Untitled

2023-11-14

Import data
set.seed(10)
library(readxl)
data<- read_excel("E:/Joki/11 2023/11132023 (Qreg)/Data.xlsx")
y<-data$Y
x1<-data$X1
x2<-data$X2
x3<-data$X3
x4<-data$X4
x5<-data$X5
m<-9 #panjang series
n<-8 #jumlah observasi
s<-as.factor(rep(1:n,rep(m,n)))

library(rqpd)

## Loading required package: quantreg

## Loading required package: SparseM

##
## Attaching package: 'SparseM'

## The following object is masked from 'package:base':

##
## backsolve

## Loading required package: Matrix

## Loading required package: MatrixModels

## Loading required package: Formula

library(quantreg)
library(SparseM)
library(foreign)
library(plm)

Model Pooled
taus <- (1:9)/10
pooled.model0 <- rq(y~1,tau=taus)

## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique

pooled.model <-rq(y~x1+x2+x3+x4+x5,tau = taus)
summary(pooled.model, se="ker")

##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.1
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 0.87784 0.05113 17.16733 0.00000
## x1 -0.02969 0.03789 -0.78368 0.43603
## x2 0.07558 0.18406 0.41063 0.68267
## x3 0.34410 0.43102 0.79835 0.42753
## x4 0.01567 0.04095 0.38271 0.70317
## x5 0.05429 0.03305 1.64254 0.10524
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.2
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 0.92730 0.04253 21.80425 0.00000
## x1 0.00935 0.01611 0.58039 0.56363
## x2 -0.14655 0.16362 -0.89563 0.37370
## x3 0.71672 0.23418 3.06053 0.00319
## x4 -0.00341 0.03891 -0.08768 0.93040
## x5 0.03108 0.03143 0.98885 0.32635
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.3
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 0.94994 0.04579 20.74737 0.00000
## x1 0.01636 0.01784 0.91715 0.36240
## x2 -0.15405 0.17910 -0.86017 0.39281
## x3 0.65051 0.26326 2.47098 0.01606
## x4 -0.02036 0.04352 -0.46783 0.64144
## x5 0.02482 0.03494 0.71052 0.47989
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.4
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 1.02039 0.04892 20.85731 0.00000
## x1 0.01833 0.02088 0.87790 0.38318
## x2 -0.13598 0.19789 -0.68715 0.49440
## x3 0.40240 0.31070 1.29514 0.19978
## x4 -0.06221 0.04928 -1.26232 0.21128
## x5 0.00757 0.03946 0.19187 0.84843
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.5
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 1.02628 0.05053 20.30956 0.00000
## x1 0.00973 0.02034 0.47864 0.63377
## x2 -0.12119 0.20184 -0.60042 0.55028
## x3 0.38168 0.32173 1.18632 0.23975
## x4 -0.03760 0.04702 -0.79975 0.42672
## x5 0.00511 0.04073 0.12542 0.90057
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.6
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 1.04870 0.05116 20.49673 0.00000
## x1 0.00946 0.01870 0.50586 0.61464
## x2 0.03407 0.23375 0.14574 0.88457
## x3 0.33535 0.29221 1.14763 0.25526
## x4 -0.05152 0.04399 -1.17122 0.24572
## x5 0.01756 0.04334 0.40510 0.68672
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.7
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 1.08767 0.05528 19.67503 0.00000
## x1 0.00423 0.01766 0.23949 0.81147
## x2 -0.07071 0.22205 -0.31846 0.75114
## x3 0.39483 0.28568 1.38206 0.17161
## x4 -0.05264 0.04519 -1.16481 0.24829
## x5 0.05580 0.15775 0.35372 0.72468
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.8
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 1.10290 0.05375 20.51813 0.00000
## x1 0.01106 0.01611 0.68618 0.49501
## x2 -0.08623 0.20107 -0.42884 0.66944
## x3 0.37848 0.26832 1.41057 0.16307
## x4 -0.06932 0.04260 -1.62712 0.10848
## x5 0.08406 0.20733 0.40545 0.68646
##
## Call: rq(formula = y ~ x1 + x2 + x3 + x4 + x5, tau = taus)
##
## tau: [1] 0.9
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 1.22428 0.05886 20.80094 0.00000
## x1 0.02951 0.03303 0.89367 0.37475
## x2 -0.43543 0.16035 -2.71555 0.00844
## x3 0.21516 0.27687 0.77713 0.43986
## x4 -0.08651 0.04464 -1.93805 0.05690
## x5 0.07547 0.21409 0.35251 0.72558

menghitung R2 model
rho <- function(u,tau=.5)u*(tau - (u < 0))
R1 <-as.matrix( 1 - pooled.model$rho/pooled.model0$rho )
R1

## [,1]
## [1,] 0.07488817
## [2,] 0.07499991
## [3,] 0.11386114
## [4,] 0.10024955
## [5,] 0.08956996
## [6,] 0.07417704
## [7,] 0.08198854
## [8,] 0.10191284
## [9,] 0.14763340

Model Fixed Effect

pfe.form<- y~x1+x2+x3+x4+x5 | s
pfe.0<- y~1 | s
fit<-rqpd(pfe.form, panel(method="pfe",taus= (1:9)/10, tauw = rep(0.1,9)))
ssfit<-rqpd::summary.rqpd(fit)
ssfit

## $call
## rqpd(formula = pfe.form, panel = panel(method = "pfe", taus = (1:9)/10,
## tauw = rep(0.1, 9)))
##
## $coefficients
## Value Std. Error t value Pr(>|t|)
## (Intercept)[0.1] 0.9627704921 0.061707725 15.60210650 2.393938e-08
## x1[0.1] -0.0074524314 0.026838692 -0.27767491 7.869180e-01
## x2[0.1] -0.2094999260 0.178043060 -1.17668123 2.665722e-01
## x3[0.1] 0.3024492372 0.337604018 0.89586978 3.913775e-01
## x4[0.1] -0.0011125787 0.037099699 -0.02998889 9.766660e-01
## x5[0.1] 0.0264830024 0.037351558 0.70902002 4.945098e-01
## (Intercept)[0.2] 0.9896404925 0.036078210 27.43042079 9.604917e-11
## x1[0.2] 0.0013171174 0.017014089 0.07741334 9.398218e-01
## x2[0.2] -0.3066317141 0.152909610 -2.00531356 7.274094e-02
## x3[0.2] 0.2607432475 0.259576339 1.00449543 3.388266e-01
## x4[0.2] 0.0170175868 0.029790496 0.57124215 5.804462e-01
## x5[0.2] 0.0160266702 0.047217217 0.33942428 7.413107e-01
## (Intercept)[0.3] 1.0021845249 0.032355004 30.97463720 2.886669e-11
## x1[0.3] 0.0019515230 0.015900246 0.12273540 9.047483e-01
## x2[0.3] -0.2982449616 0.189223235 -1.57615401 1.460685e-01
## x3[0.3] 0.2386960456 0.224401264 1.06370188 3.124747e-01
## x4[0.3] 0.0076073037 0.024523455 0.31020522 7.627734e-01
## x5[0.3] 0.0127946949 0.044034755 0.29055901 7.773252e-01
## (Intercept)[0.4] 1.0455206545 0.029216415 35.78538428 6.895373e-12
## x1[0.4] -0.0055558690 0.014489804 -0.38343299 7.094242e-01
## x2[0.4] -0.3610800578 0.190861760 -1.89184076 8.779533e-02
## x3[0.4] 0.1188167311 0.197661646 0.60111171 5.611432e-01
## x4[0.4] 0.0092565786 0.021129590 0.43808604 6.706356e-01
## x5[0.4] 0.0012613252 0.049013834 0.02573406 9.799758e-01
## (Intercept)[0.5] 1.0593885508 0.026305892 40.27191180 2.132294e-12
## x1[0.5] -0.0051284491 0.013923797 -0.36832260 7.203100e-01
## x2[0.5] -0.3697258843 0.195319190 -1.89293169 8.763766e-02
## x3[0.5] 0.0776467912 0.183656571 0.42278254 6.814012e-01
## x4[0.5] 0.0041068160 0.018645039 0.22026320 8.300978e-01
## x5[0.5] -0.0024082258 0.052491190 -0.04587867 9.643102e-01
## (Intercept)[0.6] 1.0737576169 0.022327957 48.09027658 3.645972e-13
## x1[0.6] -0.0082079773 0.013384040 -0.61326605 5.533923e-01
## x2[0.6] -0.4205806677 0.192508769 -2.18473511 5.381296e-02
## x3[0.6] 0.2574910503 0.163119294 1.57854442 1.455204e-01
## x4[0.6] 0.0029741225 0.018274188 0.16274991 8.739572e-01
## x5[0.6] 0.0116214963 0.055116366 0.21085382 8.372360e-01
## (Intercept)[0.7] 1.0753238538 0.017746651 60.59305637 3.641532e-14
## x1[0.7] -0.0081726511 0.013982636 -0.58448574 5.718433e-01
## x2[0.7] -0.3132064648 0.196490970 -1.59399928 1.420205e-01
## x3[0.7] 0.2088562154 0.156641055 1.33334276 2.119951e-01
## x4[0.7] 0.0013118021 0.022084053 0.05940042 9.538035e-01
## x5[0.7] 0.0085280873 0.049681262 0.17165601 8.671319e-01
## (Intercept)[0.8] 1.0785775468 0.025915394 41.61918438 1.536993e-12
## x1[0.8] -0.0053998660 0.017176374 -0.31437753 7.596952e-01
## x2[0.8] -0.2632755192 0.173049487 -1.52138861 1.591336e-01
## x3[0.8] 0.1862629893 0.150310922 1.23918466 2.435725e-01
## x4[0.8] -0.0047115219 0.028794927 -0.16362333 8.732873e-01
## x5[0.8] 0.0201598653 0.045506772 0.44300803 6.671896e-01
## (Intercept)[0.9] 1.1343433358 0.046519492 24.38425909 3.067631e-10
## x1[0.9] -0.0198081465 0.025582667 -0.77427997 4.566810e-01
## x2[0.9] -0.3218693233 0.203261158 -1.58352597 1.443840e-01
## x3[0.9] 0.1185850183 0.148320363 0.79951947 4.425663e-01
## x4[0.9] 0.0087474490 0.056304711 0.15535910 8.796294e-01
## x5[0.9] 0.0699626840 0.071595442 0.97719466 3.515201e-01
## s1 0.1217917617 0.050511057 2.41119011 3.660882e-02
## s2 -0.1144799164 0.046874988 -2.44223885 3.471575e-02
## s3 0.0005527288 0.004452515 0.12413855 9.036654e-01
## s4 0.0961042562 0.037678703 2.55062537 2.883302e-02
## s5 -0.0005334223 0.012633286 -0.04222356 9.671517e-01
## s6 -0.0569883783 0.027617956 -2.06345389 6.600409e-02
## s7 0.0535447622 0.033832333 1.58265060 1.445832e-01
## s8 -0.0701206413 0.031846210 -2.20185199 5.227694e-02
##
## $rdf
## [1] 10
##
## $panel
## $panel$method
## [1] "pfe"
##
## $panel$taus
## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
##
## $panel$tauw
## [1] 0.1111111 0.1111111 0.1111111 0.1111111 0.1111111 0.1111111 0.1111111
## [8] 0.1111111 0.1111111
##
## $panel$lambda
## [1] 1
##
## $panel$cre
## [1] "m"
##
## $panel$ztol
## [1] 1e-05
##
##
## $ncolX
## [1] 6
##
## attr(,"class")
## [1] "summary.rqpd.pfe" "summary.rqpd"

Uji parameter (sebenarnya sudah ada di summary diatas, tapi gpp)

#Uji wald
h = ssfit$coefficients[(1:54),]
par = h[,1]
std = h[,2]
hasil = round((par*par)/(std*std),5)
wald = as.matrix(hasil,1)
wald

## [,1]
## (Intercept)[0.1] 243.42573
## x1[0.1] 0.07710
## x2[0.1] 1.38458
## x3[0.1] 0.80258
## x4[0.1] 0.00090
## x5[0.1] 0.50271
## (Intercept)[0.2] 752.42798
## x1[0.2] 0.00599
## x2[0.2] 4.02128
## x3[0.2] 1.00901
## x4[0.2] 0.32632
## x5[0.2] 0.11521
## (Intercept)[0.3] 959.42815
## x1[0.3] 0.01506
## x2[0.3] 2.48426
## x3[0.3] 1.13146
## x4[0.3] 0.09623
## x5[0.3] 0.08442
## (Intercept)[0.4] 1280.59373
## x1[0.4] 0.14702
## x2[0.4] 3.57906
## x3[0.4] 0.36134
## x4[0.4] 0.19192
## x5[0.4] 0.00066
## (Intercept)[0.5] 1621.82688
## x1[0.5] 0.13566
## x2[0.5] 3.58319
## x3[0.5] 0.17875
## x4[0.5] 0.04852
## x5[0.5] 0.00210
## (Intercept)[0.6] 2312.67470
## x1[0.6] 0.37610
## x2[0.6] 4.77307
## x3[0.6] 2.49180
## x4[0.6] 0.02649
## x5[0.6] 0.04446
## (Intercept)[0.7] 3671.51848
## x1[0.7] 0.34162
## x2[0.7] 2.54083
## x3[0.7] 1.77780
## x4[0.7] 0.00353
## x5[0.7] 0.02947
## (Intercept)[0.8] 1732.15651
## x1[0.8] 0.09883
## x2[0.8] 2.31462
## x3[0.8] 1.53558
## x4[0.8] 0.02677
## x5[0.8] 0.19626
## (Intercept)[0.9] 594.59209
## x1[0.9] 0.59951
## x2[0.9] 2.50755
## x3[0.9] 0.63923
## x4[0.9] 0.02414
## x5[0.9] 0.95491

Pvalue<-round(pchisq(hasil,1, lower=FALSE),5)
Pvalue=as.matrix(Pvalue,1)
Pvalue

## [,1]
## (Intercept)[0.1] 0.00000
## x1[0.1] 0.78127
## x2[0.1] 0.23932
## x3[0.1] 0.37032
## x4[0.1] 0.97607
## x5[0.1] 0.47831
## (Intercept)[0.2] 0.00000
## x1[0.2] 0.93831
## x2[0.2] 0.04493
## x3[0.2] 0.31514
## x4[0.2] 0.56783
## x5[0.2] 0.73429
## (Intercept)[0.3] 0.00000
## x1[0.3] 0.90233
## x2[0.3] 0.11499
## x3[0.3] 0.28746
## x4[0.3] 0.75640
## x5[0.3] 0.77139
## (Intercept)[0.4] 0.00000
## x1[0.4] 0.70140
## x2[0.4] 0.05851
## x3[0.4] 0.54776
## x4[0.4] 0.66132
## x5[0.4] 0.97950
## (Intercept)[0.5] 0.00000
## x1[0.5] 0.71263
## x2[0.5] 0.05837
## x3[0.5] 0.67245
## x4[0.5] 0.82566
## x5[0.5] 0.96345
## (Intercept)[0.6] 0.00000
## x1[0.6] 0.53970
## x2[0.6] 0.02891
## x3[0.6] 0.11444
## x4[0.6] 0.87071
## x5[0.6] 0.83300
## (Intercept)[0.7] 0.00000
## x1[0.7] 0.55890
## x2[0.7] 0.11094
## x3[0.7] 0.18242
## x4[0.7] 0.95262
## x5[0.7] 0.86370
## (Intercept)[0.8] 0.00000
## x1[0.8] 0.75324
## x2[0.8] 0.12816
## x3[0.8] 0.21528
## x4[0.8] 0.87003
## x5[0.8] 0.65776
## (Intercept)[0.9] 0.00000
## x1[0.9] 0.43877
## x2[0.9] 0.11330
## x3[0.9] 0.42399
## x4[0.9] 0.87653
## x5[0.9] 0.32847

Melihat selang kepercayaan

#selang kepercayaan
h = ssfit$coefficients[(1:54),]
par = h[,1]
std = h[,2]
n=length(par)
selang=matrix(0,n,3)
selang[,1]=par-1.96*std
selang[,2]=par
selang[,3]=par+1.96*std
selang

## [,1] [,2] [,3]

## [1,] 0.84182335 0.962770492 1.083717632
## [2,] -0.06005627 -0.007452431 0.045151405
## [3,] -0.55846432 -0.209499926 0.139464471
## [4,] -0.35925464 0.302449237 0.964153113
## [5,] -0.07382799 -0.001112579 0.071602831
## [6,] -0.04672605 0.026483002 0.099692056
## [7,] 0.91892720 0.989640493 1.060353785
## [8,] -0.03203050 0.001317117 0.034664732
## [9,] -0.60633455 -0.306631714 -0.006928878
## [10,] -0.24802638 0.260743248 0.769512872
## [11,] -0.04137178 0.017017587 0.075406958
## [12,] -0.07651908 0.016026670 0.108572416
## [13,] 0.93876872 1.002184525 1.065600334
## [14,] -0.02921296 0.001951523 0.033116006
## [15,] -0.66912250 -0.298244962 0.072632580
## [16,] -0.20113043 0.238696046 0.678522523
## [17,] -0.04045867 0.007607304 0.055673275
## [18,] -0.07351343 0.012794695 0.099102815
## [19,] 0.98825648 1.045520655 1.102784829
## [20,] -0.03395589 -0.005555869 0.022844147
## [21,] -0.73516911 -0.361080058 0.013008992
## [22,] -0.26860010 0.118816731 0.506233558
## [23,] -0.03215742 0.009256579 0.050670576
## [24,] -0.09480579 0.001261325 0.097328440
## [25,] 1.00782900 1.059388551 1.110948099
## [26,] -0.03241909 -0.005128449 0.022162193
## [27,] -0.75255150 -0.369725884 0.013099728
## [28,] -0.28232009 0.077646791 0.437613670
## [29,] -0.03243746 0.004106816 0.040651093
## [30,] -0.10529096 -0.002408226 0.100474506
## [31,] 1.02999482 1.073757617 1.117520412
## [32,] -0.03444070 -0.008207977 0.018024741
## [33,] -0.79789786 -0.420580668 -0.043263480
## [34,] -0.06222277 0.257491050 0.577204866
## [35,] -0.03284329 0.002974123 0.038791531
## [36,] -0.09640658 0.011621496 0.119649575
## [37,] 1.04054042 1.075323854 1.110107291
## [38,] -0.03557862 -0.008172651 0.019233315
## [39,] -0.69832877 -0.313206465 0.071915837
## [40,] -0.09816025 0.208856215 0.515872682
## [41,] -0.04197294 0.001311802 0.044596546
## [42,] -0.08884719 0.008528087 0.105903361
## [43,] 1.02778338 1.078577547 1.129371718
## [44,] -0.03906556 -0.005399866 0.028265827
## [45,] -0.60245251 -0.263275519 0.075901476
## [46,] -0.10834642 0.186262989 0.480872397
## [47,] -0.06114958 -0.004711522 0.051726536
## [48,] -0.06903341 0.020159865 0.109353138
## [49,] 1.04316513 1.134343336 1.225521539
## [50,] -0.06995017 -0.019808146 0.030333881
## [51,] -0.72026119 -0.321869323 0.076522547
## [52,] -0.17212289 0.118585018 0.409292930
## [53,] -0.10160979 0.008747449 0.119104684
## [54,] -0.07036438 0.069962684 0.210289751

Menghuting R2 (lihat output paling bawah)

#R kuadrat pseudo
x=cbind(1,x1,x2,x3,x4,x5)
x=as.matrix(x)
y=as.matrix(y)
beta=as.matrix(h)
betat01=as.matrix(beta[(1:6),1])
betat02=beta[(7:12),1]
betat03=beta[(13:18),1]
betat04=beta[(19:24),1]
betat05=beta[(25:30),1]
betat06=beta[(31:36),1]
betat07=beta[(37:42),1]
betat08=beta[(43:48),1]
betat09=beta[(49:54),1]
pseudoR = function(Y, Yh, tau){
#definisi nilai awal
S1 = 0
S2 = 0
S3 = 0
S4 = 0
n = length(Y)
Ym = rep(mean(Y),n)
YYm = Y - Ym
E = as.vector(Y - Yh)
#pembilang
for (i in 1:n){
if (E[i] >= 0){
P1 = abs(E[i]) * tau
S1 = S1 + P1
} else if (E[i] < 0){
P2 = abs(E[i]) * (1-tau)
S2 = S2 + P2
}
}
#penyebut
for (i in 1:n){
if (YYm[i] >= 0){
P3 = abs(YYm[i]) * tau
S3 = S3 + P3
} else if (YYm[i] < 0){
P4 = abs(YYm[i]) * (1-tau)
S4 = S4 + P4
}
}
pseudoR = 1-((S1+S2)/(S3+S4))
return(pseudoR)
}
#R tau=0.1
ydug1=x%*%betat01
pR1 = pseudoR(y, ydug1, 0.1)
#R tau=0.2
ydug2=x%*%betat02
pR2 = pseudoR(y, ydug2, 0.2)
#R tau=0.3
ydug3=x%*%betat03
pR3 = pseudoR(y, ydug3, 0.3)
#R tau=0.4
ydug4=x%*%betat04
pR4 = pseudoR(y, ydug4, 0.4)
#R tau=0.5
ydug5=x%*%betat05
pR5 = pseudoR(y, ydug5, 0.5)
#R tau=0.6
ydug6=x%*%betat06
pR6 = pseudoR(y, ydug6, 0.6)
#R tau=0.7
ydug7=x%*%betat07
pR7 = pseudoR(y, ydug7, 0.7)
#R tau=0.8
ydug8=x%*%betat08
pR8 = pseudoR(y, ydug8, 0.8)
#R tau=0.9
ydug9=x%*%betat09
pR9 = pseudoR(y, ydug9, 0.9)
#QVSS(Rkuadrat)
pseudoRsq=rbind(pR1, pR2, pR3, pR4, pR5, pR6, pR7,
pR8, pR9)
pseudoRsq

## [,1]
## pR1 0.47571164
## pR2 0.18352787
## pR3 0.09120652
## pR4 -0.04283645
## pR5 -0.05903351
## pR6 -0.02640816
## pR7 0.09505832
## pR8 0.19561050
## pR9 0.41833277

Membandingkan R2
A<-data.frame("Model Pooled" = c(R1), "Model Fixed Effect" = c(pseudoRsq))
A

## Model.Pooled Model.Fixed.Effect
## 1 0.07488817 0.47571164
## 2 0.07499991 0.18352787
## 3 0.11386114 0.09120652
## 4 0.10024955 -0.04283645
## 5 0.08956996 -0.05903351
## 6 0.07417704 -0.02640816
## 7 0.08198854 0.09505832
## 8 0.10191284 0.19561050
## 9 0.14763340 0.41833277

AIC pada pooled model (pada fixed effect gabisa)

AIC(pooled.model)

## [1] -82.75642 -103.44952 -113.15253 -115.84724 -118.21025 -116.39460 -

110.80038
## [8] -97.42982 -80.43095
## attr(,"edf")
## [1] 6