -4.380469848 1.263236575 59 0.911286940 -4.380469848 60 -3.322130169 0.911286940 61 1.967207465 -3.322130169 62 0.193237101 1.967207465 63 2.252935583 0.193237101 64 -0.365330548 2.252935583 65 1.480890006 -0.365330548 66 -1.713670666 1.480890006 67 3.019518474 -1.713670666 68 2.480890006 3.019518474 69 -0.716714198 2.480890006 70 2.230408809 -0.716714198 71 0.480890006 2.230408809 72 -1.233381877 0.480890006 73 -3.268700417 -1.233381877 74 0.004873539 -3.268700417 75 -1.202407279 0.004873539 76 -0.463189469 -1.202407279 77 -0.154440213 -0.463189469 78 2.700396605 -0.154440213 79 -3.150096271 2.700396605 80 -2.980481526 -3.150096271 81 2.516631291 -2.980481526 82 0.105847612 2.516631291 83 -1.164741205 0.105847612 84 3.702815759 -1.164741205 85 0.220107816 3.702815759 86 -0.253489497 0.220107816 87 -0.357448709 -0.253489497 88 2.252935583 -0.357448709 89 -0.572611366 2.252935583 90 1.130793539 -0.572611366 91 -3.405415775 1.130793539 92 0.989734239 -3.405415775 93 1.638278969 0.989734239 94 0.744091349 1.638278969 95 0.166606444 0.744091349 96 -0.988434985 0.166606444 97 -1.094175745 -0.988434985 98 -2.473562081 -1.094175745 99 1.164187291 -2.473562081 100 0.739253042 1.164187291 101 1.820119495 0.739253042 102 -2.511722520 1.820119495 103 1.396414036 -2.511722520 104 -3.795727482 1.396414036 105 0.948458648 -3.795727482 106 -2.653477818 0.948458648 107 -0.088713060 -2.653477818 108 -3.800565789 -0.088713060 109 -3.674151424 -3.800565789 110 -1.483863074 -3.674151424 111 -0.837737497 -1.483863074 112 0.530781861 -0.837737497 113 0.503416780 0.530781861 114 1.356328809 0.503416780 115 2.741672196 1.356328809 116 2.650504750 2.741672196 117 -1.277076621 2.650504750 118 0.308856108 -1.277076621 119 2.402442707 0.308856108 120 -0.177461352 2.402442707 121 1.035848137 -0.177461352 122 -2.572611366 1.035848137 123 -0.782311338 -2.572611366 124 2.308856108 -0.782311338 125 1.383693890 2.308856108 126 1.673031524 1.383693890 127 -1.202407279 1.673031524 128 -0.618230898 -1.202407279 129 -1.364270197 -0.618230898 130 1.673031524 -1.364270197 131 2.913706094 1.673031524 132 -2.277076621 2.913706094 133 0.095546619 -2.277076621 134 1.992153393 0.095546619 135 0.847484576 1.992153393 136 0.400023553 0.847484576 137 -5.030373381 0.400023553 138 4.820119495 -5.030373381 139 -1.167160359 4.820119495 140 -1.452888476 -1.167160359 141 -0.349495250 -1.452888476 142 0.673031524 -0.349495250 143 0.109327116 0.673031524 144 0.505835933 0.109327116 145 0.464560342 0.505835933 146 -3.299603395 0.464560342 147 -4.453382841 -3.299603395 148 1.058374911 -4.453382841 149 2.845065422 1.058374911 150 0.913706094 2.845065422 151 1.331382882 0.913706094 152 -1.572611366 1.331382882 153 1.027400313 -1.572611366 154 1.719145422 1.027400313 155 -0.233381877 1.719145422 156 NA -0.233381877 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.189133218 0.048073918 [2,] 1.538663700 1.189133218 [3,] 2.293020810 1.538663700 [4,] -0.334355950 2.293020810 [5,] 2.019518474 -0.334355950 [6,] -1.078906433 2.019518474 [7,] -1.858339483 -1.078906433 [8,] -1.349495250 -1.858339483 [9,] 3.374381628 -1.349495250 [10,] -2.394620417 3.374381628 [11,] -0.347076096 -2.394620417 [12,] 2.524584750 -0.347076096 [13,] -4.871059629 2.524584750 [14,] 0.348446970 -4.871059629 [15,] -0.541636768 0.348446970 [16,] -1.347076096 -0.541636768 [17,] -0.577449673 -1.347076096 [18,] 1.576895759 -0.577449673 [19,] -3.719204971 1.576895759 [20,] 0.804284197 -3.719204971 [21,] 1.252935583 0.804284197 [22,] -0.645029994 1.252935583 [23,] 2.508255087 -0.645029994 [24,] 0.797592721 2.508255087 [25,] -0.260746958 0.797592721 [26,] -5.088713060 -0.260746958 [27,] 0.015174532 -5.088713060 [28,] -0.075992914 0.015174532 [29,] 4.700396605 -0.075992914 [30,] 4.815151175 4.700396605 [31,] -0.678423746 4.815151175 [32,] 0.161768137 -0.678423746 [33,] 0.553803000 0.161768137 [34,] -1.858339483 0.553803000 [35,] 1.569638298 -1.858339483 [36,] -0.471637293 1.569638298 [37,] 1.599916898 -0.471637293 [38,] 0.230408809 1.599916898 [39,] 1.080901685 0.230408809 [40,] 1.480890006 1.080901685 [41,] 6.465054708 1.480890006 [42,] -5.595632505 6.465054708 [43,] -2.914260008 -5.595632505 [44,] 0.769037277 -2.914260008 [45,] 3.083320838 0.769037277 [46,] 3.400023553 3.083320838 [47,] 1.042611233 3.400023553 [48,] -3.086293906 1.042611233 [49,] -2.010265761 -3.086293906 [50,] 0.214079145 -2.010265761 [51,] -5.951431717 0.214079145 [52,] -0.666197965 -5.951431717 [53,] -2.810866782 -0.666197965 [54,] 1.389722561 -2.810866782 [55,] -0.769591191 1.389722561 [56,] -0.415222402 -0.769591191 [57,] 1.263236575 -0.415222402 [58,] -4.380469848 1.263236575 [59,] 0.911286940 -4.380469848 [60,] -3.322130169 0.911286940 [61,] 1.967207465 -3.322130169 [62,] 0.193237101 1.967207465 [63,] 2.252935583 0.193237101 [64,] -0.365330548 2.252935583 [65,] 1.480890006 -0.365330548 [66,] -1.713670666 1.480890006 [67,] 3.019518474 -1.713670666 [68,] 2.480890006 3.019518474 [69,] -0.716714198 2.480890006 [70,] 2.230408809 -0.716714198 [71,] 0.480890006 2.230408809 [72,] -1.233381877 0.480890006 [73,] -3.268700417 -1.233381877 [74,] 0.004873539 -3.268700417 [75,] -1.202407279 0.004873539 [76,] -0.463189469 -1.202407279 [77,] -0.154440213 -0.463189469 [78,] 2.700396605 -0.154440213 [79,] -3.150096271 2.700396605 [80,] -2.980481526 -3.150096271 [81,] 2.516631291 -2.980481526 [82,] 0.105847612 2.516631291 [83,] -1.164741205 0.105847612 [84,] 3.702815759 -1.164741205 [85,] 0.220107816 3.702815759 [86,] -0.253489497 0.220107816 [87,] -0.357448709 -0.253489497 [88,] 2.252935583 -0.357448709 [89,] -0.572611366 2.252935583 [90,] 1.130793539 -0.572611366 [91,] -3.405415775 1.130793539 [92,] 0.989734239 -3.405415775 [93,] 1.638278969 0.989734239 [94,] 0.744091349 1.638278969 [95,] 0.166606444 0.744091349 [96,] -0.988434985 0.166606444 [97,] -1.094175745 -0.988434985 [98,] -2.473562081 -1.094175745 [99,] 1.164187291 -2.473562081 [100,] 0.739253042 1.164187291 [101,] 1.820119495 0.739253042 [102,] -2.511722520 1.820119495 [103,] 1.396414036 -2.511722520 [104,] -3.795727482 1.396414036 [105,] 0.948458648 -3.795727482 [106,] -2.653477818 0.948458648 [107,] -0.088713060 -2.653477818 [108,] -3.800565789 -0.088713060 [109,] -3.674151424 -3.800565789 [110,] -1.483863074 -3.674151424 [111,] -0.837737497 -1.483863074 [112,] 0.530781861 -0.837737497 [113,] 0.503416780 0.530781861 [114,] 1.356328809 0.503416780 [115,] 2.741672196 1.356328809 [116,] 2.650504750 2.741672196 [117,] -1.277076621 2.650504750 [118,] 0.308856108 -1.277076621 [119,] 2.402442707 0.308856108 [120,] -0.177461352 2.402442707 [121,] 1.035848137 -0.177461352 [122,] -2.572611366 1.035848137 [123,] -0.782311338 -2.572611366 [124,] 2.308856108 -0.782311338 [125,] 1.383693890 2.308856108 [126,] 1.673031524 1.383693890 [127,] -1.202407279 1.673031524 [128,] -0.618230898 -1.202407279 [129,] -1.364270197 -0.618230898 [130,] 1.673031524 -1.364270197 [131,] 2.913706094 1.673031524 [132,] -2.277076621 2.913706094 [133,] 0.095546619 -2.277076621 [134,] 1.992153393 0.095546619 [135,] 0.847484576 1.992153393 [136,] 0.400023553 0.847484576 [137,] -5.030373381 0.400023553 [138,] 4.820119495 -5.030373381 [139,] -1.167160359 4.820119495 [140,] -1.452888476 -1.167160359 [141,] -0.349495250 -1.452888476 [142,] 0.673031524 -0.349495250 [143,] 0.109327116 0.673031524 [144,] 0.505835933 0.109327116 [145,] 0.464560342 0.505835933 [146,] -3.299603395 0.464560342 [147,] -4.453382841 -3.299603395 [148,] 1.058374911 -4.453382841 [149,] 2.845065422 1.058374911 [150,] 0.913706094 2.845065422 [151,] 1.331382882 0.913706094 [152,] -1.572611366 1.331382882 [153,] 1.027400313 -1.572611366 [154,] 1.719145422 1.027400313 [155,] -0.233381877 1.719145422 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.189133218 0.048073918 2 1.538663700 1.189133218 3 2.293020810 1.538663700 4 -0.334355950 2.293020810 5 2.019518474 -0.334355950 6 -1.078906433 2.019518474 7 -1.858339483 -1.078906433 8 -1.349495250 -1.858339483 9 3.374381628 -1.349495250 10 -2.394620417 3.374381628 11 -0.347076096 -2.394620417 12 2.524584750 -0.347076096 13 -4.871059629 2.524584750 14 0.348446970 -4.871059629 15 -0.541636768 0.348446970 16 -1.347076096 -0.541636768 17 -0.577449673 -1.347076096 18 1.576895759 -0.577449673 19 -3.719204971 1.576895759 20 0.804284197 -3.719204971 21 1.252935583 0.804284197 22 -0.645029994 1.252935583 23 2.508255087 -0.645029994 24 0.797592721 2.508255087 25 -0.260746958 0.797592721 26 -5.088713060 -0.260746958 27 0.015174532 -5.088713060 28 -0.075992914 0.015174532 29 4.700396605 -0.075992914 30 4.815151175 4.700396605 31 -0.678423746 4.815151175 32 0.161768137 -0.678423746 33 0.553803000 0.161768137 34 -1.858339483 0.553803000 35 1.569638298 -1.858339483 36 -0.471637293 1.569638298 37 1.599916898 -0.471637293 38 0.230408809 1.599916898 39 1.080901685 0.230408809 40 1.480890006 1.080901685 41 6.465054708 1.480890006 42 -5.595632505 6.465054708 43 -2.914260008 -5.595632505 44 0.769037277 -2.914260008 45 3.083320838 0.769037277 46 3.400023553 3.083320838 47 1.042611233 3.400023553 48 -3.086293906 1.042611233 49 -2.010265761 -3.086293906 50 0.214079145 -2.010265761 51 -5.951431717 0.214079145 52 -0.666197965 -5.951431717 53 -2.810866782 -0.666197965 54 1.389722561 -2.810866782 55 -0.769591191 1.389722561 56 -0.415222402 -0.769591191 57 1.263236575 -0.415222402 58 -4.380469848 1.263236575 59 0.911286940 -4.380469848 60 -3.322130169 0.911286940 61 1.967207465 -3.322130169 62 0.193237101 1.967207465 63 2.252935583 0.193237101 64 -0.365330548 2.252935583 65 1.480890006 -0.365330548 66 -1.713670666 1.480890006 67 3.019518474 -1.713670666 68 2.480890006 3.019518474 69 -0.716714198 2.480890006 70 2.230408809 -0.716714198 71 0.480890006 2.230408809 72 -1.233381877 0.480890006 73 -3.268700417 -1.233381877 74 0.004873539 -3.268700417 75 -1.202407279 0.004873539 76 -0.463189469 -1.202407279 77 -0.154440213 -0.463189469 78 2.700396605 -0.154440213 79 -3.150096271 2.700396605 80 -2.980481526 -3.150096271 81 2.516631291 -2.980481526 82 0.105847612 2.516631291 83 -1.164741205 0.105847612 84 3.702815759 -1.164741205 85 0.220107816 3.702815759 86 -0.253489497 0.220107816 87 -0.357448709 -0.253489497 88 2.252935583 -0.357448709 89 -0.572611366 2.252935583 90 1.130793539 -0.572611366 91 -3.405415775 1.130793539 92 0.989734239 -3.405415775 93 1.638278969 0.989734239 94 0.744091349 1.638278969 95 0.166606444 0.744091349 96 -0.988434985 0.166606444 97 -1.094175745 -0.988434985 98 -2.473562081 -1.094175745 99 1.164187291 -2.473562081 100 0.739253042 1.164187291 101 1.820119495 0.739253042 102 -2.511722520 1.820119495 103 1.396414036 -2.511722520 104 -3.795727482 1.396414036 105 0.948458648 -3.795727482 106 -2.653477818 0.948458648 107 -0.088713060 -2.653477818 108 -3.800565789 -0.088713060 109 -3.674151424 -3.800565789 110 -1.483863074 -3.674151424 111 -0.837737497 -1.483863074 112 0.530781861 -0.837737497 113 0.503416780 0.530781861 114 1.356328809 0.503416780 115 2.741672196 1.356328809 116 2.650504750 2.741672196 117 -1.277076621 2.650504750 118 0.308856108 -1.277076621 119 2.402442707 0.308856108 120 -0.177461352 2.402442707 121 1.035848137 -0.177461352 122 -2.572611366 1.035848137 123 -0.782311338 -2.572611366 124 2.308856108 -0.782311338 125 1.383693890 2.308856108 126 1.673031524 1.383693890 127 -1.202407279 1.673031524 128 -0.618230898 -1.202407279 129 -1.364270197 -0.618230898 130 1.673031524 -1.364270197 131 2.913706094 1.673031524 132 -2.277076621 2.913706094 133 0.095546619 -2.277076621 134 1.992153393 0.095546619 135 0.847484576 1.992153393 136 0.400023553 0.847484576 137 -5.030373381 0.400023553 138 4.820119495 -5.030373381 139 -1.167160359 4.820119495 140 -1.452888476 -1.167160359 141 -0.349495250 -1.452888476 142 0.673031524 -0.349495250 143 0.109327116 0.673031524 144 0.505835933 0.109327116 145 0.464560342 0.505835933 146 -3.299603395 0.464560342 147 -4.453382841 -3.299603395 148 1.058374911 -4.453382841 149 2.845065422 1.058374911 150 0.913706094 2.845065422 151 1.331382882 0.913706094 152 -1.572611366 1.331382882 153 1.027400313 -1.572611366 154 1.719145422 1.027400313 155 -0.233381877 1.719145422 > 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/7y0ux1290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8y0ux1290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9y0ux1290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10rrb01290589137.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11vs9o1290589137.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/12ga8c1290589137.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/13ck631290589137.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/14g3491290589137.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/15jllw1290589137.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/164mj21290589137.tab") + } > try(system("convert tmp/1l8e71290589137.ps tmp/1l8e71290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/2l8e71290589137.ps tmp/2l8e71290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/3dhdr1290589137.ps tmp/3dhdr1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/4dhdr1290589137.ps tmp/4dhdr1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/5dhdr1290589137.ps tmp/5dhdr1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/66ruu1290589137.ps tmp/66ruu1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/7y0ux1290589137.ps tmp/7y0ux1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/8y0ux1290589137.ps tmp/8y0ux1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/9y0ux1290589137.ps tmp/9y0ux1290589137.png",intern=TRUE)) character(0) > try(system("convert tmp/10rrb01290589137.ps tmp/10rrb01290589137.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.963 1.761 9.744