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Type 'q()' to quit R. > y <- c(110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,127,112.1,114.2,121.1,131.6,125,120.4,117.7,117.5,120.6,127.5,112.3,124.5,115.2,104.7,130.9,129.2,113.5,125.6,107.6,107,121.6,110.7,106.3,118.6,104.6) > x <- c(208155,205010,200290,198088,195186,191395,213768,225780,230579,229261,216228,216713,220206,220115,218444,214912,210705,209673,237041,242081,241878,242621,238545,240337,244752,244576,241572,240541,236089,236997,264579,270349,269645,267037,258113,262813,267413,267366,264777,258863,254844,254868,277267,285351,286602,283042,276687,277915,277128,277103,275037,270150,267140,264993,287259,291186,292300,288186,281477,282656,280190,280408,276836,275216,274352,271311,289802,290726,292300,278506,269826,265861,269034,264176,255198,253353,246057,235372,258556) > 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 0.2053466 2 -6.0208911 3 3.1400496 4 -1.8982574 5 -9.9533739 6 1.3971612 7 -6.1617211 8 -10.2892675 9 10.8404032 10 11.9970388 11 1.3459242 12 10.4882852 13 -11.2268347 14 -7.5160199 15 8.7825673 16 -3.6976779 17 -7.7977040 18 15.0249424 19 -6.3275625 20 -5.6265330 21 13.9975922 22 6.6092916 23 5.4936971 24 14.4807298 25 -6.0439636 26 -9.2230472 27 5.4339582 28 -2.9435143 29 -3.1144237 30 6.2776666 31 -19.6002708 32 -10.0859970 33 9.5976688 34 -0.1923878 35 3.4681703 36 -0.6903935 37 -6.4370729 38 -5.0314872 39 13.4761982 40 -7.3209622 41 2.8566692 42 7.9538170 43 -17.0081553 44 -6.7688850 45 8.2824420 46 10.3055243 47 7.2607739 48 0.8148342 49 -2.8916361 50 -4.9886650 51 11.3568654 52 -5.7623471 53 -0.6046286 54 9.8505280 55 -7.6956381 56 -6.0623359 57 0.7052726 58 11.6941941 59 5.8915142 60 1.1513979 61 -1.2555344 62 -1.4814423 63 2.0430662 64 9.1355924 65 -5.9617269 66 6.5996757 67 -4.8978567 68 -15.5076680 69 10.5052726 70 10.4445978 71 -4.2238419 72 8.3473720 73 -10.0297180 74 -10.0523769 75 5.6145987 76 -5.0661353 77 -8.5990542 78 4.9707870 79 -11.7844773 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1mmlu1257286086.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/28abk1257286086.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/3mrth1257286086.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/44gzm1257286086.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/58tj51257286086.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6ea2e1257286086.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/7y3gp1257286086.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/8sd1n1257286086.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 191400 236500 262800 253700 276800 292300 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9472k1257286086.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/1024x61257286086.tab") > > system("convert tmp/1mmlu1257286086.ps tmp/1mmlu1257286086.png") > system("convert tmp/28abk1257286086.ps tmp/28abk1257286086.png") > system("convert tmp/3mrth1257286086.ps tmp/3mrth1257286086.png") > system("convert tmp/44gzm1257286086.ps tmp/44gzm1257286086.png") > system("convert tmp/58tj51257286086.ps tmp/58tj51257286086.png") > system("convert tmp/6ea2e1257286086.ps tmp/6ea2e1257286086.png") > system("convert tmp/7y3gp1257286086.ps tmp/7y3gp1257286086.png") > system("convert tmp/8sd1n1257286086.ps tmp/8sd1n1257286086.png") > > > proc.time() user system elapsed 1.616 1.197 3.247