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(66 + ,73 + ,68 + ,5 + ,2 + ,54 + ,58 + ,54 + ,12 + ,1 + ,82 + ,68 + ,41 + ,11 + ,1 + ,61 + ,62 + ,49 + ,6 + ,1 + ,65 + ,65 + ,49 + ,12 + ,1 + ,77 + ,81 + ,72 + ,11 + ,1 + ,66 + ,73 + ,78 + ,12 + ,1 + ,66 + ,64 + ,58 + ,7 + ,2 + ,66 + ,68 + ,58 + ,8 + ,1 + ,48 + ,51 + ,23 + ,13 + ,1 + ,57 + ,68 + ,39 + ,12 + ,1 + ,80 + ,61 + ,63 + ,13 + ,1 + ,60 + ,69 + ,46 + ,12 + ,1 + ,70 + ,73 + ,58 + ,12 + ,1 + ,85 + ,61 + ,39 + ,11 + ,2 + ,59 + ,62 + ,44 + ,12 + ,2 + ,72 + ,63 + ,49 + ,12 + ,1 + ,70 + ,69 + ,57 + ,12 + ,1 + ,74 + ,47 + ,76 + ,11 + ,2 + ,70 + ,66 + ,63 + ,13 + ,2 + ,51 + ,58 + ,18 + ,9 + ,1 + ,70 + ,63 + ,40 + ,11 + ,2 + ,71 + ,69 + ,59 + ,11 + ,1 + ,72 + ,59 + ,62 + ,11 + ,2 + ,50 + ,59 + ,70 + ,9 + ,1 + ,69 + ,63 + ,65 + ,11 + ,2 + ,73 + ,65 + ,56 + ,12 + ,2 + ,66 + ,65 + ,45 + ,12 + ,1 + ,73 + ,71 + ,57 + ,10 + ,2 + ,58 + ,60 + ,50 + ,12 + ,1 + ,78 + ,81 + ,40 + ,12 + ,2 + ,83 + ,67 + ,58 + ,12 + ,1 + ,76 + ,66 + ,49 + ,9 + ,2 + ,77 + ,62 + ,49 + ,9 + ,1 + ,79 + ,63 + ,27 + ,12 + ,1 + ,71 + ,73 + ,51 + ,14 + ,2 + ,79 + ,55 + ,75 + ,12 + ,2 + ,60 + ,59 + ,65 + ,11 + ,1 + ,73 + ,64 + ,47 + ,9 + ,1 + ,70 + ,63 + ,49 + ,11 + ,2 + ,42 + ,64 + ,65 + ,7 + ,1 + ,74 + ,73 + ,61 + ,15 + ,1 + ,68 + ,54 + ,46 + ,11 + ,1 + ,83 + ,76 + ,69 + ,12 + ,1 + ,62 + ,74 + ,55 + ,12 + ,2 + ,79 + ,63 + ,78 + ,9 + ,2 + ,61 + ,73 + ,58 + ,12 + ,2 + ,86 + ,67 + ,34 + ,11 + ,2 + ,64 + ,68 + ,67 + ,11 + ,2 + ,75 + ,66 + ,45 + ,8 + ,1 + ,59 + ,62 + ,68 + ,7 + ,2 + ,82 + ,71 + ,49 + ,12 + ,2 + ,61 + ,63 + ,19 + ,8 + ,1 + ,69 + ,75 + ,72 + ,10 + ,1 + ,60 + ,77 + ,59 + ,12 + ,1 + ,59 + ,62 + ,46 + ,15 + ,2 + ,81 + ,74 + ,56 + ,12 + ,1 + ,65 + ,67 + ,45 + ,12 + ,2 + ,60 + ,56 + ,53 + ,12 + ,2 + ,60 + ,60 + ,67 + ,12 + ,2 + ,45 + ,58 + ,73 + ,8 + ,2 + ,75 + ,65 + ,46 + ,10 + ,1 + ,84 + ,49 + ,70 + ,14 + ,2 + ,77 + ,61 + ,38 + ,10 + ,1 + ,64 + ,66 + ,54 + ,12 + ,2 + ,54 + ,64 + ,46 + ,14 + ,2 + ,72 + ,65 + ,46 + ,6 + ,2 + ,56 + ,46 + ,45 + ,11 + ,1 + ,67 + ,65 + ,47 + ,10 + ,2 + ,81 + ,81 + ,25 + ,14 + ,2 + ,73 + ,72 + ,63 + ,12 + ,1 + ,67 + ,65 + ,46 + ,13 + ,2 + ,72 + ,74 + ,69 + ,11 + ,2 + ,69 + ,59 + ,43 + ,11 + ,1 + ,71 + ,69 + ,49 + ,12 + ,1 + ,77 + ,58 + ,39 + ,13 + ,2 + ,63 + ,71 + ,65 + ,12 + ,1 + ,49 + ,79 + ,54 + ,8 + ,2 + ,74 + ,68 + ,50 + ,12 + ,2 + ,76 + ,66 + ,42 + ,11 + ,1 + ,65 + ,62 + ,45 + ,10 + ,2 + ,65 + ,69 + ,50 + ,12 + ,1 + ,69 + ,63 + ,55 + ,11 + ,2 + ,71 + ,62 + ,38 + ,12 + ,1 + ,68 + ,61 + ,40 + ,12 + ,1 + ,49 + ,65 + ,51 + ,10 + ,2 + ,86 + ,64 + ,49 + ,12 + ,1 + ,63 + ,56 + ,39 + ,12 + ,2 + ,77 + ,56 + ,57 + ,11 + ,2 + ,52 + ,48 + ,30 + ,10 + ,1 + ,73 + ,74 + ,51 + ,12 + ,1 + ,63 + ,69 + ,48 + ,11 + ,1 + ,54 + ,62 + ,56 + ,12 + ,1 + ,56 + ,73 + ,66 + ,12 + ,1 + ,54 + ,64 + ,72 + ,10 + ,1 + ,61 + ,57 + ,28 + ,11 + ,1 + ,70 + ,57 + ,52 + ,10 + ,1 + ,68 + ,60 + ,53 + ,11 + ,2 + ,63 + ,61 + ,70 + ,11 + ,2 + ,76 + ,72 + ,63 + ,12 + ,1 + ,69 + ,57 + ,46 + ,11 + ,1 + ,71 + ,51 + ,45 + ,11 + ,1 + ,39 + ,63 + ,68 + ,7 + ,1 + ,54 + ,54 + ,54 + ,12 + ,1 + ,64 + ,72 + ,60 + ,8 + ,1 + ,70 + ,62 + ,50 + ,10 + ,1 + ,76 + ,68 + ,66 + ,12 + ,1 + ,71 + ,62 + ,56 + ,11 + ,1 + ,73 + ,63 + ,54 + ,13 + ,2 + ,81 + ,77 + ,72 + ,9 + ,1 + ,50 + ,57 + ,34 + ,11 + ,1 + ,42 + ,57 + ,39 + ,13 + ,1 + ,66 + ,61 + ,66 + ,8 + ,1 + ,77 + ,65 + ,27 + ,12 + ,1 + ,62 + ,63 + ,63 + ,11 + ,1 + ,66 + ,66 + ,65 + ,11 + ,2 + ,69 + ,68 + ,63 + ,12 + ,1 + ,72 + ,72 + ,49 + ,13 + ,1 + ,67 + ,68 + ,42 + ,11 + ,1 + ,59 + ,59 + ,51 + ,10 + ,1 + ,66 + ,56 + ,50 + ,10 + ,1 + ,68 + ,62 + ,64 + ,10 + ,1 + ,72 + ,72 + ,68 + ,12 + ,2 + ,73 + ,68 + ,66 + ,12 + ,2 + ,69 + ,67 + ,59 + ,13 + ,1 + ,57 + ,54 + ,32 + ,11 + ,1 + ,55 + ,69 + ,62 + ,11 + ,2 + ,72 + ,61 + ,52 + ,12 + ,1 + ,68 + ,55 + ,34 + ,9 + ,1 + ,83 + ,75 + ,63 + ,11 + ,2 + ,74 + ,55 + ,48 + ,12 + ,1 + ,72 + ,49 + ,53 + ,12 + ,1 + ,66 + ,54 + ,39 + ,13 + ,2 + ,61 + ,66 + ,51 + ,6 + ,1 + ,86 + ,73 + ,60 + ,11 + ,1 + ,81 + ,63 + ,70 + ,10 + ,2 + ,79 + ,61 + ,40 + ,12 + ,2 + ,73 + ,74 + ,61 + ,11 + ,1 + ,59 + ,81 + ,35 + ,12 + ,2 + ,64 + ,62 + ,39 + ,12 + ,1 + ,75 + ,64 + ,31 + ,7 + ,1 + ,68 + ,62 + ,36 + ,12 + ,1 + ,84 + ,85 + ,51 + ,12 + ,1 + ,68 + ,74 + ,55 + ,9 + ,1 + ,68 + ,51 + ,67 + ,12 + ,1 + ,69 + ,66 + ,40 + ,12 + ,1) + ,dim=c(5 + ,146) + ,dimnames=list(c('Groepsgevoel' + ,'Non-verbale_communicatie' + ,'Uitingsangst' + ,'Vrienden_Vinden' + ,'Geslacht') + ,1:146)) > y <- array(NA,dim=c(5,146),dimnames=list(c('Groepsgevoel','Non-verbale_communicatie','Uitingsangst','Vrienden_Vinden','Geslacht'),1:146)) > 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 = '4' > #'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 Vrienden_Vinden Groepsgevoel Non-verbale_communicatie Uitingsangst Geslacht 1 5 66 73 68 2 2 12 54 58 54 1 3 11 82 68 41 1 4 6 61 62 49 1 5 12 65 65 49 1 6 11 77 81 72 1 7 12 66 73 78 1 8 7 66 64 58 2 9 8 66 68 58 1 10 13 48 51 23 1 11 12 57 68 39 1 12 13 80 61 63 1 13 12 60 69 46 1 14 12 70 73 58 1 15 11 85 61 39 2 16 12 59 62 44 2 17 12 72 63 49 1 18 12 70 69 57 1 19 11 74 47 76 2 20 13 70 66 63 2 21 9 51 58 18 1 22 11 70 63 40 2 23 11 71 69 59 1 24 11 72 59 62 2 25 9 50 59 70 1 26 11 69 63 65 2 27 12 73 65 56 2 28 12 66 65 45 1 29 10 73 71 57 2 30 12 58 60 50 1 31 12 78 81 40 2 32 12 83 67 58 1 33 9 76 66 49 2 34 9 77 62 49 1 35 12 79 63 27 1 36 14 71 73 51 2 37 12 79 55 75 2 38 11 60 59 65 1 39 9 73 64 47 1 40 11 70 63 49 2 41 7 42 64 65 1 42 15 74 73 61 1 43 11 68 54 46 1 44 12 83 76 69 1 45 12 62 74 55 2 46 9 79 63 78 2 47 12 61 73 58 2 48 11 86 67 34 2 49 11 64 68 67 2 50 8 75 66 45 1 51 7 59 62 68 2 52 12 82 71 49 2 53 8 61 63 19 1 54 10 69 75 72 1 55 12 60 77 59 1 56 15 59 62 46 2 57 12 81 74 56 1 58 12 65 67 45 2 59 12 60 56 53 2 60 12 60 60 67 2 61 8 45 58 73 2 62 10 75 65 46 1 63 14 84 49 70 2 64 10 77 61 38 1 65 12 64 66 54 2 66 14 54 64 46 2 67 6 72 65 46 2 68 11 56 46 45 1 69 10 67 65 47 2 70 14 81 81 25 2 71 12 73 72 63 1 72 13 67 65 46 2 73 11 72 74 69 2 74 11 69 59 43 1 75 12 71 69 49 1 76 13 77 58 39 2 77 12 63 71 65 1 78 8 49 79 54 2 79 12 74 68 50 2 80 11 76 66 42 1 81 10 65 62 45 2 82 12 65 69 50 1 83 11 69 63 55 2 84 12 71 62 38 1 85 12 68 61 40 1 86 10 49 65 51 2 87 12 86 64 49 1 88 12 63 56 39 2 89 11 77 56 57 2 90 10 52 48 30 1 91 12 73 74 51 1 92 11 63 69 48 1 93 12 54 62 56 1 94 12 56 73 66 1 95 10 54 64 72 1 96 11 61 57 28 1 97 10 70 57 52 1 98 11 68 60 53 2 99 11 63 61 70 2 100 12 76 72 63 1 101 11 69 57 46 1 102 11 71 51 45 1 103 7 39 63 68 1 104 12 54 54 54 1 105 8 64 72 60 1 106 10 70 62 50 1 107 12 76 68 66 1 108 11 71 62 56 1 109 13 73 63 54 2 110 9 81 77 72 1 111 11 50 57 34 1 112 13 42 57 39 1 113 8 66 61 66 1 114 12 77 65 27 1 115 11 62 63 63 1 116 11 66 66 65 2 117 12 69 68 63 1 118 13 72 72 49 1 119 11 67 68 42 1 120 10 59 59 51 1 121 10 66 56 50 1 122 10 68 62 64 1 123 12 72 72 68 2 124 12 73 68 66 2 125 13 69 67 59 1 126 11 57 54 32 1 127 11 55 69 62 2 128 12 72 61 52 1 129 9 68 55 34 1 130 11 83 75 63 2 131 12 74 55 48 1 132 12 72 49 53 1 133 13 66 54 39 2 134 6 61 66 51 1 135 11 86 73 60 1 136 10 81 63 70 2 137 12 79 61 40 2 138 11 73 74 61 1 139 12 59 81 35 2 140 12 64 62 39 1 141 7 75 64 31 1 142 12 68 62 36 1 143 12 84 85 51 1 144 9 68 74 55 1 145 12 68 51 67 1 146 12 69 66 40 1 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Groepsgevoel 9.0257316 0.0372126 `Non-verbale_communicatie` Uitingsangst -0.0001426 -0.0171637 Geslacht 0.2606798 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.8256 -0.7071 0.2856 1.0763 4.0557 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.0257316 1.5342901 5.883 2.80e-08 *** Groepsgevoel 0.0372126 0.0156201 2.382 0.0185 * `Non-verbale_communicatie` -0.0001426 0.0208004 -0.007 0.9945 Uitingsangst -0.0171637 0.0118382 -1.450 0.1493 Geslacht 0.2606798 0.3050938 0.854 0.3943 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.768 on 141 degrees of freedom Multiple R-squared: 0.05795, Adjusted R-squared: 0.03123 F-statistic: 2.168 on 4 and 141 DF, p-value: 0.0756 > 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,] 0.95460328 0.0907934362 0.0453967181 [2,] 0.95690439 0.0861912159 0.0430956080 [3,] 0.98831925 0.0233615015 0.0116807507 [4,] 0.97878637 0.0424272517 0.0212136259 [5,] 0.97885678 0.0422864380 0.0211432190 [6,] 0.97032929 0.0593414108 0.0296707054 [7,] 0.95817305 0.0836538919 0.0418269459 [8,] 0.96761287 0.0647742672 0.0323871336 [9,] 0.98900409 0.0219918147 0.0109959074 [10,] 0.98216898 0.0356620375 0.0178310188 [11,] 0.97445439 0.0510912262 0.0255456131 [12,] 0.96584338 0.0683132381 0.0341566191 [13,] 0.98802088 0.0239582462 0.0119791231 [14,] 0.98960047 0.0207990515 0.0103995257 [15,] 0.98541038 0.0291792320 0.0145896160 [16,] 0.97791731 0.0441653714 0.0220826857 [17,] 0.96854238 0.0629152334 0.0314576167 [18,] 0.96118201 0.0776359719 0.0388179860 [19,] 0.94992473 0.1001505454 0.0500752727 [20,] 0.94292109 0.1141578244 0.0570789122 [21,] 0.92684520 0.1463096001 0.0731548001 [22,] 0.90658396 0.1868320853 0.0934160426 [23,] 0.88958674 0.2208265117 0.1104132559 [24,] 0.87824581 0.2435083827 0.1217541913 [25,] 0.84677491 0.3064501838 0.1532250919 [26,] 0.85718263 0.2856347415 0.1428173707 [27,] 0.89378383 0.2124323391 0.1062161695 [28,] 0.86533682 0.2693263593 0.1346631797 [29,] 0.92076496 0.1584700874 0.0792350437 [30,] 0.90586934 0.1882613185 0.0941306593 [31,] 0.88200967 0.2359806574 0.1179903287 [32,] 0.89675840 0.2064832054 0.1032416027 [33,] 0.87086886 0.2582622755 0.1291311377 [34,] 0.89516573 0.2096685303 0.1048342651 [35,] 0.95759250 0.0848149900 0.0424074950 [36,] 0.94443201 0.1111359784 0.0555679892 [37,] 0.93018416 0.1396316743 0.0698158372 [38,] 0.92453606 0.1509278850 0.0754639425 [39,] 0.92788027 0.1442394507 0.0721197254 [40,] 0.92137775 0.1572445004 0.0786222502 [41,] 0.90874474 0.1825105276 0.0912552638 [42,] 0.88797508 0.2240498477 0.1120249238 [43,] 0.93594173 0.1281165441 0.0640582720 [44,] 0.96678861 0.0664227833 0.0332113917 [45,] 0.95694963 0.0861007496 0.0430503748 [46,] 0.97506210 0.0498758060 0.0249379030 [47,] 0.96836102 0.0632779683 0.0316389841 [48,] 0.96527817 0.0694436508 0.0347218254 [49,] 0.99111179 0.0177764255 0.0088882128 [50,] 0.98814121 0.0237175900 0.0118587950 [51,] 0.98490976 0.0301804855 0.0150902428 [52,] 0.98232799 0.0353440237 0.0176720119 [53,] 0.98007727 0.0398454655 0.0199227328 [54,] 0.98135474 0.0372905109 0.0186452555 [55,] 0.97822734 0.0435453141 0.0217726570 [56,] 0.98378898 0.0324220425 0.0162110212 [57,] 0.98209862 0.0358027544 0.0179013772 [58,] 0.97808408 0.0438318388 0.0219159194 [59,] 0.98907779 0.0218444191 0.0109222096 [60,] 0.99959759 0.0008048291 0.0004024146 [61,] 0.99939366 0.0012126834 0.0006063417 [62,] 0.99928434 0.0014313261 0.0007156630 [63,] 0.99929615 0.0014077081 0.0007038541 [64,] 0.99910012 0.0017997633 0.0008998816 [65,] 0.99907813 0.0018437427 0.0009218714 [66,] 0.99861094 0.0027781208 0.0013890604 [67,] 0.99794197 0.0041160643 0.0020580322 [68,] 0.99730445 0.0053911020 0.0026955510 [69,] 0.99670764 0.0065847250 0.0032923625 [70,] 0.99646670 0.0070666014 0.0035333007 [71,] 0.99768073 0.0046385319 0.0023192659 [72,] 0.99669381 0.0066123812 0.0033061906 [73,] 0.99528891 0.0094221811 0.0047110906 [74,] 0.99466695 0.0106661022 0.0053330511 [75,] 0.99356013 0.0128797320 0.0064398660 [76,] 0.99106602 0.0178679667 0.0089339834 [77,] 0.98826402 0.0234719629 0.0117359815 [78,] 0.98512369 0.0297526150 0.0148763075 [79,] 0.98132783 0.0373443391 0.0186721696 [80,] 0.97560267 0.0487946682 0.0243973341 [81,] 0.96832987 0.0633402546 0.0316701273 [82,] 0.95972878 0.0805424374 0.0402712187 [83,] 0.95079203 0.0984159467 0.0492079733 [84,] 0.94198526 0.1160294891 0.0580147446 [85,] 0.92579373 0.1484125488 0.0742062744 [86,] 0.92396944 0.1520611221 0.0760305610 [87,] 0.92976751 0.1404649863 0.0702324931 [88,] 0.91082187 0.1783562600 0.0891781300 [89,] 0.88782761 0.2243447879 0.1121723940 [90,] 0.86940507 0.2611898555 0.1305949277 [91,] 0.84408405 0.3118318994 0.1559159497 [92,] 0.81081016 0.3783796764 0.1891898382 [93,] 0.79665380 0.4066924077 0.2033462039 [94,] 0.75625205 0.4874958916 0.2437479458 [95,] 0.71305631 0.5738873876 0.2869436938 [96,] 0.77173888 0.4565222487 0.2282611244 [97,] 0.75543229 0.4891354166 0.2445677083 [98,] 0.80161419 0.3967716103 0.1983858051 [99,] 0.77240428 0.4551914489 0.2275957245 [100,] 0.75380013 0.4923997452 0.2461998726 [101,] 0.70700838 0.5859832493 0.2929916246 [102,] 0.68765666 0.6246866853 0.3123433427 [103,] 0.68187437 0.6362512629 0.3181256315 [104,] 0.62820241 0.7435951703 0.3717975852 [105,] 0.69099903 0.6180019498 0.3090009749 [106,] 0.75677387 0.4864522623 0.2432261311 [107,] 0.71818053 0.5636389357 0.2818194678 [108,] 0.66460818 0.6707836388 0.3353918194 [109,] 0.60939921 0.7812015898 0.3906007949 [110,] 0.57502783 0.8499443315 0.4249721657 [111,] 0.61274278 0.7745144341 0.3872572170 [112,] 0.55199273 0.8960145403 0.4480072702 [113,] 0.49100933 0.9820186567 0.5089906717 [114,] 0.43780047 0.8756009306 0.5621995347 [115,] 0.38509204 0.7701840726 0.6149079637 [116,] 0.32464716 0.6492943107 0.6753528446 [117,] 0.26663618 0.5332723700 0.7333638150 [118,] 0.30360412 0.6072082434 0.6963958783 [119,] 0.24287042 0.4857408469 0.7571295766 [120,] 0.18715195 0.3743038918 0.8128480541 [121,] 0.15854514 0.3170902766 0.8414548617 [122,] 0.16314659 0.3262931801 0.8368534099 [123,] 0.11884710 0.2376941919 0.8811529040 [124,] 0.08806430 0.1761286078 0.9119356961 [125,] 0.06600334 0.1320066894 0.9339966553 [126,] 0.05269911 0.1053982237 0.9473008881 [127,] 0.31601991 0.6320398236 0.6839800882 [128,] 0.23130440 0.4626087956 0.7686956022 [129,] 0.21691762 0.4338352492 0.7830823754 [130,] 0.13404416 0.2680883103 0.8659558448 [131,] 0.07198771 0.1439754266 0.9280122867 > postscript(file="/var/www/html/rcomp/tmp/1vena1291029762.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/26nmc1291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/36nmc1291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/46nmc1291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5hx4x1291029762.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 = 146 Frequency = 1 1 2 3 4 5 6 -5.825583063 1.639217487 -0.624437806 -4.706519013 1.145058285 0.095553525 7 8 9 10 11 12 1.606733893 -3.998503192 -2.737253199 2.329419942 1.271549482 1.826591282 13 14 15 16 17 18 1.280200284 1.114609202 -1.032080653 1.021407793 0.884285060 1.096875280 19 20 21 22 23 24 0.010319627 1.938750139 -1.867038550 -0.456443000 0.093990125 -0.153836614 25 26 27 28 29 30 -0.937170138 0.009862508 0.706823804 1.039190829 -1.275157172 1.421997367 31 32 33 34 35 36 0.248422212 0.629990239 -2.524817429 -2.301920435 0.246195170 2.696570808 37 38 39 40 41 42 0.808233377 0.604885390 -2.187112411 -0.301969549 -2.724575254 4.017249997 43 44 45 46 47 48 -0.019638696 0.820074085 1.100281526 -2.139135063 1.188842714 -1.154256518 49 50 51 52 53 54 0.230965642 -3.295579919 -3.566663005 0.252619794 -3.221287965 -0.607601072 55 56 57 58 59 60 1.504469012 4.055735226 0.671085842 0.816008733 1.137813347 1.378675587 61 62 63 64 65 66 -1.960438382 -1.278558754 2.535496541 -1.490863871 1.007552221 3.242083273 67 68 69 70 71 72 -5.427600775 0.408608243 -1.224374114 1.879328694 1.088647468 1.758462169 73 74 75 76 77 78 -0.031552328 -0.107629679 0.922352957 1.265192404 1.494958239 -2.432405779 79 80 81 82 83 84 0.567056568 -0.384283659 -1.184704024 1.162792207 -0.161774660 0.732554214 85 86 87 88 89 90 0.878376862 -0.485892647 0.363451368 0.785883546 -0.426145796 -0.699712050 91 92 93 94 95 96 0.882967969 0.202889951 1.674115126 1.772895180 -0.050980303 -0.067669822 97 98 99 100 101 102 -0.990653919 -0.159317159 0.318671522 0.977009701 -0.056423631 -0.148867833 103 104 105 106 107 108 -2.561588889 1.638647282 -2.627930383 -1.024268596 1.027930646 0.041501115 109 110 111 112 113 114 1.672211268 -2.053867036 0.444650956 2.828170251 -2.600941324 0.320905450 115 116 117 118 119 120 0.496702984 0.121927928 1.236927618 1.885568022 -0.049085256 -0.598194056 121 122 123 124 125 126 -0.876273549 -0.709551384 0.950998853 0.878888625 2.168130200 0.149407747 127 128 129 130 131 132 0.480202909 0.935491108 -2.225460746 -0.543730555 0.791555756 0.950944210 133 134 135 136 137 138 1.673960677 -4.671621375 -0.446464786 -1.350869975 0.208358597 0.054605137 139 140 141 142 143 144 0.869642816 1.010206052 -4.536157057 0.809864547 0.475197556 -1.862314219 145 146 1.340371702 0.841877030 > postscript(file="/var/www/html/rcomp/tmp/6hx4x1291029762.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 = 146 Frequency = 1 lag(myerror, k = 1) myerror 0 -5.825583063 NA 1 1.639217487 -5.825583063 2 -0.624437806 1.639217487 3 -4.706519013 -0.624437806 4 1.145058285 -4.706519013 5 0.095553525 1.145058285 6 1.606733893 0.095553525 7 -3.998503192 1.606733893 8 -2.737253199 -3.998503192 9 2.329419942 -2.737253199 10 1.271549482 2.329419942 11 1.826591282 1.271549482 12 1.280200284 1.826591282 13 1.114609202 1.280200284 14 -1.032080653 1.114609202 15 1.021407793 -1.032080653 16 0.884285060 1.021407793 17 1.096875280 0.884285060 18 0.010319627 1.096875280 19 1.938750139 0.010319627 20 -1.867038550 1.938750139 21 -0.456443000 -1.867038550 22 0.093990125 -0.456443000 23 -0.153836614 0.093990125 24 -0.937170138 -0.153836614 25 0.009862508 -0.937170138 26 0.706823804 0.009862508 27 1.039190829 0.706823804 28 -1.275157172 1.039190829 29 1.421997367 -1.275157172 30 0.248422212 1.421997367 31 0.629990239 0.248422212 32 -2.524817429 0.629990239 33 -2.301920435 -2.524817429 34 0.246195170 -2.301920435 35 2.696570808 0.246195170 36 0.808233377 2.696570808 37 0.604885390 0.808233377 38 -2.187112411 0.604885390 39 -0.301969549 -2.187112411 40 -2.724575254 -0.301969549 41 4.017249997 -2.724575254 42 -0.019638696 4.017249997 43 0.820074085 -0.019638696 44 1.100281526 0.820074085 45 -2.139135063 1.100281526 46 1.188842714 -2.139135063 47 -1.154256518 1.188842714 48 0.230965642 -1.154256518 49 -3.295579919 0.230965642 50 -3.566663005 -3.295579919 51 0.252619794 -3.566663005 52 -3.221287965 0.252619794 53 -0.607601072 -3.221287965 54 1.504469012 -0.607601072 55 4.055735226 1.504469012 56 0.671085842 4.055735226 57 0.816008733 0.671085842 58 1.137813347 0.816008733 59 1.378675587 1.137813347 60 -1.960438382 1.378675587 61 -1.278558754 -1.960438382 62 2.535496541 -1.278558754 63 -1.490863871 2.535496541 64 1.007552221 -1.490863871 65 3.242083273 1.007552221 66 -5.427600775 3.242083273 67 0.408608243 -5.427600775 68 -1.224374114 0.408608243 69 1.879328694 -1.224374114 70 1.088647468 1.879328694 71 1.758462169 1.088647468 72 -0.031552328 1.758462169 73 -0.107629679 -0.031552328 74 0.922352957 -0.107629679 75 1.265192404 0.922352957 76 1.494958239 1.265192404 77 -2.432405779 1.494958239 78 0.567056568 -2.432405779 79 -0.384283659 0.567056568 80 -1.184704024 -0.384283659 81 1.162792207 -1.184704024 82 -0.161774660 1.162792207 83 0.732554214 -0.161774660 84 0.878376862 0.732554214 85 -0.485892647 0.878376862 86 0.363451368 -0.485892647 87 0.785883546 0.363451368 88 -0.426145796 0.785883546 89 -0.699712050 -0.426145796 90 0.882967969 -0.699712050 91 0.202889951 0.882967969 92 1.674115126 0.202889951 93 1.772895180 1.674115126 94 -0.050980303 1.772895180 95 -0.067669822 -0.050980303 96 -0.990653919 -0.067669822 97 -0.159317159 -0.990653919 98 0.318671522 -0.159317159 99 0.977009701 0.318671522 100 -0.056423631 0.977009701 101 -0.148867833 -0.056423631 102 -2.561588889 -0.148867833 103 1.638647282 -2.561588889 104 -2.627930383 1.638647282 105 -1.024268596 -2.627930383 106 1.027930646 -1.024268596 107 0.041501115 1.027930646 108 1.672211268 0.041501115 109 -2.053867036 1.672211268 110 0.444650956 -2.053867036 111 2.828170251 0.444650956 112 -2.600941324 2.828170251 113 0.320905450 -2.600941324 114 0.496702984 0.320905450 115 0.121927928 0.496702984 116 1.236927618 0.121927928 117 1.885568022 1.236927618 118 -0.049085256 1.885568022 119 -0.598194056 -0.049085256 120 -0.876273549 -0.598194056 121 -0.709551384 -0.876273549 122 0.950998853 -0.709551384 123 0.878888625 0.950998853 124 2.168130200 0.878888625 125 0.149407747 2.168130200 126 0.480202909 0.149407747 127 0.935491108 0.480202909 128 -2.225460746 0.935491108 129 -0.543730555 -2.225460746 130 0.791555756 -0.543730555 131 0.950944210 0.791555756 132 1.673960677 0.950944210 133 -4.671621375 1.673960677 134 -0.446464786 -4.671621375 135 -1.350869975 -0.446464786 136 0.208358597 -1.350869975 137 0.054605137 0.208358597 138 0.869642816 0.054605137 139 1.010206052 0.869642816 140 -4.536157057 1.010206052 141 0.809864547 -4.536157057 142 0.475197556 0.809864547 143 -1.862314219 0.475197556 144 1.340371702 -1.862314219 145 0.841877030 1.340371702 146 NA 0.841877030 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.639217487 -5.825583063 [2,] -0.624437806 1.639217487 [3,] -4.706519013 -0.624437806 [4,] 1.145058285 -4.706519013 [5,] 0.095553525 1.145058285 [6,] 1.606733893 0.095553525 [7,] -3.998503192 1.606733893 [8,] -2.737253199 -3.998503192 [9,] 2.329419942 -2.737253199 [10,] 1.271549482 2.329419942 [11,] 1.826591282 1.271549482 [12,] 1.280200284 1.826591282 [13,] 1.114609202 1.280200284 [14,] -1.032080653 1.114609202 [15,] 1.021407793 -1.032080653 [16,] 0.884285060 1.021407793 [17,] 1.096875280 0.884285060 [18,] 0.010319627 1.096875280 [19,] 1.938750139 0.010319627 [20,] -1.867038550 1.938750139 [21,] -0.456443000 -1.867038550 [22,] 0.093990125 -0.456443000 [23,] -0.153836614 0.093990125 [24,] -0.937170138 -0.153836614 [25,] 0.009862508 -0.937170138 [26,] 0.706823804 0.009862508 [27,] 1.039190829 0.706823804 [28,] -1.275157172 1.039190829 [29,] 1.421997367 -1.275157172 [30,] 0.248422212 1.421997367 [31,] 0.629990239 0.248422212 [32,] -2.524817429 0.629990239 [33,] -2.301920435 -2.524817429 [34,] 0.246195170 -2.301920435 [35,] 2.696570808 0.246195170 [36,] 0.808233377 2.696570808 [37,] 0.604885390 0.808233377 [38,] -2.187112411 0.604885390 [39,] -0.301969549 -2.187112411 [40,] -2.724575254 -0.301969549 [41,] 4.017249997 -2.724575254 [42,] -0.019638696 4.017249997 [43,] 0.820074085 -0.019638696 [44,] 1.100281526 0.820074085 [45,] -2.139135063 1.100281526 [46,] 1.188842714 -2.139135063 [47,] -1.154256518 1.188842714 [48,] 0.230965642 -1.154256518 [49,] -3.295579919 0.230965642 [50,] -3.566663005 -3.295579919 [51,] 0.252619794 -3.566663005 [52,] -3.221287965 0.252619794 [53,] -0.607601072 -3.221287965 [54,] 1.504469012 -0.607601072 [55,] 4.055735226 1.504469012 [56,] 0.671085842 4.055735226 [57,] 0.816008733 0.671085842 [58,] 1.137813347 0.816008733 [59,] 1.378675587 1.137813347 [60,] -1.960438382 1.378675587 [61,] -1.278558754 -1.960438382 [62,] 2.535496541 -1.278558754 [63,] -1.490863871 2.535496541 [64,] 1.007552221 -1.490863871 [65,] 3.242083273 1.007552221 [66,] -5.427600775 3.242083273 [67,] 0.408608243 -5.427600775 [68,] -1.224374114 0.408608243 [69,] 1.879328694 -1.224374114 [70,] 1.088647468 1.879328694 [71,] 1.758462169 1.088647468 [72,] -0.031552328 1.758462169 [73,] -0.107629679 -0.031552328 [74,] 0.922352957 -0.107629679 [75,] 1.265192404 0.922352957 [76,] 1.494958239 1.265192404 [77,] -2.432405779 1.494958239 [78,] 0.567056568 -2.432405779 [79,] -0.384283659 0.567056568 [80,] -1.184704024 -0.384283659 [81,] 1.162792207 -1.184704024 [82,] -0.161774660 1.162792207 [83,] 0.732554214 -0.161774660 [84,] 0.878376862 0.732554214 [85,] -0.485892647 0.878376862 [86,] 0.363451368 -0.485892647 [87,] 0.785883546 0.363451368 [88,] -0.426145796 0.785883546 [89,] -0.699712050 -0.426145796 [90,] 0.882967969 -0.699712050 [91,] 0.202889951 0.882967969 [92,] 1.674115126 0.202889951 [93,] 1.772895180 1.674115126 [94,] -0.050980303 1.772895180 [95,] -0.067669822 -0.050980303 [96,] -0.990653919 -0.067669822 [97,] -0.159317159 -0.990653919 [98,] 0.318671522 -0.159317159 [99,] 0.977009701 0.318671522 [100,] -0.056423631 0.977009701 [101,] -0.148867833 -0.056423631 [102,] -2.561588889 -0.148867833 [103,] 1.638647282 -2.561588889 [104,] -2.627930383 1.638647282 [105,] -1.024268596 -2.627930383 [106,] 1.027930646 -1.024268596 [107,] 0.041501115 1.027930646 [108,] 1.672211268 0.041501115 [109,] -2.053867036 1.672211268 [110,] 0.444650956 -2.053867036 [111,] 2.828170251 0.444650956 [112,] -2.600941324 2.828170251 [113,] 0.320905450 -2.600941324 [114,] 0.496702984 0.320905450 [115,] 0.121927928 0.496702984 [116,] 1.236927618 0.121927928 [117,] 1.885568022 1.236927618 [118,] -0.049085256 1.885568022 [119,] -0.598194056 -0.049085256 [120,] -0.876273549 -0.598194056 [121,] -0.709551384 -0.876273549 [122,] 0.950998853 -0.709551384 [123,] 0.878888625 0.950998853 [124,] 2.168130200 0.878888625 [125,] 0.149407747 2.168130200 [126,] 0.480202909 0.149407747 [127,] 0.935491108 0.480202909 [128,] -2.225460746 0.935491108 [129,] -0.543730555 -2.225460746 [130,] 0.791555756 -0.543730555 [131,] 0.950944210 0.791555756 [132,] 1.673960677 0.950944210 [133,] -4.671621375 1.673960677 [134,] -0.446464786 -4.671621375 [135,] -1.350869975 -0.446464786 [136,] 0.208358597 -1.350869975 [137,] 0.054605137 0.208358597 [138,] 0.869642816 0.054605137 [139,] 1.010206052 0.869642816 [140,] -4.536157057 1.010206052 [141,] 0.809864547 -4.536157057 [142,] 0.475197556 0.809864547 [143,] -1.862314219 0.475197556 [144,] 1.340371702 -1.862314219 [145,] 0.841877030 1.340371702 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.639217487 -5.825583063 2 -0.624437806 1.639217487 3 -4.706519013 -0.624437806 4 1.145058285 -4.706519013 5 0.095553525 1.145058285 6 1.606733893 0.095553525 7 -3.998503192 1.606733893 8 -2.737253199 -3.998503192 9 2.329419942 -2.737253199 10 1.271549482 2.329419942 11 1.826591282 1.271549482 12 1.280200284 1.826591282 13 1.114609202 1.280200284 14 -1.032080653 1.114609202 15 1.021407793 -1.032080653 16 0.884285060 1.021407793 17 1.096875280 0.884285060 18 0.010319627 1.096875280 19 1.938750139 0.010319627 20 -1.867038550 1.938750139 21 -0.456443000 -1.867038550 22 0.093990125 -0.456443000 23 -0.153836614 0.093990125 24 -0.937170138 -0.153836614 25 0.009862508 -0.937170138 26 0.706823804 0.009862508 27 1.039190829 0.706823804 28 -1.275157172 1.039190829 29 1.421997367 -1.275157172 30 0.248422212 1.421997367 31 0.629990239 0.248422212 32 -2.524817429 0.629990239 33 -2.301920435 -2.524817429 34 0.246195170 -2.301920435 35 2.696570808 0.246195170 36 0.808233377 2.696570808 37 0.604885390 0.808233377 38 -2.187112411 0.604885390 39 -0.301969549 -2.187112411 40 -2.724575254 -0.301969549 41 4.017249997 -2.724575254 42 -0.019638696 4.017249997 43 0.820074085 -0.019638696 44 1.100281526 0.820074085 45 -2.139135063 1.100281526 46 1.188842714 -2.139135063 47 -1.154256518 1.188842714 48 0.230965642 -1.154256518 49 -3.295579919 0.230965642 50 -3.566663005 -3.295579919 51 0.252619794 -3.566663005 52 -3.221287965 0.252619794 53 -0.607601072 -3.221287965 54 1.504469012 -0.607601072 55 4.055735226 1.504469012 56 0.671085842 4.055735226 57 0.816008733 0.671085842 58 1.137813347 0.816008733 59 1.378675587 1.137813347 60 -1.960438382 1.378675587 61 -1.278558754 -1.960438382 62 2.535496541 -1.278558754 63 -1.490863871 2.535496541 64 1.007552221 -1.490863871 65 3.242083273 1.007552221 66 -5.427600775 3.242083273 67 0.408608243 -5.427600775 68 -1.224374114 0.408608243 69 1.879328694 -1.224374114 70 1.088647468 1.879328694 71 1.758462169 1.088647468 72 -0.031552328 1.758462169 73 -0.107629679 -0.031552328 74 0.922352957 -0.107629679 75 1.265192404 0.922352957 76 1.494958239 1.265192404 77 -2.432405779 1.494958239 78 0.567056568 -2.432405779 79 -0.384283659 0.567056568 80 -1.184704024 -0.384283659 81 1.162792207 -1.184704024 82 -0.161774660 1.162792207 83 0.732554214 -0.161774660 84 0.878376862 0.732554214 85 -0.485892647 0.878376862 86 0.363451368 -0.485892647 87 0.785883546 0.363451368 88 -0.426145796 0.785883546 89 -0.699712050 -0.426145796 90 0.882967969 -0.699712050 91 0.202889951 0.882967969 92 1.674115126 0.202889951 93 1.772895180 1.674115126 94 -0.050980303 1.772895180 95 -0.067669822 -0.050980303 96 -0.990653919 -0.067669822 97 -0.159317159 -0.990653919 98 0.318671522 -0.159317159 99 0.977009701 0.318671522 100 -0.056423631 0.977009701 101 -0.148867833 -0.056423631 102 -2.561588889 -0.148867833 103 1.638647282 -2.561588889 104 -2.627930383 1.638647282 105 -1.024268596 -2.627930383 106 1.027930646 -1.024268596 107 0.041501115 1.027930646 108 1.672211268 0.041501115 109 -2.053867036 1.672211268 110 0.444650956 -2.053867036 111 2.828170251 0.444650956 112 -2.600941324 2.828170251 113 0.320905450 -2.600941324 114 0.496702984 0.320905450 115 0.121927928 0.496702984 116 1.236927618 0.121927928 117 1.885568022 1.236927618 118 -0.049085256 1.885568022 119 -0.598194056 -0.049085256 120 -0.876273549 -0.598194056 121 -0.709551384 -0.876273549 122 0.950998853 -0.709551384 123 0.878888625 0.950998853 124 2.168130200 0.878888625 125 0.149407747 2.168130200 126 0.480202909 0.149407747 127 0.935491108 0.480202909 128 -2.225460746 0.935491108 129 -0.543730555 -2.225460746 130 0.791555756 -0.543730555 131 0.950944210 0.791555756 132 1.673960677 0.950944210 133 -4.671621375 1.673960677 134 -0.446464786 -4.671621375 135 -1.350869975 -0.446464786 136 0.208358597 -1.350869975 137 0.054605137 0.208358597 138 0.869642816 0.054605137 139 1.010206052 0.869642816 140 -4.536157057 1.010206052 141 0.809864547 -4.536157057 142 0.475197556 0.809864547 143 -1.862314219 0.475197556 144 1.340371702 -1.862314219 145 0.841877030 1.340371702 > 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/796301291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/896301291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/92fk31291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/102fk31291029762.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/115gir1291029762.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/129gzf1291029762.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/13xher1291029762.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/14q9dc1291029762.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/15b9uz1291029762.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/1681rq1291029762.tab") + } > > try(system("convert tmp/1vena1291029762.ps tmp/1vena1291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/26nmc1291029762.ps tmp/26nmc1291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/36nmc1291029762.ps tmp/36nmc1291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/46nmc1291029762.ps tmp/46nmc1291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/5hx4x1291029762.ps tmp/5hx4x1291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/6hx4x1291029762.ps tmp/6hx4x1291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/796301291029762.ps tmp/796301291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/896301291029762.ps tmp/896301291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/92fk31291029762.ps tmp/92fk31291029762.png",intern=TRUE)) character(0) > try(system("convert tmp/102fk31291029762.ps tmp/102fk31291029762.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.774 1.780 9.698