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Type 'q()' to quit R. > y <- c(8.9,8.2,7.6,7.7,8.1,8.3,8.3,7.9,7.8,8,8.5,8.6,8.5,8,7.8,8,8.2,8.3,8.2,8.1,8,7.8,7.8,7.7,7.6,7.6,7.6,7.8,8,8,7.9,7.7,7.4,6.9,6.7,6.5,6.4,6.7,6.8,6.9,6.9,6.7,6.4,6.2,5.9,6.1,6.7,6.8,6.6,6.4,6.4,6.7,7.1,7.1,6.9,6.4,6,6) > 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 1.72288785 2 0.47192660 3 0.54354691 4 0.34553357 5 0.74844102 6 0.64606651 7 0.44690637 8 0.11668510 9 -0.18683620 10 -0.06388355 11 1.19786762 12 1.11469844 13 0.86496491 14 0.24285213 15 0.17077981 16 -0.06679100 17 -0.57766185 18 0.55302819 19 0.34254520 20 0.87200752 21 0.39113194 22 0.42372772 23 0.46588570 24 0.48654476 25 0.21209793 26 0.08853142 27 0.61623309 28 0.53421071 29 0.60046814 30 0.71676603 31 0.47575484 32 0.44438678 33 0.28249052 34 -0.79609148 35 -0.67045739 36 -0.50411904 37 -0.48200626 38 -0.87107125 39 -0.25209192 40 -0.16372171 41 -0.53006006 42 -0.75477336 43 -0.85706695 44 -1.33763561 45 -1.16517543 46 -1.53358136 47 -0.45385257 48 -0.19394297 49 -0.90129252 50 -0.66517543 51 -0.37152326 52 -0.28812808 53 0.36481983 54 0.26015173 55 -0.23786161 56 -0.49945094 57 -0.89945094 58 -1.44023612 > library(lattice) > postscript(file="/var/www/rcomp/tmp/15gyw1257332491.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/rcomp/tmp/27bmb1257332491.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/rcomp/tmp/324ua1257332491.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/rcomp/tmp/456vz1257332491.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5zlvy1257332491.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6s9n61257332491.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/rcomp/tmp/7zh0z1257332491.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/rcomp/tmp/8zly31257332491.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1166 1402 1598 1610 1778 2571 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9n6cr1257332491.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10l2ct1257332492.tab") > > system("convert tmp/15gyw1257332491.ps tmp/15gyw1257332491.png") > system("convert tmp/27bmb1257332491.ps tmp/27bmb1257332491.png") > system("convert tmp/324ua1257332491.ps tmp/324ua1257332491.png") > system("convert tmp/456vz1257332491.ps tmp/456vz1257332491.png") > system("convert tmp/5zlvy1257332491.ps tmp/5zlvy1257332491.png") > system("convert tmp/6s9n61257332491.ps tmp/6s9n61257332491.png") > system("convert tmp/7zh0z1257332491.ps tmp/7zh0z1257332491.png") > system("convert tmp/8zly31257332491.ps tmp/8zly31257332491.png") > > > proc.time() user system elapsed 1.970 1.810 3.584