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Type 'q()' to quit R. > y <- c(10001.60,10411.75,10673.38,10539.51,10723.78,10682.06,10283.19,10377.18,10486.64,10545.38,10554.27,10532.54,10324.31,10695.25,10827.81,10872.48,10971.19,11145.65,11234.68,11333.88,10997.97,11036.89,11257.35,11533.59,11963.12,12185.15,12377.62,12512.89,12631.48,12268.53,12754.80,13407.75,13480.21,13673.28,13239.71,13557.69,13901.28,13200.58,13406.97,12538.12,12419.57,12193.88,12656.63,12812.48,12056.67,11322.38,11530.75,11114.08,9181.73,8614.55,8595.56,8396.20,7690.50,7235.47,7992.12,8398.37,8593.01,8679.75,9374.63,9634.97) > x <- c(2756.76,2849.27,2921.44,2981.85,3080.58,3106.22,3119.31,3061.26,3097.31,3161.69,3257.16,3277.01,3295.32,3363.99,3494.17,3667.03,3813.06,3917.96,3895.51,3801.06,3570.12,3701.61,3862.27,3970.10,4138.52,4199.75,4290.89,4443.91,4502.64,4356.98,4591.27,4696.96,4621.40,4562.84,4202.52,4296.49,4435.23,4105.18,4116.68,3844.49,3720.98,3674.40,3857.62,3801.06,3504.37,3032.60,3047.03,2962.34,2197.82,2014.45,1862.83,1905.41,1810.99,1670.07,1864.44,2052.02,2029.60,2070.83,2293.41,2443.27) > par2 = '36' > par1 = '0' > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > x <- as.ts(x) > y <- as.ts(y) > mylm <- lm(y~x) > cbind(mylm$resid) [,1] 1 59.876453 2 301.440544 3 431.551303 4 187.592937 5 191.941991 6 103.496851 7 -319.227755 8 -119.450143 9 -75.685981 10 -134.269090 11 -299.359164 12 -357.262878 13 -598.860168 14 -353.061173 15 -457.735132 16 -728.077132 17 -895.485392 18 -912.190259 19 -782.248426 20 -510.927152 21 -425.982869 22 -626.684111 23 -699.003401 24 -619.267763 25 -496.658514 26 -386.211210 27 -359.830494 28 -503.417004 29 -491.853817 30 -589.359827 31 -530.048994 32 -69.703520 33 140.453499 34 440.240512 35 663.300871 36 810.034327 37 900.791023 38 801.558747 39 986.991683 40 614.168042 41 720.696904 42 579.892123 43 708.750542 44 967.672848 45 752.536864 46 877.978504 47 1060.051946 48 797.717051 49 258.592635 50 25.577569 51 282.892785 52 5.936979 53 -527.696418 54 -725.920383 55 -323.481204 56 -259.068246 57 -23.571084 58 -11.966713 59 277.293878 60 264.536005 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/19jlx1257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(y,type='l',main='Run Sequence Plot of Y[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/291ec1257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x,type='l',main='Run Sequence Plot of X[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/30ns61257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x,y,main='Scatter Plot',xlab='X[t]',ylab='Y[t]') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4rjqh1257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$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/57fn81257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6lf7p1257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~mylm$resid,col='black',main=paste('Density Plot of e[t] bw = ',par1),bw=par1) + } else { + densityplot(~mylm$resid,col='black',main='Density Plot of e[t]') + } > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7zeo31257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mylm$resid,main='QQ plot of e[t]') > qqline(mylm$resid) > grid() > dev.off() null device 1 > if (par2 > 0) + { + postscript(file="/var/www/html/rcomp/tmp/8nahf1257283445.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1670 2952 3499 3371 4004 4697 > > #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/9axzh1257283445.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/103er21257283445.tab") > > system("convert tmp/19jlx1257283445.ps tmp/19jlx1257283445.png") > system("convert tmp/291ec1257283445.ps tmp/291ec1257283445.png") > system("convert tmp/30ns61257283445.ps tmp/30ns61257283445.png") > system("convert tmp/4rjqh1257283445.ps tmp/4rjqh1257283445.png") > system("convert tmp/57fn81257283445.ps tmp/57fn81257283445.png") > system("convert tmp/6lf7p1257283445.ps tmp/6lf7p1257283445.png") > system("convert tmp/7zeo31257283445.ps tmp/7zeo31257283445.png") > system("convert tmp/8nahf1257283445.ps tmp/8nahf1257283445.png") > > > proc.time() user system elapsed 1.602 1.184 2.001