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Type 'q()' to quit R. > y <- c(123.1,136.6,112.1,95.1,96.3,105.7,115.8,105.7,105.7,111.1,82.4,60,107.3,99.3,113.5,108.9,100.2,103.9,138.9,120.2,100.2,143.2,70.9,85.2,133,136.6,117.9,106.3,122.3,125.5,148.4,126.3,99.6,140.4,80.3,92.6,138.5,110.9,119.6,105,109,129.4,148.6,101.4,134.8,143.7,81.6,90.3,141.5,140.7,140.2,100.2,125.7,119.6,134.7,109,116.3,146.9,97.4,89.4,132.1,139.8,129,112.5,121.9,121.7,123.1,131.6,119.3,132.5,98.3,85.1,131.7,129.3,90.7,78.6,68.9,79.1) > x <- c(4.25,4.25,4.25,3.85,3.75,3.75,3.55,3.5,3.5,3.1,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3.21,3.25,3.25,3.45,3.5,3.5,3.64,3.75,3.93,4,4.17,4.25,4.39,4.5,4.5,4.65,4.2,4.75,4.9,5,5,5,5,5,5,5,5,5,5,5,5,5.18,5.25,5.25,4.49,3.92,3.25,3,3) > par2 = '24' > 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 6.6107925 2 20.1107925 3 -4.3892075 4 -19.0919381 5 -17.3176208 6 -7.9176208 7 3.3310139 8 -6.4818274 9 -6.4818274 10 1.2154419 11 -26.9102408 12 -49.3102408 13 -2.0102408 14 -10.0102408 15 4.1897592 16 -0.4102408 17 -9.1102408 18 -5.4102408 19 29.5897592 20 10.8897592 21 -9.1102408 22 33.8897592 23 -38.4102408 24 -24.1102408 25 23.6897592 26 27.2897592 27 8.5897592 28 -3.0102408 29 12.9897592 30 16.1897592 31 39.0897592 32 16.9897592 33 -9.7102408 34 31.0897592 35 -29.0102408 36 -16.7102408 37 29.1897592 38 1.5897592 39 10.2897592 40 -5.5163072 41 -1.7460341 42 18.6539659 43 36.7053312 44 -10.7818274 45 22.6181726 46 30.7141283 47 -32.0176208 48 -24.3513920 49 26.4465859 50 24.6702464 51 23.7107925 52 -17.0932517 53 7.7749992 54 1.6749992 55 15.9135232 56 -7.2020488 57 -3.0607941 58 26.6777299 59 -23.3965875 60 -31.3965875 61 11.3034125 62 19.0034125 63 8.2034125 64 -8.2965875 65 1.1034125 66 0.9034125 67 2.3034125 68 10.8034125 69 -1.4965875 70 11.7034125 71 -23.5303587 72 -37.1323808 73 9.4676192 74 11.4324309 75 -23.8939602 76 -32.1460341 77 -40.4102408 78 -30.2102408 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1hc641257329404.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/2xoj11257329404.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/36d8v1257329404.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/4zypf1257329404.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5i01l1257329404.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6waax1257329404.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/7kma81257329404.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/8r7z11257329404.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 3.000 3.000 3.500 3.768 4.498 5.250 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9mhxn1257329404.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10mznk1257329404.tab") > > system("convert tmp/1hc641257329404.ps tmp/1hc641257329404.png") > system("convert tmp/2xoj11257329404.ps tmp/2xoj11257329404.png") > system("convert tmp/36d8v1257329404.ps tmp/36d8v1257329404.png") > system("convert tmp/4zypf1257329404.ps tmp/4zypf1257329404.png") > system("convert tmp/5i01l1257329404.ps tmp/5i01l1257329404.png") > system("convert tmp/6waax1257329404.ps tmp/6waax1257329404.png") > system("convert tmp/7kma81257329404.ps tmp/7kma81257329404.png") > system("convert tmp/8r7z11257329404.ps tmp/8r7z11257329404.png") > > > proc.time() user system elapsed 1.612 1.196 6.368