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Type 'q()' to quit R. > y <- c(0.641206195,1.152989044,0.662539632,0.31020378,0.355458084,0.388840746,0.419783966,0.629245762,0.284021056,0.172149415,0.148228548,-0.237253186,0.11502347,0.631566814,0.557808734,0.626835917,0.672119817,0.793571644,0.934035854,1.286312511,0.934035854,0.853018641,0.364890282,-0.730142041,-0.670724641,-0.230349223,0.010114988,0.024426071,-0.135020926,0.060188981,-0.056472752,0.064860685,-0.137430771,-0.261262845,-0.473223278,-0.761144455,-0.582655477,-0.585094919,-0.449450399,-0.766052938,-0.782625879,-0.227939378,-0.177954176,-0.649361607,-0.770843031,-1.26602334,-0.804166498,-0.177835787,0.012613625,0.017255731,-0.808926994,-1.496907365,-1.218299997,-0.396848171,0.255517278,0.691161799,0.276939507,-0.077806189,0.281640808,0.303211024) > x <- c(-276.5630764,-309.7172083,-301.5787285,-289.7876045,-285.8064194,-272.3723775,-274.5486996,-290.811495,-287.5922551,-278.7393985,-308.4362357,-245.5757528,-273.567727,-306.8028315,-293.6973308,-299.1214338,-286.2398235,-279.9537753,-283.1920426,-311.9840167,-283.3920426,-300.7167832,-309.9696399,-254.4476369,-283.3110699,-310.9506125,-314.3888798,-307.2313726,-286.3683646,-294.3878171,-292.9544129,-318.670065,-294.4783034,-301.0738654,-316.122284,-269.072165,-291.4590635,-307.0694273,-325.1275722,-307.0933178,-281.5586384,-301.5406737,-305.4408863,-298.9262969,-313.5127703,-296.8928927,-309.1459619,-271.1391859,-278.8776657,-311.1603387,-309.7649893,-280.3157205,-271.1009186,-265.4148703,-269.8055692,-289.963714,-272.719946,-269.2387608,-290.8017688,-253.2140201) > 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 0.652287684 2 1.138765489 3 0.654527810 4 0.311191587 5 0.359484549 6 0.403120805 7 0.432402937 8 0.629452080 9 0.286684474 10 0.181569816 11 0.134982702 12 -0.202520480 13 0.128391173 14 0.619567671 15 0.555812425 16 0.620699636 17 0.675815484 18 0.802065167 19 0.940057754 20 1.270358805 21 0.939905103 22 0.845664702 23 0.350474058 24 -0.702180841 25 -0.664793589 26 -0.245514179 27 -0.007674241 28 0.012099842 29 -0.131423368 30 0.057665655 31 -0.057902026 32 0.043803821 33 -0.140023161 34 -0.268889328 35 -0.492335536 36 -0.744345493 37 -0.582943419 38 -0.597297542 39 -0.475435985 40 -0.778273796 41 -0.775357276 42 -0.235922155 43 -0.188913808 44 -0.655348949 45 -0.787963566 46 -1.270458677 47 -0.817954046 48 -0.162614489 49 0.021928493 50 0.001930701 51 -0.823187018 52 -1.488690099 53 -1.203049491 54 -0.377257762 55 0.271756466 56 0.692015190 57 0.290954283 58 -0.061134382 59 0.281854550 60 0.332113788 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1a7l31257331595.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/freestat/rcomp/tmp/270to1257331595.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/freestat/rcomp/tmp/3lqiq1257331595.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/freestat/rcomp/tmp/4kgze1257331595.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5z42v1257331595.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6qppl1257331595.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/freestat/rcomp/tmp/7j7rl1257331595.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/freestat/rcomp/tmp/8bbf41257331595.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -325.1 -307.1 -291.1 -291.1 -278.8 -245.6 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9kkp21257331596.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/10ckev1257331596.tab") > > system("convert tmp/1a7l31257331595.ps tmp/1a7l31257331595.png") > system("convert tmp/270to1257331595.ps tmp/270to1257331595.png") > system("convert tmp/3lqiq1257331595.ps tmp/3lqiq1257331595.png") > system("convert tmp/4kgze1257331595.ps tmp/4kgze1257331595.png") > system("convert tmp/5z42v1257331595.ps tmp/5z42v1257331595.png") > system("convert tmp/6qppl1257331595.ps tmp/6qppl1257331595.png") > system("convert tmp/7j7rl1257331595.ps tmp/7j7rl1257331595.png") > system("convert tmp/8bbf41257331595.ps tmp/8bbf41257331595.png") > > > proc.time() user system elapsed 2.564 1.937 3.013