R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
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+ ,dim=c(3
+ ,492)
+ ,dimnames=list(c('werkloosheid'
+ ,'y1'
+ ,'y2')
+ ,1:492))
> y <- array(NA,dim=c(3,492),dimnames=list(c('werkloosheid','y1','y2'),1:492))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> library(lattice)
> library(lmtest)
Loading required package: zoo
> 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
werkloosheid y1 y2 t
1 349 0 0 1
2 336 349 0 2
3 331 336 349 3
4 327 331 336 4
5 323 327 331 5
6 322 323 327 6
7 385 322 323 7
8 405 385 322 8
9 412 405 385 9
10 411 412 405 10
11 410 411 412 11
12 415 410 411 12
13 414 415 410 13
14 411 414 415 14
15 408 411 414 15
16 410 408 411 16
17 411 410 408 17
18 416 411 410 18
19 479 416 411 19
20 498 479 416 20
21 502 498 479 21
22 498 502 498 22
23 499 498 502 23
24 506 499 498 24
25 510 506 499 25
26 509 510 506 26
27 502 509 510 27
28 495 502 509 28
29 490 495 502 29
30 490 490 495 30
31 553 490 490 31
32 570 553 490 32
33 573 570 553 33
34 572 573 570 34
35 575 572 573 35
36 580 575 572 36
37 580 580 575 37
38 574 580 580 38
39 563 574 580 39
40 556 563 574 40
41 546 556 563 41
42 545 546 556 42
43 605 545 546 43
44 628 605 545 44
45 631 628 605 45
46 626 631 628 46
47 614 626 631 47
48 606 614 626 48
49 602 606 614 49
50 589 602 606 50
51 574 589 602 51
52 558 574 589 52
53 552 558 574 53
54 546 552 558 54
55 607 546 552 55
56 636 607 546 56
57 631 636 607 57
58 623 631 636 58
59 618 623 631 59
60 605 618 623 60
61 619 605 618 61
62 596 619 605 62
63 570 596 619 63
64 546 570 596 64
65 528 546 570 65
66 506 528 546 66
67 555 506 528 67
68 568 555 506 68
69 564 568 555 69
70 553 564 568 70
71 541 553 564 71
72 542 541 553 72
73 540 542 541 73
74 521 540 542 74
75 505 521 540 75
76 491 505 521 76
77 482 491 505 77
78 478 482 491 78
79 523 478 482 79
80 531 523 478 80
81 532 531 523 81
82 540 532 531 82
83 525 540 532 83
84 533 525 540 84
85 531 533 525 85
86 508 531 533 86
87 495 508 531 87
88 482 495 508 88
89 470 482 495 89
90 466 470 482 90
91 515 466 470 91
92 518 515 466 92
93 516 518 515 93
94 511 516 518 94
95 500 511 516 95
96 498 500 511 96
97 494 498 500 97
98 476 494 498 98
99 458 476 494 99
100 443 458 476 100
101 430 443 458 101
102 424 430 443 102
103 476 424 430 103
104 481 476 424 104
105 470 481 476 105
106 460 470 481 106
107 451 460 470 107
108 450 451 460 108
109 444 450 451 109
110 429 444 450 110
111 421 429 444 111
112 400 421 429 112
113 389 400 421 113
114 384 389 400 114
115 432 384 389 115
116 446 432 384 116
117 431 446 432 117
118 423 431 446 118
119 416 423 431 119
120 416 416 423 120
121 413 416 416 121
122 399 413 416 122
123 386 399 413 123
124 374 386 399 124
125 365 374 386 125
126 365 365 374 126
127 418 365 365 127
128 428 418 365 128
129 424 428 418 129
130 421 424 428 130
131 417 421 424 131
132 423 417 421 132
133 423 423 417 133
134 419 423 423 134
135 406 419 423 135
136 398 406 419 136
137 390 398 406 137
138 391 390 398 138
139 444 391 390 139
140 460 444 391 140
141 455 460 444 141
142 456 455 460 142
143 452 456 455 143
144 459 452 456 144
145 461 459 452 145
146 451 461 459 146
147 443 451 461 147
148 439 443 451 148
149 430 439 443 149
150 436 430 439 150
151 488 436 430 151
152 506 488 436 152
153 502 506 488 153
154 501 502 506 154
155 501 501 502 155
156 515 501 501 156
157 521 515 501 157
158 520 521 515 158
159 512 520 521 159
160 509 512 520 160
161 505 509 512 161
162 511 505 509 162
163 570 511 505 163
164 592 570 511 164
165 594 592 570 165
166 586 594 592 166
167 586 586 594 167
168 592 586 586 168
169 594 592 586 169
170 594 594 592 170
171 586 594 594 171
172 586 586 594 172
173 572 586 586 173
174 572 572 586 174
175 563 572 572 175
176 563 563 572 176
177 555 563 563 177
178 555 555 563 178
179 554 555 555 179
180 554 554 555 180
181 601 554 554 181
182 601 601 554 182
183 622 601 601 183
184 622 622 601 184
185 617 622 622 185
186 617 617 622 186
187 606 617 617 187
188 606 606 617 188
189 595 606 606 189
190 595 595 606 190
191 599 595 595 191
192 599 599 595 192
193 600 599 599 193
194 600 600 599 194
195 592 600 600 195
196 592 592 600 196
197 575 592 592 197
198 575 575 592 198
199 567 575 575 199
200 567 567 575 200
201 555 567 567 201
202 555 555 567 202
203 555 555 555 203
204 555 555 555 204
205 608 555 555 205
206 608 608 555 206
207 631 608 608 207
208 631 631 608 208
209 629 631 631 209
210 629 629 631 210
211 624 629 629 211
212 624 624 629 212
213 610 624 624 213
214 610 610 624 214
215 616 610 610 215
216 616 616 610 216
217 621 616 616 217
218 621 621 616 218
219 604 621 621 219
220 604 604 621 220
221 584 604 604 221
222 584 584 604 222
223 574 584 584 223
224 574 574 584 224
225 555 574 574 225
226 555 555 574 226
227 545 555 555 227
228 545 545 555 228
229 599 545 545 229
230 599 599 545 230
231 620 599 599 231
232 620 620 599 232
233 608 620 620 233
234 608 608 620 234
235 590 608 608 235
236 590 590 608 236
237 579 590 590 237
238 579 579 590 238
239 580 579 579 239
240 580 580 579 240
241 579 580 580 241
242 579 579 580 242
243 572 579 579 243
244 572 572 579 244
245 560 572 572 245
246 560 560 572 246
247 551 560 560 247
248 551 551 560 248
249 537 551 551 249
250 537 537 551 250
251 541 537 537 251
252 541 541 537 252
253 588 541 541 253
254 588 588 541 254
255 607 588 588 255
256 607 607 588 256
257 599 607 607 257
258 599 599 607 258
259 578 599 599 259
260 578 578 599 260
261 563 578 578 261
262 563 563 578 262
263 566 563 563 263
264 566 566 563 264
265 561 566 566 265
266 561 561 566 266
267 554 561 561 267
268 554 554 561 268
269 540 554 554 269
270 540 540 554 270
271 526 540 540 271
272 526 526 540 272
273 512 526 526 273
274 512 512 526 274
275 505 512 512 275
276 505 505 512 276
277 554 505 505 277
278 554 554 505 278
279 584 554 554 279
280 584 584 554 280
281 569 584 584 281
282 569 569 584 282
283 540 569 569 283
284 540 540 569 284
285 522 540 540 285
286 522 522 540 286
287 526 522 522 287
288 526 526 522 288
289 527 526 526 289
290 527 527 526 290
291 516 527 527 291
292 516 516 527 292
293 503 516 516 293
294 503 503 516 294
295 489 503 503 295
296 489 489 503 296
297 479 489 489 297
298 479 479 489 298
299 475 479 479 299
300 475 475 479 300
301 524 475 475 301
302 524 524 475 302
303 552 524 524 303
304 552 552 524 304
305 532 552 552 305
306 532 532 552 306
307 511 532 532 307
308 511 511 532 308
309 492 511 511 309
310 492 492 511 310
311 492 492 492 311
312 492 492 492 312
313 493 492 492 313
314 493 493 492 314
315 481 493 493 315
316 481 481 493 316
317 462 481 481 317
318 462 462 481 318
319 457 462 462 319
320 457 457 462 320
321 442 457 457 321
322 442 442 457 322
323 439 442 442 323
324 439 439 442 324
325 488 439 439 325
326 488 488 439 326
327 521 488 488 327
328 521 521 488 328
329 501 521 521 329
330 501 501 521 330
331 485 501 501 331
332 485 485 501 332
333 464 485 485 333
334 464 464 485 334
335 460 464 464 335
336 460 460 464 336
337 467 460 460 337
338 467 467 460 338
339 460 467 467 339
340 460 460 467 340
341 448 460 460 341
342 448 448 460 342
343 443 448 448 343
344 443 443 448 344
345 436 443 443 345
346 436 436 443 346
347 431 436 436 347
348 431 431 436 348
349 484 431 431 349
350 484 484 431 350
351 510 484 484 351
352 510 510 484 352
353 513 510 510 353
354 513 513 510 354
355 503 513 513 355
356 503 503 513 356
357 471 503 503 357
358 471 471 503 358
359 471 471 471 359
360 471 471 471 360
361 476 471 471 361
362 476 476 471 362
363 475 476 476 363
364 475 475 476 364
365 470 475 475 365
366 470 470 475 366
367 461 470 470 367
368 461 461 470 368
369 455 461 461 369
370 455 455 461 370
371 456 455 455 371
372 456 456 455 372
373 517 456 456 373
374 517 517 456 374
375 525 517 517 375
376 525 525 517 376
377 523 525 525 377
378 523 523 525 378
379 519 523 523 379
380 519 519 523 380
381 509 519 519 381
382 509 509 519 382
383 512 509 509 383
384 512 512 509 384
385 519 512 512 385
386 519 519 512 386
387 517 519 519 387
388 517 517 519 388
389 510 517 517 389
390 510 510 517 390
391 509 510 510 391
392 509 509 510 392
393 501 509 509 393
394 501 501 509 394
395 507 501 501 395
396 507 507 501 396
397 569 507 507 397
398 569 569 507 398
399 580 569 569 399
400 580 580 569 400
401 578 580 580 401
402 578 578 580 402
403 565 578 578 403
404 565 565 578 404
405 547 565 565 405
406 547 547 565 406
407 555 547 547 407
408 555 555 547 408
409 562 555 555 409
410 561 562 555 410
411 555 561 562 411
412 544 555 561 412
413 537 544 555 413
414 543 537 544 414
415 594 543 537 415
416 611 594 543 416
417 613 611 594 417
418 611 613 611 418
419 594 611 613 419
420 595 594 611 420
421 591 595 594 421
422 589 591 595 422
423 584 589 591 423
424 573 584 589 424
425 567 573 584 425
426 569 567 573 426
427 621 569 567 427
428 629 621 569 428
429 628 629 621 429
430 612 628 629 430
431 595 612 628 431
432 597 595 612 432
433 593 597 595 433
434 590 593 597 434
435 580 590 593 435
436 574 580 590 436
437 573 574 580 437
438 573 573 574 438
439 620 573 573 439
440 626 620 573 440
441 620 626 620 441
442 588 620 626 442
443 566 588 620 443
444 557 566 588 444
445 561 557 566 445
446 549 561 557 446
447 532 549 561 447
448 526 532 549 448
449 511 526 532 449
450 499 511 526 450
451 555 499 511 451
452 565 555 499 452
453 542 565 555 453
454 527 542 565 454
455 510 527 542 455
456 514 510 527 456
457 517 514 510 457
458 508 517 514 458
459 493 508 517 459
460 490 493 508 460
461 469 490 493 461
462 478 469 490 462
463 528 478 469 463
464 534 528 478 464
465 518 534 528 465
466 506 518 534 466
467 502 506 518 467
468 516 502 506 468
469 528 516 502 469
470 533 528 516 470
471 536 533 528 471
472 537 536 533 472
473 524 537 536 473
474 536 524 537 474
475 587 536 524 475
476 597 587 536 476
477 581 597 587 477
478 564 581 597 478
479 558 564 581 479
480 575 558 564 480
481 580 575 558 481
482 575 580 575 482
483 563 575 580 483
484 552 563 575 484
485 537 552 563 485
486 545 537 552 486
487 601 545 537 487
488 604 601 545 488
489 586 604 601 489
490 564 586 604 490
491 549 564 586 491
492 551 549 564 492
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) y1 y2 t
60.260587 0.964325 -0.078290 0.001699
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-60.813 -10.560 -2.626 5.348 288.738
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 60.260587 7.403572 8.139 3.33e-15 ***
y1 0.964325 0.044789 21.530 < 2e-16 ***
y2 -0.078290 0.042504 -1.842 0.0661 .
t 0.001699 0.007017 0.242 0.8088
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21.42 on 488 degrees of freedom
Multiple R-squared: 0.8913, Adjusted R-squared: 0.8906
F-statistic: 1334 on 3 and 488 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,] 0.9353001 1.293997e-01 6.469986e-02
[2,] 0.9682400 6.351996e-02 3.175998e-02
[3,] 0.9608605 7.827894e-02 3.913947e-02
[4,] 0.9309321 1.381358e-01 6.906790e-02
[5,] 0.9136220 1.727561e-01 8.637804e-02
[6,] 0.9095668 1.808664e-01 9.043322e-02
[7,] 0.9317526 1.364948e-01 6.824741e-02
[8,] 0.9617313 7.653745e-02 3.826872e-02
[9,] 0.9826527 3.469465e-02 1.734732e-02
[10,] 0.9900516 1.989683e-02 9.948415e-03
[11,] 0.9934023 1.319545e-02 6.597724e-03
[12,] 0.9938956 1.220884e-02 6.104418e-03
[13,] 0.9979881 4.023761e-03 2.011881e-03
[14,] 0.9992738 1.452458e-03 7.262288e-04
[15,] 0.9995232 9.535441e-04 4.767721e-04
[16,] 0.9993412 1.317692e-03 6.588461e-04
[17,] 0.9989333 2.133340e-03 1.066670e-03
[18,] 0.9982951 3.409866e-03 1.704933e-03
[19,] 0.9973494 5.301172e-03 2.650586e-03
[20,] 0.9964117 7.176695e-03 3.588347e-03
[21,] 0.9968860 6.227957e-03 3.113978e-03
[22,] 0.9984976 3.004825e-03 1.502413e-03
[23,] 0.9995597 8.805393e-04 4.402696e-04
[24,] 0.9998734 2.531090e-04 1.265545e-04
[25,] 0.9999211 1.577337e-04 7.886687e-05
[26,] 0.9999174 1.651591e-04 8.257956e-05
[27,] 0.9998986 2.027478e-04 1.013739e-04
[28,] 0.9998473 3.054762e-04 1.527381e-04
[29,] 0.9997639 4.721586e-04 2.360793e-04
[30,] 0.9996392 7.215657e-04 3.607828e-04
[31,] 0.9994783 1.043371e-03 5.216854e-04
[32,] 0.9994343 1.131392e-03 5.656960e-04
[33,] 0.9997011 5.977590e-04 2.988795e-04
[34,] 0.9999144 1.711861e-04 8.559305e-05
[35,] 0.9999909 1.822623e-05 9.113116e-06
[36,] 0.9999989 2.108084e-06 1.054042e-06
[37,] 0.9999993 1.322525e-06 6.612627e-07
[38,] 0.9999991 1.742814e-06 8.714072e-07
[39,] 0.9999987 2.667295e-06 1.333648e-06
[40,] 0.9999978 4.347507e-06 2.173754e-06
[41,] 0.9999975 5.077852e-06 2.538926e-06
[42,] 0.9999981 3.801536e-06 1.900768e-06
[43,] 0.9999990 1.993958e-06 9.969790e-07
[44,] 0.9999998 3.326466e-07 1.663233e-07
[45,] 1.0000000 1.510099e-08 7.550495e-09
[46,] 1.0000000 1.741186e-10 8.705929e-11
[47,] 1.0000000 3.039085e-12 1.519542e-12
[48,] 1.0000000 6.396384e-14 3.198192e-14
[49,] 1.0000000 1.825569e-14 9.127846e-15
[50,] 1.0000000 2.772803e-14 1.386401e-14
[51,] 1.0000000 4.524895e-14 2.262447e-14
[52,] 1.0000000 5.589531e-14 2.794765e-14
[53,] 1.0000000 5.691509e-14 2.845755e-14
[54,] 1.0000000 2.634017e-14 1.317008e-14
[55,] 1.0000000 2.749314e-14 1.374657e-14
[56,] 1.0000000 4.343472e-15 2.171736e-15
[57,] 1.0000000 1.303325e-16 6.516626e-17
[58,] 1.0000000 1.152987e-18 5.764936e-19
[59,] 1.0000000 1.014766e-20 5.073828e-21
[60,] 1.0000000 4.171700e-23 2.085850e-23
[61,] 1.0000000 1.040157e-23 5.200783e-24
[62,] 1.0000000 1.205680e-23 6.028400e-24
[63,] 1.0000000 8.417976e-24 4.208988e-24
[64,] 1.0000000 3.451164e-24 1.725582e-24
[65,] 1.0000000 1.086317e-24 5.431584e-25
[66,] 1.0000000 7.744968e-25 3.872484e-25
[67,] 1.0000000 5.657336e-25 2.828668e-25
[68,] 1.0000000 1.056532e-25 5.282662e-26
[69,] 1.0000000 2.070272e-26 1.035136e-26
[70,] 1.0000000 4.444026e-27 2.222013e-27
[71,] 1.0000000 1.540156e-27 7.700782e-28
[72,] 1.0000000 8.965621e-28 4.482811e-28
[73,] 1.0000000 3.630157e-28 1.815079e-28
[74,] 1.0000000 7.436000e-28 3.718000e-28
[75,] 1.0000000 1.335229e-27 6.676145e-28
[76,] 1.0000000 2.625140e-27 1.312570e-27
[77,] 1.0000000 2.473169e-27 1.236585e-27
[78,] 1.0000000 4.523926e-27 2.261963e-27
[79,] 1.0000000 8.061923e-27 4.030961e-27
[80,] 1.0000000 3.862907e-27 1.931454e-27
[81,] 1.0000000 3.247437e-27 1.623718e-27
[82,] 1.0000000 2.459602e-27 1.229801e-27
[83,] 1.0000000 1.844157e-27 9.220783e-28
[84,] 1.0000000 2.164666e-27 1.082333e-27
[85,] 1.0000000 3.941323e-28 1.970662e-28
[86,] 1.0000000 8.352745e-28 4.176373e-28
[87,] 1.0000000 1.638666e-27 8.193330e-28
[88,] 1.0000000 2.943692e-27 1.471846e-27
[89,] 1.0000000 4.021733e-27 2.010866e-27
[90,] 1.0000000 7.278996e-27 3.639498e-27
[91,] 1.0000000 1.252404e-26 6.262022e-27
[92,] 1.0000000 9.799652e-27 4.899826e-27
[93,] 1.0000000 6.698800e-27 3.349400e-27
[94,] 1.0000000 4.991584e-27 2.495792e-27
[95,] 1.0000000 3.922698e-27 1.961349e-27
[96,] 1.0000000 4.585031e-27 2.292516e-27
[97,] 1.0000000 5.588581e-28 2.794291e-28
[98,] 1.0000000 1.181161e-27 5.905803e-28
[99,] 1.0000000 1.642363e-27 8.211817e-28
[100,] 1.0000000 2.341112e-27 1.170556e-27
[101,] 1.0000000 3.326078e-27 1.663039e-27
[102,] 1.0000000 6.135499e-27 3.067750e-27
[103,] 1.0000000 9.599841e-27 4.799920e-27
[104,] 1.0000000 8.898497e-27 4.449249e-27
[105,] 1.0000000 1.185303e-26 5.926516e-27
[106,] 1.0000000 5.723647e-27 2.861823e-27
[107,] 1.0000000 5.607782e-27 2.803891e-27
[108,] 1.0000000 7.411172e-27 3.705586e-27
[109,] 1.0000000 1.559762e-27 7.798809e-28
[110,] 1.0000000 3.197253e-27 1.598627e-27
[111,] 1.0000000 3.312996e-27 1.656498e-27
[112,] 1.0000000 5.220601e-27 2.610300e-27
[113,] 1.0000000 8.184572e-27 4.092286e-27
[114,] 1.0000000 1.577667e-26 7.888337e-27
[115,] 1.0000000 2.781155e-26 1.390577e-26
[116,] 1.0000000 2.796962e-26 1.398481e-26
[117,] 1.0000000 2.881357e-26 1.440678e-26
[118,] 1.0000000 2.910811e-26 1.455405e-26
[119,] 1.0000000 3.315045e-26 1.657522e-26
[120,] 1.0000000 5.600425e-26 2.800213e-26
[121,] 1.0000000 6.218802e-27 3.109401e-27
[122,] 1.0000000 1.209502e-26 6.047511e-27
[123,] 1.0000000 2.145659e-26 1.072830e-26
[124,] 1.0000000 4.020542e-26 2.010271e-26
[125,] 1.0000000 7.219392e-26 3.609696e-26
[126,] 1.0000000 1.467685e-25 7.338426e-26
[127,] 1.0000000 2.803974e-25 1.401987e-25
[128,] 1.0000000 4.934430e-25 2.467215e-25
[129,] 1.0000000 5.810247e-25 2.905124e-25
[130,] 1.0000000 8.576868e-25 4.288434e-25
[131,] 1.0000000 1.181157e-24 5.905786e-25
[132,] 1.0000000 2.168124e-24 1.084062e-24
[133,] 1.0000000 1.604274e-25 8.021369e-26
[134,] 1.0000000 2.375149e-25 1.187575e-25
[135,] 1.0000000 3.993313e-25 1.996657e-25
[136,] 1.0000000 7.617824e-25 3.808912e-25
[137,] 1.0000000 1.359801e-24 6.799006e-25
[138,] 1.0000000 2.443760e-24 1.221880e-24
[139,] 1.0000000 4.463286e-24 2.231643e-24
[140,] 1.0000000 6.658201e-24 3.329101e-24
[141,] 1.0000000 1.083552e-23 5.417761e-24
[142,] 1.0000000 1.892157e-23 9.460783e-24
[143,] 1.0000000 2.723069e-23 1.361534e-23
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[467,] 0.9868820 2.623603e-02 1.311801e-02
[468,] 0.9887975 2.240501e-02 1.120250e-02
[469,] 0.9870721 2.585572e-02 1.292786e-02
[470,] 0.9807872 3.842556e-02 1.921278e-02
[471,] 0.9656610 6.867799e-02 3.433899e-02
[472,] 0.9422218 1.155564e-01 5.777818e-02
[473,] 0.9044898 1.910205e-01 9.551024e-02
[474,] 0.8890071 2.219858e-01 1.109929e-01
[475,] 0.8220158 3.559683e-01 1.779842e-01
[476,] 0.7388102 5.223797e-01 2.611898e-01
[477,] 0.6231620 7.536760e-01 3.768380e-01
[478,] 0.4772098 9.544195e-01 5.227902e-01
[479,] 0.4991911 9.983822e-01 5.008089e-01
> postscript(file="/var/www/rcomp/tmp/1l72j1296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/2wwhe1296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/3hcj61296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/4mz7r1296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/52br51296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 492
Frequency = 1
1 2 3 4 5 6
288.73771458 -60.81336977 -25.95550823 -26.15335738 -26.68920851 -24.14676928
7 8 9 10 11 12
39.50269530 -1.32976179 -8.68566549 -14.87183128 -14.36117271 -8.47683705
13 14 15 16 17 18
-14.37845070 -16.02437286 -16.21138742 -11.55498271 -12.72020243 -8.52964545
19 20 21 22 23 24
49.72532162 8.36260671 -1.02897210 -7.40045360 -2.23169145 3.48912335
25 26 27 28 29 30
0.81544064 -3.49552522 -9.21973774 -9.54945275 -8.34890995 -4.07701692
31 32 33 34 35 36
58.52983241 14.77566568 6.31273665 3.74899931 7.94649642 9.97353254
37 38 39 40 41 42
5.38508034 -0.22516670 -5.44091624 -2.30478353 -6.41740218 1.67611529
43 44 45 46 47 48
61.85583768 26.91635525 12.43260581 6.33861065 -0.60659269 2.57215528
49 50 51 52 53 54
5.34557115 -4.42515107 -7.20378785 -9.75838814 -1.50524426 -2.97363961
55 56 57 58 59 60
63.34086867 33.04560953 4.85420113 3.94454725 6.26599567 -2.54040167
61 62 63 64 65 66
23.60267118 -13.91735082 -16.64351219 -17.37344235 -14.26689338 -20.78971300
67 68 69 70 71 72
48.01450911 12.03850280 -0.66319178 -6.78981636 -8.49710292 3.21190286
73 74 75 76 77 78
-0.69360525 -17.68836397 -15.52447071 -15.58448828 -12.33828454 -8.75712451
79 80 81 82 83 84
39.39386291 3.68438269 0.49115109 8.15145025 -14.48655734 8.60294002
85 86 87 88 89 90
-2.28771339 -22.73443957 -13.71324676 -15.97940045 -16.46265051 -9.91022545
91 92 93 94 95 96
42.00589088 -2.56088889 -3.61933460 -6.45751259 -12.79416774 -4.57974467
97 98 99 100 101 102
-7.51398775 -21.81496779 -22.77198014 -21.82505758 -21.77110968 -16.41094046
103 104 105 106 107 108
40.35553527 -5.26079988 -17.01302427 -16.01569756 -16.23534155 -9.34102006
109 110 111 112 113 114
-15.08300730 -24.37704721 -18.38361494 -32.84507016 -24.22226931 -20.26049204
115 116 117 118 119 120
31.69823953 -0.98250571 -25.72681554 -18.16757600 -18.62903122 -12.50677878
121 122 123 124 125 126
-16.05651018 -27.16523438 -26.90125592 -27.46279634 -25.91037128 -18.17263052
127 128 129 130 131 132
34.12105735 -6.98986051 -16.48541897 -14.84691465 -16.26880030 -6.64807070
133 134 135 136 137 138
-12.74888034 -16.28083701 -25.42523633 -21.20387311 -22.50874760 -14.42217027
139 140 141 142 143 144
36.98548307 1.95285558 -14.32865221 -7.25608081 -12.61355638 -1.67966533
145 146 147 148 149 150
-6.74479985 -18.12711593 -16.32898520 -13.39898860 -19.16971082 -4.80564715
151 152 153 154 155 156
40.70209140 9.02524061 -8.26320731 -3.99838008 -3.34891551 10.57109527
157 158 159 160 161 162
3.06884800 -2.62273509 -9.19036688 -4.55575701 -6.29080412 3.32992548
163 164 165 166 167 168
56.22911584 21.80199085 7.20427592 -1.00368471 6.86579625 12.23777448
169 170 171 172 173 174
8.45012630 6.98951985 -0.85559828 6.85730196 -7.77071981 5.72812975
175 176 177 178 179 180
-4.36963420 4.30759092 -4.39872121 3.31417902 1.68615726 2.64878328
181 182 183 184 185 186
49.56879406 4.24382552 28.92177375 8.66925227 5.31165104 10.13157662
187 188 189 190 191 192
-1.26157406 9.34430084 -2.51859202 8.08728287 11.22439002 7.36539161
193 194 195 196 197 198
8.67685421 7.71083046 -0.21257804 7.50032220 -10.12769957 6.26412465
199 200 201 202 203 204
-3.06851039 4.64438985 -7.98363192 3.58656786 2.64538464 2.64368578
205 206 207 208 209 210
55.64198692 4.53106906 31.67875947 9.49758821 9.29656772 11.22351863
211 212 213 214 215 216
6.06523905 10.88516462 -3.50798606 9.99086350 14.89309955 9.10545137
217 218 219 220 221 222
14.57349469 9.75017140 -6.86007564 9.53174858 -11.80088646 7.48391241
223 224 225 226 227 228
-4.08359372 5.55795629 -14.22664620 4.09382779 -7.39538798 2.24616203
229 230 231 232 233 234
55.46155954 3.38631679 28.61229756 8.35977608 -1.99782514 9.57237464
235 236 237 238 239 240
-9.36880858 7.98734052 -4.42358488 6.18229001 6.31939716 5.35337341
241 242 243 244 245 246
4.42996491 5.39259094 -1.68739828 5.06117707 -7.48855434 4.08164545
247 248 249 250 251 252
-5.85953777 2.81768735 -11.88862478 1.61022477 4.51246083 0.65346242
253 254 255 256 257 258
47.96492501 2.63995648 25.31790470 6.99403299 0.47985104 8.19275128
259 260 261 262 263 264
-13.43527049 6.81385327 -9.83194322 4.63123122 6.45517691 3.56050339
265 266 267 268 269 270
-1.20632438 3.61360120 -3.77954948 2.96902587 -11.58070553 1.91814402
271 272 273 274 275 276
-13.17961992 0.31922963 -14.77853432 -1.27968476 -9.37744871 -2.62887336
277 278 279 280 281 282
45.82139524 -1.43222308 32.40230588 3.47086041 -9.18212754 5.28104690
283 284 285 286 287 288
-24.89500741 3.06871545 -17.20340395 0.15274515 2.74181975 -1.11717866
289 290 291 292 293 294
0.19428394 -0.77173981 -11.69514830 -1.08927341 -14.95216626 -2.41764160
295 296 297 298 299 300
-17.43711518 -3.93826562 -15.03602957 -5.39447956 -10.17908206 -6.32348137
301 302 303 304 305 306
42.36165832 -4.89195999 26.94256896 -0.06022673 -17.86979541 1.41500347
307 308 309 310 311 312
-21.15250266 -0.90337890 -21.54917539 -3.22870140 -4.71791717 -4.71961603
313 314 315 316 317 318
-3.72131489 -4.68733863 -16.61074713 -5.04054735 -24.98173057 -6.66125658
319 320 321 322 323 324
-13.15047234 -8.33054677 -23.72369744 -9.26052300 -13.43657731 -10.54530151
325 326 327 328 329 330
38.21812854 -9.03548977 27.79903918 -4.02538094 -21.44349781 -2.15869893
331 332 333 334 335 336
-19.72620506 -4.29870573 -26.55305040 -6.30392664 -11.94972313 -8.09412245
337 338 339 340 341 342
-1.40898276 -8.16095583 -14.61462214 -7.86604679 -20.41577819 -8.84557841
343 344 345 346 347 348
-14.78676163 -9.96683606 -17.35998674 -10.61141139 -16.16114279 -11.34121722
349 350 351 352 353 354
41.26563211 -9.84528575 20.30240466 -4.77174126 0.26210933 -2.63256419
355 356 357 358 359 360
-12.39939195 -2.75784195 -35.54244444 -4.68574692 -7.19273741 -7.19443627
361 362 363 364 365 366
-2.19613513 -7.01945842 -7.62970547 -6.66707944 -11.74706866 -6.92714309
367 368 369 370 371 372
-16.32029376 -7.64306864 -14.34938077 -8.56513031 -8.03657135 -9.00259510
373 374 375 376 377 378
52.07399641 -6.75152054 6.02249277 -1.69380518 -3.06918113 -1.14223022
379 380 381 382 383 384
-5.30050980 -1.44490912 -11.75976943 -2.11821942 0.09717809 -2.79749543
385 386 387 388 389 390
4.43567680 -2.31629627 -3.76996258 -1.84301167 -9.00129125 -2.25271591
391 392 393 394 395 396
-3.80244731 -2.83982128 -10.91981050 -3.20691027 2.16506796 -3.62258022
397 398 399 400 401 402
58.84546311 -0.94437873 14.90792494 4.29865233 3.15814747 5.08509838
403 404 405 406 407 408
-8.07318120 4.46134347 -14.55813012 2.79801899 9.38709358 1.67079563
409 410 411 412 413 414
9.29541968 1.54344661 -2.94589481 -8.23993472 -5.10380200 6.78357935
415 416 417 418 419 420
51.44789862 19.73537272 9.33295932 6.73354687 -8.18292149 9.05232200
421 422 423 424 425 426
2.75536208 4.68925313 1.30304259 -5.03361256 -0.81918948 6.10386698
427 428 429 430 431 432
55.70377616 13.71376392 9.06856487 -5.34248620 -6.99327723 10.14590117
433 434 435 436 437 438
2.88461636 3.89679777 -3.52508788 -0.11840896 3.88293787 4.37582171
439 440 441 442 443 444
51.29583249 11.97086395 3.86286286 -21.88314450 -13.49618916 -3.78803214
445 446 447 448 449 450
7.16680498 -9.39680670 -14.51344546 -5.06110561 -15.60779133 -13.61435906
451 452 453 454 455 456
52.78148527 7.83810838 -20.42257899 -12.46190181 -16.79940573 2.41806303
457 458 459 460 461 462
0.22812845 -11.35338362 -17.44128741 -6.68272623 -25.96580589 3.04844679
463 464 465 466 467 468
42.72372631 1.21039639 -16.66273362 -12.76549211 -6.44793814 10.46817819
469 470 471 472 473 474
8.65276946 3.17523705 2.29139811 0.78817641 -12.94297624 11.66983879
475 476 477 478 479 480
50.07846656 11.83568284 -9.81645635 -10.60605338 -1.46687498 19.98643930
481 482 483 484 485 486
8.12147518 -0.37091193 -7.15953454 -6.98078657 -12.31439604 9.28758441
487 488 489 490 491 492
56.39693100 6.01936139 -10.49105177 -14.90003158 -10.09580947 4.64497697
> postscript(file="/var/www/rcomp/tmp/628r01296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 492
Frequency = 1
lag(myerror, k = 1) myerror
0 288.73771458 NA
1 -60.81336977 288.73771458
2 -25.95550823 -60.81336977
3 -26.15335738 -25.95550823
4 -26.68920851 -26.15335738
5 -24.14676928 -26.68920851
6 39.50269530 -24.14676928
7 -1.32976179 39.50269530
8 -8.68566549 -1.32976179
9 -14.87183128 -8.68566549
10 -14.36117271 -14.87183128
11 -8.47683705 -14.36117271
12 -14.37845070 -8.47683705
13 -16.02437286 -14.37845070
14 -16.21138742 -16.02437286
15 -11.55498271 -16.21138742
16 -12.72020243 -11.55498271
17 -8.52964545 -12.72020243
18 49.72532162 -8.52964545
19 8.36260671 49.72532162
20 -1.02897210 8.36260671
21 -7.40045360 -1.02897210
22 -2.23169145 -7.40045360
23 3.48912335 -2.23169145
24 0.81544064 3.48912335
25 -3.49552522 0.81544064
26 -9.21973774 -3.49552522
27 -9.54945275 -9.21973774
28 -8.34890995 -9.54945275
29 -4.07701692 -8.34890995
30 58.52983241 -4.07701692
31 14.77566568 58.52983241
32 6.31273665 14.77566568
33 3.74899931 6.31273665
34 7.94649642 3.74899931
35 9.97353254 7.94649642
36 5.38508034 9.97353254
37 -0.22516670 5.38508034
38 -5.44091624 -0.22516670
39 -2.30478353 -5.44091624
40 -6.41740218 -2.30478353
41 1.67611529 -6.41740218
42 61.85583768 1.67611529
43 26.91635525 61.85583768
44 12.43260581 26.91635525
45 6.33861065 12.43260581
46 -0.60659269 6.33861065
47 2.57215528 -0.60659269
48 5.34557115 2.57215528
49 -4.42515107 5.34557115
50 -7.20378785 -4.42515107
51 -9.75838814 -7.20378785
52 -1.50524426 -9.75838814
53 -2.97363961 -1.50524426
54 63.34086867 -2.97363961
55 33.04560953 63.34086867
56 4.85420113 33.04560953
57 3.94454725 4.85420113
58 6.26599567 3.94454725
59 -2.54040167 6.26599567
60 23.60267118 -2.54040167
61 -13.91735082 23.60267118
62 -16.64351219 -13.91735082
63 -17.37344235 -16.64351219
64 -14.26689338 -17.37344235
65 -20.78971300 -14.26689338
66 48.01450911 -20.78971300
67 12.03850280 48.01450911
68 -0.66319178 12.03850280
69 -6.78981636 -0.66319178
70 -8.49710292 -6.78981636
71 3.21190286 -8.49710292
72 -0.69360525 3.21190286
73 -17.68836397 -0.69360525
74 -15.52447071 -17.68836397
75 -15.58448828 -15.52447071
76 -12.33828454 -15.58448828
77 -8.75712451 -12.33828454
78 39.39386291 -8.75712451
79 3.68438269 39.39386291
80 0.49115109 3.68438269
81 8.15145025 0.49115109
82 -14.48655734 8.15145025
83 8.60294002 -14.48655734
84 -2.28771339 8.60294002
85 -22.73443957 -2.28771339
86 -13.71324676 -22.73443957
87 -15.97940045 -13.71324676
88 -16.46265051 -15.97940045
89 -9.91022545 -16.46265051
90 42.00589088 -9.91022545
91 -2.56088889 42.00589088
92 -3.61933460 -2.56088889
93 -6.45751259 -3.61933460
94 -12.79416774 -6.45751259
95 -4.57974467 -12.79416774
96 -7.51398775 -4.57974467
97 -21.81496779 -7.51398775
98 -22.77198014 -21.81496779
99 -21.82505758 -22.77198014
100 -21.77110968 -21.82505758
101 -16.41094046 -21.77110968
102 40.35553527 -16.41094046
103 -5.26079988 40.35553527
104 -17.01302427 -5.26079988
105 -16.01569756 -17.01302427
106 -16.23534155 -16.01569756
107 -9.34102006 -16.23534155
108 -15.08300730 -9.34102006
109 -24.37704721 -15.08300730
110 -18.38361494 -24.37704721
111 -32.84507016 -18.38361494
112 -24.22226931 -32.84507016
113 -20.26049204 -24.22226931
114 31.69823953 -20.26049204
115 -0.98250571 31.69823953
116 -25.72681554 -0.98250571
117 -18.16757600 -25.72681554
118 -18.62903122 -18.16757600
119 -12.50677878 -18.62903122
120 -16.05651018 -12.50677878
121 -27.16523438 -16.05651018
122 -26.90125592 -27.16523438
123 -27.46279634 -26.90125592
124 -25.91037128 -27.46279634
125 -18.17263052 -25.91037128
126 34.12105735 -18.17263052
127 -6.98986051 34.12105735
128 -16.48541897 -6.98986051
129 -14.84691465 -16.48541897
130 -16.26880030 -14.84691465
131 -6.64807070 -16.26880030
132 -12.74888034 -6.64807070
133 -16.28083701 -12.74888034
134 -25.42523633 -16.28083701
135 -21.20387311 -25.42523633
136 -22.50874760 -21.20387311
137 -14.42217027 -22.50874760
138 36.98548307 -14.42217027
139 1.95285558 36.98548307
140 -14.32865221 1.95285558
141 -7.25608081 -14.32865221
142 -12.61355638 -7.25608081
143 -1.67966533 -12.61355638
144 -6.74479985 -1.67966533
145 -18.12711593 -6.74479985
146 -16.32898520 -18.12711593
147 -13.39898860 -16.32898520
148 -19.16971082 -13.39898860
149 -4.80564715 -19.16971082
150 40.70209140 -4.80564715
151 9.02524061 40.70209140
152 -8.26320731 9.02524061
153 -3.99838008 -8.26320731
154 -3.34891551 -3.99838008
155 10.57109527 -3.34891551
156 3.06884800 10.57109527
157 -2.62273509 3.06884800
158 -9.19036688 -2.62273509
159 -4.55575701 -9.19036688
160 -6.29080412 -4.55575701
161 3.32992548 -6.29080412
162 56.22911584 3.32992548
163 21.80199085 56.22911584
164 7.20427592 21.80199085
165 -1.00368471 7.20427592
166 6.86579625 -1.00368471
167 12.23777448 6.86579625
168 8.45012630 12.23777448
169 6.98951985 8.45012630
170 -0.85559828 6.98951985
171 6.85730196 -0.85559828
172 -7.77071981 6.85730196
173 5.72812975 -7.77071981
174 -4.36963420 5.72812975
175 4.30759092 -4.36963420
176 -4.39872121 4.30759092
177 3.31417902 -4.39872121
178 1.68615726 3.31417902
179 2.64878328 1.68615726
180 49.56879406 2.64878328
181 4.24382552 49.56879406
182 28.92177375 4.24382552
183 8.66925227 28.92177375
184 5.31165104 8.66925227
185 10.13157662 5.31165104
186 -1.26157406 10.13157662
187 9.34430084 -1.26157406
188 -2.51859202 9.34430084
189 8.08728287 -2.51859202
190 11.22439002 8.08728287
191 7.36539161 11.22439002
192 8.67685421 7.36539161
193 7.71083046 8.67685421
194 -0.21257804 7.71083046
195 7.50032220 -0.21257804
196 -10.12769957 7.50032220
197 6.26412465 -10.12769957
198 -3.06851039 6.26412465
199 4.64438985 -3.06851039
200 -7.98363192 4.64438985
201 3.58656786 -7.98363192
202 2.64538464 3.58656786
203 2.64368578 2.64538464
204 55.64198692 2.64368578
205 4.53106906 55.64198692
206 31.67875947 4.53106906
207 9.49758821 31.67875947
208 9.29656772 9.49758821
209 11.22351863 9.29656772
210 6.06523905 11.22351863
211 10.88516462 6.06523905
212 -3.50798606 10.88516462
213 9.99086350 -3.50798606
214 14.89309955 9.99086350
215 9.10545137 14.89309955
216 14.57349469 9.10545137
217 9.75017140 14.57349469
218 -6.86007564 9.75017140
219 9.53174858 -6.86007564
220 -11.80088646 9.53174858
221 7.48391241 -11.80088646
222 -4.08359372 7.48391241
223 5.55795629 -4.08359372
224 -14.22664620 5.55795629
225 4.09382779 -14.22664620
226 -7.39538798 4.09382779
227 2.24616203 -7.39538798
228 55.46155954 2.24616203
229 3.38631679 55.46155954
230 28.61229756 3.38631679
231 8.35977608 28.61229756
232 -1.99782514 8.35977608
233 9.57237464 -1.99782514
234 -9.36880858 9.57237464
235 7.98734052 -9.36880858
236 -4.42358488 7.98734052
237 6.18229001 -4.42358488
238 6.31939716 6.18229001
239 5.35337341 6.31939716
240 4.42996491 5.35337341
241 5.39259094 4.42996491
242 -1.68739828 5.39259094
243 5.06117707 -1.68739828
244 -7.48855434 5.06117707
245 4.08164545 -7.48855434
246 -5.85953777 4.08164545
247 2.81768735 -5.85953777
248 -11.88862478 2.81768735
249 1.61022477 -11.88862478
250 4.51246083 1.61022477
251 0.65346242 4.51246083
252 47.96492501 0.65346242
253 2.63995648 47.96492501
254 25.31790470 2.63995648
255 6.99403299 25.31790470
256 0.47985104 6.99403299
257 8.19275128 0.47985104
258 -13.43527049 8.19275128
259 6.81385327 -13.43527049
260 -9.83194322 6.81385327
261 4.63123122 -9.83194322
262 6.45517691 4.63123122
263 3.56050339 6.45517691
264 -1.20632438 3.56050339
265 3.61360120 -1.20632438
266 -3.77954948 3.61360120
267 2.96902587 -3.77954948
268 -11.58070553 2.96902587
269 1.91814402 -11.58070553
270 -13.17961992 1.91814402
271 0.31922963 -13.17961992
272 -14.77853432 0.31922963
273 -1.27968476 -14.77853432
274 -9.37744871 -1.27968476
275 -2.62887336 -9.37744871
276 45.82139524 -2.62887336
277 -1.43222308 45.82139524
278 32.40230588 -1.43222308
279 3.47086041 32.40230588
280 -9.18212754 3.47086041
281 5.28104690 -9.18212754
282 -24.89500741 5.28104690
283 3.06871545 -24.89500741
284 -17.20340395 3.06871545
285 0.15274515 -17.20340395
286 2.74181975 0.15274515
287 -1.11717866 2.74181975
288 0.19428394 -1.11717866
289 -0.77173981 0.19428394
290 -11.69514830 -0.77173981
291 -1.08927341 -11.69514830
292 -14.95216626 -1.08927341
293 -2.41764160 -14.95216626
294 -17.43711518 -2.41764160
295 -3.93826562 -17.43711518
296 -15.03602957 -3.93826562
297 -5.39447956 -15.03602957
298 -10.17908206 -5.39447956
299 -6.32348137 -10.17908206
300 42.36165832 -6.32348137
301 -4.89195999 42.36165832
302 26.94256896 -4.89195999
303 -0.06022673 26.94256896
304 -17.86979541 -0.06022673
305 1.41500347 -17.86979541
306 -21.15250266 1.41500347
307 -0.90337890 -21.15250266
308 -21.54917539 -0.90337890
309 -3.22870140 -21.54917539
310 -4.71791717 -3.22870140
311 -4.71961603 -4.71791717
312 -3.72131489 -4.71961603
313 -4.68733863 -3.72131489
314 -16.61074713 -4.68733863
315 -5.04054735 -16.61074713
316 -24.98173057 -5.04054735
317 -6.66125658 -24.98173057
318 -13.15047234 -6.66125658
319 -8.33054677 -13.15047234
320 -23.72369744 -8.33054677
321 -9.26052300 -23.72369744
322 -13.43657731 -9.26052300
323 -10.54530151 -13.43657731
324 38.21812854 -10.54530151
325 -9.03548977 38.21812854
326 27.79903918 -9.03548977
327 -4.02538094 27.79903918
328 -21.44349781 -4.02538094
329 -2.15869893 -21.44349781
330 -19.72620506 -2.15869893
331 -4.29870573 -19.72620506
332 -26.55305040 -4.29870573
333 -6.30392664 -26.55305040
334 -11.94972313 -6.30392664
335 -8.09412245 -11.94972313
336 -1.40898276 -8.09412245
337 -8.16095583 -1.40898276
338 -14.61462214 -8.16095583
339 -7.86604679 -14.61462214
340 -20.41577819 -7.86604679
341 -8.84557841 -20.41577819
342 -14.78676163 -8.84557841
343 -9.96683606 -14.78676163
344 -17.35998674 -9.96683606
345 -10.61141139 -17.35998674
346 -16.16114279 -10.61141139
347 -11.34121722 -16.16114279
348 41.26563211 -11.34121722
349 -9.84528575 41.26563211
350 20.30240466 -9.84528575
351 -4.77174126 20.30240466
352 0.26210933 -4.77174126
353 -2.63256419 0.26210933
354 -12.39939195 -2.63256419
355 -2.75784195 -12.39939195
356 -35.54244444 -2.75784195
357 -4.68574692 -35.54244444
358 -7.19273741 -4.68574692
359 -7.19443627 -7.19273741
360 -2.19613513 -7.19443627
361 -7.01945842 -2.19613513
362 -7.62970547 -7.01945842
363 -6.66707944 -7.62970547
364 -11.74706866 -6.66707944
365 -6.92714309 -11.74706866
366 -16.32029376 -6.92714309
367 -7.64306864 -16.32029376
368 -14.34938077 -7.64306864
369 -8.56513031 -14.34938077
370 -8.03657135 -8.56513031
371 -9.00259510 -8.03657135
372 52.07399641 -9.00259510
373 -6.75152054 52.07399641
374 6.02249277 -6.75152054
375 -1.69380518 6.02249277
376 -3.06918113 -1.69380518
377 -1.14223022 -3.06918113
378 -5.30050980 -1.14223022
379 -1.44490912 -5.30050980
380 -11.75976943 -1.44490912
381 -2.11821942 -11.75976943
382 0.09717809 -2.11821942
383 -2.79749543 0.09717809
384 4.43567680 -2.79749543
385 -2.31629627 4.43567680
386 -3.76996258 -2.31629627
387 -1.84301167 -3.76996258
388 -9.00129125 -1.84301167
389 -2.25271591 -9.00129125
390 -3.80244731 -2.25271591
391 -2.83982128 -3.80244731
392 -10.91981050 -2.83982128
393 -3.20691027 -10.91981050
394 2.16506796 -3.20691027
395 -3.62258022 2.16506796
396 58.84546311 -3.62258022
397 -0.94437873 58.84546311
398 14.90792494 -0.94437873
399 4.29865233 14.90792494
400 3.15814747 4.29865233
401 5.08509838 3.15814747
402 -8.07318120 5.08509838
403 4.46134347 -8.07318120
404 -14.55813012 4.46134347
405 2.79801899 -14.55813012
406 9.38709358 2.79801899
407 1.67079563 9.38709358
408 9.29541968 1.67079563
409 1.54344661 9.29541968
410 -2.94589481 1.54344661
411 -8.23993472 -2.94589481
412 -5.10380200 -8.23993472
413 6.78357935 -5.10380200
414 51.44789862 6.78357935
415 19.73537272 51.44789862
416 9.33295932 19.73537272
417 6.73354687 9.33295932
418 -8.18292149 6.73354687
419 9.05232200 -8.18292149
420 2.75536208 9.05232200
421 4.68925313 2.75536208
422 1.30304259 4.68925313
423 -5.03361256 1.30304259
424 -0.81918948 -5.03361256
425 6.10386698 -0.81918948
426 55.70377616 6.10386698
427 13.71376392 55.70377616
428 9.06856487 13.71376392
429 -5.34248620 9.06856487
430 -6.99327723 -5.34248620
431 10.14590117 -6.99327723
432 2.88461636 10.14590117
433 3.89679777 2.88461636
434 -3.52508788 3.89679777
435 -0.11840896 -3.52508788
436 3.88293787 -0.11840896
437 4.37582171 3.88293787
438 51.29583249 4.37582171
439 11.97086395 51.29583249
440 3.86286286 11.97086395
441 -21.88314450 3.86286286
442 -13.49618916 -21.88314450
443 -3.78803214 -13.49618916
444 7.16680498 -3.78803214
445 -9.39680670 7.16680498
446 -14.51344546 -9.39680670
447 -5.06110561 -14.51344546
448 -15.60779133 -5.06110561
449 -13.61435906 -15.60779133
450 52.78148527 -13.61435906
451 7.83810838 52.78148527
452 -20.42257899 7.83810838
453 -12.46190181 -20.42257899
454 -16.79940573 -12.46190181
455 2.41806303 -16.79940573
456 0.22812845 2.41806303
457 -11.35338362 0.22812845
458 -17.44128741 -11.35338362
459 -6.68272623 -17.44128741
460 -25.96580589 -6.68272623
461 3.04844679 -25.96580589
462 42.72372631 3.04844679
463 1.21039639 42.72372631
464 -16.66273362 1.21039639
465 -12.76549211 -16.66273362
466 -6.44793814 -12.76549211
467 10.46817819 -6.44793814
468 8.65276946 10.46817819
469 3.17523705 8.65276946
470 2.29139811 3.17523705
471 0.78817641 2.29139811
472 -12.94297624 0.78817641
473 11.66983879 -12.94297624
474 50.07846656 11.66983879
475 11.83568284 50.07846656
476 -9.81645635 11.83568284
477 -10.60605338 -9.81645635
478 -1.46687498 -10.60605338
479 19.98643930 -1.46687498
480 8.12147518 19.98643930
481 -0.37091193 8.12147518
482 -7.15953454 -0.37091193
483 -6.98078657 -7.15953454
484 -12.31439604 -6.98078657
485 9.28758441 -12.31439604
486 56.39693100 9.28758441
487 6.01936139 56.39693100
488 -10.49105177 6.01936139
489 -14.90003158 -10.49105177
490 -10.09580947 -14.90003158
491 4.64497697 -10.09580947
492 NA 4.64497697
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -60.81336977 288.73771458
[2,] -25.95550823 -60.81336977
[3,] -26.15335738 -25.95550823
[4,] -26.68920851 -26.15335738
[5,] -24.14676928 -26.68920851
[6,] 39.50269530 -24.14676928
[7,] -1.32976179 39.50269530
[8,] -8.68566549 -1.32976179
[9,] -14.87183128 -8.68566549
[10,] -14.36117271 -14.87183128
[11,] -8.47683705 -14.36117271
[12,] -14.37845070 -8.47683705
[13,] -16.02437286 -14.37845070
[14,] -16.21138742 -16.02437286
[15,] -11.55498271 -16.21138742
[16,] -12.72020243 -11.55498271
[17,] -8.52964545 -12.72020243
[18,] 49.72532162 -8.52964545
[19,] 8.36260671 49.72532162
[20,] -1.02897210 8.36260671
[21,] -7.40045360 -1.02897210
[22,] -2.23169145 -7.40045360
[23,] 3.48912335 -2.23169145
[24,] 0.81544064 3.48912335
[25,] -3.49552522 0.81544064
[26,] -9.21973774 -3.49552522
[27,] -9.54945275 -9.21973774
[28,] -8.34890995 -9.54945275
[29,] -4.07701692 -8.34890995
[30,] 58.52983241 -4.07701692
[31,] 14.77566568 58.52983241
[32,] 6.31273665 14.77566568
[33,] 3.74899931 6.31273665
[34,] 7.94649642 3.74899931
[35,] 9.97353254 7.94649642
[36,] 5.38508034 9.97353254
[37,] -0.22516670 5.38508034
[38,] -5.44091624 -0.22516670
[39,] -2.30478353 -5.44091624
[40,] -6.41740218 -2.30478353
[41,] 1.67611529 -6.41740218
[42,] 61.85583768 1.67611529
[43,] 26.91635525 61.85583768
[44,] 12.43260581 26.91635525
[45,] 6.33861065 12.43260581
[46,] -0.60659269 6.33861065
[47,] 2.57215528 -0.60659269
[48,] 5.34557115 2.57215528
[49,] -4.42515107 5.34557115
[50,] -7.20378785 -4.42515107
[51,] -9.75838814 -7.20378785
[52,] -1.50524426 -9.75838814
[53,] -2.97363961 -1.50524426
[54,] 63.34086867 -2.97363961
[55,] 33.04560953 63.34086867
[56,] 4.85420113 33.04560953
[57,] 3.94454725 4.85420113
[58,] 6.26599567 3.94454725
[59,] -2.54040167 6.26599567
[60,] 23.60267118 -2.54040167
[61,] -13.91735082 23.60267118
[62,] -16.64351219 -13.91735082
[63,] -17.37344235 -16.64351219
[64,] -14.26689338 -17.37344235
[65,] -20.78971300 -14.26689338
[66,] 48.01450911 -20.78971300
[67,] 12.03850280 48.01450911
[68,] -0.66319178 12.03850280
[69,] -6.78981636 -0.66319178
[70,] -8.49710292 -6.78981636
[71,] 3.21190286 -8.49710292
[72,] -0.69360525 3.21190286
[73,] -17.68836397 -0.69360525
[74,] -15.52447071 -17.68836397
[75,] -15.58448828 -15.52447071
[76,] -12.33828454 -15.58448828
[77,] -8.75712451 -12.33828454
[78,] 39.39386291 -8.75712451
[79,] 3.68438269 39.39386291
[80,] 0.49115109 3.68438269
[81,] 8.15145025 0.49115109
[82,] -14.48655734 8.15145025
[83,] 8.60294002 -14.48655734
[84,] -2.28771339 8.60294002
[85,] -22.73443957 -2.28771339
[86,] -13.71324676 -22.73443957
[87,] -15.97940045 -13.71324676
[88,] -16.46265051 -15.97940045
[89,] -9.91022545 -16.46265051
[90,] 42.00589088 -9.91022545
[91,] -2.56088889 42.00589088
[92,] -3.61933460 -2.56088889
[93,] -6.45751259 -3.61933460
[94,] -12.79416774 -6.45751259
[95,] -4.57974467 -12.79416774
[96,] -7.51398775 -4.57974467
[97,] -21.81496779 -7.51398775
[98,] -22.77198014 -21.81496779
[99,] -21.82505758 -22.77198014
[100,] -21.77110968 -21.82505758
[101,] -16.41094046 -21.77110968
[102,] 40.35553527 -16.41094046
[103,] -5.26079988 40.35553527
[104,] -17.01302427 -5.26079988
[105,] -16.01569756 -17.01302427
[106,] -16.23534155 -16.01569756
[107,] -9.34102006 -16.23534155
[108,] -15.08300730 -9.34102006
[109,] -24.37704721 -15.08300730
[110,] -18.38361494 -24.37704721
[111,] -32.84507016 -18.38361494
[112,] -24.22226931 -32.84507016
[113,] -20.26049204 -24.22226931
[114,] 31.69823953 -20.26049204
[115,] -0.98250571 31.69823953
[116,] -25.72681554 -0.98250571
[117,] -18.16757600 -25.72681554
[118,] -18.62903122 -18.16757600
[119,] -12.50677878 -18.62903122
[120,] -16.05651018 -12.50677878
[121,] -27.16523438 -16.05651018
[122,] -26.90125592 -27.16523438
[123,] -27.46279634 -26.90125592
[124,] -25.91037128 -27.46279634
[125,] -18.17263052 -25.91037128
[126,] 34.12105735 -18.17263052
[127,] -6.98986051 34.12105735
[128,] -16.48541897 -6.98986051
[129,] -14.84691465 -16.48541897
[130,] -16.26880030 -14.84691465
[131,] -6.64807070 -16.26880030
[132,] -12.74888034 -6.64807070
[133,] -16.28083701 -12.74888034
[134,] -25.42523633 -16.28083701
[135,] -21.20387311 -25.42523633
[136,] -22.50874760 -21.20387311
[137,] -14.42217027 -22.50874760
[138,] 36.98548307 -14.42217027
[139,] 1.95285558 36.98548307
[140,] -14.32865221 1.95285558
[141,] -7.25608081 -14.32865221
[142,] -12.61355638 -7.25608081
[143,] -1.67966533 -12.61355638
[144,] -6.74479985 -1.67966533
[145,] -18.12711593 -6.74479985
[146,] -16.32898520 -18.12711593
[147,] -13.39898860 -16.32898520
[148,] -19.16971082 -13.39898860
[149,] -4.80564715 -19.16971082
[150,] 40.70209140 -4.80564715
[151,] 9.02524061 40.70209140
[152,] -8.26320731 9.02524061
[153,] -3.99838008 -8.26320731
[154,] -3.34891551 -3.99838008
[155,] 10.57109527 -3.34891551
[156,] 3.06884800 10.57109527
[157,] -2.62273509 3.06884800
[158,] -9.19036688 -2.62273509
[159,] -4.55575701 -9.19036688
[160,] -6.29080412 -4.55575701
[161,] 3.32992548 -6.29080412
[162,] 56.22911584 3.32992548
[163,] 21.80199085 56.22911584
[164,] 7.20427592 21.80199085
[165,] -1.00368471 7.20427592
[166,] 6.86579625 -1.00368471
[167,] 12.23777448 6.86579625
[168,] 8.45012630 12.23777448
[169,] 6.98951985 8.45012630
[170,] -0.85559828 6.98951985
[171,] 6.85730196 -0.85559828
[172,] -7.77071981 6.85730196
[173,] 5.72812975 -7.77071981
[174,] -4.36963420 5.72812975
[175,] 4.30759092 -4.36963420
[176,] -4.39872121 4.30759092
[177,] 3.31417902 -4.39872121
[178,] 1.68615726 3.31417902
[179,] 2.64878328 1.68615726
[180,] 49.56879406 2.64878328
[181,] 4.24382552 49.56879406
[182,] 28.92177375 4.24382552
[183,] 8.66925227 28.92177375
[184,] 5.31165104 8.66925227
[185,] 10.13157662 5.31165104
[186,] -1.26157406 10.13157662
[187,] 9.34430084 -1.26157406
[188,] -2.51859202 9.34430084
[189,] 8.08728287 -2.51859202
[190,] 11.22439002 8.08728287
[191,] 7.36539161 11.22439002
[192,] 8.67685421 7.36539161
[193,] 7.71083046 8.67685421
[194,] -0.21257804 7.71083046
[195,] 7.50032220 -0.21257804
[196,] -10.12769957 7.50032220
[197,] 6.26412465 -10.12769957
[198,] -3.06851039 6.26412465
[199,] 4.64438985 -3.06851039
[200,] -7.98363192 4.64438985
[201,] 3.58656786 -7.98363192
[202,] 2.64538464 3.58656786
[203,] 2.64368578 2.64538464
[204,] 55.64198692 2.64368578
[205,] 4.53106906 55.64198692
[206,] 31.67875947 4.53106906
[207,] 9.49758821 31.67875947
[208,] 9.29656772 9.49758821
[209,] 11.22351863 9.29656772
[210,] 6.06523905 11.22351863
[211,] 10.88516462 6.06523905
[212,] -3.50798606 10.88516462
[213,] 9.99086350 -3.50798606
[214,] 14.89309955 9.99086350
[215,] 9.10545137 14.89309955
[216,] 14.57349469 9.10545137
[217,] 9.75017140 14.57349469
[218,] -6.86007564 9.75017140
[219,] 9.53174858 -6.86007564
[220,] -11.80088646 9.53174858
[221,] 7.48391241 -11.80088646
[222,] -4.08359372 7.48391241
[223,] 5.55795629 -4.08359372
[224,] -14.22664620 5.55795629
[225,] 4.09382779 -14.22664620
[226,] -7.39538798 4.09382779
[227,] 2.24616203 -7.39538798
[228,] 55.46155954 2.24616203
[229,] 3.38631679 55.46155954
[230,] 28.61229756 3.38631679
[231,] 8.35977608 28.61229756
[232,] -1.99782514 8.35977608
[233,] 9.57237464 -1.99782514
[234,] -9.36880858 9.57237464
[235,] 7.98734052 -9.36880858
[236,] -4.42358488 7.98734052
[237,] 6.18229001 -4.42358488
[238,] 6.31939716 6.18229001
[239,] 5.35337341 6.31939716
[240,] 4.42996491 5.35337341
[241,] 5.39259094 4.42996491
[242,] -1.68739828 5.39259094
[243,] 5.06117707 -1.68739828
[244,] -7.48855434 5.06117707
[245,] 4.08164545 -7.48855434
[246,] -5.85953777 4.08164545
[247,] 2.81768735 -5.85953777
[248,] -11.88862478 2.81768735
[249,] 1.61022477 -11.88862478
[250,] 4.51246083 1.61022477
[251,] 0.65346242 4.51246083
[252,] 47.96492501 0.65346242
[253,] 2.63995648 47.96492501
[254,] 25.31790470 2.63995648
[255,] 6.99403299 25.31790470
[256,] 0.47985104 6.99403299
[257,] 8.19275128 0.47985104
[258,] -13.43527049 8.19275128
[259,] 6.81385327 -13.43527049
[260,] -9.83194322 6.81385327
[261,] 4.63123122 -9.83194322
[262,] 6.45517691 4.63123122
[263,] 3.56050339 6.45517691
[264,] -1.20632438 3.56050339
[265,] 3.61360120 -1.20632438
[266,] -3.77954948 3.61360120
[267,] 2.96902587 -3.77954948
[268,] -11.58070553 2.96902587
[269,] 1.91814402 -11.58070553
[270,] -13.17961992 1.91814402
[271,] 0.31922963 -13.17961992
[272,] -14.77853432 0.31922963
[273,] -1.27968476 -14.77853432
[274,] -9.37744871 -1.27968476
[275,] -2.62887336 -9.37744871
[276,] 45.82139524 -2.62887336
[277,] -1.43222308 45.82139524
[278,] 32.40230588 -1.43222308
[279,] 3.47086041 32.40230588
[280,] -9.18212754 3.47086041
[281,] 5.28104690 -9.18212754
[282,] -24.89500741 5.28104690
[283,] 3.06871545 -24.89500741
[284,] -17.20340395 3.06871545
[285,] 0.15274515 -17.20340395
[286,] 2.74181975 0.15274515
[287,] -1.11717866 2.74181975
[288,] 0.19428394 -1.11717866
[289,] -0.77173981 0.19428394
[290,] -11.69514830 -0.77173981
[291,] -1.08927341 -11.69514830
[292,] -14.95216626 -1.08927341
[293,] -2.41764160 -14.95216626
[294,] -17.43711518 -2.41764160
[295,] -3.93826562 -17.43711518
[296,] -15.03602957 -3.93826562
[297,] -5.39447956 -15.03602957
[298,] -10.17908206 -5.39447956
[299,] -6.32348137 -10.17908206
[300,] 42.36165832 -6.32348137
[301,] -4.89195999 42.36165832
[302,] 26.94256896 -4.89195999
[303,] -0.06022673 26.94256896
[304,] -17.86979541 -0.06022673
[305,] 1.41500347 -17.86979541
[306,] -21.15250266 1.41500347
[307,] -0.90337890 -21.15250266
[308,] -21.54917539 -0.90337890
[309,] -3.22870140 -21.54917539
[310,] -4.71791717 -3.22870140
[311,] -4.71961603 -4.71791717
[312,] -3.72131489 -4.71961603
[313,] -4.68733863 -3.72131489
[314,] -16.61074713 -4.68733863
[315,] -5.04054735 -16.61074713
[316,] -24.98173057 -5.04054735
[317,] -6.66125658 -24.98173057
[318,] -13.15047234 -6.66125658
[319,] -8.33054677 -13.15047234
[320,] -23.72369744 -8.33054677
[321,] -9.26052300 -23.72369744
[322,] -13.43657731 -9.26052300
[323,] -10.54530151 -13.43657731
[324,] 38.21812854 -10.54530151
[325,] -9.03548977 38.21812854
[326,] 27.79903918 -9.03548977
[327,] -4.02538094 27.79903918
[328,] -21.44349781 -4.02538094
[329,] -2.15869893 -21.44349781
[330,] -19.72620506 -2.15869893
[331,] -4.29870573 -19.72620506
[332,] -26.55305040 -4.29870573
[333,] -6.30392664 -26.55305040
[334,] -11.94972313 -6.30392664
[335,] -8.09412245 -11.94972313
[336,] -1.40898276 -8.09412245
[337,] -8.16095583 -1.40898276
[338,] -14.61462214 -8.16095583
[339,] -7.86604679 -14.61462214
[340,] -20.41577819 -7.86604679
[341,] -8.84557841 -20.41577819
[342,] -14.78676163 -8.84557841
[343,] -9.96683606 -14.78676163
[344,] -17.35998674 -9.96683606
[345,] -10.61141139 -17.35998674
[346,] -16.16114279 -10.61141139
[347,] -11.34121722 -16.16114279
[348,] 41.26563211 -11.34121722
[349,] -9.84528575 41.26563211
[350,] 20.30240466 -9.84528575
[351,] -4.77174126 20.30240466
[352,] 0.26210933 -4.77174126
[353,] -2.63256419 0.26210933
[354,] -12.39939195 -2.63256419
[355,] -2.75784195 -12.39939195
[356,] -35.54244444 -2.75784195
[357,] -4.68574692 -35.54244444
[358,] -7.19273741 -4.68574692
[359,] -7.19443627 -7.19273741
[360,] -2.19613513 -7.19443627
[361,] -7.01945842 -2.19613513
[362,] -7.62970547 -7.01945842
[363,] -6.66707944 -7.62970547
[364,] -11.74706866 -6.66707944
[365,] -6.92714309 -11.74706866
[366,] -16.32029376 -6.92714309
[367,] -7.64306864 -16.32029376
[368,] -14.34938077 -7.64306864
[369,] -8.56513031 -14.34938077
[370,] -8.03657135 -8.56513031
[371,] -9.00259510 -8.03657135
[372,] 52.07399641 -9.00259510
[373,] -6.75152054 52.07399641
[374,] 6.02249277 -6.75152054
[375,] -1.69380518 6.02249277
[376,] -3.06918113 -1.69380518
[377,] -1.14223022 -3.06918113
[378,] -5.30050980 -1.14223022
[379,] -1.44490912 -5.30050980
[380,] -11.75976943 -1.44490912
[381,] -2.11821942 -11.75976943
[382,] 0.09717809 -2.11821942
[383,] -2.79749543 0.09717809
[384,] 4.43567680 -2.79749543
[385,] -2.31629627 4.43567680
[386,] -3.76996258 -2.31629627
[387,] -1.84301167 -3.76996258
[388,] -9.00129125 -1.84301167
[389,] -2.25271591 -9.00129125
[390,] -3.80244731 -2.25271591
[391,] -2.83982128 -3.80244731
[392,] -10.91981050 -2.83982128
[393,] -3.20691027 -10.91981050
[394,] 2.16506796 -3.20691027
[395,] -3.62258022 2.16506796
[396,] 58.84546311 -3.62258022
[397,] -0.94437873 58.84546311
[398,] 14.90792494 -0.94437873
[399,] 4.29865233 14.90792494
[400,] 3.15814747 4.29865233
[401,] 5.08509838 3.15814747
[402,] -8.07318120 5.08509838
[403,] 4.46134347 -8.07318120
[404,] -14.55813012 4.46134347
[405,] 2.79801899 -14.55813012
[406,] 9.38709358 2.79801899
[407,] 1.67079563 9.38709358
[408,] 9.29541968 1.67079563
[409,] 1.54344661 9.29541968
[410,] -2.94589481 1.54344661
[411,] -8.23993472 -2.94589481
[412,] -5.10380200 -8.23993472
[413,] 6.78357935 -5.10380200
[414,] 51.44789862 6.78357935
[415,] 19.73537272 51.44789862
[416,] 9.33295932 19.73537272
[417,] 6.73354687 9.33295932
[418,] -8.18292149 6.73354687
[419,] 9.05232200 -8.18292149
[420,] 2.75536208 9.05232200
[421,] 4.68925313 2.75536208
[422,] 1.30304259 4.68925313
[423,] -5.03361256 1.30304259
[424,] -0.81918948 -5.03361256
[425,] 6.10386698 -0.81918948
[426,] 55.70377616 6.10386698
[427,] 13.71376392 55.70377616
[428,] 9.06856487 13.71376392
[429,] -5.34248620 9.06856487
[430,] -6.99327723 -5.34248620
[431,] 10.14590117 -6.99327723
[432,] 2.88461636 10.14590117
[433,] 3.89679777 2.88461636
[434,] -3.52508788 3.89679777
[435,] -0.11840896 -3.52508788
[436,] 3.88293787 -0.11840896
[437,] 4.37582171 3.88293787
[438,] 51.29583249 4.37582171
[439,] 11.97086395 51.29583249
[440,] 3.86286286 11.97086395
[441,] -21.88314450 3.86286286
[442,] -13.49618916 -21.88314450
[443,] -3.78803214 -13.49618916
[444,] 7.16680498 -3.78803214
[445,] -9.39680670 7.16680498
[446,] -14.51344546 -9.39680670
[447,] -5.06110561 -14.51344546
[448,] -15.60779133 -5.06110561
[449,] -13.61435906 -15.60779133
[450,] 52.78148527 -13.61435906
[451,] 7.83810838 52.78148527
[452,] -20.42257899 7.83810838
[453,] -12.46190181 -20.42257899
[454,] -16.79940573 -12.46190181
[455,] 2.41806303 -16.79940573
[456,] 0.22812845 2.41806303
[457,] -11.35338362 0.22812845
[458,] -17.44128741 -11.35338362
[459,] -6.68272623 -17.44128741
[460,] -25.96580589 -6.68272623
[461,] 3.04844679 -25.96580589
[462,] 42.72372631 3.04844679
[463,] 1.21039639 42.72372631
[464,] -16.66273362 1.21039639
[465,] -12.76549211 -16.66273362
[466,] -6.44793814 -12.76549211
[467,] 10.46817819 -6.44793814
[468,] 8.65276946 10.46817819
[469,] 3.17523705 8.65276946
[470,] 2.29139811 3.17523705
[471,] 0.78817641 2.29139811
[472,] -12.94297624 0.78817641
[473,] 11.66983879 -12.94297624
[474,] 50.07846656 11.66983879
[475,] 11.83568284 50.07846656
[476,] -9.81645635 11.83568284
[477,] -10.60605338 -9.81645635
[478,] -1.46687498 -10.60605338
[479,] 19.98643930 -1.46687498
[480,] 8.12147518 19.98643930
[481,] -0.37091193 8.12147518
[482,] -7.15953454 -0.37091193
[483,] -6.98078657 -7.15953454
[484,] -12.31439604 -6.98078657
[485,] 9.28758441 -12.31439604
[486,] 56.39693100 9.28758441
[487,] 6.01936139 56.39693100
[488,] -10.49105177 6.01936139
[489,] -14.90003158 -10.49105177
[490,] -10.09580947 -14.90003158
[491,] 4.64497697 -10.09580947
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -60.81336977 288.73771458
2 -25.95550823 -60.81336977
3 -26.15335738 -25.95550823
4 -26.68920851 -26.15335738
5 -24.14676928 -26.68920851
6 39.50269530 -24.14676928
7 -1.32976179 39.50269530
8 -8.68566549 -1.32976179
9 -14.87183128 -8.68566549
10 -14.36117271 -14.87183128
11 -8.47683705 -14.36117271
12 -14.37845070 -8.47683705
13 -16.02437286 -14.37845070
14 -16.21138742 -16.02437286
15 -11.55498271 -16.21138742
16 -12.72020243 -11.55498271
17 -8.52964545 -12.72020243
18 49.72532162 -8.52964545
19 8.36260671 49.72532162
20 -1.02897210 8.36260671
21 -7.40045360 -1.02897210
22 -2.23169145 -7.40045360
23 3.48912335 -2.23169145
24 0.81544064 3.48912335
25 -3.49552522 0.81544064
26 -9.21973774 -3.49552522
27 -9.54945275 -9.21973774
28 -8.34890995 -9.54945275
29 -4.07701692 -8.34890995
30 58.52983241 -4.07701692
31 14.77566568 58.52983241
32 6.31273665 14.77566568
33 3.74899931 6.31273665
34 7.94649642 3.74899931
35 9.97353254 7.94649642
36 5.38508034 9.97353254
37 -0.22516670 5.38508034
38 -5.44091624 -0.22516670
39 -2.30478353 -5.44091624
40 -6.41740218 -2.30478353
41 1.67611529 -6.41740218
42 61.85583768 1.67611529
43 26.91635525 61.85583768
44 12.43260581 26.91635525
45 6.33861065 12.43260581
46 -0.60659269 6.33861065
47 2.57215528 -0.60659269
48 5.34557115 2.57215528
49 -4.42515107 5.34557115
50 -7.20378785 -4.42515107
51 -9.75838814 -7.20378785
52 -1.50524426 -9.75838814
53 -2.97363961 -1.50524426
54 63.34086867 -2.97363961
55 33.04560953 63.34086867
56 4.85420113 33.04560953
57 3.94454725 4.85420113
58 6.26599567 3.94454725
59 -2.54040167 6.26599567
60 23.60267118 -2.54040167
61 -13.91735082 23.60267118
62 -16.64351219 -13.91735082
63 -17.37344235 -16.64351219
64 -14.26689338 -17.37344235
65 -20.78971300 -14.26689338
66 48.01450911 -20.78971300
67 12.03850280 48.01450911
68 -0.66319178 12.03850280
69 -6.78981636 -0.66319178
70 -8.49710292 -6.78981636
71 3.21190286 -8.49710292
72 -0.69360525 3.21190286
73 -17.68836397 -0.69360525
74 -15.52447071 -17.68836397
75 -15.58448828 -15.52447071
76 -12.33828454 -15.58448828
77 -8.75712451 -12.33828454
78 39.39386291 -8.75712451
79 3.68438269 39.39386291
80 0.49115109 3.68438269
81 8.15145025 0.49115109
82 -14.48655734 8.15145025
83 8.60294002 -14.48655734
84 -2.28771339 8.60294002
85 -22.73443957 -2.28771339
86 -13.71324676 -22.73443957
87 -15.97940045 -13.71324676
88 -16.46265051 -15.97940045
89 -9.91022545 -16.46265051
90 42.00589088 -9.91022545
91 -2.56088889 42.00589088
92 -3.61933460 -2.56088889
93 -6.45751259 -3.61933460
94 -12.79416774 -6.45751259
95 -4.57974467 -12.79416774
96 -7.51398775 -4.57974467
97 -21.81496779 -7.51398775
98 -22.77198014 -21.81496779
99 -21.82505758 -22.77198014
100 -21.77110968 -21.82505758
101 -16.41094046 -21.77110968
102 40.35553527 -16.41094046
103 -5.26079988 40.35553527
104 -17.01302427 -5.26079988
105 -16.01569756 -17.01302427
106 -16.23534155 -16.01569756
107 -9.34102006 -16.23534155
108 -15.08300730 -9.34102006
109 -24.37704721 -15.08300730
110 -18.38361494 -24.37704721
111 -32.84507016 -18.38361494
112 -24.22226931 -32.84507016
113 -20.26049204 -24.22226931
114 31.69823953 -20.26049204
115 -0.98250571 31.69823953
116 -25.72681554 -0.98250571
117 -18.16757600 -25.72681554
118 -18.62903122 -18.16757600
119 -12.50677878 -18.62903122
120 -16.05651018 -12.50677878
121 -27.16523438 -16.05651018
122 -26.90125592 -27.16523438
123 -27.46279634 -26.90125592
124 -25.91037128 -27.46279634
125 -18.17263052 -25.91037128
126 34.12105735 -18.17263052
127 -6.98986051 34.12105735
128 -16.48541897 -6.98986051
129 -14.84691465 -16.48541897
130 -16.26880030 -14.84691465
131 -6.64807070 -16.26880030
132 -12.74888034 -6.64807070
133 -16.28083701 -12.74888034
134 -25.42523633 -16.28083701
135 -21.20387311 -25.42523633
136 -22.50874760 -21.20387311
137 -14.42217027 -22.50874760
138 36.98548307 -14.42217027
139 1.95285558 36.98548307
140 -14.32865221 1.95285558
141 -7.25608081 -14.32865221
142 -12.61355638 -7.25608081
143 -1.67966533 -12.61355638
144 -6.74479985 -1.67966533
145 -18.12711593 -6.74479985
146 -16.32898520 -18.12711593
147 -13.39898860 -16.32898520
148 -19.16971082 -13.39898860
149 -4.80564715 -19.16971082
150 40.70209140 -4.80564715
151 9.02524061 40.70209140
152 -8.26320731 9.02524061
153 -3.99838008 -8.26320731
154 -3.34891551 -3.99838008
155 10.57109527 -3.34891551
156 3.06884800 10.57109527
157 -2.62273509 3.06884800
158 -9.19036688 -2.62273509
159 -4.55575701 -9.19036688
160 -6.29080412 -4.55575701
161 3.32992548 -6.29080412
162 56.22911584 3.32992548
163 21.80199085 56.22911584
164 7.20427592 21.80199085
165 -1.00368471 7.20427592
166 6.86579625 -1.00368471
167 12.23777448 6.86579625
168 8.45012630 12.23777448
169 6.98951985 8.45012630
170 -0.85559828 6.98951985
171 6.85730196 -0.85559828
172 -7.77071981 6.85730196
173 5.72812975 -7.77071981
174 -4.36963420 5.72812975
175 4.30759092 -4.36963420
176 -4.39872121 4.30759092
177 3.31417902 -4.39872121
178 1.68615726 3.31417902
179 2.64878328 1.68615726
180 49.56879406 2.64878328
181 4.24382552 49.56879406
182 28.92177375 4.24382552
183 8.66925227 28.92177375
184 5.31165104 8.66925227
185 10.13157662 5.31165104
186 -1.26157406 10.13157662
187 9.34430084 -1.26157406
188 -2.51859202 9.34430084
189 8.08728287 -2.51859202
190 11.22439002 8.08728287
191 7.36539161 11.22439002
192 8.67685421 7.36539161
193 7.71083046 8.67685421
194 -0.21257804 7.71083046
195 7.50032220 -0.21257804
196 -10.12769957 7.50032220
197 6.26412465 -10.12769957
198 -3.06851039 6.26412465
199 4.64438985 -3.06851039
200 -7.98363192 4.64438985
201 3.58656786 -7.98363192
202 2.64538464 3.58656786
203 2.64368578 2.64538464
204 55.64198692 2.64368578
205 4.53106906 55.64198692
206 31.67875947 4.53106906
207 9.49758821 31.67875947
208 9.29656772 9.49758821
209 11.22351863 9.29656772
210 6.06523905 11.22351863
211 10.88516462 6.06523905
212 -3.50798606 10.88516462
213 9.99086350 -3.50798606
214 14.89309955 9.99086350
215 9.10545137 14.89309955
216 14.57349469 9.10545137
217 9.75017140 14.57349469
218 -6.86007564 9.75017140
219 9.53174858 -6.86007564
220 -11.80088646 9.53174858
221 7.48391241 -11.80088646
222 -4.08359372 7.48391241
223 5.55795629 -4.08359372
224 -14.22664620 5.55795629
225 4.09382779 -14.22664620
226 -7.39538798 4.09382779
227 2.24616203 -7.39538798
228 55.46155954 2.24616203
229 3.38631679 55.46155954
230 28.61229756 3.38631679
231 8.35977608 28.61229756
232 -1.99782514 8.35977608
233 9.57237464 -1.99782514
234 -9.36880858 9.57237464
235 7.98734052 -9.36880858
236 -4.42358488 7.98734052
237 6.18229001 -4.42358488
238 6.31939716 6.18229001
239 5.35337341 6.31939716
240 4.42996491 5.35337341
241 5.39259094 4.42996491
242 -1.68739828 5.39259094
243 5.06117707 -1.68739828
244 -7.48855434 5.06117707
245 4.08164545 -7.48855434
246 -5.85953777 4.08164545
247 2.81768735 -5.85953777
248 -11.88862478 2.81768735
249 1.61022477 -11.88862478
250 4.51246083 1.61022477
251 0.65346242 4.51246083
252 47.96492501 0.65346242
253 2.63995648 47.96492501
254 25.31790470 2.63995648
255 6.99403299 25.31790470
256 0.47985104 6.99403299
257 8.19275128 0.47985104
258 -13.43527049 8.19275128
259 6.81385327 -13.43527049
260 -9.83194322 6.81385327
261 4.63123122 -9.83194322
262 6.45517691 4.63123122
263 3.56050339 6.45517691
264 -1.20632438 3.56050339
265 3.61360120 -1.20632438
266 -3.77954948 3.61360120
267 2.96902587 -3.77954948
268 -11.58070553 2.96902587
269 1.91814402 -11.58070553
270 -13.17961992 1.91814402
271 0.31922963 -13.17961992
272 -14.77853432 0.31922963
273 -1.27968476 -14.77853432
274 -9.37744871 -1.27968476
275 -2.62887336 -9.37744871
276 45.82139524 -2.62887336
277 -1.43222308 45.82139524
278 32.40230588 -1.43222308
279 3.47086041 32.40230588
280 -9.18212754 3.47086041
281 5.28104690 -9.18212754
282 -24.89500741 5.28104690
283 3.06871545 -24.89500741
284 -17.20340395 3.06871545
285 0.15274515 -17.20340395
286 2.74181975 0.15274515
287 -1.11717866 2.74181975
288 0.19428394 -1.11717866
289 -0.77173981 0.19428394
290 -11.69514830 -0.77173981
291 -1.08927341 -11.69514830
292 -14.95216626 -1.08927341
293 -2.41764160 -14.95216626
294 -17.43711518 -2.41764160
295 -3.93826562 -17.43711518
296 -15.03602957 -3.93826562
297 -5.39447956 -15.03602957
298 -10.17908206 -5.39447956
299 -6.32348137 -10.17908206
300 42.36165832 -6.32348137
301 -4.89195999 42.36165832
302 26.94256896 -4.89195999
303 -0.06022673 26.94256896
304 -17.86979541 -0.06022673
305 1.41500347 -17.86979541
306 -21.15250266 1.41500347
307 -0.90337890 -21.15250266
308 -21.54917539 -0.90337890
309 -3.22870140 -21.54917539
310 -4.71791717 -3.22870140
311 -4.71961603 -4.71791717
312 -3.72131489 -4.71961603
313 -4.68733863 -3.72131489
314 -16.61074713 -4.68733863
315 -5.04054735 -16.61074713
316 -24.98173057 -5.04054735
317 -6.66125658 -24.98173057
318 -13.15047234 -6.66125658
319 -8.33054677 -13.15047234
320 -23.72369744 -8.33054677
321 -9.26052300 -23.72369744
322 -13.43657731 -9.26052300
323 -10.54530151 -13.43657731
324 38.21812854 -10.54530151
325 -9.03548977 38.21812854
326 27.79903918 -9.03548977
327 -4.02538094 27.79903918
328 -21.44349781 -4.02538094
329 -2.15869893 -21.44349781
330 -19.72620506 -2.15869893
331 -4.29870573 -19.72620506
332 -26.55305040 -4.29870573
333 -6.30392664 -26.55305040
334 -11.94972313 -6.30392664
335 -8.09412245 -11.94972313
336 -1.40898276 -8.09412245
337 -8.16095583 -1.40898276
338 -14.61462214 -8.16095583
339 -7.86604679 -14.61462214
340 -20.41577819 -7.86604679
341 -8.84557841 -20.41577819
342 -14.78676163 -8.84557841
343 -9.96683606 -14.78676163
344 -17.35998674 -9.96683606
345 -10.61141139 -17.35998674
346 -16.16114279 -10.61141139
347 -11.34121722 -16.16114279
348 41.26563211 -11.34121722
349 -9.84528575 41.26563211
350 20.30240466 -9.84528575
351 -4.77174126 20.30240466
352 0.26210933 -4.77174126
353 -2.63256419 0.26210933
354 -12.39939195 -2.63256419
355 -2.75784195 -12.39939195
356 -35.54244444 -2.75784195
357 -4.68574692 -35.54244444
358 -7.19273741 -4.68574692
359 -7.19443627 -7.19273741
360 -2.19613513 -7.19443627
361 -7.01945842 -2.19613513
362 -7.62970547 -7.01945842
363 -6.66707944 -7.62970547
364 -11.74706866 -6.66707944
365 -6.92714309 -11.74706866
366 -16.32029376 -6.92714309
367 -7.64306864 -16.32029376
368 -14.34938077 -7.64306864
369 -8.56513031 -14.34938077
370 -8.03657135 -8.56513031
371 -9.00259510 -8.03657135
372 52.07399641 -9.00259510
373 -6.75152054 52.07399641
374 6.02249277 -6.75152054
375 -1.69380518 6.02249277
376 -3.06918113 -1.69380518
377 -1.14223022 -3.06918113
378 -5.30050980 -1.14223022
379 -1.44490912 -5.30050980
380 -11.75976943 -1.44490912
381 -2.11821942 -11.75976943
382 0.09717809 -2.11821942
383 -2.79749543 0.09717809
384 4.43567680 -2.79749543
385 -2.31629627 4.43567680
386 -3.76996258 -2.31629627
387 -1.84301167 -3.76996258
388 -9.00129125 -1.84301167
389 -2.25271591 -9.00129125
390 -3.80244731 -2.25271591
391 -2.83982128 -3.80244731
392 -10.91981050 -2.83982128
393 -3.20691027 -10.91981050
394 2.16506796 -3.20691027
395 -3.62258022 2.16506796
396 58.84546311 -3.62258022
397 -0.94437873 58.84546311
398 14.90792494 -0.94437873
399 4.29865233 14.90792494
400 3.15814747 4.29865233
401 5.08509838 3.15814747
402 -8.07318120 5.08509838
403 4.46134347 -8.07318120
404 -14.55813012 4.46134347
405 2.79801899 -14.55813012
406 9.38709358 2.79801899
407 1.67079563 9.38709358
408 9.29541968 1.67079563
409 1.54344661 9.29541968
410 -2.94589481 1.54344661
411 -8.23993472 -2.94589481
412 -5.10380200 -8.23993472
413 6.78357935 -5.10380200
414 51.44789862 6.78357935
415 19.73537272 51.44789862
416 9.33295932 19.73537272
417 6.73354687 9.33295932
418 -8.18292149 6.73354687
419 9.05232200 -8.18292149
420 2.75536208 9.05232200
421 4.68925313 2.75536208
422 1.30304259 4.68925313
423 -5.03361256 1.30304259
424 -0.81918948 -5.03361256
425 6.10386698 -0.81918948
426 55.70377616 6.10386698
427 13.71376392 55.70377616
428 9.06856487 13.71376392
429 -5.34248620 9.06856487
430 -6.99327723 -5.34248620
431 10.14590117 -6.99327723
432 2.88461636 10.14590117
433 3.89679777 2.88461636
434 -3.52508788 3.89679777
435 -0.11840896 -3.52508788
436 3.88293787 -0.11840896
437 4.37582171 3.88293787
438 51.29583249 4.37582171
439 11.97086395 51.29583249
440 3.86286286 11.97086395
441 -21.88314450 3.86286286
442 -13.49618916 -21.88314450
443 -3.78803214 -13.49618916
444 7.16680498 -3.78803214
445 -9.39680670 7.16680498
446 -14.51344546 -9.39680670
447 -5.06110561 -14.51344546
448 -15.60779133 -5.06110561
449 -13.61435906 -15.60779133
450 52.78148527 -13.61435906
451 7.83810838 52.78148527
452 -20.42257899 7.83810838
453 -12.46190181 -20.42257899
454 -16.79940573 -12.46190181
455 2.41806303 -16.79940573
456 0.22812845 2.41806303
457 -11.35338362 0.22812845
458 -17.44128741 -11.35338362
459 -6.68272623 -17.44128741
460 -25.96580589 -6.68272623
461 3.04844679 -25.96580589
462 42.72372631 3.04844679
463 1.21039639 42.72372631
464 -16.66273362 1.21039639
465 -12.76549211 -16.66273362
466 -6.44793814 -12.76549211
467 10.46817819 -6.44793814
468 8.65276946 10.46817819
469 3.17523705 8.65276946
470 2.29139811 3.17523705
471 0.78817641 2.29139811
472 -12.94297624 0.78817641
473 11.66983879 -12.94297624
474 50.07846656 11.66983879
475 11.83568284 50.07846656
476 -9.81645635 11.83568284
477 -10.60605338 -9.81645635
478 -1.46687498 -10.60605338
479 19.98643930 -1.46687498
480 8.12147518 19.98643930
481 -0.37091193 8.12147518
482 -7.15953454 -0.37091193
483 -6.98078657 -7.15953454
484 -12.31439604 -6.98078657
485 9.28758441 -12.31439604
486 56.39693100 9.28758441
487 6.01936139 56.39693100
488 -10.49105177 6.01936139
489 -14.90003158 -10.49105177
490 -10.09580947 -14.90003158
491 4.64497697 -10.09580947
> 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/rcomp/tmp/7cxqg1296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8tms01296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/93aud1296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10lt431296727380.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/11nfku1296727380.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/129hh91296727380.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/13qdcw1296727380.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/14nahy1296727380.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/rcomp/tmp/15zdsn1296727380.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/rcomp/tmp/168pwm1296727380.tab")
+ }
>
> try(system("convert tmp/1l72j1296727380.ps tmp/1l72j1296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/2wwhe1296727380.ps tmp/2wwhe1296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/3hcj61296727380.ps tmp/3hcj61296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/4mz7r1296727380.ps tmp/4mz7r1296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/52br51296727380.ps tmp/52br51296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/628r01296727380.ps tmp/628r01296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/7cxqg1296727380.ps tmp/7cxqg1296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/8tms01296727380.ps tmp/8tms01296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/93aud1296727380.ps tmp/93aud1296727380.png",intern=TRUE))
character(0)
> try(system("convert tmp/10lt431296727380.ps tmp/10lt431296727380.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
13.760 0.440 14.193