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Type 'q()' to quit R. > y <- c(14.5,14.3,15.3,14.4,13.7,14.2,13.5,11.9,14.6,15.6,14.1,14.9,14.2,14.6,17.2,15.4,14.3,17.5,14.5,14.4,16.6,16.7,16.6,16.9,15.7,16.4,18.4,16.9,16.5,18.3,15.1,15.7,18.1,16.8,18.9,19,18.1,17.8,21.5,17.1,18.7,19,16.4,16.9,18.6,19.3,19.4,17.6,18.6,18.1,20.4,18.1,19.6,19.9,19.2,17.8,19.2,22,21.1,19.5,22.2,20.9,22.2,23.5,21.5,24.3,22.8,20.3,23.7,23.3,19.6,18,17.3,16.8,18.2,16.5,16,18.4) > x <- c(392,394,392,396,392,396,419,421,420,418,410,418,426,428,430,424,423,427,441,449,452,462,455,461,461,463,462,456,455,456,472,472,471,465,459,465,468,467,463,460,462,461,476,476,471,453,443,442,444,438,427,424,416,406,431,434,418,412,404,409,412,406,398,397,385,390,413,413,401,397,397,409,419,424,428,430,424,433) > 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 -3.99917357 2 -4.16195636 3 -3.19917357 4 -4.02473915 5 -4.79917357 6 -4.22473915 7 -4.49674129 8 -6.05952408 9 -3.37813268 10 -2.41534989 11 -4.06421871 12 -3.11534989 13 -3.66648106 14 -3.22926386 15 -0.59204665 16 -2.50369827 17 -3.62230687 18 -0.34787246 19 -3.08735202 20 -3.03848319 21 -0.78265739 22 -0.49657135 23 -0.72683158 24 -0.31517996 25 -1.51517996 26 -0.77796275 27 1.20342865 28 -0.40822297 29 -0.82683158 30 0.99177703 31 -1.91048532 32 -1.31048532 33 1.07090607 34 -0.34074555 35 1.64760284 36 1.85925445 37 1.01508026 38 0.69647166 39 4.32203725 40 -0.13378856 41 1.50342865 42 1.78482004 43 -0.53605091 44 -0.03605091 45 1.57090607 46 1.93595122 47 1.84986519 48 0.03125658 49 1.06847379 50 0.45682217 51 2.55212754 52 0.19630173 53 1.54743291 54 1.66134688 55 1.42656195 56 0.08238776 57 1.18465011 58 3.87299849 59 2.82412967 60 1.31717268 61 4.07299849 62 2.66134688 63 3.81247805 64 5.09386945 65 2.87056621 66 5.76360923 67 4.69160710 68 2.19160710 69 5.36830386 70 4.89386945 71 1.19386945 72 -0.18282732 73 -0.69674129 74 -1.10369827 75 0.37073614 76 -1.29204665 77 -1.90369827 78 0.66377916 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1jstx1257277400.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/23k341257277400.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/3kik41257277400.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/4o13r1257277400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/56mwv1257277400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/64g3f1257277400.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/7u8ci1257277400.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/8dee91257277400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 385.0 412.0 427.5 431.8 458.2 476.0 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9u2bo1257277400.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/109h431257277400.tab") > > system("convert tmp/1jstx1257277400.ps tmp/1jstx1257277400.png") > system("convert tmp/23k341257277400.ps tmp/23k341257277400.png") > system("convert tmp/3kik41257277400.ps tmp/3kik41257277400.png") > system("convert tmp/4o13r1257277400.ps tmp/4o13r1257277400.png") > system("convert tmp/56mwv1257277400.ps tmp/56mwv1257277400.png") > system("convert tmp/64g3f1257277400.ps tmp/64g3f1257277400.png") > system("convert tmp/7u8ci1257277400.ps tmp/7u8ci1257277400.png") > system("convert tmp/8dee91257277400.ps tmp/8dee91257277400.png") > > > proc.time() user system elapsed 2.581 1.940 2.979