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Type 'q()' to quit R. > y <- 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) > x <- 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) > 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 0.13640042 2 0.60917417 3 2.14568637 4 2.44569639 5 1.03645054 6 5.82732500 7 3.70932455 8 2.34562621 9 2.55479186 10 2.31835987 11 1.57293266 12 1.65473171 13 0.60008873 14 0.98202813 15 0.82756562 16 0.22747538 17 -0.36350935 18 3.66365674 19 0.37297277 20 0.80926440 21 0.19105342 22 0.28207826 23 0.33650067 24 0.50923432 25 -0.36352941 26 0.35475176 27 -0.39976089 28 -0.49068547 29 -1.19081580 30 2.95450112 31 4.93633024 32 0.30017896 33 -0.22717762 34 0.98204818 35 0.37282238 36 0.38189780 37 0.28192787 38 0.20016893 39 -0.67258477 40 -0.49979096 41 -1.41813228 42 2.47264192 43 -1.22705731 44 0.24552596 45 -0.00897666 46 0.94558611 47 0.04550591 48 -0.31814231 49 -0.89080578 50 -0.60896663 51 -1.27254467 52 -2.06341912 53 -2.81812225 54 0.89088298 55 -1.47253464 56 -1.42720769 57 -1.42715757 58 -1.70888643 59 -1.45448407 60 -1.80904684 61 -1.83630316 62 -2.04537858 63 -2.72707736 64 -2.78164013 65 -3.76363969 66 0.09088298 67 -2.61805207 68 -1.95447404 69 -2.39079575 70 -2.28168024 71 -2.05448407 72 -2.02720769 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1w34r1257351757.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/2r6zx1257351757.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/3tzgx1257351757.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/4b6l21257351757.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/52kkv1257351757.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6bzwn1257351757.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/72nz31257351757.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/8g8471257351757.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.9 97.4 104.0 104.1 111.9 122.4 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9pkz31257351757.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10cmcc1257351757.tab") > > system("convert tmp/1w34r1257351757.ps tmp/1w34r1257351757.png") > system("convert tmp/2r6zx1257351757.ps tmp/2r6zx1257351757.png") > system("convert tmp/3tzgx1257351757.ps tmp/3tzgx1257351757.png") > system("convert tmp/4b6l21257351757.ps tmp/4b6l21257351757.png") > system("convert tmp/52kkv1257351757.ps tmp/52kkv1257351757.png") > system("convert tmp/6bzwn1257351757.ps tmp/6bzwn1257351757.png") > system("convert tmp/72nz31257351757.ps tmp/72nz31257351757.png") > system("convert tmp/8g8471257351757.ps tmp/8g8471257351757.png") > > > proc.time() user system elapsed 2.070 1.940 3.485