Time-series data analysis in R
2007-07-06 22.810212007-07-09 22.73409
2007-07-10 22.32310
2007-07-11 22.44488
2007-07-12 22.88631
2007-07-13 22.69604
2007-07-16 22.85587
2007-07-17 23.42670
2007-07-18 23.53326
2007-07-19 23.98230
2007-07-20 23.71592
2007-07-23 23.73875
2007-07-24 23.44192
2007-07-25 23.37343
2007-07-26 22.81782
2007-07-27 22.36877
2007-07-30 22.37638
2007-07-31 22.06432
2007-08-01 22.30027
2007-08-02 22.46771
2007-08-03 22.04150
2007-08-06 22.48294
2007-08-07 22.49055
2007-08-08 22.83304
2007-08-09 22.30027
2007-08-10 21.85122
2007-08-13 21.79033
2007-08-14 21.59175
2007-08-15 21.46192
2007-08-16 21.24042
2007-08-17 21.57648
2007-08-20 21.58411
2007-08-21 21.43900
2007-08-22 21.55357
2007-08-23 21.61466
2007-08-24 22.00419
2007-08-27 21.75979
2007-08-28 21.33207
2007-08-29 21.83616
2007-08-30 21.72923
2007-08-31 21.94308
2007-09-04 22.00419
2007-09-05 21.75214
2007-09-06 22.08056
2007-09-07 21.72159
2007-09-10 21.75214
2007-09-11 22.09584
2007-09-12 22.09584
2007-09-13 22.27151
2007-09-14 22.17985
2007-09-17 21.94308
2007-09-18 22.09584
2007-09-19 21.89726
2007-09-20 21.70632
2007-09-21 21.88199
2007-09-24 22.21041
2007-09-25 22.57701
2007-09-26 22.53119
2007-09-27 22.52355
2007-09-28 22.50064
2007-10-01 22.73741
2007-10-02 22.68395
2007-10-03 22.49301
2007-10-04 22.69158
2007-10-05 22.79087
2007-10-08 22.79087
2007-10-09 22.98946
2007-10-10 23.08874
2007-10-11 22.84434
2007-10-12 23.04291
2007-10-15 22.94363
2007-10-16 23.15748
2007-10-17 23.73794
2007-10-18 23.79905
2007-10-19 23.04291
2007-10-22 23.30259
2007-10-23 23.60047
2007-10-24 23.86778
2007-10-25 24.43297
2007-10-26 26.75483
2007-10-29 26.40350
2007-10-30 27.16727
2007-10-31 28.11435
2007-11-01 28.30528
2007-11-02 28.30528
2007-11-05 28.05324
2007-11-06 27.80883
2007-11-07 27.12909
2007-11-08 26.53334
2007-11-09 25.76193
2007-11-12 25.49461
2007-11-13 26.40650
2007-11-14 26.00036
2007-11-15 25.87010
2007-11-16 26.12297
2007-11-19 26.02335
2007-11-20 26.49845
2007-11-21 26.23026
2007-11-23 26.13829
2007-11-26 25.26472
2007-11-27 25.33369
2007-11-28 25.82412
2007-11-29 25.73982
2007-11-30 25.74749
2007-12-03 25.22640
2007-12-04 25.11146
2007-12-05 26.16895
2007-12-06 26.47547
2007-12-07 26.46014
2007-12-10 26.63639
2007-12-11 26.13063
2007-12-12 26.41417
2007-12-13 26.98888
2007-12-14 27.05785
2007-12-17 26.35286
2007-12-18 26.62107
2007-12-19 26.65938
2007-12-20 27.21878
[ reached getOption("max.print") -- omitted 1577 rows ]
> chartSeries(ClCl(MSFT))
> DTB3.sub <- DTB3['2004-01-02/2014-03-31']
> MSFT.ret <- diff(log(Ad(MSFT)))
> SNP.ret <- diff(log(Ad(SNP)))
> dataDaily <- na.omit(merge(SNP.ret,MSFT.ret,DTB3.sub), join='inner')
> SNP.M <- to.monthly(SNP.ret)$SNP.ret.Close
Warning message:
In to.period(x, "months", indexAt = indexAt, name = name, ...) :
missing values removed from data
> MSFT.M <- to.monthly(MSFT.ret)$MSFT.ret.Close
Warning message:
In to.period(x, "months", indexAt = indexAt, name = name, ...) :
missing values removed from data
> DTB3.M <- to.monthly(DTB3.sub)$DTB3.sub.Close
Warning message:
In to.period(x, "months", indexAt = indexAt, name = name, ...) :
missing values removed from data
> var1 <- VAR(dataDaily, lag.max=4, ic="AIC")
> VARselect(dataDaily,lag.max=4)
$`selection`
AIC(n) HQ(n) SC(n) FPE(n)
4 4 4 4
$criteria
1 2 3
AIC(n) -2.143562e+01 -2.146396e+01 -2.150143e+01
HQ(n) -2.142566e+01 -2.144652e+01 -2.147652e+01
SC(n) -2.140815e+01 -2.141588e+01 -2.143274e+01
FPE(n) 4.904872e-10 4.767833e-10 4.592496e-10
4
AIC(n) -2.153135e+01
HQ(n) -2.149897e+01
SC(n) -2.144206e+01
FPE(n) 4.457123e-10
> plot(var1)
http://127.0.0.1:38072/graphics/plot_zoom_png?width=836&height=665
Error in plot.new() : figure margins too large
> coef(var1)
$`SNP.Adjusted`
Estimate Std. Error t value
SNP.Adjusted.l1 -9.409665e-02 0.0220293697 -4.2714181
MSFT.Adjusted.l1 -5.180466e-02 0.0344544061 -1.5035713
DTB3.l1 1.124808e-02 0.0094942558 1.1847252
SNP.Adjusted.l2 1.118650e-02 0.0220990331 0.5061988
MSFT.Adjusted.l2 -1.722772e-02 0.0344657325 -0.4998508
DTB3.l2 -2.913966e-02 0.0146607780 -1.9875930
SNP.Adjusted.l3 -3.246154e-02 0.0220395000 -1.4728800
MSFT.Adjusted.l3 9.748324e-02 0.0343037101 2.8417696
DTB3.l3 1.766238e-02 0.0146672865 1.2042025
SNP.Adjusted.l4 -2.484822e-03 0.0218972502 -0.1134765
MSFT.Adjusted.l4 -6.839837e-02 0.0342937402 -1.9944855
DTB3.l4 5.872460e-04 0.0094957087 0.0618433
const 3.337346e-05 0.0006735894 0.0495457
Pr(>|t|)
SNP.Adjusted.l1 2.013776e-05
MSFT.Adjusted.l1 1.328161e-01
DTB3.l1 2.362370e-01
SNP.Adjusted.l2 6.127610e-01
MSFT.Adjusted.l2 6.172234e-01
DTB3.l2 4.696394e-02
SNP.Adjusted.l3 1.409073e-01
MSFT.Adjusted.l3 4.522179e-03
DTB3.l3 2.286235e-01
SNP.Adjusted.l4 9.096618e-01
MSFT.Adjusted.l4 4.620573e-02
DTB3.l4 9.506925e-01
const 9.604883e-01
$MSFT.Adjusted
Estimate Std. Error t value
SNP.Adjusted.l1 -0.0444380097 0.0140345712 -3.1663247
MSFT.Adjusted.l1 -0.0275748915 0.0219503700 -1.2562381
DTB3.l1 0.0075885109 0.0060486437 1.2545806
SNP.Adjusted.l2 -0.0497937681 0.0140789527 -3.5367523
MSFT.Adjusted.l2 0.0055745869 0.0219575858 0.2538798
DTB3.l2 -0.0138715970 0.0093401552 -1.4851570
SNP.Adjusted.l3 0.0098318310 0.0140410250 0.7002217
MSFT.Adjusted.l3 0.0183596728 0.0218543639 0.8400918
DTB3.l3 0.0088665935 0.0093443017 0.9488771
SNP.Adjusted.l4 0.0175060764 0.0139503999 1.2548799
MSFT.Adjusted.l4 -0.0521167682 0.0218480122 -2.3854238
DTB3.l4 -0.0025808510 0.0060495694 -0.4266173
const 0.0001839361 0.0004291334 0.4286222
Pr(>|t|)
SNP.Adjusted.l1 0.0015620828
MSFT.Adjusted.l1 0.2091451789
DTB3.l1 0.2097464881
SNP.Adjusted.l2 0.0004123326
MSFT.Adjusted.l2 0.7996089905
DTB3.l2 0.1376263301
SNP.Adjusted.l3 0.4838529657
MSFT.Adjusted.l3 0.4009359614
DTB3.l3 0.3427734134
SNP.Adjusted.l4 0.2096378099
MSFT.Adjusted.l4 0.0171323593
DTB3.l4 0.6696942493
const 0.6682345085
$DTB3
Estimate Std. Error t value
SNP.Adjusted.l1 7.473494e-02 0.045681320 1.63600654
MSFT.Adjusted.l1 -3.729765e-02 0.071446562 -0.52203556
DTB3.l1 1.161301e+00 0.019687814 58.98576931
SNP.Adjusted.l2 3.171282e-02 0.045825777 0.69203015
MSFT.Adjusted.l2 1.690439e-02 0.071470049 0.23652409
DTB3.l2 -3.258693e-01 0.030401400 -10.71889140
SNP.Adjusted.l3 1.522555e-01 0.045702326 3.33146122
MSFT.Adjusted.l3 9.156952e-03 0.071134071 0.12872808
DTB3.l3 -5.108747e-03 0.030414897 -0.16796859
SNP.Adjusted.l4 1.733988e-01 0.045407349 3.81873802
MSFT.Adjusted.l4 -1.689148e-01 0.071113397 -2.37528741
DTB3.l4 1.692490e-01 0.019690827 8.59532266
const 9.131397e-05 0.001396792 0.06537405
Pr(>|t|)
SNP.Adjusted.l1 1.019621e-01
MSFT.Adjusted.l1 6.016911e-01
DTB3.l1 0.000000e+00
SNP.Adjusted.l2 4.889817e-01
MSFT.Adjusted.l2 8.130451e-01
DTB3.l2 2.995149e-26
SNP.Adjusted.l3 8.762799e-04
MSFT.Adjusted.l3 8.975830e-01
DTB3.l3 8.666214e-01
SNP.Adjusted.l4 1.373464e-04
MSFT.Adjusted.l4 1.760912e-02
DTB3.l4 1.426639e-17
const 9.478813e-01
> residuals(var1)
SNP.Adjusted MSFT.Adjusted DTB3
1 -8.197238e-04 -1.523845e-02 1.655137e-02
2 -9.599630e-02 9.468200e-07 4.885638e-02
3 -1.338874e-03 -9.553890e-03 -1.457802e-02
4 -9.064071e-03 5.197425e-03 -7.921754e-03
5 8.414775e-04 -5.854690e-03 1.783589e-02
6 -2.648625e-02 1.044060e-02 2.096074e-02
7 1.126786e-01 9.088818e-03 8.859328e-03
8 4.662925e-03 1.176519e-02 -1.440590e-02
9 -1.096986e-02 -5.108807e-03 -5.781816e-03
10 1.006700e-02 1.501459e-02 1.063328e-02
11 -5.279091e-02 9.762699e-03 -1.317676e-02
12 -6.048710e-03 -2.037941e-02 7.999652e-03
13 -4.014343e-02 -2.366371e-02 3.444460e-02
14 4.124274e-03 5.567008e-03 9.106330e-03
15 -5.914656e-03 -8.509560e-03 -2.035353e-03
16 -4.208832e-02 -9.608147e-03 4.165008e-02
17 4.582879e-02 -7.626088e-03 -1.326715e-02
18 -2.696387e-02 -9.430553e-03 1.642828e-03
19 -2.087795e-03 -1.045409e-03 1.055540e-02
20 7.416161e-02 2.572911e-03 -1.315110e-02
21 2.518170e-02 -3.843494e-03 1.188707e-02
22 -4.556991e-02 8.333313e-03 -5.110542e-03
23 8.188596e-03 2.894182e-03 -2.714071e-02
24 -4.088776e-03 -1.023829e-02 -6.984466e-03
25 7.245951e-03 -1.410601e-02 -1.067036e-02
26 6.007649e-02 1.550044e-02 3.441520e-02
27 -1.604619e-02 -4.671142e-03 -2.007447e-02
28 -5.465819e-02 -9.967443e-03 2.786503e-03
29 -8.393479e-03 -1.679655e-03 -5.393075e-03
30 1.737835e-02 -1.116229e-03 2.635856e-02
31 -6.036220e-03 1.101253e-02 4.957791e-03
32 -6.515974e-03 -5.637735e-03 3.031917e-03
33 1.123194e-02 -8.400462e-03 5.731596e-03
34 2.658077e-03 6.341122e-04 -3.927423e-03
35 2.211499e-02 7.830009e-03 1.170964e-02
36 -1.441118e-02 -1.088452e-02 -4.697226e-03
37 1.009880e-02 -1.581602e-03 -1.807851e-03
38 8.030727e-03 -7.559943e-04 -1.198570e-02
39 6.009102e-03 4.426556e-04 -8.921919e-03
40 -8.199700e-03 -1.999391e-02 1.864596e-02
41 -4.517288e-03 -5.637236e-03 -2.002706e-02
42 -4.004758e-02 -1.430256e-02 2.168863e-03
43 -2.648396e-02 -1.330317e-02 1.507159e-02
44 2.953638e-02 7.218338e-03 -1.185353e-02
45 -1.217620e-02 -7.575315e-03 1.822627e-02
46 -2.632853e-04 1.527958e-03 -3.474012e-03
47 -1.793511e-03 -3.292199e-03 -2.077872e-02
48 -2.252600e-02 -9.349605e-03 2.071895e-03
49 -2.056023e-02 -1.235749e-02 -2.474296e-03
50 -5.262037e-02 -7.516615e-03 1.844213e-02
51 1.313039e-02 -1.755694e-02 -5.154584e-03
52 -1.546427e-03 8.935573e-03 -2.831966e-05
53 -2.312362e-02 3.274082e-02 1.275284e-02
54 -1.221136e-02 -6.162314e-03 1.473708e-02
55 -1.410608e-02 7.682373e-03 1.253439e-02
56 2.677549e-02 -5.183786e-03 -4.367048e-03
57 3.531950e-02 -7.894698e-03 5.551021e-03
58 -8.614580e-03 8.153646e-03 -7.139524e-03
59 2.183210e-02 3.199562e-02 7.775938e-03
60 1.207381e-02 4.035351e-03 -1.543869e-02
61 7.107949e-03 -5.702564e-03 -1.714790e-02
62 -1.207926e-03 -8.100459e-03 1.146479e-02
63 8.344646e-03 -3.357596e-03 -1.311947e-02
64 1.263352e-02 5.462789e-03 9.557279e-03
65 -3.325379e-02 -5.865641e-03 -4.387227e-03
66 -3.189228e-02 6.666492e-04 9.550685e-03
67 -1.032257e-02 -1.514035e-02 -1.003118e-02
68 -1.110171e-03 -3.963990e-03 -1.298409e-03
69 -9.296798e-03 1.454665e-02 4.145196e-02
70 -4.102577e-02 -7.312036e-03 9.726307e-03
71 -2.541591e-02 1.777384e-03 2.402805e-02
72 1.199823e-02 1.597206e-02 -2.248208e-02
73 1.306032e-02 6.120163e-02 3.030017e-02
74 -4.433482e-02 -8.293279e-03 2.680183e-02
75 1.358956e-02 -3.018488e-03 -1.276934e-02
76 -1.695033e-02 -2.638604e-02 -4.321125e-03
77 -5.506837e-03 -4.848755e-05 8.740004e-03
78 7.154191e-03 -1.435171e-02 1.298215e-02
79 5.418943e-02 8.058097e-03 2.353099e-02
80 3.939359e-02 1.099090e-03 -8.884171e-03
81 -4.053459e-03 3.121867e-03 -1.832759e-02
82 -9.206970e-03 -7.089413e-03 6.206150e-03
83 -2.807202e-02 -1.527612e-02 5.275671e-02
84 -7.217392e-02 2.662646e-03 4.129805e-03
85 1.989661e-02 -3.423620e-03 -1.076168e-02
86 1.350138e-02 -2.003321e-03 5.135835e-03
87 1.299544e-02 7.929668e-03 -2.658615e-02
88 -1.316735e-02 -6.517639e-03 -3.985436e-03
89 -8.802741e-02 -1.342554e-02 6.638907e-02
90 -7.380688e-03 5.218869e-03 -2.877856e-02
91 2.238670e-02 -1.114234e-02 -2.864978e-03
92 7.165899e-03 5.526272e-03 1.775497e-02
93 2.242030e-02 8.063039e-03 8.247131e-03
94 5.682614e-02 -3.082161e-03 4.201799e-02
95 2.341329e-02 1.504401e-02 -2.034308e-02
96 4.857899e-03 5.305217e-03 1.454660e-03
97 1.182562e-02 2.140008e-03 -2.330192e-02
98 2.303207e-02 4.172111e-04 9.661887e-03
99 1.626285e-02 -3.254503e-03 8.020292e-02
100 1.313162e-02 1.639045e-03 -1.775067e-02
101 -4.329490e-02 -7.880711e-03 1.242306e-02
102 2.614119e-03 -1.471714e-04 4.245506e-02
103 5.242662e-02 1.539969e-02 4.151325e-02
104 -7.536872e-03 9.615627e-03 1.880064e-02
105 -1.465722e-02 -2.666853e-03 1.509323e-02
106 2.101676e-02 8.865892e-03 2.437233e-02
107 -2.253937e-02 5.179604e-03 1.257562e-01
108 -3.812071e-03 1.857299e-02 -9.082950e-02
109 -9.151731e-03 -3.331438e-03 -2.472653e-03
110 -2.103419e-02 1.519396e-02 -1.189892e-02
111 -3.940868e-02 2.005933e-02 2.657548e-03
112 -3.244479e-02 -1.206387e-03 5.609626e-02
113 -7.036771e-03 -5.971618e-03 -2.536786e-02
114 1.059740e-02 1.640074e-04 -2.542535e-03
115 4.680050e-02 5.417533e-03 1.581031e-02
116 1.075753e-02 9.372331e-03 1.562519e-02
117 1.090403e-02 -7.971577e-03 6.678835e-02
118 -1.738391e-03 6.945472e-03 -2.139793e-02
119 1.934561e-02 2.253068e-03 -4.127426e-02
120 -8.890622e-03 3.431203e-03 -9.104772e-02
121 9.597596e-03 -2.196148e-03 7.709411e-02
122 1.580139e-02 -2.064529e-02 1.085478e-02
123 1.201252e-02 3.724743e-03 -5.802988e-02
124 -1.405308e-02 -1.443100e-02 -3.266174e-03
125 7.244761e-03 6.841250e-03 2.456028e-03
126 -4.256257e-02 -8.161674e-04 5.117428e-02
127 7.758863e-03 -1.213314e-02 -1.211335e-02
128 -4.532847e-03 1.663068e-02 1.074003e-02
129 6.815344e-03 -8.046895e-03 1.939367e-02
130 3.760845e-02 -1.366174e-02 5.063204e-03
131 3.406763e-02 1.738333e-02 3.923153e-03
132 1.116192e-02 1.794582e-02 8.880453e-03
133 8.544280e-04 2.023057e-02 -1.914096e-02
134 -3.164135e-03 3.402976e-03 1.757240e-03
135 -1.714615e-02 -3.456981e-02 4.838550e-03
136 -1.113156e-02 2.046637e-02 8.011663e-02
137 2.953467e-02 -7.836026e-03 7.175932e-03
138 -2.233565e-02 6.880284e-03 5.174490e-03
139 7.520565e-03 -5.209967e-03 6.817350e-03
140 1.470090e-02 3.820403e-04 2.137096e-03
141 -3.290231e-04 1.358558e-03 5.389157e-02
142 -7.366954e-03 -1.523081e-02 -2.770367e-02
143 -1.420399e-02 -1.271950e-03 8.652165e-03
144 4.518016e-04 -2.062341e-02 -3.078056e-03
145 -7.890719e-03 -1.500853e-02 -4.054676e-02
146 3.034514e-03 4.522180e-04 8.630909e-02
147 -1.006352e-02 1.920051e-02 -2.855974e-02
148 -4.816737e-02 -1.104364e-02 -5.253521e-02
149 -1.803279e-02 -2.333011e-02 1.334012e-02
150 -1.241356e-02 9.683725e-04 -6.993741e-03
151 6.008924e-04 3.715072e-03 6.282382e-02
152 -1.842256e-02 -1.596480e-03 -1.206151e-02
153 9.441108e-03 1.367008e-02 1.307787e-02
154 7.278466e-04 -1.245293e-02 1.151748e-03
155 2.597703e-02 3.346284e-03 1.242896e-02
156 -5.262588e-03 5.252021e-03 5.642807e-02
157 2.468696e-02 1.455224e-03 -8.928718e-03
158 2.616521e-02 1.128129e-02 4.266703e-03
159 3.723277e-03 -2.138741e-03 5.213260e-03
160 4.121845e-04 1.723701e-03 7.394289e-03
161 1.834162e-03 -6.821163e-03 5.112288e-02
162 1.514024e-02 -3.871602e-04 -3.035990e-02
163 1.461671e-02 4.187331e-03 -6.796375e-03
164 2.747887e-03 9.572855e-03 2.910064e-02
165 -1.508279e-02 -1.862820e-02 3.665240e-02
166 -1.185950e-02 7.211251e-03 8.016142e-03
167 1.339569e-02 -4.725340e-03 -1.124139e-02
168 -1.049174e-02 1.624951e-03 8.027551e-03
169 -3.017656e-02 6.721036e-03 2.363185e-02
170 8.058883e-03 -1.016593e-02 5.910128e-03
171 1.198823e-02 5.391260e-03 -1.078471e-02
172 -1.337894e-02 -7.608554e-03 2.275226e-02
173 4.634637e-02 2.881141e-03 3.477591e-03
174 2.191114e-02 9.747059e-03 3.262647e-02
175 7.632458e-03 3.345743e-03 1.433319e-02
176 1.456042e-02 -8.840511e-03 -1.378501e-02
177 -3.046675e-02 -5.637018e-03 -9.932916e-03
178 1.020957e-02 7.511988e-03 1.324388e-02
179 -7.130159e-03 -3.251524e-03 3.041237e-03
180 -3.944433e-03 -4.015879e-03 1.991071e-02
181 1.524269e-02 2.003897e-03 -2.658110e-02
182 -2.020709e-04 1.257266e-02 9.948981e-03
183 1.762160e-02 3.268497e-03 -9.384926e-03
184 1.678611e-02 2.174574e-02 -1.724149e-02
185 9.814596e-03 -2.942211e-03 1.746122e-02
186 3.500041e-03 1.014589e-02 -1.812408e-02
187 -1.269225e-02 5.423054e-03 -1.510836e-03
188 3.143885e-03 -1.244899e-02 -7.151014e-03
189 2.216290e-03 -7.945967e-03 -2.657428e-03
190 -9.404822e-03 -6.750820e-04 2.141146e-02
191 -3.715599e-02 2.213583e-04 -1.078425e-03
192 -1.380997e-02 -1.096988e-02 2.383373e-02
193 5.631475e-03 3.600722e-03 1.186739e-02
194 -9.392519e-03 1.529675e-02 6.928038e-02
195 1.647278e-02 -7.482047e-03 1.484710e-02
196 -1.888588e-02 1.793491e-02 8.095538e-03
197 1.333275e-03 -4.613128e-03 3.518094e-02
198 7.662889e-03 -2.961934e-02 4.446250e-04
199 -3.177469e-02 -5.220044e-03 6.089326e-02
200 -2.209140e-02 9.485471e-03 1.251582e-02
201 5.050036e-03 7.255655e-03 9.536610e-03
202 -9.964728e-03 -7.164776e-03 1.382838e-03
203 7.600973e-03 -1.677166e-03 1.110744e-02
204 -6.897218e-05 4.393931e-03 9.294914e-02
205 1.878815e-02 6.081587e-03 -3.343230e-02
206 2.546498e-02 9.447039e-03 -3.667855e-03
207 1.228697e-02 1.985637e-02 3.167033e-02
208 -6.015541e-03 1.218074e-02 3.747901e-02
209 -6.479266e-03 -1.388923e-03 3.695769e-02
210 4.357742e-04 1.518017e-02 4.228715e-04
211 2.525795e-02 -4.561848e-04 2.026446e-02
212 1.630182e-02 1.136431e-03 1.098244e-02
213 -1.997744e-04 -8.599597e-02 4.939793e-02
214 -3.294484e-02 -1.151457e-02 -2.246061e-03
215 1.422686e-02 2.509274e-04 -5.864319e-03
216 -3.028535e-03 -3.056778e-03 1.043779e-02
217 -1.612380e-02 -1.194415e-02 6.385591e-04
218 -2.264835e-03 -9.497482e-03 5.878926e-02
219 1.911229e-02 -5.678797e-03 -1.801691e-02
220 1.802882e-02 5.471350e-03 5.285612e-03
221 3.853299e-03 -8.793627e-05 2.942358e-02
222 8.910952e-04 6.322537e-03 2.896482e-02
223 5.408279e-04 7.223041e-04 -2.077323e-02
224 -6.171211e-05 1.642926e-02 -2.701237e-04
225 -1.674454e-02 -5.974409e-03 7.139650e-03
226 -1.476638e-02 4.185474e-03 -1.112637e-02
227 -2.085586e-03 2.166014e-03 5.254337e-02
228 -1.605860e-02 -9.571652e-03 -1.309258e-02
229 -1.531284e-02 9.929449e-03 3.390444e-03
230 1.295881e-02 -5.656974e-03 1.414184e-02
231 -2.287994e-02 -5.399413e-03 9.470338e-03
232 9.687139e-03 5.254426e-03 1.702095e-03
233 3.196171e-03 -4.458272e-04 -2.581540e-02
234 1.640768e-02 -3.838162e-03 -2.862235e-03
235 -2.412369e-02 2.076371e-03 -1.313882e-02
236 1.361655e-02 -7.532563e-03 -4.574243e-03
237 6.809258e-03 -1.400147e-03 2.393056e-02
238 1.484787e-03 4.801024e-03 -2.669334e-02
239 -1.122875e-02 -2.507687e-03 -9.275766e-03
240 1.288046e-02 4.068488e-07 1.594495e-03
241 -3.062348e-03 -6.336842e-03 8.193966e-02
242 5.935753e-03 3.715754e-03 -3.544265e-02
243 -4.165042e-04 -1.128032e-03 -1.214611e-02
244 -6.868721e-03 -5.359421e-03 5.543491e-03
245 -1.666826e-03 -2.685675e-03 -7.209783e-03
246 -9.709375e-03 3.961047e-04 1.038642e-01
247 -1.911971e-02 2.512472e-03 -6.775500e-03
248 -2.444844e-02 -3.036821e-03 9.051135e-03
249 6.597150e-03 -3.442779e-03 5.888243e-03
250 -1.645250e-02 -3.617919e-03 1.835969e-02
251 9.360813e-03 4.956818e-03 5.223287e-02
252 -8.399514e-03 -2.909712e-03 -2.681785e-02
253 7.151128e-03 2.242609e-03 4.687649e-03
254 -8.395316e-03 -1.970597e-02 1.772574e-02
255 -1.096453e-03 -6.323685e-03 3.824851e-03
256 -4.133465e-03 6.978555e-03 3.932844e-02
257 -7.092952e-03 -1.287989e-02 -3.139298e-02
258 -9.316355e-03 -6.025735e-03 -7.983602e-03
259 -4.260883e-03 -9.697752e-03 5.960787e-03
260 1.019671e-02 6.934338e-04 2.568625e-02
261 9.781017e-03 1.328364e-02 1.242640e-02
262 2.726609e-02 8.771235e-04 1.268373e-02
263 -4.141459e-03 4.688762e-03 3.232290e-02
264 -1.187632e-02 2.909842e-03 7.432285e-03
265 1.708916e-02 3.331015e-03 7.334870e-02
266 -5.617724e-03 3.307592e-03 -1.815084e-02
267 9.929481e-04 3.954131e-03 1.879097e-02
268 -3.358541e-03 -1.116865e-02 -1.916983e-02
269 5.327038e-03 4.906886e-03 -7.531665e-03
270 7.438365e-03 -5.779806e-03 4.903684e-02
271 9.250606e-03 3.342858e-03 -1.418221e-02
272 -7.818204e-03 -6.089397e-03 -5.638760e-03
273 1.136681e-02 -5.079322e-04 9.558909e-03
274 1.026147e-02 -4.137200e-03 2.490588e-02
275 -3.825654e-03 2.315449e-03 4.324831e-02
276 1.178691e-02 -2.763047e-04 -3.698037e-03
277 1.007693e-02 -5.252933e-03 -1.034850e-02
278 -1.013175e-02 -5.099249e-03 9.603107e-03
279 5.269992e-03 -7.078116e-03 2.695130e-02
280 -7.493024e-03 -1.072557e-02 5.887802e-02
281 2.297100e-03 -2.150645e-03 -6.153206e-03
282 3.750770e-03 6.700174e-03 2.721107e-02
283 6.144180e-02 -4.853173e-03 5.999654e-02
284 1.761668e-02 -1.787168e-03 1.849557e-02
285 -4.851855e-02 7.939141e-03 -1.844506e-02
286 -4.284573e-03 -2.274620e-03 -7.606053e-03
287 9.285381e-03 -7.750053e-03 1.412453e-02
288 -6.547315e-03 -2.618254e-04 -5.334907e-03
289 -2.088873e-03 1.329646e-02 2.046753e-02
290 8.069503e-03 -2.991134e-03 -7.624442e-03
291 -1.402005e-02 -3.761647e-03 1.740184e-03
292 -4.693882e-03 4.008028e-03 -7.528275e-03
293 5.112247e-03 -1.350904e-02 1.271504e-02
294 -1.243391e-02 1.474523e-04 4.719492e-02
295 -3.131547e-02 -8.660320e-03 -4.277970e-03
296 9.035229e-03 -1.274207e-02 3.472984e-03
297 2.852553e-02 -5.794667e-03 -4.241130e-04
298 7.589785e-03 -7.130917e-03 2.483791e-02
299 -2.569555e-02 -3.187001e-03 4.482214e-02
300 -3.685201e-02 -1.098753e-02 1.800007e-02
301 -3.545770e-02 4.188019e-03 -5.584857e-02
302 1.934392e-02 1.329688e-03 3.923256e-02
303 -3.422915e-03 -3.885421e-03 1.278098e-02
304 -3.135524e-02 -1.052396e-02 -1.047105e-02
305 1.043626e-02 8.906712e-03 1.318415e-03
306 1.792219e-02 -2.860673e-04 -3.948044e-02
307 8.429904e-03 -2.596081e-04 1.667470e-02
308 -2.398552e-02 4.712515e-03 6.223447e-04
309 -8.364971e-03 9.441915e-03 -1.730529e-02
310 4.736681e-03 6.650130e-03 -2.643945e-02
311 -4.487588e-03 1.715687e-02 7.484335e-03
312 9.362947e-03 -5.743774e-03 2.044242e-02
313 -6.867274e-03 1.422216e-03 -2.645440e-02
314 -9.613872e-04 1.439271e-02 8.811068e-03
315 -4.222314e-03 -1.040973e-02 1.365096e-02
316 -4.539288e-03 -9.295950e-03 -6.190578e-03
317 -2.633885e-02 -1.616929e-02 1.393384e-02
318 -1.452776e-02 6.892674e-03 1.256354e-01
319 9.154155e-03 -3.574378e-03 -1.493535e-02
320 -1.489508e-02 -1.213216e-02 -1.548607e-02
321 1.361553e-02 3.758033e-02 4.161993e-02
322 1.935840e-02 -1.084463e-02 4.530972e-02
323 1.035791e-02 1.274513e-03 -4.454836e-03
324 -3.028092e-03 -9.139923e-03 -1.393041e-02
325 -1.333134e-02 1.114743e-02 -1.538278e-02
326 -2.175707e-02 -2.336843e-02 -1.027199e-02
327 8.980641e-03 3.161227e-02 1.373736e-02
328 8.347104e-03 -2.943151e-03 3.326305e-02
329 -1.701022e-02 6.895676e-03 -2.796356e-02
330 1.425742e-02 -7.488452e-03 -2.524628e-02
331 1.477223e-02 1.905762e-03 -4.948599e-02
332 -9.172256e-03 1.045134e-03 4.861810e-02
333 7.722721e-04 -4.503825e-03 3.772122e-02
[ reached getOption("max.print") -- omitted 2220 rows ]
> fitted(var1)
SNP.Adjusted MSFT.Adjusted DTB3
1 -3.187148e-04 -2.676659e-03 0.8334486281
2 2.961204e-03 -3.260477e-03 0.8311436210
3 9.059360e-03 4.463149e-03 0.8845780222
4 -3.417466e-03 4.597979e-03 0.8679217536
5 5.168875e-03 6.158030e-05 0.8421641121
6 -3.369109e-04 -6.843271e-04 0.8490392617
7 4.334311e-03 1.285257e-03 0.8711406718
8 -1.314003e-02 -4.672872e-03 0.8844058997
9 3.811207e-03 -5.191671e-03 0.8657818158
10 -1.988556e-03 1.625705e-03 0.8693667168
11 -8.039595e-04 1.410872e-03 0.9031767599
12 3.133990e-03 1.097156e-03 0.8820003477
13 2.721177e-03 4.363713e-03 0.8855553970
14 7.175100e-03 1.624965e-03 0.9108936705
15 -4.122806e-03 -8.500656e-04 0.9020353532
16 2.211541e-03 5.252571e-04 0.8883499219
17 7.077204e-03 3.603701e-03 0.9332671543
18 -6.447935e-03 -8.823470e-04 0.9183571716
19 5.941144e-03 -8.077612e-04 0.9094445971
20 -1.483206e-03 1.868245e-03 0.9231511006
21 -6.520607e-03 -2.825887e-03 0.9181129256
22 5.753950e-04 -3.882120e-03 0.9351105421
23 2.524999e-03 1.905362e-03 0.9371407081
24 -3.447391e-03 2.844956e-03 0.9169844658
25 4.157808e-03 6.577294e-04 0.9106703628
26 -1.473939e-04 -5.692417e-04 0.8955847982
27 -6.008814e-03 -3.513238e-03 0.9400744696
28 1.467977e-03 -1.680354e-03 0.9172134974
29 6.432029e-03 5.827955e-03 0.9253930747
30 -1.308111e-03 2.620809e-03 0.9236414426
31 2.224913e-04 -9.171494e-04 0.9450422091
32 1.400870e-03 -1.081181e-03 0.9369680825
33 1.800001e-04 8.814338e-04 0.9342684036
34 9.566780e-04 4.978494e-04 0.9439274234
35 -9.307637e-04 -1.442943e-03 0.9382903578
36 -2.452040e-03 -7.940953e-04 0.9546972261
37 2.988691e-03 8.237376e-04 0.9518078506
38 -9.634674e-04 7.559943e-04 0.9519856965
39 -1.325069e-03 -1.201613e-03 0.9389219189
40 4.595649e-04 6.248199e-05 0.9313540353
41 2.395932e-03 1.369415e-03 0.9600270599
42 3.358204e-04 6.011443e-04 0.9378311367
43 3.385580e-03 2.204793e-03 0.9349284107
44 4.063866e-03 4.274061e-03 0.9518535326
45 -3.495043e-03 -1.130731e-03 0.9317737302
46 3.466290e-03 -7.335519e-04 0.9434740117
47 5.626603e-04 1.304864e-03 0.9407787202
48 -6.470094e-04 -2.468905e-04 0.9179281055
49 4.039649e-03 1.856347e-03 0.9224742962
50 2.163097e-03 2.224930e-03 0.9215578687
51 5.561565e-03 3.168376e-03 0.9351545839
52 -1.367698e-03 1.773166e-03 0.9200283197
53 2.482443e-03 -1.286918e-03 0.9072471552
54 -8.752208e-04 -2.097707e-04 0.9152629243
55 3.346089e-03 3.441918e-03 0.9374656093
56 3.819455e-03 8.282522e-04 0.9443670484
57 -5.371545e-03 -2.877289e-03 0.9244489786
58 4.876141e-04 -2.155041e-03 0.9271395238
59 -7.350910e-04 -1.755254e-03 0.9222240625
60 -4.882728e-03 -1.746909e-04 0.9454386886
61 5.390610e-04 -9.429411e-05 0.9371478986
62 1.715676e-03 -7.246325e-05 0.9185352076
63 -7.591094e-04 -9.502841e-04 0.9331194715
64 -1.362127e-03 -3.738465e-04 0.9204427209
65 -9.489840e-04 -4.010788e-04 0.9343872267
66 3.662737e-03 1.687895e-03 0.9304493153
67 3.138656e-03 3.707345e-03 0.9400311835
68 1.110171e-03 1.581742e-03 0.9212984090
69 2.330045e-03 5.238285e-05 0.9085480446
70 -1.433418e-04 -5.526109e-04 0.9502736927
71 4.463869e-03 2.948941e-03 0.9559719486
72 3.615831e-03 3.483380e-03 0.9724820848
73 -3.528455e-03 -1.733708e-03 0.9296998298
74 -1.335288e-03 -2.659944e-03 0.9531981658
75 5.502664e-03 2.283979e-03 0.9827693413
76 1.938455e-03 1.840522e-03 0.9643211252
77 -3.271019e-04 -2.968257e-03 0.9412599965
78 1.584461e-03 1.046320e-03 0.9470178514
79 -1.374581e-03 3.259051e-04 0.9664690072
80 -2.927658e-03 -1.858312e-03 0.9988841713
81 -4.471015e-03 -4.262121e-03 0.9883275874
82 1.418670e-03 2.220732e-04 0.9737938499
83 -9.138189e-05 2.173906e-03 0.9972432897
84 4.487783e-03 3.138802e-03 1.0658701954
85 5.012656e-03 3.809028e-03 1.0507616776
86 -3.421964e-03 2.003321e-03 1.0148641655
87 3.768992e-03 -1.780121e-03 1.0065861455
88 -2.451667e-03 -2.720340e-03 0.9739854364
89 2.627926e-03 9.738748e-04 0.9836109252
90 1.018204e-02 6.071965e-03 1.0687785577
91 -3.602378e-03 2.979107e-03 1.0228649781
92 1.037522e-03 -1.242147e-03 0.9922450322
93 2.087493e-03 -1.864091e-03 1.0017528690
94 -4.204806e-03 -1.951341e-03 1.0179820128
95 -2.897074e-03 -1.931541e-03 1.0803430827
96 -2.938678e-03 -3.773982e-03 1.0585453401
97 -2.556509e-03 -2.292816e-04 1.0633019164
98 3.764897e-05 1.109339e-03 1.0503381127
99 -2.044272e-03 -1.331214e-03 1.0697970777
100 -2.072611e-05 -8.732190e-04 1.1677506720
101 -2.998171e-03 -1.346879e-03 1.1375769392
102 4.289485e-03 2.462222e-03 1.1375449435
103 -4.184649e-04 2.928562e-03 1.1884867456
104 -4.816895e-03 -3.204419e-03 1.2311993613
105 1.612755e-03 -2.232328e-03 1.2349067740
106 1.242114e-03 2.404267e-03 1.2456276699
107 -2.402540e-03 -3.355503e-04 1.2742438036
108 3.274242e-03 2.087734e-04 1.4108294965
109 -3.290630e-03 4.272891e-05 1.2824726531
110 2.906978e-03 1.143365e-03 1.2618989212
111 3.287053e-03 6.113468e-04 1.2573424519
112 1.808251e-03 1.206387e-03 1.2639037402
113 5.554052e-03 3.852904e-03 1.3253678565
114 1.201960e-03 1.897372e-04 1.2725425349
115 -9.471079e-04 -2.242625e-03 1.2441896939
116 -3.500653e-03 -3.052166e-03 1.2643748099
117 1.576374e-04 -2.230820e-03 1.2932116515
118 -7.401143e-04 8.037877e-04 1.3813979286
119 -7.706666e-04 -1.502833e-04 1.3512742568
120 -3.911021e-03 -9.831163e-04 1.2910477230
121 2.933169e-03 9.841469e-05 1.1929058890
122 1.109552e-03 1.206777e-03 1.3091452211
123 -1.060867e-04 -8.736151e-04 1.3380298823
124 -2.388406e-03 -2.074870e-03 1.2532661744
125 1.009566e-03 1.087028e-03 1.2475439722
126 1.143908e-03 1.892362e-03 1.2688257172
127 3.783353e-03 1.680248e-03 1.3321133537
128 -1.231597e-04 2.390278e-03 1.3092599714
129 1.113468e-03 -1.238654e-03 1.3006063299
130 -1.503159e-03 -4.305725e-04 1.3149367964
131 7.789774e-04 -4.247074e-04 1.3260768472
132 -5.344328e-03 -4.794540e-03 1.3311195471
133 -2.621873e-03 -1.342291e-03 1.3491409552
134 6.348216e-04 1.436363e-03 1.3382427604
135 2.874682e-04 5.491254e-04 1.3451614495
136 4.670816e-03 1.760766e-03 1.3498833665
137 3.485240e-04 1.301961e-04 1.4328240684
138 -6.769784e-03 -1.970131e-03 1.4248255103
139 7.903761e-03 1.705005e-03 1.4131826503
140 -4.295938e-03 -3.079903e-05 1.4178629043
141 1.842115e-03 -3.061485e-04 1.4261084307
142 3.011847e-05 -6.733165e-04 1.4877036665
143 6.543152e-04 9.155013e-04 1.4513478352
144 2.374850e-03 1.555043e-03 1.4530780559
145 -3.561471e-04 7.407233e-04 1.4505467567
146 3.671533e-03 1.020634e-03 1.4036909050
147 -2.723895e-04 4.719496e-04 1.5085597390
148 -8.049380e-04 -2.027202e-04 1.4725352068
149 5.682411e-03 3.804757e-03 1.3966598834
150 5.485585e-03 4.226412e-03 1.4169937408
151 5.104696e-04 -1.127739e-03 1.4071761780
152 2.018196e-04 1.192857e-04 1.4720615085
153 3.208637e-03 1.372974e-03 1.4469221313
154 -1.566537e-03 -5.960387e-06 1.4488482522
155 1.323961e-03 -4.007281e-04 1.4475710380
156 -4.666107e-04 -8.370174e-04 1.4635719302
157 -6.282292e-04 -1.455224e-03 1.5289287179
158 -2.672068e-03 3.453949e-05 1.5157332969
159 -1.638266e-03 -1.862021e-03 1.5147867397
160 -4.121845e-04 -9.949404e-04 1.5226057113
161 1.025290e-03 9.775500e-04 1.5388771211
162 -1.953584e-04 3.871602e-04 1.6003599007
163 -1.657229e-03 -8.956385e-04 1.5567963751
164 -1.234795e-03 -1.211075e-03 1.5408993643
165 6.102184e-04 -9.300292e-06 1.5833475959
166 2.867942e-03 1.968007e-03 1.6319838585
167 9.525563e-04 1.064251e-03 1.6312413915
168 -3.340650e-03 -8.916797e-04 1.6019724493
169 4.838802e-03 9.473808e-04 1.6063681506
170 1.420448e-03 1.396635e-03 1.6340898717
171 2.523916e-04 1.557059e-03 1.6407847089
172 6.134811e-04 -1.543971e-03 1.6172477440
173 9.745425e-04 -3.093236e-04 1.6365224087
174 -3.270889e-03 -6.186288e-04 1.6473735255
175 -1.660698e-03 -3.345743e-03 1.6856668067
176 -1.008447e-03 -2.879187e-04 1.7037850111
177 -6.031083e-04 4.874541e-04 1.6899329158
178 3.331418e-03 9.332919e-04 1.6767561174
179 -2.379386e-03 1.055287e-03 1.6969587631
180 2.686192e-03 3.445812e-04 1.7000892877
181 1.731840e-03 9.342485e-04 1.7165811019
182 -2.276056e-03 -1.269113e-03 1.6800510189
183 8.179073e-04 -7.335917e-04 1.6893849257
184 -1.555612e-03 -2.776484e-04 1.6872414890
185 -7.385553e-04 -1.670268e-03 1.6725387775
186 -8.883436e-04 -9.423014e-04 1.6981240784
187 1.004507e-03 -1.518892e-04 1.6815108362
188 -7.474684e-04 -2.495096e-04 1.6771510144
189 1.844437e-03 1.535660e-03 1.6726574278
190 1.266629e-03 -3.946485e-04 1.6685885362
191 1.920334e-04 -2.213583e-04 1.6910784253
192 3.784955e-03 2.730573e-03 1.6861662731
193 2.396621e-03 3.210596e-03 1.7081326113
194 6.079562e-04 -4.028130e-04 1.7107196218
195 7.714374e-04 -6.464627e-04 1.7751528972
196 -8.821945e-04 3.493938e-04 1.7819044622
197 2.953634e-03 -2.763807e-04 1.7748190582
198 -2.141898e-03 4.871483e-04 1.8095553750
199 4.375569e-03 1.247134e-03 1.8091067407
200 2.874913e-03 2.388744e-04 1.8674841840
201 -1.908516e-03 1.664893e-03 1.8704633897
202 1.829559e-03 2.179010e-03 1.8686171621
203 3.404982e-03 2.481534e-04 1.8588925607
204 6.897218e-05 -4.691710e-04 1.8670508624
205 8.256454e-04 -3.995928e-04 1.9734323044
206 -3.475171e-03 -1.335344e-03 1.9236678553
207 -1.099698e-03 -1.411317e-03 1.9083296656
208 -9.306865e-04 -1.547978e-03 1.9525209901
209 4.868816e-04 3.647912e-04 2.0030423101
210 1.565575e-03 1.416496e-03 2.0395771285
211 -1.302944e-03 -8.883335e-04 2.0197355352
212 -2.328843e-03 -1.469640e-03 2.0290175608
213 1.395261e-03 -1.349835e-03 2.0406020717
214 3.851843e-03 1.607490e-03 2.1022460610
215 4.297008e-03 1.591356e-03 2.0958643185
216 -1.009779e-02 -6.306362e-04 2.0795622101
217 8.509947e-03 4.156220e-03 2.0993614409
218 2.264835e-03 1.648682e-03 2.1012107373
219 1.627878e-03 1.165617e-03 2.1680169103
220 -2.216326e-03 -1.333958e-03 2.1347143882
221 -7.680322e-04 -1.414692e-03 2.1305764245
222 5.297065e-04 4.857984e-05 2.1710351805
223 6.414149e-04 7.705856e-04 2.2107732346
224 -8.844834e-04 -1.509175e-04 2.1802701237
225 7.673504e-04 8.585127e-05 2.1728603504
226 2.187582e-03 9.688701e-04 2.1811263650
227 3.059177e-03 1.500072e-03 2.1674566270
228 -1.222432e-04 1.257037e-05 2.2230925803
229 3.127923e-03 7.266004e-04 2.1966095564
230 1.448013e-03 8.939206e-04 2.1858581599
231 -1.079078e-03 -1.245142e-04 2.2005296617
232 5.851653e-03 1.003715e-03 2.2082979050
233 -2.947589e-03 -2.883863e-04 2.2058153966
234 1.091258e-03 -5.782255e-04 2.1728622349
235 3.895798e-04 -2.337598e-04 2.1731388202
236 2.761365e-03 1.420102e-04 2.1645742433
237 -1.409313e-03 1.028377e-03 2.1660694395
238 2.180424e-03 -3.579220e-04 2.1966933426
239 -1.782348e-03 -1.193123e-03 2.1592757656
240 2.566515e-03 1.481722e-03 2.1484055051
241 -1.059937e-04 3.952015e-04 2.1580603415
242 2.329047e-03 1.465509e-06 2.2554426503
243 -2.006844e-03 -7.285477e-04 2.2021461131
244 5.394561e-04 1.411748e-04 2.1744565088
245 2.643383e-03 1.189993e-03 2.1872097828
246 6.416261e-04 3.521172e-04 2.1861358208
247 2.738043e-03 1.220313e-03 2.3067755003
248 3.872390e-04 7.984974e-04 2.2809488646
249 3.096965e-03 2.322294e-03 2.2641117572
250 5.872558e-04 6.223808e-04 2.2616403147
251 3.453552e-03 -9.455349e-05 2.2777671280
252 -5.531858e-04 2.948901e-04 2.3368178530
253 1.037332e-03 -3.740294e-04 2.2953123509
254 4.635462e-04 4.783902e-04 2.2922742592
255 2.636765e-03 5.974195e-04 2.3161751490
256 1.308004e-03 6.488749e-04 2.3206715627
257 -6.528191e-04 -1.218289e-04 2.3613929800
258 1.771100e-03 1.396104e-03 2.3179836021
259 3.476944e-03 1.543988e-03 2.3040392125
260 2.039181e-04 8.609411e-05 2.3143137534
261 1.024482e-03 2.588407e-04 2.3475736022
262 -1.500714e-03 -1.262013e-03 2.3573162734
263 -1.610652e-03 -8.513072e-04 2.3676771033
264 2.552715e-03 -2.323379e-04 2.4025677155
265 -7.670585e-04 4.813609e-04 2.4066512978
266 1.228703e-04 8.698484e-04 2.4881508392
267 2.585535e-04 -1.305256e-03 2.4512090276
268 3.525674e-04 5.299625e-04 2.4591698255
269 1.672833e-03 4.261427e-04 2.4375316650
270 5.022669e-04 -3.176114e-04 2.4309631645
271 9.727512e-05 -2.893209e-04 2.4941822142
272 1.986128e-04 -4.099925e-04 2.4756387597
273 6.508211e-04 1.237815e-04 2.4604410912
274 4.076236e-04 6.778409e-04 2.4750941188
275 -4.090133e-05 -7.766587e-04 2.5067516897
276 1.442407e-03 2.767225e-04 2.5536980368
277 -1.985457e-03 -1.611527e-04 2.5403485038
278 8.447896e-04 -3.437279e-04 2.5203968926
279 2.118828e-03 4.282603e-04 2.5330486968
280 1.042048e-04 8.655351e-04 2.5711219783
281 2.714224e-03 9.611822e-04 2.6361532063
282 -1.135488e-03 2.305252e-05 2.6127889277
283 2.437409e-04 1.119394e-04 2.6300034619
284 -3.872668e-03 -1.783715e-03 2.7015044342
285 7.184878e-04 -3.181148e-03 2.7184450614
286 1.741119e-03 1.483353e-03 2.6876060534
287 1.629323e-04 4.180531e-03 2.6858754746
288 3.101280e-03 2.618254e-04 2.7053349070
289 9.370859e-04 -1.447751e-03 2.6895324674
290 -3.736584e-05 2.387295e-04 2.7076244421
291 2.110386e-04 2.123152e-04 2.6982598160
292 3.998269e-03 7.218858e-04 2.6975282747
293 -7.160117e-04 4.847417e-05 2.6872849599
294 1.756461e-03 6.497680e-04 2.7028050823
295 3.391136e-03 6.636660e-04 2.7542779697
296 1.231664e-03 1.437692e-03 2.7365270156
297 1.655186e-03 2.133895e-03 2.7304241130
298 -1.157272e-03 -2.286115e-03 2.7251620877
299 8.885228e-04 -1.348074e-03 2.7551778566
300 3.435807e-03 2.272179e-03 2.8119999274
301 2.894201e-03 3.701071e-03 2.8258485734
302 3.217997e-03 2.797697e-03 2.7407674395
303 -1.500211e-05 5.842951e-04 2.7772190151
304 4.175042e-03 -1.113223e-03 2.7904710530
305 3.121604e-03 1.076316e-03 2.7686815849
306 -1.352152e-03 7.003247e-04 2.7694804414
307 -8.551207e-04 -1.811432e-03 2.7233252998
308 2.828523e-03 -1.623228e-04 2.7493776553
309 1.629395e-03 4.145716e-04 2.7573052864
310 8.005142e-06 1.489621e-03 2.7364394491
311 9.935253e-04 1.233326e-04 2.7025156645
312 1.824329e-03 -6.509902e-04 2.7095575839
313 1.701267e-04 -2.205225e-04 2.7364544018
314 2.453565e-03 -4.727809e-04 2.7011889317
315 -1.759992e-03 -7.106779e-04 2.7063490369
316 2.787952e-03 1.276523e-03 2.7261905778
317 2.772651e-03 7.535220e-04 2.7160661574
318 2.402896e-03 8.453554e-04 2.7243646049
319 2.970708e-03 2.762275e-03 2.8649353495
320 -2.694698e-03 -5.339454e-04 2.8254860663
321 5.255255e-03 1.134047e-03 2.7783800749
322 -2.849749e-03 -1.093396e-03 2.8246902816
323 -5.826642e-04 -8.743934e-04 2.8844548359
324 3.776386e-03 -1.065305e-04 2.8739304128
325 -3.255739e-03 -1.900979e-03 2.8453827823
326 2.825738e-03 1.523351e-03 2.8302719943
327 3.084303e-03 2.561518e-03 2.8262626358
328 7.974946e-04 1.727095e-04 2.8467369534
329 -2.135891e-03 -1.756198e-03 2.8779635572
330 6.151692e-03 1.555547e-03 2.8352462818
331 -3.722223e-03 -1.112335e-03 2.7994859890
332 1.651165e-03 -1.441554e-03 2.7513818958
333 1.992255e-03 1.326394e-04 2.8222787824
[ reached getOption("max.print") -- omitted 2220 rows ]
> Phi(var1)
, , 1
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 1 0
[3,] 0 0 1
, , 2
[,1] [,2] [,3]
[1,] -0.09409665 -0.05180466 0.011248084
[2,] -0.04443801 -0.02757489 0.007588511
[3,] 0.07473494 -0.03729765 1.161300856
, , 3
[,1] [,2] [,3]
[1,] 0.0231834 -0.011344099 -0.017528777
[2,] -0.0438198 0.008354024 -0.005768148
[3,] 0.1131277 -0.029252539 1.023307962
, , 4
[,1] [,2] [,3]
[1,] -0.03356528 0.09877125 -0.0027239637
[2,] 0.01426941 0.02135465 0.0009430981
[3,] 0.25890871 -0.01592828 0.8042174741
, , 5
[,1] [,2] [,3]
[1,] 0.0006068749 -0.08006145 0.0008110154
[2,] 0.0165226112 -0.05754478 0.0008094515
[3,] 0.4190431313 -0.17946263 0.7646799289
, , 6
[,1] [,2] [,3]
[1,] -0.004074412 0.0123560036 0.0032173438
[2,] 0.001759044 -0.0003865391 0.0003288258
[3,] 0.407260023 -0.2157022765 0.8151817635
, , 7
[,1] [,2] [,3]
[1,] 0.002444109 -0.0002099038 0.0019858509
[2,] 0.002097384 0.0046433878 -0.0001352723
[3,] 0.360592560 -0.1876015148 0.8643672185
, , 8
[,1] [,2] [,3]
[1,] 2.575803e-05 -0.003796462 -0.000207985
[2,] -8.414218e-04 -0.001945207 -0.000360962
[3,] 3.197403e-01 -0.148350665 0.870114436
, , 9
[,1] [,2] [,3]
[1,] -0.0002673290 0.003954572 -0.0006200877
[2,] -0.0009923169 0.001997748 -0.0002036803
[3,] 0.3195070613 -0.142842088 0.8546060364
, , 10
[,1] [,2] [,3]
[1,] 9.910781e-04 -0.000753332 -3.200464e-05
[2,] 6.822822e-05 0.000134224 7.318339e-05
[3,] 3.333278e-01 -0.150802576 8.432160e-01
, , 11
[,1] [,2] [,3]
[2,] -0.0001181003 -0.0004688262 9.043919e-05
[3,] 0.3424847658 -0.1608914966 8.428897e-01
> var.pred <- predict(var1, n.ahead=10, ci=0.95)
> var.irf <- irf(var1)
> plot(var.irf)
http://127.0.0.1:38072/graphics/plot_zoom_png?width=836&height=665
0 Comments