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Type 'q()' to quit R. > y <- c(131.6,132.05,132.4,132.57,133.02,133.47,133.66,133.96,134.19,134.93,134.9,135.05,135.16,135.23,135.15,135.12,137.29,137.41,137.44,137.62,137.78,137.98,138.06,138.16,138.28,138.33,138.43,138.44,138.41,138.55,138.64,138.72,138.9,139.02,139.04,139.15,139.3,140.73,141.84,141.95,142.1,142.36,142.58,142.75,142.85,143.03,143.19,143.62,143.89,144.69,147.51,147.78,148.04,148.21,148.29,148.34,148.33,148.38,148.37,148.37) > x <- c(150.85,147.79,141.96,148.39,147.71,150.6,151.18,152.24,157.19,154.62,157.22,159.7,160.55,149.66,151.69,154.13,151.48,153.34,155.8,158.87,156.09,156.3,156.4,154.09,161.32,160.12,155.17,154.51,151.38,152.59,153.98,154.91,153.01,155.09,155.53,161.86,166.03,164.54,164.33,163.21,159.95,164.18,167.13,166.8,166.29,168.07,167.1,163.53,168.28,169.07,165.84,163.88,157.33,161,163.54,161.21,158.92,160.18,159.9,164.46) > 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 -4.0456351 2 -1.8503661 3 1.8247705 4 -1.6725757 5 -0.8347382 6 -2.0330478 7 -2.1738504 8 -2.4784207 9 -5.0716499 10 -2.8658521 11 -4.3787604 12 -5.6432267 13 -6.0180236 14 0.2630806 15 -0.9747285 16 -2.3963809 17 1.2850448 18 0.3441951 19 -1.0288643 20 -2.5998368 21 -0.8542656 22 -0.7740390 23 -0.7510739 24 0.6664331 25 -3.3371926 26 -2.6027734 27 0.3204558 28 0.7068863 29 2.4620798 30 1.9119571 31 1.2091715 32 0.7587466 33 2.0224104 34 0.9560837 35 0.7251300 36 -2.7751813 37 -5.0035380 38 -2.7237175 39 -1.4939441 40 -0.7451529 41 1.2641860 42 -0.8883917 43 -2.3509223 44 -1.9927070 45 -1.6018288 46 -2.4370506 47 -1.7238118 48 0.7423353 49 -1.6968240 50 -1.3474000 51 3.3148284 52 4.7027131 53 8.6985012 54 6.7753192 55 5.4066319 56 6.7855458 57 8.0816458 58 7.4130056 59 7.5627034 60 4.9619105 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1tkjm1257334991.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/freestat/rcomp/tmp/26g6a1257334991.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/freestat/rcomp/tmp/3lu5y1257334991.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/freestat/rcomp/tmp/4t3cj1257334991.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5jcmw1257334991.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6tvkn1257334991.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/freestat/rcomp/tmp/7h3nj1257334991.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/freestat/rcomp/tmp/8cq0s1257334991.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 142.0 153.8 157.3 158.0 163.5 169.1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9slo41257334991.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/10xxw01257334991.tab") > > system("convert tmp/1tkjm1257334991.ps tmp/1tkjm1257334991.png") > system("convert tmp/26g6a1257334991.ps tmp/26g6a1257334991.png") > system("convert tmp/3lu5y1257334991.ps tmp/3lu5y1257334991.png") > system("convert tmp/4t3cj1257334991.ps tmp/4t3cj1257334991.png") > system("convert tmp/5jcmw1257334991.ps tmp/5jcmw1257334991.png") > system("convert tmp/6tvkn1257334991.ps tmp/6tvkn1257334991.png") > system("convert tmp/7h3nj1257334991.ps tmp/7h3nj1257334991.png") > system("convert tmp/8cq0s1257334991.ps tmp/8cq0s1257334991.png") > > > proc.time() user system elapsed 2.530 1.870 2.958