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Type 'q()' to quit R. > y <- c(-65394.81482,-73603.50368,-78450.88979,-90778.88555,-108938.6215,-115307.0815,-47777.9916,-52962.36932,-42626.41087,-35826.22462,-37255.50152,-35506.88014,-23495.07045,-31691.22561,-40467.17858,-45410.6674,-65784.05152,-61264.6355,3833.982718,2529.025341,11020.79232,10104.45451,716.0311004,5905.134813,17951.92739,10453.82142,6526.405403,-14837.31986,-29564.60018,-25387.19272,19927.57084,39008.04039,44293.06931,55500.83098,46906.81719,46191.80647,46541.09958,41423.38188,35868.26637,14705.82773,1496.334583,1543.996595,46668.94731,56384.43289,57551.80404,57298.34864,48115.71879,47808.56048,49603.91991,43001.48136,29209.15725,16457.09084,6759.137791,540.7772771,46990.1623,51925.58688,43201.67348,33171.62779,19015.68671,6178.38612) > x <- c(-7.384479833,-348.812296,656.3387963,168.4268193,163.9341261,-219.1238071,131.7351533,68.87952107,-499.4813227,88.460018,-3.676899151,-250.2346886,174.1014888,-231.4249098,544.4571966,124.3024887,245.2234366,98.23681742,372.6587033,36.0872455,-337.1878898,-72.72145156,-121.8431801,-137.6524521,19.966092,-447.5428034,769.4438158,243.4453361,-164.2602175,454.3943467,-69.44942508,405.8522526,-358.8682021,-83.29905889,50.36917358,-94.12503992,-307.9726466,-171.4972374,581.7501227,244.4978459,74.07234434,218.1732414,41.97296758,230.9245802,-379.8087485,-230.0475763,-14.66583292,-134.2125562,-277.3250263,-389.3945325,682.2209027,-261.6970045,148.0023313,158.047103,-258.1716876,153.2005099,-667.3263955,-162.5924918,-58.96570282,-588.4092144) > 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 -65607.288 2 -83639.875 3 -59566.062 4 -85932.743 5 -104221.747 6 -121611.928 7 -43987.578 8 -50980.500 9 -56997.981 10 -33280.966 11 -37361.297 12 -42706.880 13 -18485.651 14 -38350.012 15 -24801.519 16 -41834.113 17 -58728.241 18 -58438.069 19 14556.487 20 3567.363 21 1318.889 22 8012.041 23 -2789.761 24 1944.463 25 18526.412 26 -2423.322 27 28665.603 28 -7832.670 29 -34290.857 30 -12312.910 31 17929.303 32 50685.622 33 33967.359 34 53104.068 35 48356.089 36 43483.548 37 37679.806 38 36488.894 39 52606.955 40 21740.761 41 3627.617 42 7821.493 43 47876.635 44 63028.823 45 46623.572 46 50679.193 47 47693.739 48 43946.864 49 41624.450 50 31797.437 51 48838.691 52 8927.286 53 11017.607 54 5088.265 55 39561.792 56 56333.623 57 24000.700 58 28493.356 59 17319.067 60 -10751.905 > library(lattice) > postscript(file="/var/www/rcomp/tmp/153451257347741.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/2u1ey1257347741.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/3pglg1257347741.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/43n0g1257347741.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5600p1257347741.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6vk0x1257347741.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/7s0g21257347741.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/80g9d1257347741.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -6.673e+02 -2.304e+02 -5.531e+00 -3.067e-09 1.651e+02 7.694e+02 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9i7k61257347741.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/103ouf1257347741.tab") > > system("convert tmp/153451257347741.ps tmp/153451257347741.png") > system("convert tmp/2u1ey1257347741.ps tmp/2u1ey1257347741.png") > system("convert tmp/3pglg1257347741.ps tmp/3pglg1257347741.png") > system("convert tmp/43n0g1257347741.ps tmp/43n0g1257347741.png") > system("convert tmp/5600p1257347741.ps tmp/5600p1257347741.png") > system("convert tmp/6vk0x1257347741.ps tmp/6vk0x1257347741.png") > system("convert tmp/7s0g21257347741.ps tmp/7s0g21257347741.png") > system("convert tmp/80g9d1257347741.ps tmp/80g9d1257347741.png") > > > proc.time() user system elapsed 2.130 1.820 3.538