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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(6.3,6.2,6.1,6.3,6.5,6.6,6.5,6.2,6.2,5.9,6.1,6.1,6.1,6.1,6.1,6.4,6.7,6.9,7,7,6.8,6.4,5.9,5.5,5.5,5.6,5.8,5.9,6.1,6.1,6,6,5.9,5.5,5.6,5.4,5.2,5.2,5.2,5.5,5.8,5.8,5.5,5.3,5.1,5.2,5.8,5.8,5.5,5,4.9,5.3,6.1,6.5,6.8,6.6,6.4,6.4) > 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 -195.655951 2 200.073451 3 -245.197147 4 -73.655951 5 -109.114755 6 82.155843 7 235.885245 8 238.073451 9 378.073451 10 481.261656 11 -76.197147 12 49.802853 13 152.802853 14 236.802853 15 148.802853 16 399.614647 17 838.426441 18 95.967638 19 155.238236 20 -277.761764 21 17.697040 22 -75.385353 23 -20.738344 24 -36.820736 25 83.179264 26 151.449862 27 -245.008942 28 -67.738344 29 -9.197147 30 -89.197147 31 24.532255 32 -91.467745 33 -169.738344 34 295.179264 35 54.449862 36 -164.091334 37 -214.632530 38 259.367470 39 -97.632530 40 -139.820736 41 61.991058 42 78.991058 43 -6.820736 44 219.638068 45 -71.903129 46 302.367470 47 -128.008942 48 -238.008942 49 161.179264 50 -55.173727 51 -240.444325 52 -158.361932 53 -466.197147 54 -461.114755 55 -306.302960 56 -436.844157 57 -403.385353 58 -31.385353 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1zhhu1257274001.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/2edqk1257274001.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/3gpfh1257274001.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/45vht1257274001.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5e1nk1257274001.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6g7vo1257274001.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/7q4yk1257274001.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/8rdoj1257274001.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 4.900 5.500 6.050 5.969 6.375 7.000 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9wbig1257274001.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/102ma61257274001.tab") > > system("convert tmp/1zhhu1257274001.ps tmp/1zhhu1257274001.png") > system("convert tmp/2edqk1257274001.ps tmp/2edqk1257274001.png") > system("convert tmp/3gpfh1257274001.ps tmp/3gpfh1257274001.png") > system("convert tmp/45vht1257274001.ps tmp/45vht1257274001.png") > system("convert tmp/5e1nk1257274001.ps tmp/5e1nk1257274001.png") > system("convert tmp/6g7vo1257274001.ps tmp/6g7vo1257274001.png") > system("convert tmp/7q4yk1257274001.ps tmp/7q4yk1257274001.png") > system("convert tmp/8rdoj1257274001.ps tmp/8rdoj1257274001.png") > > > proc.time() user system elapsed 2.845 2.042 4.365