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Type 'q()' to quit R. > y <- c(10284.5,12792,12823.61538,13845.66667,15335.63636,11188.5,13633.25,12298.46667,15353.63636,12696.15385,12213.93333,13683.72727,11214.14286,13950.23077,11179.13333,11801.875,11188.82353,16456.27273,11110.0625,16530.69231,10038.41176,11681.25,11148.88235,8631,9386.444444,9764.736842,12043.75,12948.06667,10987.125,11648.3125,10633.35294,10219.3,9037.6,10296.31579,11705.41176,10681.94444,9362.947368,11306.35294,10984.45,10062.61905,8118.583333,8867.48,8346.72,8529.307692,10697.18182,8591.84,8695.607143,8125.571429,7009.758621,7883.466667,7527.645161,6763.758621,6682.333333,7855.681818,6738.88,7895.434783,6361.884615,6935.956522,8344.454545,9107.944444) > x <- c(1.4,1.3,1.3,1.2,1.1,1.4,1.2,1.5,1.1,1.3,1.5,1.1,1.4,1.3,1.5,1.6,1.7,1.1,1.6,1.3,1.7,1.6,1.7,1.9,1.8,1.9,1.6,1.5,1.6,1.6,1.7,2,2,1.9,1.7,1.8,1.9,1.7,2,2.1,2.4,2.5,2.5,2.6,2.2,2.5,2.8,2.8,2.9,3,3.1,2.9,2.7,2.2,2.5,2.3,2.6,2.3,2.2,1.8) > 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 -2181.00057 2 -70.44599 3 -38.83061 4 586.27527 5 1679.29955 6 -1277.00057 7 373.85860 8 229.91151 9 1697.29955 10 -166.29214 11 145.37817 12 27.39046 13 -1251.35771 14 1087.78478 15 -889.42183 16 130.26525 17 -85.84081 18 2799.93592 19 -561.54725 20 3668.24632 21 -1236.25258 22 9.64025 23 -125.78199 24 -1849.77351 25 -1491.27448 26 -716.03667 27 372.14025 28 879.51151 29 -684.48475 30 -23.29725 31 -641.31140 32 135.47190 33 -1046.22810 34 -184.45772 35 430.74742 36 -195.77449 37 -1117.82615 38 31.68860 39 900.62190 40 375.73636 41 -377.46312 42 768.37896 43 247.61896 44 827.15206 45 1407.24454 46 492.73896 47 1787.34234 48 1217.30662 49 498.43923 50 1769.09268 51 1810.21659 52 252.43923 53 -622.87689 54 -1434.25546 55 -1360.22104 56 -997.55708 57 -1340.27102 58 -1957.03534 59 -945.48273 60 -1769.77448 > library(lattice) > postscript(file="/var/www/rcomp/tmp/13zmu1257195899.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/2ifpz1257195899.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/3olba1257195899.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/4msuf1257195899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5a6fd1257195899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6lx6d1257195899.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/71aq11257195899.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/895hj1257195899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.10 1.50 1.75 1.89 2.30 3.10 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9bxe21257195899.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/103j2a1257195899.tab") > > system("convert tmp/13zmu1257195899.ps tmp/13zmu1257195899.png") > system("convert tmp/2ifpz1257195899.ps tmp/2ifpz1257195899.png") > system("convert tmp/3olba1257195899.ps tmp/3olba1257195899.png") > system("convert tmp/4msuf1257195899.ps tmp/4msuf1257195899.png") > system("convert tmp/5a6fd1257195899.ps tmp/5a6fd1257195899.png") > system("convert tmp/6lx6d1257195899.ps tmp/6lx6d1257195899.png") > system("convert tmp/71aq11257195899.ps tmp/71aq11257195899.png") > system("convert tmp/895hj1257195899.ps tmp/895hj1257195899.png") > > > proc.time() user system elapsed 2.020 1.710 3.727