require(fsMTS)
require(plot.matrix)
require(svMisc)
require(MTS)data(traffic)
data <- scale(traffic$data[,-1])
max.lag <- 3
show.progress = FmIndep<-fsMTS(data, max.lag=max.lag, method="ownlags",show.progress=show.progress)
plot(mIndep, col=rev(heat.colors(10)), key=NULL,
main="Only own lags")
mCCF<-fsMTS(data, max.lag=max.lag, method="CCF",show.progress=show.progress)
plot(mCCF, col=rev(heat.colors(10)), key=NULL,
main="Cross-correlations")
mDistance<-fsMTS(data, max.lag=max.lag, method="distance", shortest = traffic$shortest, step = 5,show.progress=show.progress)
plot(mDistance, col=rev(heat.colors(10)), key=NULL,
main="Distance-based feature selection")
mGLASSO.global<-fsMTS(data, max.lag=max.lag,method="GLASSO", rho = 0.1,show.progress=show.progress, localized = FALSE)
plot(mGLASSO.global, col=rev(heat.colors(10)), key=NULL,
main="Graphical LASSO-based feature selection")
mLARS<-fsMTS(data, max.lag=max.lag,method="LARS",show.progress=show.progress)
plot(mLARS, col=rev(heat.colors(10)), key=NULL,
main="Least angle regression-based feature selection")
mRF.global<-fsMTS(data, max.lag=max.lag,method="RF",show.progress=show.progress, localized = FALSE)
plot(mRF.global, col=rev(heat.colors(10)), key=NULL,
main="Random forest-based (global) feature selection")
mMI.global<-fsMTS(data, max.lag=max.lag,method="MI",show.progress=show.progress, localized= FALSE)
plot(mMI.global, col=rev(heat.colors(10)), key=NULL,
main="Mutual information-based (global) feature selection")
mPSC<-fsMTS(data, max.lag=max.lag,method="PSC",show.progress=show.progress)
plot(mPSC, col=rev(heat.colors(10)), key=NULL,
main="PSC-based feature selection")
mlist <- list(Independent = mIndep,
Distance = mDistance,
CCF = mCCF,
GLASSO.global = mGLASSO.global,
LARS = mLARS,
RF.global = mRF.global,
MI.global = mMI.global,
PSC=mPSC)
th<-0.1
mE1 <- fsEnsemble(mlist, threshold = th, method="ranking")
plot(mE1, col=rev(heat.colors(10)), key=NULL,
main="Ensemble feature selection using Ranking")
mlist[["EnsembleRank"]] <- mE1
mE2 <- fsEnsemble(mlist, threshold = th, method="majority")
plot(mE2, col=rev(heat.colors(10)), key=NULL,
main="Ensemble feature selection using Majority Voting")
mlist[["EnsembleMajV"]] <- mE2msimilarity <- fsSimilarityMatrix(mlist, threshold=th, method="Kuncheva")
plot(msimilarity, digits=2, col=rev(heat.colors(ncol(msimilarity))), key=NULL,
main="Pairwise comparison of feature sets", cex.axis=0.7)
Use obtained features for model estimation and prediction
model <- VAR(data, p=max.lag, include.mean = F, fixed = mE2)## AR coefficient matrix
## AR( 1 )-matrix
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
## [1,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [2,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [3,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [4,] 0 0 0 0.2039 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [5,] 0 0 0 0.0000 0.5102 0.000 0.000 0.000 0.000 0 0 0.000
## [6,] 0 0 0 0.0000 0.0000 0.353 0.000 0.000 0.000 0 0 0.000
## [7,] 0 0 0 0.0000 0.0000 0.000 0.479 0.000 0.000 0 0 0.000
## [8,] 0 0 0 0.0000 0.0000 0.000 0.000 0.358 0.000 0 0 0.000
## [9,] 0 0 0 0.0000 -0.0441 0.000 0.000 0.000 0.377 0 0 -0.084
## [10,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [11,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [12,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.193 0 0 0.269
## [13,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [14,] 0 0 0 0.4756 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [15,] 0 0 0 0.0000 0.1504 0.000 0.000 0.000 0.000 0 0 0.000
## [16,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [17,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [18,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [19,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [20,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [21,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [22,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [23,] 0 0 0 0.0739 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [24,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [25,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [26,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.166 0 0 0.412
## [27,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [28,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [29,] 0 0 0 0.1337 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [30,] 0 0 0 0.0000 0.0000 0.000 0.000 0.000 0.000 0 0 0.000
## [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23]
## [1,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [2,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [3,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [4,] 0.000 0.04822 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [5,] 0.000 0.00000 0.0224 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [6,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [7,] 0.000 0.00000 0.0995 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [8,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [9,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [10,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [11,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [12,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [13,] 0.418 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [14,] 0.000 0.00454 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0112
## [15,] 0.000 0.00000 0.2849 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [16,] 0.000 0.00000 0.0000 0.271 0.000 0.000 0 0.000 0 0 0.0000
## [17,] 0.000 0.00000 0.0000 0.000 0.465 0.000 0 0.000 0 0 0.0000
## [18,] 0.000 0.00000 0.0000 0.000 0.000 0.163 0 0.000 0 0 0.0000
## [19,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [20,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.321 0 0 0.0000
## [21,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [22,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [23,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.1134
## [24,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [25,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [26,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [27,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [28,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [29,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.1276
## [30,] 0.000 0.00000 0.0000 0.000 0.000 0.000 0 0.000 0 0 0.0000
## [,24] [,25] [,26] [,27] [,28] [,29] [,30]
## [1,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [2,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [3,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [4,] 0.00 0.0000 0.0000 0.000 0 0.2088 0.0000
## [5,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [6,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [7,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [8,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [9,] 0.00 0.0000 0.2446 0.000 0 0.0000 0.0000
## [10,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [11,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [12,] 0.00 0.0000 0.0772 0.000 0 0.0000 0.0000
## [13,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [14,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [15,] 0.00 0.0805 0.0000 0.000 0 0.0000 0.0000
## [16,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [17,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [18,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [19,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [20,] 0.00 0.0000 0.0000 0.000 0 0.1915 0.0000
## [21,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [22,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [23,] 0.00 0.0000 0.0000 0.000 0 0.1353 0.0000
## [24,] 0.42 0.0000 0.1114 0.000 0 0.0000 0.0000
## [25,] 0.00 0.4094 0.0000 0.000 0 0.0000 0.0846
## [26,] 0.00 0.0000 -0.1201 0.000 0 0.0000 0.0000
## [27,] 0.00 0.0000 0.0000 0.165 0 0.0000 0.0000
## [28,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.0000
## [29,] 0.00 0.0000 0.0000 0.000 0 0.0515 0.0000
## [30,] 0.00 0.0000 0.0000 0.000 0 0.0000 0.3723
## standard error
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
## [1,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [2,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [3,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [4,] 0 0 0 0.0611 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [5,] 0 0 0 0.0000 0.0586 0.0000 0.000 0.0000 0.0000 0 0
## [6,] 0 0 0 0.0000 0.0000 0.0554 0.000 0.0000 0.0000 0 0
## [7,] 0 0 0 0.0000 0.0000 0.0000 0.059 0.0000 0.0000 0 0
## [8,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0594 0.0000 0 0
## [9,] 0 0 0 0.0000 0.0791 0.0000 0.000 0.0000 0.0586 0 0
## [10,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [11,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [12,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0700 0 0
## [13,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [14,] 0 0 0 0.0600 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [15,] 0 0 0 0.0000 0.0743 0.0000 0.000 0.0000 0.0000 0 0
## [16,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [17,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [18,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [19,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [20,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [21,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [22,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [23,] 0 0 0 0.0725 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [24,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [25,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [26,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0483 0 0
## [27,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [28,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [29,] 0 0 0 0.0676 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [30,] 0 0 0 0.0000 0.0000 0.0000 0.000 0.0000 0.0000 0 0
## [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
## [1,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [2,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [3,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [4,] 0.0000 0.0000 0.0647 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [5,] 0.0000 0.0000 0.0000 0.0450 0.0000 0.0000 0.0000 0 0.0000 0 0
## [6,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [7,] 0.0000 0.0000 0.0000 0.0772 0.0000 0.0000 0.0000 0 0.0000 0 0
## [8,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [9,] 0.0679 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [10,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [11,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [12,] 0.0851 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [13,] 0.0000 0.0583 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [14,] 0.0000 0.0000 0.0621 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [15,] 0.0000 0.0000 0.0000 0.0596 0.0000 0.0000 0.0000 0 0.0000 0 0
## [16,] 0.0000 0.0000 0.0000 0.0000 0.0586 0.0000 0.0000 0 0.0000 0 0
## [17,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0587 0.0000 0 0.0000 0 0
## [18,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0584 0 0.0000 0 0
## [19,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [20,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0553 0 0
## [21,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [22,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [23,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [24,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [25,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [26,] 0.0752 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [27,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [28,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [29,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [30,] 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0 0
## [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30]
## [1,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [2,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [3,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [4,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0461 0.0000
## [5,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [6,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [7,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [8,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [9,] 0.0000 0.0000 0.0000 0.0702 0.0000 0 0.0000 0.0000
## [10,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [11,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [12,] 0.0000 0.0000 0.0000 0.0946 0.0000 0 0.0000 0.0000
## [13,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [14,] 0.0465 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [15,] 0.0000 0.0000 0.0380 0.0000 0.0000 0 0.0000 0.0000
## [16,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [17,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [18,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [19,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [20,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0510 0.0000
## [21,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [22,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [23,] 0.0604 0.0000 0.0000 0.0000 0.0000 0 0.0613 0.0000
## [24,] 0.0000 0.0594 0.0000 0.0475 0.0000 0 0.0000 0.0000
## [25,] 0.0000 0.0000 0.0574 0.0000 0.0000 0 0.0000 0.0427
## [26,] 0.0000 0.0000 0.0000 0.0797 0.0000 0 0.0000 0.0000
## [27,] 0.0000 0.0000 0.0000 0.0000 0.0586 0 0.0000 0.0000
## [28,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0000
## [29,] 0.0579 0.0000 0.0000 0.0000 0.0000 0 0.0582 0.0000
## [30,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0.0000 0.0586
## AR( 2 )-matrix
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
## [1,] 0.297 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [2,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [3,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [4,] 0.000 0 0 0.2475 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [5,] 0.000 0 0 0.0000 0.1615 0 0.0000 0.000 0.0000 0.000 0
## [6,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [7,] 0.000 0 0 0.0000 0.0000 0 0.0828 0.000 0.0000 0.000 0
## [8,] 0.000 0 0 0.0000 0.2394 0 0.0000 0.139 0.0000 0.000 0
## [9,] 0.000 0 0 0.0000 0.0903 0 0.0000 0.000 0.2051 0.000 0
## [10,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.208 0
## [11,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [12,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 -0.0749 0.000 0
## [13,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [14,] 0.000 0 0 0.0947 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [15,] 0.000 0 0 0.0000 0.0519 0 0.0000 0.000 0.0000 0.000 0
## [16,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [17,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [18,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [19,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [20,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [21,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [22,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [23,] 0.000 0 0 0.2737 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [24,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [25,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [26,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [27,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [28,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [29,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [30,] 0.000 0 0 0.0000 0.0000 0 0.0000 0.000 0.0000 0.000 0
## [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
## [1,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [2,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [3,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [4,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [5,] 0.0000 0.00 0.000 0.0603 0.000 0.000 0 0 0.000 0 0
## [6,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [7,] 0.0000 0.00 0.000 -0.0560 0.000 0.000 0 0 0.000 0 0
## [8,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [9,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [10,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [11,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [12,] -0.0157 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [13,] 0.0000 0.26 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [14,] 0.0000 0.00 0.125 0.0000 0.000 0.000 0 0 0.000 0 0
## [15,] 0.0000 0.00 0.000 0.2174 0.000 0.000 0 0 0.000 0 0
## [16,] 0.0000 0.00 0.000 0.0000 0.179 0.000 0 0 0.000 0 0
## [17,] 0.0000 0.00 0.000 0.0000 0.000 0.313 0 0 0.000 0 0
## [18,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [19,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [20,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.311 0 0
## [21,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [22,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [23,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [24,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [25,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [26,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [27,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [28,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [29,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [30,] 0.0000 0.00 0.000 0.0000 0.000 0.000 0 0 0.000 0 0
## [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30]
## [1,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [2,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [3,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [4,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [5,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [6,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [7,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [8,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [9,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [10,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [11,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [12,] 0.000 0.000 0.000 0.166 0.000 0 0.000 0.000
## [13,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [14,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [15,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [16,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [17,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [18,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [19,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [20,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [21,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [22,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [23,] 0.122 0.000 0.000 0.000 0.000 0 0.000 0.000
## [24,] 0.000 0.226 0.000 0.000 0.000 0 0.000 0.000
## [25,] 0.000 0.000 0.167 0.000 0.000 0 0.000 0.000
## [26,] 0.000 0.000 0.000 0.218 0.000 0 0.000 0.000
## [27,] 0.000 0.000 0.000 0.000 0.166 0 0.000 0.000
## [28,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.000
## [29,] 0.000 0.000 0.000 0.000 0.000 0 0.132 0.000
## [30,] 0.000 0.000 0.000 0.000 0.000 0 0.000 0.243
## standard error
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
## [1,] 0.0556 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [2,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [3,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [4,] 0.0000 0 0 0.0638 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [5,] 0.0000 0 0 0.0000 0.0657 0 0.0000 0.0000 0.0000 0.000 0
## [6,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [7,] 0.0000 0 0 0.0000 0.0000 0 0.0653 0.0000 0.0000 0.000 0
## [8,] 0.0000 0 0 0.0000 0.1023 0 0.0000 0.0686 0.0000 0.000 0
## [9,] 0.0000 0 0 0.0000 0.0878 0 0.0000 0.0000 0.0629 0.000 0
## [10,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.058 0
## [11,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [12,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0708 0.000 0
## [13,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [14,] 0.0000 0 0 0.0641 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [15,] 0.0000 0 0 0.0000 0.0827 0 0.0000 0.0000 0.0000 0.000 0
## [16,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [17,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [18,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [19,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [20,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [21,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [22,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [23,] 0.0000 0 0 0.0730 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [24,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [25,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [26,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [27,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [28,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [29,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [30,] 0.0000 0 0 0.0000 0.0000 0 0.0000 0.0000 0.0000 0.000 0
## [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
## [1,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [2,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [3,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [4,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [5,] 0.0000 0.0000 0.0000 0.0448 0.00 0.0000 0 0 0.0000 0 0
## [6,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [7,] 0.0000 0.0000 0.0000 0.0792 0.00 0.0000 0 0 0.0000 0 0
## [8,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [9,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [10,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [11,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [12,] 0.0895 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [13,] 0.0000 0.0613 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [14,] 0.0000 0.0000 0.0655 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [15,] 0.0000 0.0000 0.0000 0.0610 0.00 0.0000 0 0 0.0000 0 0
## [16,] 0.0000 0.0000 0.0000 0.0000 0.06 0.0000 0 0 0.0000 0 0
## [17,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0618 0 0 0.0000 0 0
## [18,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [19,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [20,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0567 0 0
## [21,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [22,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [23,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [24,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [25,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [26,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [27,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [28,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [29,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [30,] 0.0000 0.0000 0.0000 0.0000 0.00 0.0000 0 0 0.0000 0 0
## [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30]
## [1,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [2,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [3,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [4,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [5,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [6,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [7,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [8,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [9,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [10,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [11,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [12,] 0.0000 0.000 0.000 0.0936 0.0000 0 0.0000 0.0000
## [13,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [14,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [15,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [16,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [17,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [18,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [19,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [20,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [21,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [22,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [23,] 0.0591 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [24,] 0.0000 0.064 0.000 0.0000 0.0000 0 0.0000 0.0000
## [25,] 0.0000 0.000 0.062 0.0000 0.0000 0 0.0000 0.0000
## [26,] 0.0000 0.000 0.000 0.0568 0.0000 0 0.0000 0.0000
## [27,] 0.0000 0.000 0.000 0.0000 0.0586 0 0.0000 0.0000
## [28,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0000
## [29,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0581 0.0000
## [30,] 0.0000 0.000 0.000 0.0000 0.0000 0 0.0000 0.0595
## AR( 3 )-matrix
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
## [1,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [2,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [3,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [4,] 0 0 0 0.2335 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [5,] 0 0 0 0.0000 0.2120 0 0.000 0.000 0.000 0 0 0.0000
## [6,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [7,] 0 0 0 0.0000 0.0000 0 0.129 0.000 0.000 0 0 0.0000
## [8,] 0 0 0 0.0000 -0.0866 0 0.000 0.236 0.000 0 0 0.0000
## [9,] 0 0 0 0.0000 0.0419 0 0.000 0.000 0.144 0 0 0.0000
## [10,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [11,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [12,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0315
## [13,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [14,] 0 0 0 0.0235 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [15,] 0 0 0 0.0000 0.0261 0 0.000 0.000 0.000 0 0 0.0000
## [16,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [17,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [18,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [19,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [20,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [21,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [22,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [23,] 0 0 0 0.1018 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [24,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [25,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [26,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 -0.0374
## [27,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [28,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [29,] 0 0 0 0.1222 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [30,] 0 0 0 0.0000 0.0000 0 0.000 0.000 0.000 0 0 0.0000
## [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
## [1,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [2,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [3,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [4,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [5,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [6,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [7,] 0.000 0.00 0.148 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [8,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [9,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [10,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [11,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [12,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [13,] 0.202 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [14,] 0.000 0.19 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [15,] 0.000 0.00 0.174 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [16,] 0.000 0.00 0.000 0.175 0.0000 0 0 0 0 0.00 0 0.000
## [17,] 0.000 0.00 0.000 0.000 0.0151 0 0 0 0 0.00 0 0.000
## [18,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [19,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [20,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [21,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [22,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.52 0 0.000
## [23,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [24,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.118
## [25,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [26,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [27,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [28,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [29,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [30,] 0.000 0.00 0.000 0.000 0.0000 0 0 0 0 0.00 0 0.000
## [,25] [,26] [,27] [,28] [,29] [,30]
## [1,] 0.000 0.000 0 0 0.0000 0.000
## [2,] 0.000 0.000 0 0 0.0000 0.000
## [3,] 0.000 0.000 0 0 0.0000 0.000
## [4,] 0.000 0.000 0 0 0.0000 0.000
## [5,] 0.000 0.000 0 0 0.0000 0.000
## [6,] 0.000 0.000 0 0 0.0000 0.000
## [7,] 0.000 0.000 0 0 0.0000 0.000
## [8,] 0.000 0.000 0 0 0.0000 0.000
## [9,] 0.000 0.000 0 0 0.0000 0.000
## [10,] 0.000 0.000 0 0 0.0000 0.000
## [11,] 0.000 0.000 0 0 0.0000 0.000
## [12,] 0.000 0.241 0 0 0.0000 0.000
## [13,] 0.000 0.000 0 0 0.0000 0.000
## [14,] 0.000 0.000 0 0 0.0000 0.000
## [15,] 0.000 0.000 0 0 0.0000 0.000
## [16,] 0.000 0.000 0 0 0.0000 0.000
## [17,] 0.000 0.000 0 0 0.0000 0.000
## [18,] 0.000 0.000 0 0 0.0000 0.000
## [19,] 0.000 0.000 0 0 0.0000 0.000
## [20,] 0.000 0.000 0 0 0.0000 0.000
## [21,] 0.000 0.000 0 0 0.0000 0.000
## [22,] 0.000 0.000 0 0 0.0000 0.000
## [23,] 0.000 0.000 0 0 0.0124 0.000
## [24,] 0.000 0.000 0 0 0.0000 0.000
## [25,] 0.281 0.000 0 0 0.0000 0.000
## [26,] 0.000 0.312 0 0 0.0000 0.000
## [27,] 0.000 0.000 0 0 0.0000 0.000
## [28,] 0.000 0.000 0 0 0.0000 0.000
## [29,] 0.000 0.000 0 0 0.3155 0.000
## [30,] 0.000 0.000 0 0 0.0000 0.188
## standard error
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
## [1,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [2,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [3,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [4,] 0 0 0 0.0564 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [5,] 0 0 0 0.0000 0.0599 0 0.0000 0.0000 0.000 0 0 0.0000
## [6,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [7,] 0 0 0 0.0000 0.0000 0 0.0594 0.0000 0.000 0 0 0.0000
## [8,] 0 0 0 0.0000 0.1023 0 0.0000 0.0688 0.000 0 0 0.0000
## [9,] 0 0 0 0.0000 0.0778 0 0.0000 0.0000 0.059 0 0 0.0000
## [10,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [11,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [12,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0903
## [13,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [14,] 0 0 0 0.0652 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [15,] 0 0 0 0.0000 0.0763 0 0.0000 0.0000 0.000 0 0 0.0000
## [16,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [17,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [18,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [19,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [20,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [21,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [22,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [23,] 0 0 0 0.0732 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [24,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [25,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [26,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0788
## [27,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [28,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [29,] 0 0 0 0.0679 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [30,] 0 0 0 0.0000 0.0000 0 0.0000 0.0000 0.000 0 0 0.0000
## [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23]
## [1,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [2,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [3,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [4,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [5,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [6,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [7,] 0.0000 0.0000 0.0771 0.0000 0.0000 0 0 0 0 0.0000 0
## [8,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [9,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [10,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [11,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [12,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [13,] 0.0581 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [14,] 0.0000 0.0571 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [15,] 0.0000 0.0000 0.0587 0.0000 0.0000 0 0 0 0 0.0000 0
## [16,] 0.0000 0.0000 0.0000 0.0588 0.0000 0 0 0 0 0.0000 0
## [17,] 0.0000 0.0000 0.0000 0.0000 0.0585 0 0 0 0 0.0000 0
## [18,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [19,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [20,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [21,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [22,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0505 0
## [23,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [24,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [25,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [26,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [27,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [28,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [29,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [30,] 0.0000 0.0000 0.0000 0.0000 0.0000 0 0 0 0 0.0000 0
## [,24] [,25] [,26] [,27] [,28] [,29] [,30]
## [1,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [2,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [3,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [4,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [5,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [6,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [7,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [8,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [9,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [10,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [11,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [12,] 0.0000 0.0000 0.0900 0 0 0.0000 0.0000
## [13,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [14,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [15,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [16,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [17,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [18,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [19,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [20,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [21,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [22,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [23,] 0.0000 0.0000 0.0000 0 0 0.0616 0.0000
## [24,] 0.0588 0.0000 0.0000 0 0 0.0000 0.0000
## [25,] 0.0000 0.0575 0.0000 0 0 0.0000 0.0000
## [26,] 0.0000 0.0000 0.0774 0 0 0.0000 0.0000
## [27,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [28,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0000
## [29,] 0.0000 0.0000 0.0000 0 0 0.0562 0.0000
## [30,] 0.0000 0.0000 0.0000 0 0 0.0000 0.0568
##
## Residuals cov-mtx:
## resi resi
## 0.8325798570 0.001415204 0.012652470 -0.0309549642 -0.015847693
## resi 0.0014152041 1.003855784 -0.008645322 0.0564107801 -0.017834504
## resi 0.0126524700 -0.008645322 1.002646270 -0.0507152366 0.052583228
## -0.0309549642 0.056410780 -0.050715237 0.3454802502 0.022177086
## -0.0158476933 -0.017834504 0.052583228 0.0221770860 0.150629325
## 0.0289206207 0.041305906 0.020125248 -0.0008115074 -0.004382069
## 0.0010309642 0.049291759 -0.011641343 0.0053803371 -0.024486173
## 0.0037370088 -0.022787360 0.046177872 0.0130164934 0.108132370
## -0.0004230429 -0.006798663 -0.033231780 0.0134036293 -0.020789748
## -0.0897434005 -0.043551202 0.079298263 0.0407814922 0.018320967
## resi 0.0194471622 -0.008399146 0.008140912 -0.0211509558 0.027835111
## 0.0191315534 0.051480097 0.082596840 0.0419718218 0.031397645
## -0.0499516271 -0.029973145 -0.027577245 0.0034888668 -0.015254659
## -0.0682816180 -0.069843873 -0.005680126 0.0912953211 0.007099070
## 0.0368714846 -0.043456667 0.028747403 0.0035696997 0.018614442
## 0.0093385992 -0.118802149 0.040432001 -0.0043185314 0.024558589
## 0.0385482856 -0.007417030 -0.043317035 -0.0191572360 -0.028124702
## -0.0025592833 0.061382345 0.035714027 -0.0411439632 -0.020796779
## resi 0.0743143022 -0.060898060 0.113240447 -0.0735007214 0.006451872
## -0.0058100173 0.125177005 -0.015084786 0.0187571249 0.013259464
## resi 0.0561950795 0.052907569 0.188166625 -0.0404860787 0.009294618
## -0.0665271579 0.086690483 -0.041840157 0.0275729973 0.012340518
## 0.0906703074 -0.046973787 0.037776018 -0.0069172395 -0.015164800
## -0.0025373670 0.037867286 0.061218860 0.0533647847 0.043290426
## -0.0530454593 0.048261782 0.063654292 0.0231792549 0.032755341
## 0.0193622477 0.027808670 0.093330686 0.0264248010 0.020740397
## 0.0419557284 -0.012396260 0.055354143 -0.0404225431 0.021769287
## resi -0.0680990636 -0.029434718 -0.043888819 -0.0300956311 0.042247020
## 0.0269433035 -0.001999009 -0.042341574 0.0448110174 0.020077133
## 0.1100387734 0.057086714 0.035361474 -0.0260223495 -0.005192953
##
## 0.0289206207 0.0010309642 0.003737009 -0.0004230429 -8.974340e-02
## resi 0.0413059064 0.0492917591 -0.022787360 -0.0067986634 -4.355120e-02
## resi 0.0201252479 -0.0116413428 0.046177872 -0.0332317799 7.929826e-02
## -0.0008115074 0.0053803371 0.013016493 0.0134036293 4.078149e-02
## -0.0043820687 -0.0244861729 0.108132370 -0.0207897484 1.832097e-02
## 0.8438163638 -0.0147616826 -0.006896084 -0.0171283370 5.926467e-02
## -0.0147616826 0.4351414387 -0.015884474 -0.0089299197 -4.001615e-02
## -0.0068960838 -0.0158844742 0.393672908 -0.0430407636 1.511357e-02
## -0.0171283370 -0.0089299197 -0.043040764 0.2641012614 1.012266e-03
## 0.0592646729 -0.0400161471 0.015113571 0.0010122659 9.592188e-01
## resi -0.0091434369 0.0498317545 -0.016266166 -0.0053887472 5.654038e-02
## -0.0221923587 -0.0320723194 0.025403434 0.0447340723 2.393939e-02
## -0.0242060253 -0.0282682268 -0.020049290 0.0043535341 -1.129625e-01
## -0.0087985680 -0.0010864558 0.014369291 0.0158327033 -6.630512e-02
## 0.0651964112 -0.0159364132 0.036335177 -0.0095002766 -2.127587e-02
## -0.0176637000 -0.0806697839 0.033945907 0.0396446880 5.268786e-02
## 0.0691199857 0.0209504110 -0.033279039 0.0017128881 -4.337946e-03
## 0.0470910065 0.0294586176 0.001395640 -0.0725587539 -7.441907e-03
## resi -0.0183994862 -0.0140316847 -0.039348735 -0.0274652707 -7.147803e-02
## 0.0077050029 -0.0043178376 0.024572713 -0.0284266488 -4.338402e-02
## resi 0.0561482414 0.0002695456 -0.030171941 0.0212675521 4.497130e-02
## -0.0130641460 -0.0433856498 0.010093487 0.0363947082 1.071365e-01
## -0.0135335909 -0.0040783082 0.010429820 0.0286389172 -7.047864e-02
## 0.0052835543 0.0644304106 0.013351927 0.0144332143 -4.651185e-03
## 0.0083110616 0.0090351581 0.044234203 -0.0470879033 -3.871833e-03
## -0.0250918372 -0.0036750781 0.026376914 0.0179213943 4.200550e-02
## 0.0251540154 -0.1091727494 0.003797457 0.0367953251 -4.830197e-05
## resi -0.0252990893 0.0282081370 0.052752430 0.0709663291 1.181385e-02
## 0.0702145747 -0.0606215636 0.007465262 0.0394091110 2.876364e-02
## 0.1031669667 -0.0340952602 0.033950877 -0.0097107011 5.527603e-02
## resi
## 0.019447162 0.019131553 -0.049951627 -0.068281618 3.687148e-02
## resi -0.008399146 0.051480097 -0.029973145 -0.069843873 -4.345667e-02
## resi 0.008140912 0.082596840 -0.027577245 -0.005680126 2.874740e-02
## -0.021150956 0.041971822 0.003488867 0.091295321 3.569700e-03
## 0.027835111 0.031397645 -0.015254659 0.007099070 1.861444e-02
## -0.009143437 -0.022192359 -0.024206025 -0.008798568 6.519641e-02
## 0.049831754 -0.032072319 -0.028268227 -0.001086456 -1.593641e-02
## -0.016266166 0.025403434 -0.020049290 0.014369291 3.633518e-02
## -0.005388747 0.044734072 0.004353534 0.015832703 -9.500277e-03
## 0.056540385 0.023939385 -0.112962467 -0.066305119 -2.127587e-02
## resi 1.006568456 -0.024908717 0.053749194 -0.013311536 1.471926e-02
## -0.024908717 0.408836230 0.010930529 0.007112997 -7.989844e-03
## 0.053749194 0.010930529 0.344669840 0.042201375 1.758776e-02
## -0.013311536 0.007112997 0.042201375 0.313880251 2.098676e-02
## 0.014719260 -0.007989844 0.017587759 0.020986765 2.365816e-01
## 0.027826551 0.043099429 0.005370377 -0.063451660 8.021879e-03
## 0.039617349 -0.001613606 0.030468411 -0.027770036 -8.125851e-04
## 0.101191005 0.014900373 0.041201037 -0.007490445 2.828114e-02
## resi -0.042977729 -0.033289274 0.018735141 -0.027818756 -1.340507e-02
## 0.057028289 -0.011081861 0.156686291 0.013590309 -2.683111e-03
## resi 0.044232430 -0.001492021 -0.014478887 0.009318772 -3.552090e-03
## -0.024178402 0.082353694 0.100402546 0.022117623 -2.279077e-02
## -0.002454175 0.004727016 -0.029623971 0.021072106 -2.707896e-02
## 0.031835878 0.016227354 -0.009221847 0.031230905 6.848212e-05
## 0.036864393 0.004987921 0.010916615 -0.002765253 7.074653e-03
## -0.005314435 0.256026550 0.020536383 -0.011428220 -2.749014e-02
## -0.039218829 -0.014197976 0.056565338 0.022953103 -2.837950e-03
## resi -0.014711805 0.061886382 0.055884735 0.023761971 -1.113599e-02
## 0.050188303 -0.003588695 0.001791331 0.013730007 -9.736760e-03
## 0.016185212 -0.031607258 0.011668122 -0.018874226 4.518290e-03
## resi
## 0.009338599 0.0385482856 -0.002559283 0.074314302 -0.005810017
## resi -0.118802149 -0.0074170303 0.061382345 -0.060898060 0.125177005
## resi 0.040432001 -0.0433170346 0.035714027 0.113240447 -0.015084786
## -0.004318531 -0.0191572360 -0.041143963 -0.073500721 0.018757125
## 0.024558589 -0.0281247023 -0.020796779 0.006451872 0.013259464
## -0.017663700 0.0691199857 0.047091007 -0.018399486 0.007705003
## -0.080669784 0.0209504110 0.029458618 -0.014031685 -0.004317838
## 0.033945907 -0.0332790389 0.001395640 -0.039348735 0.024572713
## 0.039644688 0.0017128881 -0.072558754 -0.027465271 -0.028426649
## 0.052687857 -0.0043379461 -0.007441907 -0.071478035 -0.043384021
## resi 0.027826551 0.0396173492 0.101191005 -0.042977729 0.057028289
## 0.043099429 -0.0016136062 0.014900373 -0.033289274 -0.011081861
## 0.005370377 0.0304684112 0.041201037 0.018735141 0.156686291
## -0.063451660 -0.0277700361 -0.007490445 -0.027818756 0.013590309
## 0.008021879 -0.0008125851 0.028281136 -0.013405073 -0.002683111
## 0.771217238 -0.0144135590 0.049841191 0.078062283 -0.020158232
## -0.014413559 0.4356926306 -0.030086361 -0.024565545 0.016788165
## 0.049841191 -0.0300863613 0.976781801 0.025917112 0.071820379
## resi 0.078062283 -0.0245655447 0.025917112 1.006685339 0.015259859
## -0.020158232 0.0167881649 0.071820379 0.015259859 0.536274124
## resi 0.047315283 0.0022092815 0.019255220 0.015641009 0.045993456
## 0.011815815 0.0381497565 0.042500808 -0.037508482 0.068706532
## 0.168732692 0.0168273299 0.006958122 0.003109108 -0.018653800
## -0.046744165 -0.0138098596 -0.018014661 0.012517654 0.021740802
## 0.026109401 0.0582236727 0.005851980 -0.029304886 0.127683664
## 0.032252386 -0.0120577312 -0.062088885 -0.001893549 -0.005652241
## 0.028608584 -0.0116770437 -0.003404494 -0.065857297 -0.001314912
## resi -0.061746897 -0.0087416283 0.059962800 -0.052719242 -0.018635571
## 0.126939535 -0.0069347470 -0.016171115 -0.058207217 0.020038102
## 0.002777339 -0.0127822583 0.057491793 0.063273278 0.050772905
## resi
## 0.0561950795 -0.066527158 0.0906703074 -2.537367e-03 -0.053045459
## resi 0.0529075694 0.086690483 -0.0469737870 3.786729e-02 0.048261782
## resi 0.1881666250 -0.041840157 0.0377760179 6.121886e-02 0.063654292
## -0.0404860787 0.027572997 -0.0069172395 5.336478e-02 0.023179255
## 0.0092946176 0.012340518 -0.0151648001 4.329043e-02 0.032755341
## 0.0561482414 -0.013064146 -0.0135335909 5.283554e-03 0.008311062
## 0.0002695456 -0.043385650 -0.0040783082 6.443041e-02 0.009035158
## -0.0301719410 0.010093487 0.0104298199 1.335193e-02 0.044234203
## 0.0212675521 0.036394708 0.0286389172 1.443321e-02 -0.047087903
## 0.0449713035 0.107136546 -0.0704786354 -4.651185e-03 -0.003871833
## resi 0.0442324301 -0.024178402 -0.0024541752 3.183588e-02 0.036864393
## -0.0014920212 0.082353694 0.0047270155 1.622735e-02 0.004987921
## -0.0144788866 0.100402546 -0.0296239707 -9.221847e-03 0.010916615
## 0.0093187715 0.022117623 0.0210721062 3.123091e-02 -0.002765253
## -0.0035520905 -0.022790767 -0.0270789609 6.848212e-05 0.007074653
## 0.0473152833 0.011815815 0.1687326922 -4.674417e-02 0.026109401
## 0.0022092815 0.038149756 0.0168273299 -1.380986e-02 0.058223673
## 0.0192552203 0.042500808 0.0069581220 -1.801466e-02 0.005851980
## resi 0.0156410088 -0.037508482 0.0031091080 1.251765e-02 -0.029304886
## 0.0459934555 0.068706532 -0.0186538001 2.174080e-02 0.127683664
## resi 1.0060254007 -0.046388658 0.1521936572 1.077668e-01 -0.026198040
## -0.0463886577 0.727502793 0.0296557202 7.582315e-02 -0.012025993
## 0.1521936572 0.029655720 0.5357611144 -1.925892e-02 -0.007295032
## 0.1077668374 0.075823150 -0.0192589187 4.141696e-01 0.014574037
## -0.0261980397 -0.012025993 -0.0072950324 1.457404e-02 0.347008000
## 0.0104478166 0.061679147 0.0261100327 8.805625e-03 -0.001839238
## 0.0946665165 0.160488510 -0.0204564297 3.221529e-02 -0.041247293
## resi -0.0634763734 0.113450655 0.0006888856 6.134018e-02 -0.011395243
## 0.0876185158 -0.050987495 0.1043251377 -4.355358e-03 0.010988604
## -0.0062555582 0.004453516 -0.0512730754 -6.623491e-03 0.024987698
## resi
## 0.019362248 4.195573e-02 -0.0680990636 0.026943303 0.110038773
## resi 0.027808670 -1.239626e-02 -0.0294347180 -0.001999009 0.057086714
## resi 0.093330686 5.535414e-02 -0.0438888193 -0.042341574 0.035361474
## 0.026424801 -4.042254e-02 -0.0300956311 0.044811017 -0.026022350
## 0.020740397 2.176929e-02 0.0422470197 0.020077133 -0.005192953
## -0.025091837 2.515402e-02 -0.0252990893 0.070214575 0.103166967
## -0.003675078 -1.091727e-01 0.0282081370 -0.060621564 -0.034095260
## 0.026376914 3.797457e-03 0.0527524297 0.007465262 0.033950877
## 0.017921394 3.679533e-02 0.0709663291 0.039409111 -0.009710701
## 0.042005501 -4.830197e-05 0.0118138483 0.028763642 0.055276032
## resi -0.005314435 -3.921883e-02 -0.0147118049 0.050188303 0.016185212
## 0.256026550 -1.419798e-02 0.0618863824 -0.003588695 -0.031607258
## 0.020536383 5.656534e-02 0.0558847349 0.001791331 0.011668122
## -0.011428220 2.295310e-02 0.0237619714 0.013730007 -0.018874226
## -0.027490140 -2.837950e-03 -0.0111359884 -0.009736760 0.004518290
## 0.032252386 2.860858e-02 -0.0617468968 0.126939535 0.002777339
## -0.012057731 -1.167704e-02 -0.0087416283 -0.006934747 -0.012782258
## -0.062088885 -3.404494e-03 0.0599627997 -0.016171115 0.057491793
## resi -0.001893549 -6.585730e-02 -0.0527192424 -0.058207217 0.063273278
## -0.005652241 -1.314912e-03 -0.0186355710 0.020038102 0.050772905
## resi 0.010447817 9.466652e-02 -0.0634763734 0.087618516 -0.006255558
## 0.061679147 1.604885e-01 0.1134506547 -0.050987495 0.004453516
## 0.026110033 -2.045643e-02 0.0006888856 0.104325138 -0.051273075
## 0.008805625 3.221529e-02 0.0613401776 -0.004355358 -0.006623491
## -0.001839238 -4.124729e-02 -0.0113952432 0.010988604 0.024987698
## 0.322785448 -1.625271e-02 -0.0089134624 -0.004347741 -0.004736175
## -0.016252714 9.371140e-01 0.1251322548 0.054337745 0.029326335
## resi -0.008913462 1.251323e-01 0.9985816169 0.015675367 -0.014163648
## -0.004347741 5.433774e-02 0.0156753671 0.493923008 0.041015842
## -0.004736175 2.932633e-02 -0.0141636484 0.041015842 0.431455704
##
## det(SSE) = 3.156973e-10
## AIC = -21.18179
## BIC = -19.90993
## HQ = -20.67211print(model$coef)## [,1] [,2] [,3] [,4] [,5] [,6] [,7]
## [1,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [2,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [3,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [4,] 0.0000000 0 0 0.20388756 0.00000000 0.0000000 0.00000000
## [5,] 0.0000000 0 0 0.00000000 0.51020771 0.0000000 0.00000000
## [6,] 0.0000000 0 0 0.00000000 0.00000000 0.3529914 0.00000000
## [7,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.47881697
## [8,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [9,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [10,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [11,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [12,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [13,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [14,] 0.0000000 0 0 0.04822397 0.00000000 0.0000000 0.00000000
## [15,] 0.0000000 0 0 0.00000000 0.02242017 0.0000000 0.09946218
## [16,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [17,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [18,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [19,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [20,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [21,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [22,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [23,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [24,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [25,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [26,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [27,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [28,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [29,] 0.0000000 0 0 0.20876456 0.00000000 0.0000000 0.00000000
## [30,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [31,] 0.2967439 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [32,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [33,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [34,] 0.0000000 0 0 0.24754502 0.00000000 0.0000000 0.00000000
## [35,] 0.0000000 0 0 0.00000000 0.16149782 0.0000000 0.00000000
## [36,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [37,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.08277267
## [38,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [39,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [40,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [41,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [42,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [43,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [44,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [45,] 0.0000000 0 0 0.00000000 0.06025855 0.0000000 -0.05604917
## [46,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [47,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [48,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [49,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [50,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [51,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [52,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [53,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [54,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [55,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [56,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [57,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [58,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [59,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [60,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [61,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [62,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [63,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [64,] 0.0000000 0 0 0.23349076 0.00000000 0.0000000 0.00000000
## [65,] 0.0000000 0 0 0.00000000 0.21201836 0.0000000 0.00000000
## [66,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [67,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.12869768
## [68,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [69,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [70,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [71,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [72,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [73,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [74,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [75,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.14756642
## [76,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [77,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [78,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [79,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [80,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [81,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [82,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [83,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [84,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [85,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [86,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [87,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [88,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [89,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [90,] 0.0000000 0 0 0.00000000 0.00000000 0.0000000 0.00000000
## [,8] [,9] [,10] [,11] [,12] [,13] [,14]
## [1,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [2,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [3,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [4,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.475568993
## [5,] 0.00000000 -0.04411016 0.0000000 0 0.00000000 0.0000000 0.000000000
## [6,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [7,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [8,] 0.35777867 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [9,] 0.00000000 0.37677802 0.0000000 0 0.19297542 0.0000000 0.000000000
## [10,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [11,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [12,] 0.00000000 -0.08397371 0.0000000 0 0.26855850 0.0000000 0.000000000
## [13,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.4179908 0.000000000
## [14,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.004538763
## [15,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [16,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [17,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [18,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [19,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [20,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [21,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [22,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [23,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.011180697
## [24,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [25,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [26,] 0.00000000 0.24458526 0.0000000 0 0.07719399 0.0000000 0.000000000
## [27,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [28,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [29,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [30,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [31,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [32,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [33,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [34,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.094742862
## [35,] 0.23942069 0.09026153 0.0000000 0 0.00000000 0.0000000 0.000000000
## [36,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [37,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [38,] 0.13947941 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [39,] 0.00000000 0.20507289 0.0000000 0 -0.07489577 0.0000000 0.000000000
## [40,] 0.00000000 0.00000000 0.2079297 0 0.00000000 0.0000000 0.000000000
## [41,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [42,] 0.00000000 0.00000000 0.0000000 0 -0.01574856 0.0000000 0.000000000
## [43,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.2598891 0.000000000
## [44,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.124680041
## [45,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [46,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [47,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [48,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [49,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [50,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [51,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [52,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [53,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [54,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [55,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [56,] 0.00000000 0.00000000 0.0000000 0 0.16600055 0.0000000 0.000000000
## [57,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [58,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [59,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [60,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [61,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [62,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [63,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [64,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.023463638
## [65,] -0.08658497 0.04193546 0.0000000 0 0.00000000 0.0000000 0.000000000
## [66,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [67,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [68,] 0.23565118 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [69,] 0.00000000 0.14374546 0.0000000 0 0.00000000 0.0000000 0.000000000
## [70,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [71,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [72,] 0.00000000 0.00000000 0.0000000 0 0.03149311 0.0000000 0.000000000
## [73,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.2016769 0.000000000
## [74,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.190382096
## [75,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [76,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [77,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [78,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [79,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [80,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [81,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [82,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [83,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [84,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [85,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [86,] 0.00000000 0.00000000 0.0000000 0 0.24140727 0.0000000 0.000000000
## [87,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [88,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [89,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [90,] 0.00000000 0.00000000 0.0000000 0 0.00000000 0.0000000 0.000000000
## [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
## [1,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [2,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [3,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [4,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [5,] 0.15042282 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [6,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [7,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [8,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [9,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [10,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [11,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [12,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [13,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [14,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [15,] 0.28490498 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [16,] 0.00000000 0.2713222 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [17,] 0.00000000 0.0000000 0.46477536 0.0000000 0 0.0000000 0 0.0000000
## [18,] 0.00000000 0.0000000 0.00000000 0.1633665 0 0.0000000 0 0.0000000
## [19,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [20,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.3211148 0 0.0000000
## [21,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [22,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [23,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [24,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [25,] 0.08046977 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [26,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [27,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [28,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [29,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.1914740 0 0.0000000
## [30,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [31,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [32,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [33,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [34,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [35,] 0.05194142 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [36,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [37,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [38,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [39,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [40,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [41,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [42,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [43,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [44,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [45,] 0.21737791 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [46,] 0.00000000 0.1785766 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [47,] 0.00000000 0.0000000 0.31328777 0.0000000 0 0.0000000 0 0.0000000
## [48,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [49,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [50,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.3109532 0 0.0000000
## [51,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [52,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [53,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [54,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [55,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [56,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [57,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [58,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [59,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [60,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [61,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [62,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [63,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [64,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [65,] 0.02611320 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [66,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [67,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [68,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [69,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [70,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [71,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [72,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [73,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [74,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [75,] 0.17369461 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [76,] 0.00000000 0.1748007 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [77,] 0.00000000 0.0000000 0.01506114 0.0000000 0 0.0000000 0 0.0000000
## [78,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [79,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [80,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [81,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [82,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.5199439
## [83,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [84,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [85,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [86,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [87,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [88,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [89,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [90,] 0.00000000 0.0000000 0.00000000 0.0000000 0 0.0000000 0 0.0000000
## [,23] [,24] [,25] [,26] [,27] [,28] [,29]
## [1,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [2,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [3,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [4,] 0.07392842 0.0000000 0.0000000 0.00000000 0.0000000 0 0.13372703
## [5,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [6,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [7,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [8,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [9,] 0.00000000 0.0000000 0.0000000 0.16639875 0.0000000 0 0.00000000
## [10,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [11,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [12,] 0.00000000 0.0000000 0.0000000 0.41206486 0.0000000 0 0.00000000
## [13,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [14,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [15,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [16,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [17,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [18,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [19,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [20,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [21,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [22,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [23,] 0.11339440 0.0000000 0.0000000 0.00000000 0.0000000 0 0.12758542
## [24,] 0.00000000 0.4202599 0.0000000 0.00000000 0.0000000 0 0.00000000
## [25,] 0.00000000 0.0000000 0.4094207 0.00000000 0.0000000 0 0.00000000
## [26,] 0.00000000 0.1114352 0.0000000 -0.12013852 0.0000000 0 0.00000000
## [27,] 0.00000000 0.0000000 0.0000000 0.00000000 0.1646169 0 0.00000000
## [28,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [29,] 0.13525344 0.0000000 0.0000000 0.00000000 0.0000000 0 0.05149977
## [30,] 0.00000000 0.0000000 0.0845720 0.00000000 0.0000000 0 0.00000000
## [31,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [32,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [33,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [34,] 0.27366326 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [35,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [36,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [37,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [38,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [39,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [40,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [41,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [42,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [43,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [44,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [45,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [46,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [47,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [48,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [49,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [50,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [51,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [52,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [53,] 0.12246278 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [54,] 0.00000000 0.2264906 0.0000000 0.00000000 0.0000000 0 0.00000000
## [55,] 0.00000000 0.0000000 0.1666094 0.00000000 0.0000000 0 0.00000000
## [56,] 0.00000000 0.0000000 0.0000000 0.21779057 0.0000000 0 0.00000000
## [57,] 0.00000000 0.0000000 0.0000000 0.00000000 0.1664484 0 0.00000000
## [58,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [59,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.13150904
## [60,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [61,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [62,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [63,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [64,] 0.10178415 0.0000000 0.0000000 0.00000000 0.0000000 0 0.12221529
## [65,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [66,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [67,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [68,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [69,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [70,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [71,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [72,] 0.00000000 0.0000000 0.0000000 -0.03740774 0.0000000 0 0.00000000
## [73,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [74,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [75,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [76,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [77,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [78,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [79,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [80,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [81,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [82,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [83,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [84,] 0.00000000 0.1178135 0.0000000 0.00000000 0.0000000 0 0.00000000
## [85,] 0.00000000 0.0000000 0.2809560 0.00000000 0.0000000 0 0.00000000
## [86,] 0.00000000 0.0000000 0.0000000 0.31152358 0.0000000 0 0.00000000
## [87,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [88,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [89,] 0.01239860 0.0000000 0.0000000 0.00000000 0.0000000 0 0.31548283
## [90,] 0.00000000 0.0000000 0.0000000 0.00000000 0.0000000 0 0.00000000
## [,30]
## [1,] 0.0000000
## [2,] 0.0000000
## [3,] 0.0000000
## [4,] 0.0000000
## [5,] 0.0000000
## [6,] 0.0000000
## [7,] 0.0000000
## [8,] 0.0000000
## [9,] 0.0000000
## [10,] 0.0000000
## [11,] 0.0000000
## [12,] 0.0000000
## [13,] 0.0000000
## [14,] 0.0000000
## [15,] 0.0000000
## [16,] 0.0000000
## [17,] 0.0000000
## [18,] 0.0000000
## [19,] 0.0000000
## [20,] 0.0000000
## [21,] 0.0000000
## [22,] 0.0000000
## [23,] 0.0000000
## [24,] 0.0000000
## [25,] 0.0000000
## [26,] 0.0000000
## [27,] 0.0000000
## [28,] 0.0000000
## [29,] 0.0000000
## [30,] 0.3723290
## [31,] 0.0000000
## [32,] 0.0000000
## [33,] 0.0000000
## [34,] 0.0000000
## [35,] 0.0000000
## [36,] 0.0000000
## [37,] 0.0000000
## [38,] 0.0000000
## [39,] 0.0000000
## [40,] 0.0000000
## [41,] 0.0000000
## [42,] 0.0000000
## [43,] 0.0000000
## [44,] 0.0000000
## [45,] 0.0000000
## [46,] 0.0000000
## [47,] 0.0000000
## [48,] 0.0000000
## [49,] 0.0000000
## [50,] 0.0000000
## [51,] 0.0000000
## [52,] 0.0000000
## [53,] 0.0000000
## [54,] 0.0000000
## [55,] 0.0000000
## [56,] 0.0000000
## [57,] 0.0000000
## [58,] 0.0000000
## [59,] 0.0000000
## [60,] 0.2425036
## [61,] 0.0000000
## [62,] 0.0000000
## [63,] 0.0000000
## [64,] 0.0000000
## [65,] 0.0000000
## [66,] 0.0000000
## [67,] 0.0000000
## [68,] 0.0000000
## [69,] 0.0000000
## [70,] 0.0000000
## [71,] 0.0000000
## [72,] 0.0000000
## [73,] 0.0000000
## [74,] 0.0000000
## [75,] 0.0000000
## [76,] 0.0000000
## [77,] 0.0000000
## [78,] 0.0000000
## [79,] 0.0000000
## [80,] 0.0000000
## [81,] 0.0000000
## [82,] 0.0000000
## [83,] 0.0000000
## [84,] 0.0000000
## [85,] 0.0000000
## [86,] 0.0000000
## [87,] 0.0000000
## [88,] 0.0000000
## [89,] 0.0000000
## [90,] 0.1884720VARpred(model,1)## orig 288
## Forecasts at origin: 288
## rnd_85421 rnd_87949 rnd_85443 rnd_89663 rnd_85601 rnd_95222 rnd_89287 rnd_1338
## 0.091566 0.000000 0.000000 -0.506626 0.890607 0.102084 0.545828 1.878104
## rnd_85547 rnd_88983 rnd_85663 rnd_86495 rnd_87903 rnd_88965 rnd_87359 rnd_85655
## -0.218376 0.108742 0.000000 0.510145 -0.115276 -0.717267 1.915722 0.623901
## rnd_86775 rnd_86633 rnd_95329 rnd_87919 rnd_86911 rnd_92897 rnd_92144 rnd_87281
## 0.337586 0.032958 0.000000 -0.294547 0.000000 -0.372138 -0.348059 -0.128497
## rnd_87941 rnd_86499 rnd_92909 rnd_87339 rnd_87171 rnd_88357
## 2.149896 0.537787 -0.006586 0.000000 -0.179273 1.533416
## Standard Errors of predictions:
## resi resi resi
## 0.9125 1.0019 1.0013 0.5878 0.3881 0.9186 0.6597 0.6274 0.5139 0.9794 1.0033
## resi resi
## 0.6394 0.5871 0.5603 0.4864 0.8782 0.6601 0.9883 1.0033 0.7323 1.0030 0.8529
## resi
## 0.7320 0.6436 0.5891 0.5681 0.9680 0.9993 0.7028 0.6569
## Root mean square errors of predictions:
## resi resi resi
## 1.0454 1.1479 1.1472 0.6734 0.4446 1.0524 0.7557 0.7188 0.5888 1.1220 1.1494
## resi resi
## 0.7325 0.6726 0.6418 0.5572 1.0061 0.7562 1.1323 1.1495 0.8390 1.1491 0.9772
## resi
## 0.8386 0.7373 0.6749 0.6509 1.1090 1.1448 0.8052 0.7525