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Type 'q()' to quit R. > y <- 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) > x <- c(-0.8,-0.2,0.2,1,0,-0.2,1,0.4,1,1.7,3.1,3.3,3.1,3.5,6,5.7,4.7,4.2,3.6,4.4,2.5,-0.6,-1.9,-1.9,0.7,-0.9,-1.7,-3.1,-2.1,0.2,1.2,3.8,4,6.6,5.3,7.6,4.7,6.6,4.4,4.6,6,4.8,4,2.7,3,4.1,4,2.7,2.6,3.1,4.4,3,2,1.3,1.5,1.3,3.2,1.8,3.3,1,2.4,0.4,-0.1,1.3,-1.1,-4.4,-7.5,-12.2,-14.5,-16,-16.7,-16.3,-16.9) > 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 -0.654683065 2 -0.817751313 3 -0.539796811 4 -0.573887808 5 -0.738774062 6 -0.447751313 7 -0.633887808 8 -0.750819561 9 -1.113887808 10 -1.282467431 11 -0.569626675 12 0.109350576 13 -0.229626675 14 -0.101672174 15 -0.389456539 16 -0.602922415 17 0.282191331 18 -0.000251796 19 -0.247183548 20 -0.301274545 21 0.113441572 22 0.784294185 23 0.545942055 24 0.295942055 25 0.512646315 26 0.870828309 27 0.884919306 28 1.012078551 29 0.266964805 30 0.240203189 31 0.505089442 32 0.101793702 33 -0.159229047 34 -0.992524787 35 -0.650876917 36 -0.547638533 37 -0.707808669 38 -1.082524787 39 -0.931274545 40 -1.352297294 41 -1.439456539 42 -1.093320044 43 -0.899229047 44 -0.807581177 45 -0.714115301 46 -0.724740421 47 -0.759229047 48 -1.187581177 49 -1.172069802 50 -1.119626675 51 -1.441274545 52 -0.974115301 53 -0.189001555 54 0.549578068 55 0.688555319 56 1.069578068 57 1.144861950 58 1.972021195 59 1.649350576 60 2.836112192 61 3.348952947 62 3.569180439 63 3.076737312 64 3.069578068 65 2.461851058 66 1.063726421 67 0.724579034 68 0.673613641 69 0.410375257 70 -0.816954124 71 -0.798374502 72 -1.790420000 73 -2.487351753 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1klxl1261063407.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/2i5nt1261063407.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/3ea2q1261063407.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/48rn11261063407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5ook91261063407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6gsc11261063407.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/7ur981261063407.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/8y9mk1261063407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -16.9000 -0.2000 1.8000 0.6014 4.0000 7.6000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9j92v1261063407.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10t80m1261063407.tab") > > try(system("convert tmp/1klxl1261063407.ps tmp/1klxl1261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/2i5nt1261063407.ps tmp/2i5nt1261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/3ea2q1261063407.ps tmp/3ea2q1261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/48rn11261063407.ps tmp/48rn11261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/5ook91261063407.ps tmp/5ook91261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/6gsc11261063407.ps tmp/6gsc11261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/7ur981261063407.ps tmp/7ur981261063407.png",intern=TRUE)) character(0) > try(system("convert tmp/8y9mk1261063407.ps tmp/8y9mk1261063407.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.600 1.182 4.382