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Type 'q()' to quit R. > y <- c(1.4,1.2,1.0,1.7,2.4,2.0,2.1,2.0,1.8,2.7,2.3,1.9,2.0,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3.0,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2.0,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5,3.6,4.4,4.1,5.1,5.8,5.9,5.4,5.5,4.8,3.2,2.7,2.1,1.9,0.6,0.7) > x <- c(9.9,9.8,9.3,8.3,8.0,8.5,10.4,11.1,10.9,10.0,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9.0,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9.0,9.0,9.0,9.8,10.0,9.8,9.3,9.0,9.0,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.7,7.9,7.9,8.0,7.9,7.6,7.1,6.8,6.5,6.9,8.2,8.7,8.3,7.9,7.5,7.8,8.3,8.4,8.2,7.7) > 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 -0.62425327 2 -0.87254376 3 -1.31399621 4 -1.09690112 5 -0.54177260 6 -0.70032014 7 0.31719919 8 0.55523263 9 0.25865164 10 0.72403722 11 -0.06228670 12 -0.46228670 13 -0.21741523 14 0.13087526 15 0.58258477 16 -0.01057719 17 -0.20715818 18 0.24113231 19 0.77232772 20 1.06890870 21 1.12061821 22 0.03087526 23 -0.06228670 24 0.48600379 25 0.53429428 26 0.53429428 27 -0.16228670 28 0.14113231 29 0.34113231 30 0.04113231 31 0.32745624 32 0.32403722 33 -0.17254376 34 -0.61399621 35 -0.45886769 36 -0.35886769 37 -0.71057719 38 -0.61057719 39 -0.61057719 40 -0.56228670 41 -1.25544867 42 -1.49690112 43 -1.44861063 44 -1.69348210 45 -1.68664407 46 -0.79006309 47 -0.09006309 48 0.15822740 49 0.50993691 50 0.46506544 51 1.02361299 52 0.57874151 53 1.43387004 54 2.32703200 55 3.05480839 56 2.79626084 57 2.70309888 58 1.80993691 59 0.01677495 60 -0.33835358 61 -0.69690112 62 -0.84861063 63 -2.24519161 64 -2.38664407 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1jqzg1257282302.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/2teri1257282302.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/38vzq1257282302.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/4p7071257282302.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/56hta1257282302.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6fuy31257282302.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/72k0a1257282302.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/88wdo1257282302.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 6.500 8.175 9.000 8.847 9.425 11.100 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9132j1257282302.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/105ux31257282302.tab") > > system("convert tmp/1jqzg1257282302.ps tmp/1jqzg1257282302.png") > system("convert tmp/2teri1257282302.ps tmp/2teri1257282302.png") > system("convert tmp/38vzq1257282302.ps tmp/38vzq1257282302.png") > system("convert tmp/4p7071257282302.ps tmp/4p7071257282302.png") > system("convert tmp/56hta1257282302.ps tmp/56hta1257282302.png") > system("convert tmp/6fuy31257282302.ps tmp/6fuy31257282302.png") > system("convert tmp/72k0a1257282302.ps tmp/72k0a1257282302.png") > system("convert tmp/88wdo1257282302.ps tmp/88wdo1257282302.png") > > > proc.time() user system elapsed 2.692 2.014 3.207