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Type 'q()' to quit R. > y <- c(7.6,8.3,8.4,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.4,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8,8.2,8.1,8.1,8,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8,8,7.7,7.3,7.4) > x <- c(1.62,1.49,1.79,1.8,1.58,1.86,1.74,1.59,1.26,1.13,1.92,2.61,2.26,2.41,2.26,2.03,2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.6,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.8,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.6,-0.37,-1.1) > par2 = '36' > par1 = '0' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > x <- as.ts(x) > y <- as.ts(y) > mylm <- lm(y~x) > cbind(mylm$resid) [,1] 1 -0.446249819 2 0.232396807 3 0.381673824 4 0.383316391 5 0.347179912 6 0.393171795 7 0.573460988 8 0.848822479 9 0.694617760 10 0.173264386 11 -0.496972802 12 -0.683635662 13 -0.541125515 14 0.883512993 15 1.358874485 16 1.321095438 17 0.857428519 18 0.306508935 19 0.360517052 20 0.558874485 21 0.709794069 22 0.691922431 23 0.341002847 24 0.199938666 25 0.059071086 26 0.803420402 27 0.898492700 28 0.906705537 29 0.593368397 30 0.509794069 31 0.662356221 32 0.819649473 33 0.778585292 34 0.565248152 35 0.509597467 36 0.347376514 37 -0.005185638 38 0.150465047 39 0.055392748 40 -0.011952509 41 -0.113595076 42 -0.167603193 43 -0.142964684 44 -0.039679550 45 -0.021611310 46 -0.113398474 47 -0.019968743 48 -0.402097105 49 -0.900454538 50 -0.587314000 51 -0.828378181 52 -1.064318059 53 -0.944410650 54 -0.829430943 55 -0.604792434 56 -0.444017446 57 -0.614451236 58 -0.791258693 59 -1.230680306 60 -1.356568179 61 -0.859656711 62 0.358411528 63 0.472998032 64 0.084496002 65 -0.637053974 66 -1.196579598 67 -0.980350527 68 -0.231270112 69 0.004669766 70 -0.210506543 71 -0.513791678 72 -1.073120700 73 -1.093028109 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/19fn41261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(y,type='l',main='Run Sequence Plot of Y[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qgmb1261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x,type='l',main='Run Sequence Plot of X[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3v0e01261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x,y,main='Scatter Plot',xlab='X[t]',ylab='Y[t]') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4cm3o1261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5swe81261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6dk7m1261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~mylm$resid,col='black',main=paste('Density Plot of e[t] bw = ',par1),bw=par1) + } else { + densityplot(~mylm$resid,col='black',main='Density Plot of e[t]') + } > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7hwkt1261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mylm$resid,main='QQ plot of e[t]') > qqline(mylm$resid) > grid() > dev.off() null device 1 > if (par2 > 0) + { + postscript(file="/var/www/html/rcomp/tmp/8b4iq1261056220.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.100 1.620 2.240 2.352 2.870 5.910 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9zhl91261056220.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$resid)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'minimum',header=TRUE) > a<-table.element(a,min(mylm$resid)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Q1',header=TRUE) > a<-table.element(a,quantile(mylm$resid,0.25)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'median',header=TRUE) > a<-table.element(a,median(mylm$resid)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mean',header=TRUE) > a<-table.element(a,mean(mylm$resid)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Q3',header=TRUE) > a<-table.element(a,quantile(mylm$resid,0.75)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'maximum',header=TRUE) > a<-table.element(a,max(mylm$resid)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/10ja191261056220.tab") > > try(system("convert tmp/19fn41261056220.ps tmp/19fn41261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/2qgmb1261056220.ps tmp/2qgmb1261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/3v0e01261056220.ps tmp/3v0e01261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/4cm3o1261056220.ps tmp/4cm3o1261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/5swe81261056220.ps tmp/5swe81261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/6dk7m1261056220.ps tmp/6dk7m1261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/7hwkt1261056220.ps tmp/7hwkt1261056220.png",intern=TRUE)) character(0) > try(system("convert tmp/8b4iq1261056220.ps tmp/8b4iq1261056220.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.623 1.193 1.940