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Type 'q()' to quit R. > y <- c(-3.585860839,-3.329201771,-2.774235967,-2.247599696,-2.147599696,-2.332588297,-2.360917831,-2.332588297,-2.119270162,-1.962611095,-2.290940628,-3.0025655,-3.159224568,-3.030895034,-2.460917831,-2.047599696,-2.07592923,-2.004258764,-2.004258764,-1.847599696,-1.690940628,-1.890940628,-2.190940628,-3.017576899,-3.374235967,-3.117576899,-2.57592923,-2.290940628,-2.290940628,-2.319270162,-2.319270162,-2.419270162,-2.447599696,-2.234281561,-2.092633892,-1.920963426,-1.735974824,-1.522656689,-1.779315756,-1.779315756,-1.70764529,-1.479315756,-1.294327155,-0.952679486,-0.967690884,-0.882702283,-0.996020418,-1.464304358,-1.905952027,-1.792633892,-1.879315756,-1.665997621,-1.750986223,-1.592633892,-1.420963426,-1.164304358,-0.822656689,-0.58100902,-0.609338554,-0.935974824,-1.249292959) > x <- c(-4.213500441,-3.935935693,-3.536894327,-3.026635334,-2.926635334,-2.992982456,-3.08176483,-2.992982456,-2.93785296,-2.760288212,-3.249070586,-3.825676701,-4.003241449,-3.814459075,-3.18176483,-2.826635334,-2.715417708,-2.604200082,-2.504200082,-2.326635334,-2.149070586,-2.449070586,-3.049070586,-4.159329578,-4.636894327,-4.359329578,-3.715417708,-3.349070586,-3.249070586,-3.23785296,-3.33785296,-3.53785296,-3.526635334,-3.371505838,-3.327593967,-3.116376341,-2.950029219,-2.794899723,-3.072464471,-3.172464471,-2.961246845,-2.572464471,-2.306117349,-2.262205478,-2.295858356,-2.329511234,-2.38464073,-2.438811593,-2.782723464,-2.827593967,-3.272464471,-3.217334975,-3.083682097,-2.627593967,-2.116376341,-1.738811593,-1.494899723,-1.350987852,-1.339770226,-1.550029219,-1.805158715) > 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 -0.46515025 2 -0.45368230 3 -0.25121587 4 -0.17532480 5 -0.16366135 6 -0.29004119 7 -0.23994344 8 -0.29004119 9 -0.12542255 10 -0.12561806 11 -0.02217410 12 -0.22444502 13 -0.22424952 14 -0.26268382 15 -0.25160689 16 -0.15199790 17 -0.27857325 18 -0.30514859 19 -0.39348514 20 -0.39368065 21 -0.39387615 22 -0.32886650 23 -0.09884720 24 0.05528102 25 0.12048618 26 0.13195412 27 0.10479226 28 0.06616245 29 -0.02217410 30 -0.06041290 31 0.02792365 32 0.10459675 33 0.06635796 34 0.14264005 35 0.24549748 36 0.23058558 37 0.26862888 38 0.34491097 39 0.33344302 40 0.42177957 41 0.30686767 42 0.19176027 43 0.14146701 44 0.44432445 45 0.45904084 46 0.57375723 47 0.50913859 48 0.08870733 49 -0.04914046 50 0.10381473 51 0.41011612 52 0.57473476 53 0.37168182 54 0.12714163 55 -0.15277992 56 -0.22964853 57 -0.10346419 58 0.01105670 59 -0.02718210 60 -0.16808283 61 -0.25602837 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/14g1c1257334455.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/2v9gu1257334455.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/32heu1257334455.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/43ild1257334455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/51m1q1257334455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/667yq1257334455.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/7dr5m1257334455.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/86izi1257334455.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -4.637 -3.328 -2.993 -2.931 -2.449 -1.340 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9ndw31257334455.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10a2n11257334455.tab") > > system("convert tmp/14g1c1257334455.ps tmp/14g1c1257334455.png") > system("convert tmp/2v9gu1257334455.ps tmp/2v9gu1257334455.png") > system("convert tmp/32heu1257334455.ps tmp/32heu1257334455.png") > system("convert tmp/43ild1257334455.ps tmp/43ild1257334455.png") > system("convert tmp/51m1q1257334455.ps tmp/51m1q1257334455.png") > system("convert tmp/667yq1257334455.ps tmp/667yq1257334455.png") > system("convert tmp/7dr5m1257334455.ps tmp/7dr5m1257334455.png") > system("convert tmp/86izi1257334455.ps tmp/86izi1257334455.png") > > > proc.time() user system elapsed 1.653 1.246 13.637