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Type 'q()' to quit R. > y <- c(26.18358961,22.86693241,16.83731015,23.17035076,22.23369356,24.86703636,25.33866998,26.22756518,31.04638484,28.05432633,30.67143681,33.06588441,33.85314598,22.92322153,24.99884947,27.45595995,23.5683019,25.35985998,27.8027495,30.77008662,27.89883072,27.99476086,28.04913291,25.68209798,32.84365606,31.61513859,26.60810365,25.94240016,22.82951064,23.95966173,25.29833029,26.18270235,24.18003947,26.19159755,26.62019056,32.88745213,36.97189973,34.66630018,33.82321242,32.640474,29.2949216,33.37663077,36.20115391,35.77419453,35.20715959,36.88449671,35.82324082,32.00799061,36.60399629,36.93771682,32.09933169,29.98533737,23.28704655,26.86008716,29.35445921,26.99594174,24.71164524,25.94312777,25.66883126,30.22883126) > x <- c(-10.07769062,-10.22784057,-10.4179572,-10.41801384,-10.82816379,-11.21831374,-11.38837705,-11.72847701,-11.86855365,-12.51880023,-12.50879023,-12.66884022,-12.78887687,-13.02890019,-13.02887354,-12.94886354,-15.22958662,-15.3796266,-15.4996366,-15.61969658,-15.86974989,-15.94981653,-16.05984319,-16.04987651,-16.1299165,-16.15993316,-16.19996648,-16.18996981,-16.09995982,-16.08000647,-16.29003646,-16.35006311,-16.41012309,-16.34016308,-16.20016974,-16.1502064,-15.97025638,-16.97073288,-17.68110274,-17.5411394,-17.44118938,-17.10127602,-16.16134932,-15.40140597,-13.43143929,-12.70149927,-12.25155258,-12.55169587,-12.73178584,-13.57205241,-16.28299207,-16.21308204,-15.82316868,-15.49322532,-14.85325198,-13.85326864,-13.64326531,-13.80328197,-14.09327864,-14.28327864) > 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 -0.3261513 2 -3.7186174 3 -9.8442273 4 -3.5112153 5 -4.6549523 6 -2.2185916 7 -1.8328209 8 -1.1156381 9 3.6324585 10 0.3120982 11 2.9342626 12 5.2479029 13 5.9745593 14 -5.0765500 15 -3.0009086 16 -0.5034021 17 -5.5425701 18 -3.8267654 19 -1.4444675 20 1.4622527 21 -1.5352521 22 -1.4797467 23 -1.4809258 24 -3.8429287 25 3.2782182 26 2.0345457 27 -2.9927016 28 -3.6533579 29 -6.7208025 30 -5.5805772 31 -4.3479503 32 -3.4938849 33 -5.5268714 34 -3.4799913 35 -2.9807173 36 3.3117701 37 7.4870724 38 4.6763441 39 3.4745990 40 2.3625264 41 -0.9325624 42 3.3207650 43 6.6198460 44 6.5765730 45 7.0041508 46 9.0500260 47 8.2159428 48 4.2491539 49 8.7542342 50 8.6637142 51 2.4566078 52 0.3779102 53 -6.1235180 54 -2.3838929 55 0.4335941 56 -1.4200437 57 -3.5983120 58 -2.4476200 59 -2.8683323 60 1.5957389 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1wj3t1257344716.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/2v37n1257344716.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/3pyuf1257344716.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/4mx8p1257344716.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5jmbr1257344716.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/63a1u1257344716.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/76h2k1257344716.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/8o6y71257344716.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -17.68 -16.16 -15.39 -14.46 -12.72 -10.08 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9aflq1257344716.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10l7id1257344716.tab") > > system("convert tmp/1wj3t1257344716.ps tmp/1wj3t1257344716.png") > system("convert tmp/2v37n1257344716.ps tmp/2v37n1257344716.png") > system("convert tmp/3pyuf1257344716.ps tmp/3pyuf1257344716.png") > system("convert tmp/4mx8p1257344716.ps tmp/4mx8p1257344716.png") > system("convert tmp/5jmbr1257344716.ps tmp/5jmbr1257344716.png") > system("convert tmp/63a1u1257344716.ps tmp/63a1u1257344716.png") > system("convert tmp/76h2k1257344716.ps tmp/76h2k1257344716.png") > system("convert tmp/8o6y71257344716.ps tmp/8o6y71257344716.png") > > > proc.time() user system elapsed 1.622 1.152 7.533