-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cal Tate
Sent: Tuesday, November 02, 2004 2:24 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Problems with Durbin Watson and Partial Residual Plots
I am trying to evaluate a model by using the commands
durbin.watson and cr.plot.
However, I keep getting errors that I can't figure out. A
description follows. Does anyone have a hint as to what may be wrong?
1)The Durbin Watson Test. In running the command I kept
getting the message "residuals include missing values" when
actually this was NOT the case.
Example:
Error in durbin.watson.lm(hw8LM0) : residuals include missing values
(2)Partial Residual Plots: Here I kept getting that the
variables I choose are not in the model, i.e. "Time is not in
the model" when it clearly is.
Example:
cr.plot(hw8LM0,variable="Time")
Error in cr.plot.lm(hw8LM0, variable = "Time") :
Time is not in the model.
Here is the model and residuals:
summary(hw8LM0)
Call:
lm(formula = Sales ~ Time)
Residuals:
Min 1Q Median 3Q Max
-516.32 -292.95 -29.15 238.48 895.09
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1418.872 122.464 11.59 2.35e-14 ***
Time 73.278 4.962 14.77 < 2e-16 ***
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` '
1 Residual standard error: 389.8 on 40 degrees of freedom
Multiple R-Squared: 0.845, Adjusted R-squared: 0.8411
F-statistic: 218.1 on 1 and 40 DF, p-value: < 2.2e-16
hw8LM0$res
1 2 3 4 5
6
242.679535 679.531369 895.093204 442.975038 -237.443127
245.868708
7 8 9 10 11
12
82.540542 -13.347623 -209.325789 161.976046 -96.612120
-271.380285
13 14 15 16 17
18
-460.888451 -113.606616 -311.494782 -417.352947 -516.321113
1.430722
19 20 21 22 23
24
-18.407443 -328.425609 -476.743774 8.528060 67.849895
-298.548271
25 26 27 28 29
30
-478.826436 225.895398 110.617233 -226.800933 -487.939098
281.782736
31 32 33 34 35
36
-61.495429 -390.773595 -485.051760 431.670075 477.391909
-39.886256
37 38 39 40 41
42
-276.164422 732.557413 618.279247 -16.998918 -229.277084
756.444751
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