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Type 'q()' to quit R. > y <- 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) > x <- 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) > 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 0.245504835 2 0.277657065 3 0.146050687 4 0.152750097 5 0.157131999 6 0.267667458 7 0.205973246 8 0.267667458 9 0.118826212 10 0.146596540 11 -0.028243380 12 0.075592669 13 0.047822342 14 0.113898457 15 0.201591343 16 0.161513902 17 0.299819689 18 0.342507379 19 0.442507379 20 0.470277707 21 0.498048034 22 0.389284229 23 0.076138522 24 -0.243706594 25 -0.380240727 26 -0.348088496 27 -0.222089823 28 -0.128243380 29 -0.028243380 30 0.010062407 31 -0.089937593 32 -0.194319495 33 -0.156013708 34 -0.204854954 35 -0.296383890 36 -0.249314297 37 -0.259849757 38 -0.308691004 39 -0.340843235 40 -0.440843235 41 -0.298155545 42 -0.127697528 43 -0.038232987 44 -0.320998117 45 -0.340297382 46 -0.455214743 47 -0.401991594 48 -0.008398263 49 0.069984965 50 -0.083238183 51 -0.445225137 52 -0.594066384 53 -0.379149021 54 -0.074474378 55 0.272595215 56 0.404747445 57 0.321982313 58 0.234835280 59 0.273141068 60 0.375205462 61 0.419664806 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1h45j1257335044.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/2a2521257335044.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/30vir1257335044.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/4eu801257335044.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5wqn51257335044.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6vnbr1257335044.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/7o5xd1257335044.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/8x28m1257335044.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -3.586 -2.333 -2.004 -1.988 -1.593 -0.581 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9erqd1257335044.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10uiyx1257335044.tab") > > system("convert tmp/1h45j1257335044.ps tmp/1h45j1257335044.png") > system("convert tmp/2a2521257335044.ps tmp/2a2521257335044.png") > system("convert tmp/30vir1257335044.ps tmp/30vir1257335044.png") > system("convert tmp/4eu801257335044.ps tmp/4eu801257335044.png") > system("convert tmp/5wqn51257335044.ps tmp/5wqn51257335044.png") > system("convert tmp/6vnbr1257335044.ps tmp/6vnbr1257335044.png") > system("convert tmp/7o5xd1257335044.ps tmp/7o5xd1257335044.png") > system("convert tmp/8x28m1257335044.ps tmp/8x28m1257335044.png") > > > proc.time() user system elapsed 1.603 1.179 2.028