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Type 'q()' to quit R. > y <- c(578,565,547,555,562,561,555,544,537,543,594,611,613,611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469) > x <- c(100.80,101.33,101.88,101.85,102.04,102.22,102.63,102.65,102.54,102.37,102.68,102.76,102.82,103.31,103.23,103.60,103.95,103.93,104.25,104.38,104.36,104.32,104.58,104.68,104.92,105.46,105.23,105.58,105.34,105.28,105.70,105.67,105.71,106.19,106.93,107.44,107.85,108.71,109.32,109.49,110.20,110.62,111.22,110.88,111.15,111.29,111.09,111.24,111.45,111.75,111.07,111.17,110.96,110.50,110.48,110.66,110.46) > 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 -21.608238 2 -31.397877 3 -46.066370 4 -38.248088 5 -30.097204 6 -30.006892 7 -33.523405 8 -44.402259 9 -52.068561 10 -47.098299 11 5.779459 12 23.264042 13 25.627479 14 26.595549 15 9.110966 16 12.352162 17 10.472212 18 8.351067 19 5.289398 20 -4.923155 21 -11.044300 22 -9.286592 23 44.288303 24 52.894031 25 53.347780 26 40.618714 27 22.225538 28 26.345588 29 20.891840 30 17.528403 31 10.072463 32 3.890744 33 3.133036 34 6.040533 35 57.522925 36 66.612140 37 63.095628 38 36.304894 39 17.999838 40 10.029577 41 18.330250 42 8.874310 43 -4.491319 44 -12.550796 45 -25.915329 46 -37.067309 47 17.721234 48 28.629827 49 6.901857 50 -6.280957 51 -27.399912 52 -22.794183 53 -21.066213 54 -32.852565 55 -47.973710 56 -49.883399 57 -72.094856 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1ny1x1257278048.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/rcomp/tmp/28s7b1257278048.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/rcomp/tmp/36gw81257278048.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/rcomp/tmp/4le2n1257278048.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5ck641257278048.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6dnx91257278048.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/rcomp/tmp/72y181257278048.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/rcomp/tmp/884z11257278048.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 100.8 103.3 105.5 106.4 110.5 111.8 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9hpvi1257278048.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10f47j1257278048.tab") > > system("convert tmp/1ny1x1257278048.ps tmp/1ny1x1257278048.png") > system("convert tmp/28s7b1257278048.ps tmp/28s7b1257278048.png") > system("convert tmp/36gw81257278048.ps tmp/36gw81257278048.png") > system("convert tmp/4le2n1257278048.ps tmp/4le2n1257278048.png") > system("convert tmp/5ck641257278048.ps tmp/5ck641257278048.png") > system("convert tmp/6dnx91257278048.ps tmp/6dnx91257278048.png") > system("convert tmp/72y181257278048.ps tmp/72y181257278048.png") > system("convert tmp/884z11257278048.ps tmp/884z11257278048.png") > > > proc.time() user system elapsed 1.555 1.155 2.153