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Type 'q()' to quit R. > y <- c(6.3,6.2,6.1,6.3,6.5,6.6,6.5,6.2,6.2,5.9,6.1,6.1,6.1,6.1,6.1,6.4,6.7,6.9,7,7,6.8,6.4,5.9,5.5,5.5,5.6,5.8,5.9,6.1,6.1,6,6,5.9,5.5,5.6,5.4,5.2,5.2,5.2,5.5,5.8,5.8,5.5,5.3,5.1,5.2,5.8,5.8,5.5,5,4.9,5.3,6.1,6.5,6.8,6.6,6.4,6.4) > x <- c(1470,1849,1387,1592,1590,1798,1935,1887,2027,2080,1556,1682,1785,1869,1781,2082,2571,1862,1938,1505,1767,1607,1578,1495,1615,1700,1337,1531,1623,1543,1640,1524,1429,1827,1603,1351,1267,1741,1384,1392,1644,1661,1525,1718,1393,1784,1454,1344,1693,1393,1191,1340,1166,1238,1443,1279,1279,1651) > 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 0.429713405 2 0.063100810 3 0.288100860 4 0.343890881 5 0.545297808 6 0.498977439 7 0.302602965 8 0.036369204 9 -0.062115660 10 -0.399399215 11 0.169215560 12 0.080579183 13 0.008122462 14 -0.050968456 15 0.010936315 16 0.099193858 17 0.055200298 18 0.753955787 19 0.800492575 20 1.105092189 21 0.720784802 22 0.433338932 23 -0.046260632 24 -0.387873177 25 -0.472288775 26 -0.432083157 27 0.023274026 28 -0.013197857 29 0.122083519 30 0.178360584 31 0.010124642 32 0.091726386 33 0.058555401 34 -0.621422997 35 -0.363847215 36 -0.386574461 37 -0.527483542 38 -0.860925152 39 -0.609788750 40 -0.315416456 41 -0.192689211 42 -0.204648087 43 -0.408977077 44 -0.744745496 45 -0.716119920 46 -0.891174075 47 -0.059031182 48 0.018349783 49 -0.527158913 50 -0.816119920 51 -0.774020331 52 -0.478836364 53 0.443566252 54 0.792916894 55 0.948706915 56 0.864074898 57 0.664074898 58 0.402386546 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/13kzl1257332276.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/2l17n1257332276.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/3mpg21257332276.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/4ordh1257332276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5khv91257332276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6i7rw1257332276.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/7rxep1257332276.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/8rdtf1257332276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1166 1402 1598 1610 1778 2571 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9qdot1257332276.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/109oto1257332277.tab") > > system("convert tmp/13kzl1257332276.ps tmp/13kzl1257332276.png") > system("convert tmp/2l17n1257332276.ps tmp/2l17n1257332276.png") > system("convert tmp/3mpg21257332276.ps tmp/3mpg21257332276.png") > system("convert tmp/4ordh1257332276.ps tmp/4ordh1257332276.png") > system("convert tmp/5khv91257332276.ps tmp/5khv91257332276.png") > system("convert tmp/6i7rw1257332276.ps tmp/6i7rw1257332276.png") > system("convert tmp/7rxep1257332276.ps tmp/7rxep1257332276.png") > system("convert tmp/8rdtf1257332276.ps tmp/8rdtf1257332276.png") > > > proc.time() user system elapsed 1.576 1.143 2.007