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Type 'q()' to quit R. > y <- c(85.9,76.8,96.2,83.9,88.7,105.4,86.7,76.3,93.2,105.1,121,163,94.7,78.4,101.4,91.2,89.9,112.2,81.5,78.8,99.1,101.3,91.5,152.6,86.6,86.6,98.5,86.7,89.1,111,92.6,85.1,116.1,98.3,97.7,177.9,94.2,83.8,109.5,102.3,102.5,162.7,85.3,88.2,104.7,99.4,113.8,166.6,89.2,93.2,115,97.2,112.5,121.8,100.2,93.8,113.6,110.7,127.6,185.9) > x <- c(2.6,2.5,2.5,1.6,1.4,0.8,1.1,1.3,1.2,1.3,1.1,1.3,1.2,1.6,1.7,1.5,0.9,1.5,1.4,1.6,1.7,1.4,1.8,1.7,1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1) > 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 -21.2957371 2 -29.9334806 3 -10.5334806 4 -18.6731725 5 -12.9486596 6 6.5248792 7 -13.5618902 8 -24.8864031 9 -7.5241466 10 3.9135969 11 20.7381098 12 61.8135969 13 -6.0241466 14 -24.1731725 15 -1.6354289 16 -10.9109160 17 -9.4373773 18 10.0890840 19 -20.1486596 20 -23.7731725 21 -3.9354289 22 -0.3486596 23 -11.9976854 24 49.5645711 25 -15.0486596 26 -14.1241466 27 -1.2996337 28 -16.3354289 29 -17.1712241 30 6.5778017 31 -12.2844548 32 -19.3221983 33 12.6023146 34 -9.3579935 35 -8.1089677 36 73.9400581 37 -10.2221983 38 -22.0089677 39 1.3797500 40 -3.9712241 41 -3.3089677 42 55.0420065 43 -22.3579935 44 -20.3825064 45 -4.3447629 46 -5.9467112 47 7.9910323 48 58.4797500 49 -18.9202500 50 -14.9202500 51 9.6532888 52 -9.9957371 53 4.3797500 54 15.0665194 55 -6.0712241 56 -12.0089677 57 9.6400581 58 7.6645711 59 23.1778017 60 81.0155452 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1kpib1257332442.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/239ap1257332442.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/3daab1257332442.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/4julh1257332442.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5qffc1257332442.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6q4hz1257332442.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/7nzmm1257332442.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/8o8wy1257332442.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.800 1.475 2.000 1.962 2.425 3.000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9gozi1257332442.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10cmui1257332442.tab") > > system("convert tmp/1kpib1257332442.ps tmp/1kpib1257332442.png") > system("convert tmp/239ap1257332442.ps tmp/239ap1257332442.png") > system("convert tmp/3daab1257332442.ps tmp/3daab1257332442.png") > system("convert tmp/4julh1257332442.ps tmp/4julh1257332442.png") > system("convert tmp/5qffc1257332442.ps tmp/5qffc1257332442.png") > system("convert tmp/6q4hz1257332442.ps tmp/6q4hz1257332442.png") > system("convert tmp/7nzmm1257332442.ps tmp/7nzmm1257332442.png") > system("convert tmp/8o8wy1257332442.ps tmp/8o8wy1257332442.png") > > > proc.time() user system elapsed 1.586 1.174 3.012