1.
auto = function (mat,dl,du)
{
nr = nrow(mat)
nc = ncol(mat)
mt1 = mat[1:nr,2:nc]
y1=mt1[1:nr,1]
et=c()
et2=c()
ett=c()
ett2=c()
etet1=c()
sumett2=0
sumet2=0
sumetet1=0
d=0
r=0
mat1=mat[1:nr-1,1:nc-1]
reg = function (Yt, mm)
{
regr = lm (Yt~mm)
nr = nrow(mm)
nc = ncol(mm)
y = c()
b = c()
for (i in 1:nc)
{
b[i]=regr$coef[i]
}
for (i in 1:nr)
{
ypom = 0;
for (j in 2:nc)
{
ypom = ypom + b[j]*mm[i,(j-1)]
}
y[i]=b[1]+ypom
}
y
}
yt1 = reg(y1,mt1)
for (i in 1:nr)
{
et[i] = y1[i]-yt1[i]
}
for (i in 1:nr)
{
et2[i] = et[i]*et[i]
sumet2=sumet2+et2[i]
}
for (i in 2:nr)
{
ett[i-1] = et[i]-et[i-1]
}
for (i in 1:nr)
{
ett2[i] = ett[i]*ett[i]
sumett2=sumett2+ett2[i]
}
for (i in 2:nr)
{
etet1[i-1] = et[i]*et[i-1]
sumetet1 = sumetet1+etet1[i-1]
}
d=sumett2/sumet2
r = sumetet1 / sumet2
if (d<dl){
cat(
" =======================================","\n",
" Results:","\n\n",
"---------------------------------------","\n",
" d: ",d,"\n",
" dl: ",dl,"\n",
" du: ",du,"\n",
" Positive autocorrelation","\n",
"=======================================","\n\n"
for (i in 1:nc){
for (j in 1:nr){
mat1[j,i]=mat[j+1,i]-r*mat[j,i]
}
}
et=c()
et2=c()
ett=c()
ett2=c()
sumett2=0
sumet2=0
for (i in 1:nr-1)
{
et[i] = y1[i]-yt1[i]
}
for (i in 1:nr-1)
{
et2[i] = et[i]*et[i]
sumet2=sumet2+et2[i]
}
for (i in 2:nr-1)
{
ett[i-1] = et[i]-et[i-1]
}
for (i in 1:nr-1)
{
ett2[i] = ett[i]*ett[i]
sumett2=sumett2+ett2[i]
}
d=sumett2/sumet2
cat(
" =======================================","\n",
" Results after trying to remove autocorrelation:","\n\n",
"---------------------------------------","\n",
" d: ",d,"\n",
"=======================================","\n\n"
}
else if (d>du){
cat(
" =======================================","\n",
" Results:","\n\n",
"---------------------------------------","\n",
" d: ",d,"\n",
" dl: ",dl,"\n",
" du: ",du,"\n",
" Negative autocorrelation","\n",
"=======================================","\n\n"
}
else if (((d>dl) && (d<dh)) || ((d>4-du) && (d<4-dl)){
cat(
" =======================================","\n",
" Results:","\n\n",
"---------------------------------------","\n",
" d: ",d,"\n",
" dl: ",dl,"\n",
" du: ",du,"\n",
" Not decide","\n",
"=======================================","\n\n"
}
else {
cat(
" =======================================","\n",
" Results:","\n\n",
"---------------------------------------","\n",
" d: ",d,"\n",
" dl: ",dl,"\n",
" du: ",du,"\n",
" No autocorrelation","\n",
"=======================================","\n\n"
}
}>
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