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Type 'q()' to quit R. > y <- c(8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5,8) > x <- c(4,3.8,4.7,4.3,3.9,4,4.3,4.8,4.4,4.3,4.7,4.7,4.9,5,4.2,4.3,4.8,4.8,4.8,4.2,4.6,4.8,4.5,4.4,4.3,3.9,3.7,4,4.1,3.7,3.8,3.8,3.8,3.3,3.3,3.3,3.2,3.4,4.2,4.9,5.1,5.5,5.6,6.4,6.1,7.1,7.8,7.9,7.4,7.5,6.8,5.2,4.7,4.1,3.9,2.6,2.7,1.8,1) > 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 0.85447091 2 0.42111903 3 0.37120247 4 0.40449872 5 0.53779497 6 0.55447091 7 0.60449872 8 0.38787840 9 0.32117466 10 -0.09550128 11 0.37120247 12 0.37120247 13 0.50455434 14 0.62123028 15 0.48782278 16 0.70449872 17 0.98787840 18 1.08787840 19 1.08787840 20 0.98782278 21 0.75452653 22 0.18787840 23 -0.26214941 24 -0.57882534 25 -0.49550128 26 -0.36220503 27 -0.29555690 28 -0.14552909 29 -0.02885315 30 -0.19555690 31 -0.37888097 32 -0.27888097 33 -0.47888097 34 -0.96226065 35 -0.66226065 36 -0.76226065 37 -0.97893659 38 -1.04558471 39 -1.01217722 40 -0.59544566 41 -0.26209378 42 -0.19539004 43 -0.57871410 44 -0.74530660 45 -1.09533441 46 -0.62857504 47 0.58815651 48 0.70483245 49 0.22145277 50 -0.56187130 51 -0.97860286 52 -0.84541785 53 -0.02879753 54 0.47114685 55 0.63779497 56 0.22100779 57 -0.06231627 58 -0.11239971 59 0.25419280 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1u93w1257273617.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/freestat/rcomp/tmp/2aoa71257273617.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/freestat/rcomp/tmp/3p5381257273617.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/freestat/rcomp/tmp/4ka191257273617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5jhog1257273617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6hyew1257273617.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/freestat/rcomp/tmp/7emrm1257273617.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/freestat/rcomp/tmp/8mlrb1257273617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.000 3.850 4.300 4.527 4.850 7.900 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9y5a41257273617.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/10a9941257273617.tab") > > system("convert tmp/1u93w1257273617.ps tmp/1u93w1257273617.png") > system("convert tmp/2aoa71257273617.ps tmp/2aoa71257273617.png") > system("convert tmp/3p5381257273617.ps tmp/3p5381257273617.png") > system("convert tmp/4ka191257273617.ps tmp/4ka191257273617.png") > system("convert tmp/5jhog1257273617.ps tmp/5jhog1257273617.png") > system("convert tmp/6hyew1257273617.ps tmp/6hyew1257273617.png") > system("convert tmp/7emrm1257273617.ps tmp/7emrm1257273617.png") > system("convert tmp/8mlrb1257273617.ps tmp/8mlrb1257273617.png") > > > proc.time() user system elapsed 2.596 1.976 3.455