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Type 'q()' to quit R. > y <- c(-302.8565274,-296.2381342,-283.8545246,-280.1276024,-267.9674044,-270.2000126,-285.6899758,-281.7807792,-273.7475034,-302.1976646,-242.5853026,-269.1411498,-300.3416448,-287.1431526,-293.1466632,-281.3836222,-274.962386,-278.0127198,-304.568567,-278.6127198,-294.7204086,-302.9536844,-250.8597156,-278.053857,-303.8125472,-307.262881,-301.0033506,-281.145328,-288.222584,-287.3665642,-311.4898032,-288.7020154,-294.4438202,-309.1189008,-264.799345,-285.7928188,-300.785625,-318.3493336,-301.2210762,-276.6567,-295.6558598,-299.0239192,-293.5409772,-306.1983322,-291.7849574,-302.9862926,-266.579444,-273.2978372,-304.3011752,-302.2274298,-273.6801116,-266.1291102,-260.707874,-265.2553648,-283.2190734,-268.3702474,-264.1433252,-284.6013478,-249.3356364,-261.6986774) > x <- c(6.39170155,4.14280265,1.85518345,0.9440078,-0.2987007,-0.47934055,0.22863585,0.1541864,-0.87734645,0.27333845,0.84342695,2.60229635,4.2090676,2.93881445,2.2050794,1.20827865,-0.0947125,-0.23862615,0.32024325,-1.23862615,-0.79392355,-0.3623907,0.7565967,2.84301075,3.8559724,2.41205875,0.58152295,-1.519266,-1.352004,-1.61627485,-0.1767656,-0.04282245,-0.44901285,-0.5236704,-0.09151325,0.3827281,-0.25520325,-0.3462298,-2.28175085,-3.402897,-2.12047115,-2.5276586,-4.3031051,-4.61448885,-6.26737595,-3.74303055,1.229841,3.1787399,3.2396034,0.43860635,-3.9579863,-3.72624535,-1.5292365,0.0727576,1.28173105,-0.44460845,-2.1557841,-0.65499515,1.3995133,2.49631405) > 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 -16.9492617 2 -10.5676644 3 1.5750722 4 5.2060529 5 17.2354010 6 14.9837724 7 -0.4316450 8 3.4697125 9 11.3943739 10 -16.9346268 11 42.7377621 12 16.3671136 13 -14.6641977 14 -1.5994558 15 -7.6802244 16 3.9778593 17 10.2618981 18 7.1964111 19 -19.3005904 20 6.4911169 21 -9.5697473 22 -17.7575852 23 34.4542064 24 7.4797523 25 -18.1722790 26 -21.7746485 27 -15.7078628 28 3.9289590 29 -3.1306853 30 -2.3024917 31 -26.2741588 32 -3.4722675 33 -9.2568418 34 -23.9397834 35 20.4252760 36 -0.5182630 37 -15.5782396 38 -33.1515328 39 -16.2270744 40 8.2192516 41 -10.6448762 42 -14.0558101 43 -8.7598123 44 -21.4499542 45 -7.2106187 46 -18.1461551 47 18.7843079 48 12.2711224 49 -18.7258071 50 -16.9469903 51 11.1373923 52 18.7127947 53 24.3653631 54 19.9865530 55 2.1501422 56 16.8171947 57 20.8639401 58 0.5639418 59 36.0459810 60 23.7984267 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/17vnn1257330069.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/281dj1257330069.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/312sr1257330069.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/422ti1257330069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5j7lo1257330069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/65fvj1257330069.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/7hwiv1257330069.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/8rfiz1257330069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -6.267e+00 -1.267e+00 -9.311e-02 -6.667e-08 1.243e+00 6.392e+00 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9u4vk1257330069.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10u1231257330069.tab") > > system("convert tmp/17vnn1257330069.ps tmp/17vnn1257330069.png") > system("convert tmp/281dj1257330069.ps tmp/281dj1257330069.png") > system("convert tmp/312sr1257330069.ps tmp/312sr1257330069.png") > system("convert tmp/422ti1257330069.ps tmp/422ti1257330069.png") > system("convert tmp/5j7lo1257330069.ps tmp/5j7lo1257330069.png") > system("convert tmp/65fvj1257330069.ps tmp/65fvj1257330069.png") > system("convert tmp/7hwiv1257330069.ps tmp/7hwiv1257330069.png") > system("convert tmp/8rfiz1257330069.ps tmp/8rfiz1257330069.png") > > > proc.time() user system elapsed 1.605 1.179 3.049