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Type 'q()' to quit R. > y <- c(-259.089,-255.689,-255.177,-254.560,-256.692,-255.373,-251.450,-249.569,-246.848,-259.156,-259.866,-267.901,-264.628,-261.066,-261.287,-264.992,-264.420,-262.666,-258.933,-259.887,-257.048,-269.417,-271.304,-276.039,-268.500,-261.426,-257.938,-261.371,-259.384,-251.128,-251.461,-244.720,-230.830,-245.800,-249.661,-248.722,-246.646,-239.946,-242.158,-244.873,-242.745,-233.666,-234.182,-223.996,-223.206,-237.907,-238.881,-239.996,-238.352,-239.660,-245.582,-250.816,-253.813,-257.379,-259.647,-252.776,-254.618,-268.801,-271.871,-272.846) > x <- c(-247.161,-240.279,-242.222,-241.184,-240.668,-238.551,-233.963,-231.016,-229.469,-253.462,-256.935,-255.785,-252.293,-244.117,-245.943,-238.149,-239.862,-236.171,-236.004,-234.811,-230.974,-249.387,-248.591,-247.956,-232.070,-223.453,-220.267,-222.001,-216.154,-209.967,-205.687,-200.527,-197.375,-220.937,-221.098,-212.099,-207.839,-202.505,-206.470,-205.751,-201.298,-197.504,-196.741,-187.545,-190.171,-210.167,-209.885,-206.863,-206.621,-207.400,-217.365,-226.833,-230.943,-235.966,-235.975,-230.944,-237.095,-256.892,-259.708,-255.377) > 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 5.0139240 2 4.6701044 3 6.2390997 4 6.2914260 5 3.8787211 6 4.0460696 7 5.4731899 8 5.7510170 9 7.6304464 10 8.3746785 11 9.5539963 12 0.8933944 13 2.2667405 14 1.3809829 15 2.1533299 16 -5.7916191 17 -4.2877442 18 -4.5416544 19 -0.8995027 20 -2.5024967 21 -1.7508311 22 -4.1031283 23 -6.4231537 24 -11.5035947 25 -12.6066053 26 -10.2202677 27 -8.4654570 28 -10.9551581 29 -12.1489359 30 -7.2586742 31 -9.9200014 32 -5.9860500 33 6.1892567 34 4.0370241 35 0.2636084 36 -3.6928627 37 -3.9343098 38 -0.1360147 39 -0.1910481 40 -3.2971853 41 -3.5916247 42 3.4234330 43 2.4923597 44 7.6757203 45 9.8942687 46 6.0711261 47 4.9437176 48 2.1847446 49 3.6970962 50 2.8128735 51 2.3118502 52 2.2284580 53 1.4673048 54 0.6338252 55 -1.6292787 56 2.5048488 57 4.0090031 58 0.5956042 59 -0.9424871 60 -4.2735583 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1c7z41257348822.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/2xau61257348822.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/342rr1257348822.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/47zrl1257348822.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5p4ud1257348822.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6pchi1257348822.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/7ncw61257348822.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/86cnq1257348822.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -259.7 -240.8 -231.0 -227.0 -209.4 -187.5 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/95nby1257348822.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10yhdp1257348822.tab") > > system("convert tmp/1c7z41257348822.ps tmp/1c7z41257348822.png") > system("convert tmp/2xau61257348822.ps tmp/2xau61257348822.png") > system("convert tmp/342rr1257348822.ps tmp/342rr1257348822.png") > system("convert tmp/47zrl1257348822.ps tmp/47zrl1257348822.png") > system("convert tmp/5p4ud1257348822.ps tmp/5p4ud1257348822.png") > system("convert tmp/6pchi1257348822.ps tmp/6pchi1257348822.png") > system("convert tmp/7ncw61257348822.ps tmp/7ncw61257348822.png") > system("convert tmp/86cnq1257348822.ps tmp/86cnq1257348822.png") > > > proc.time() user system elapsed 1.581 1.157 2.183