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Type 'q()' to quit R. > y <- c(94.3,99.4,115.7,116.8,99.8,96.0,115.9,109.1,117.3,109.8,112.8,110.7,100.0,113.3,122.4,112.5,104.2,92.5,117.2,109.3,106.1,118.8,105.3,106.0,102.0,112.9,116.5,114.8,100.5,85.4,86.6,109.9,100.7,115.5,100.7,99.0,102.3,108.8,105.9,113.2,95.7,80.9,113.9,98.1,102.8,104.7,95.9,94.6,101.6,103.9,110.3,114.1,96.8,87.4,111.4,97.4,102.9,112.7,97.0,95.1,96.9,98.6,111.7,109.8,89.9,87.4,104.5,98.1,102.7,105.4,97.0,97.4) > x <- c(16.4,17.8,22.3,22.8,18.3,22.4,23.9,21.3,23.0,21.4,21.2,20.9,17.9,20.7,22.2,19.8,17.7,19.6,20.8,19.8,18.6,21.,18.6,18.9,17.3,20.0,19.9,19.5,16.2,17.6,19.8,19.4,17.2,21.1,17.8,17.5,18.0,19.1,17.7,19.2,15.1,16.3,18.6,17.2,17.8,19.1,16.6,16.0,16.7,17.4,17.9,17.8,13.9,15.9,17.9,15.4,16.4,17.9,15.3,14.6,14.9,15.0,16.7,16.3,11.7,15.1,15.5,15.0,15.4,16.0,14.7,14.8) > 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 -5.8072381 2 -4.1132229 3 1.2389686 4 1.1225454 5 -4.9296461 6 -18.7043160 7 -2.4535855 8 -2.9281851 9 1.1359762 10 -2.4714697 11 1.0150996 12 -0.3550465 13 -3.7565076 14 2.7315227 15 8.1822532 16 4.1210844 17 0.9300617 18 -15.3923463 19 6.3882381 20 0.9210844 21 0.6405000 22 7.5016688 23 -0.1595000 24 -0.1893539 25 -0.2967998 26 4.0345152 27 7.8777998 28 7.1509383 29 0.8793312 30 -17.6266537 31 -21.7789156 32 2.4942230 33 -1.3535151 34 3.9583842 35 -2.8132229 36 -3.7833690 37 -1.6997922 38 2.1240768 39 2.6300617 40 6.2807922 41 -1.2445378 42 -18.9639534 43 8.4405000 44 -3.9535151 45 -0.7132229 46 -1.9759232 47 -4.6938073 48 -4.5340995 49 0.7629080 50 1.3599156 51 6.5434924 52 10.5867771 53 2.7748777 54 -11.4908149 55 7.6434924 56 -0.2743917 57 2.7927619 58 8.9434924 59 -0.4311071 60 -0.6281147 61 0.4420314 62 1.8987468 63 10.8629080 64 9.9360466 65 1.2271397 66 -9.5445378 67 6.5823236 68 1.3987468 69 5.0256083 70 6.2659005 71 1.0286007 72 1.1853161 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1y4um1257349189.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/21g3s1257349189.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/3uv0v1257349189.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/4am1v1257349189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5ywkq1257349189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/62m9b1257349189.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/75i0s1257349189.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/8j50h1257349189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 11.70 16.28 17.80 18.05 19.80 23.90 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9eghz1257349189.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10p4pv1257349189.tab") > > system("convert tmp/1y4um1257349189.ps tmp/1y4um1257349189.png") > system("convert tmp/21g3s1257349189.ps tmp/21g3s1257349189.png") > system("convert tmp/3uv0v1257349189.ps tmp/3uv0v1257349189.png") > system("convert tmp/4am1v1257349189.ps tmp/4am1v1257349189.png") > system("convert tmp/5ywkq1257349189.ps tmp/5ywkq1257349189.png") > system("convert tmp/62m9b1257349189.ps tmp/62m9b1257349189.png") > system("convert tmp/75i0s1257349189.ps tmp/75i0s1257349189.png") > system("convert tmp/8j50h1257349189.ps tmp/8j50h1257349189.png") > > > proc.time() user system elapsed 2.741 2.079 3.489