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Type 'q()' to quit R. > y <- c(3.8,4.7,4.3,3.9,4,4.3,4.8,4.4,4.3,4.7,4.7,4.9,5,4.2,4.3,4.8,4.8,4.8,4.2,4.6,4.8,4.5,4.4,4.3,3.9,3.7,4,4.1,3.7,3.8,3.8,3.8,3.3,3.3,3.3,3.2,3.4,4.2,4.9,5.1,5.5,5.6,6.4,6.1,7.1,7.8,7.9,7.4,7.5,6.8,5.2,4.7,4.1,3.9,2.6,2.7,1.8,1,0.3,1.3) > x <- c(452,462,455,461,461,463,462,456,455,456,472,472,471,465,459,465,468,467,463,460,462,461,476,476,471,453,443,442,444,438,427,424,416,406,431,434,418,412,404,409,412,406,398,397,385,390,413,413,401,397,397,409,419,424,428,430,424,433,456,459) > 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 -0.31756324 2 0.79326358 3 0.24568481 4 -0.02781910 5 0.07218090 6 0.41434627 7 0.89326358 8 0.36676749 9 0.24568481 10 0.66676749 11 1.00409041 12 1.20409041 13 1.28300773 14 0.35651163 15 0.33001554 16 0.95651163 17 1.01975968 18 0.99867700 19 0.31434627 20 0.65109822 21 0.89326358 22 0.57218090 23 0.78842114 24 0.68842114 25 0.18300773 26 -0.39648056 27 -0.30730739 28 -0.22839007 29 -0.58622470 30 -0.61272080 31 -0.84463031 32 -0.90787836 33 -1.57653982 34 -1.78736665 35 -1.26029958 36 -1.29705153 37 -1.43437445 38 -0.76087055 39 -0.22953201 40 0.07588140 41 0.53912945 42 0.51263335 43 1.14397189 44 0.82288921 45 1.56989702 46 2.37531043 47 2.96021213 48 2.46021213 49 2.30721994 50 1.52288921 51 -0.07711079 52 -0.32411860 53 -0.71329177 54 -0.80787836 55 -2.02354763 56 -1.88138226 57 -2.90787836 58 -3.51813421 59 -3.73323251 60 -2.66998446 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1d6gw1257101584.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/rcomp/tmp/2u5hd1257101584.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/rcomp/tmp/350qu1257101584.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/rcomp/tmp/4qu0o1257101584.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/55kcs1257101584.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6u2s51257101584.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/rcomp/tmp/7sshg1257101584.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/rcomp/tmp/89mf71257101584.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 385.0 413.0 442.5 438.0 461.2 476.0 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9c7g51257101584.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/1080yk1257101584.tab") > > system("convert tmp/1d6gw1257101584.ps tmp/1d6gw1257101584.png") > system("convert tmp/2u5hd1257101584.ps tmp/2u5hd1257101584.png") > system("convert tmp/350qu1257101584.ps tmp/350qu1257101584.png") > system("convert tmp/4qu0o1257101584.ps tmp/4qu0o1257101584.png") > system("convert tmp/55kcs1257101584.ps tmp/55kcs1257101584.png") > system("convert tmp/6u2s51257101584.ps tmp/6u2s51257101584.png") > system("convert tmp/7sshg1257101584.ps tmp/7sshg1257101584.png") > system("convert tmp/89mf71257101584.ps tmp/89mf71257101584.png") > > > proc.time() user system elapsed 1.690 1.360 3.201