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Type 'q()' to quit R. > y <- c(1470,1849,1387,1592,1590,1798,1935,1887,2027,2080,1556,1682,1785,1869,1781,2082,2571,1862,1938,1505,1767,1607,1578,1495,1615,1700,1337,1531,1623,1543,1640,1524,1429,1827,1603,1351,1267,1741,1384,1392,1644,1661,1525,1718,1393,1784,1454,1344,1693,1393,1191,1340,1166,1238,1443,1279,1279,1651) > x <- c(8.9,8.2,7.6,7.7,8.1,8.3,8.3,7.9,7.8,8,8.5,8.6,8.5,8,7.8,8,8.2,8.3,8.2,8.1,8,7.8,7.8,7.7,7.6,7.6,7.6,7.8,8,8,7.9,7.7,7.4,6.9,6.7,6.5,6.4,6.7,6.8,6.9,6.9,6.7,6.4,6.2,5.9,6.1,6.7,6.8,6.6,6.4,6.4,6.7,7.1,7.1,6.9,6.4,6,6) > 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 -377.6239038 2 110.7555570 3 -257.4906195 4 -68.1162568 5 -132.6188058 6 44.1299197 7 181.1299197 8 195.6324687 9 351.2581060 10 373.0068315 11 -229.1213548 12 -118.7469921 13 -0.1213548 14 162.0068315 15 105.2581060 16 375.0068315 17 832.7555570 18 108.1299197 19 199.7555570 20 -217.6188058 21 60.0068315 22 -68.7418940 23 -97.7418940 24 -165.1162568 25 -29.4906195 26 55.5093805 27 -307.4906195 28 -144.7418940 29 -83.9931685 30 -163.9931685 31 -51.3675313 32 -136.1162568 33 -184.2393450 34 291.8888413 35 99.1401158 36 -121.6086097 37 -189.9829724 38 237.1401158 39 -135.4855215 40 -143.1111587 41 108.8888413 42 157.1401158 43 68.0170276 44 292.2683021 45 14.1452138 46 373.8939393 47 -49.8598842 48 -175.4855215 49 204.7657530 50 -63.9829724 51 -265.9829724 52 -163.8598842 53 -400.3624332 54 -328.3624332 55 -92.1111587 56 -177.9829724 57 -115.4804234 58 256.5195766 > library(lattice) > postscript(file="/var/www/rcomp/tmp/12i3e1257273576.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/2k8bw1257273576.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/36knu1257273576.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/4mlap1257273576.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5s6xu1257273576.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/61or51257273576.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/7xgh41257273576.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/8pak81257273576.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5.900 6.700 7.600 7.381 8.000 8.900 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9wkhe1257273577.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10x8af1257273577.tab") > > system("convert tmp/12i3e1257273576.ps tmp/12i3e1257273576.png") > system("convert tmp/2k8bw1257273576.ps tmp/2k8bw1257273576.png") > system("convert tmp/36knu1257273576.ps tmp/36knu1257273576.png") > system("convert tmp/4mlap1257273576.ps tmp/4mlap1257273576.png") > system("convert tmp/5s6xu1257273576.ps tmp/5s6xu1257273576.png") > system("convert tmp/61or51257273576.ps tmp/61or51257273576.png") > system("convert tmp/7xgh41257273576.ps tmp/7xgh41257273576.png") > system("convert tmp/8pak81257273576.ps tmp/8pak81257273576.png") > > > proc.time() user system elapsed 2.120 1.880 3.533