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Type 'q()' to quit R. > y <- c(267413,267366,264777,258863,254844,254868,277267,285351,286602,283042,276687,277915,277128,277103,275037,270150,267140,264993,287259,291186,292300,288186,281477,282656,280190,280408,276836,275216,274352,271311,289802,290726,292300,278506,269826,265861,269034,264176,255198,253353,246057,235372,258556,260993,254663,250643,243422,247105,248541,245039,237080,237085,225554,226839,247934,248333,246969,245098,246263,255765,264319,268347,273046,273963,267430,271993,292710,295881,293299) > x <- c(21.4,26.4,26.4,29.4,34.4,24.4,26.4,25.4,31.4,27.4,27.4,29.4,32.4,26.4,22.4,19.4,21.4,23.4,23.4,25.4,28.4,27.4,21.4,17.4,24.4,26.4,22.4,14.4,18.4,25.4,29.4,26.4,26.4,20.4,26.4,29.4,33.4,32.4,35.4,34.4,36.4,32.4,34.4,31.4,27.4,27.4,30.4,32.4,32.4,27.4,31.4,29.4,27.4,25.4,26.4,23.4,18.4,22.4,17.4,17.4,11.4,9.4,6.4,0,7.8,7.9,12,16.9,12.3) > par2 = '12' > 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 -1218.2692 2 1958.2759 3 -630.7241 4 -4610.5971 5 -5406.0520 6 -11829.1422 7 11859.2759 8 19298.5669 9 24417.8210 10 18278.9849 11 11923.9849 12 14441.4029 13 15588.5300 14 11695.2759 15 7050.4398 16 229.3127 17 -1491.2692 18 -2348.8512 19 19917.1488 20 25133.5669 21 28181.6939 22 23422.9849 23 12845.7308 24 11445.8947 25 13492.8578 26 15000.2759 27 8849.4398 28 2071.7677 29 3786.6037 30 5258.5669 31 26328.4029 32 25318.2759 33 26892.2759 34 9230.0218 35 4418.2759 36 2387.4029 37 8139.2390 38 2636.5300 39 -4407.3430 40 -6897.0520 41 -12903.6339 42 -26167.4700 43 -1694.0520 44 -1191.1790 45 -10100.0151 46 -14120.0151 47 -19406.8881 48 -14434.4700 49 -12998.4700 50 -19724.0151 51 -25104.1790 52 -26388.5971 53 -39209.0151 54 -39213.4331 55 -17473.7241 56 -19008.8512 57 -23596.3963 58 -22888.5602 59 -24947.1053 60 -15445.1053 61 -10759.3594 62 -8020.7774 63 -5255.9045 64 -8465.0422 65 -9969.3119 66 -5341.8410 67 18018.4660 68 24348.5402 69 18800.8787 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/13la51257285888.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/259501257285888.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/3ks9x1257285888.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/4d6w91257285888.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5e1bu1257285888.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/646f51257285888.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/7ipmf1257285888.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/88nz01257285888.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.00 21.40 26.40 24.33 29.40 36.40 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/996621257285888.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10fpfz1257285888.tab") > > system("convert tmp/13la51257285888.ps tmp/13la51257285888.png") > system("convert tmp/259501257285888.ps tmp/259501257285888.png") > system("convert tmp/3ks9x1257285888.ps tmp/3ks9x1257285888.png") > system("convert tmp/4d6w91257285888.ps tmp/4d6w91257285888.png") > system("convert tmp/5e1bu1257285888.ps tmp/5e1bu1257285888.png") > system("convert tmp/646f51257285888.ps tmp/646f51257285888.png") > system("convert tmp/7ipmf1257285888.ps tmp/7ipmf1257285888.png") > system("convert tmp/88nz01257285888.ps tmp/88nz01257285888.png") > > > proc.time() user system elapsed 1.627 1.186 2.582