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Type 'q()' to quit R. > y <- c(72708426025,71308759369,66622320769,69070672969,71509712569,71484577956,70106859729,67010052769,64945464336,64957697424,76876989289,81425193201,82140706404,80112773764,76555695969,77236747225,76799928384,76786072609,75645351369,72981022500,71363779600,70221290049,82517733081,84789286596,85439290000,83051170596,79229301529,79894414336,78506436100,78628646464,76638170896,75743846656,75269019904,73609658721,83985199204,84521607076,85439290000,77565592036,72806070276,70682071321,72379293156,69788958976,65126019204,64187742609,60544047249,55399978384,66851205136,68117346049,64853243569,62821913449,59254270084,61060881025,61772628681,60044111521,56206926400,56209297225,50874606916,51455931921,61471268356,61669278889,60993686961,60073029604,60645465169,65415735225,69864533761,72010112409,74554118116,75055725369,71518804900,73980192049,85679144100,87545566161) > x <- c(95077872409,89058674329,83654571361,85249400625,86973087744,86135206144,84422208025,81074589696,79421385124,82859925316,1.00022E+11,1.05893E+11,1.06283E+11,1.07769E+11,1.00794E+11,1.00831E+11,98430905169,97516300176,95722790881,91778702500,90189699856,92437281225,1.11206E+11,1.1404E+11,1.1285E+11,1.04931E+11,98550161329,98900815225,98105515524,95891792896,91786579369,89394422121,89056286929,90981260161,1.08745E+11,1.12281E+11,1.07332E+11,95554556161,87566279056,84921536569,84996737764,81041563684,76438425625,74292224356,70214930361,69321624100,88093801636,92171745604,82365556036,76411886329,70981747776,71370725409,72028361161,68917800484,65301713764,64088972964,59439902809,62871049081,78649398025,81371556049,73427992576,68160677776,65332893609,67795661376,69644793409,69849732681,69314252176,68944055184,65621531889,69812736841,86353699600,90428308369) > 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 -3146824913 2 -1449516720 3 -3355456863 4 -1727670136 5 -175495461 6 230473572 7 -265879393 8 -1640282533 9 -2854270452 10 -4611221955 11 -1522095328 12 5384046 13 520235936 14 -2272267759 15 -2240595145 16 -1578580988 17 -780512186 18 -323788887 19 -541720562 20 -1176752114 21 -1976427431 22 -4275333980 23 -1635700579 24 -822285939 25 439991728 26 2126326014 27 1587501734 28 2072197435 29 1093413769 30 2354620260 31 2476343506 32 2812822893 33 2511972171 34 -137818901 35 1097989882 36 -184931485 37 3279092051 38 1465079592 39 815655713 40 52419580 41 1710949183 42 1155616092 43 -1138934635 44 -972955935 45 -2518817533 46 -7203265866 47 -5410628333 48 -6242655604 49 -4461314812 50 -3429385492 51 -4203134671 52 -2596659018 53 -2223275602 54 -2351358941 55 -4328008909 56 -3701663311 57 -6644331768 58 -7828387062 59 -5931266573 60 -7133850409 61 -3722350342 62 -1932888969 63 94487325 64 3597623498 65 7095013670 66 9135147745 67 11954666840 68 12646746438 69 10819317989 70 11124262344 71 14312621296 72 14082591187 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1jjfe1257109599.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/2c4gv1257109599.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/3c2be1257109599.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/4auam1257109599.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5olqs1257109599.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6goz11257109599.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/7blp21257109599.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/80ckt1257109599.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5.944e+10 7.186e+10 8.624e+10 8.595e+10 9.630e+10 1.140e+11 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9wvp01257109599.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/1045421257109599.tab") > > system("convert tmp/1jjfe1257109599.ps tmp/1jjfe1257109599.png") > system("convert tmp/2c4gv1257109599.ps tmp/2c4gv1257109599.png") > system("convert tmp/3c2be1257109599.ps tmp/3c2be1257109599.png") > system("convert tmp/4auam1257109599.ps tmp/4auam1257109599.png") > system("convert tmp/5olqs1257109599.ps tmp/5olqs1257109599.png") > system("convert tmp/6goz11257109599.ps tmp/6goz11257109599.png") > system("convert tmp/7blp21257109599.ps tmp/7blp21257109599.png") > system("convert tmp/80ckt1257109599.ps tmp/80ckt1257109599.png") > > > proc.time() user system elapsed 1.535 1.161 2.414