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Type 'q()' to quit R. > y <- c(269645,267037,258113,262813,267413,267366,264777,258863,254844,254868,277267,285351,286602,283042,276687,277915,277128,277103,275037,270150,267140,264993,287259,291186,292300,288186,281477,282656,280190,280408,276836,275216,274352,271311,289802,290726,292300,278506,269826,265861,269034,264176,255198,253353,246057,235372,258556,260993,254663,250643,243422,247105,248541,245039,237080,237085,225554,226839,247934,248333,246969,245098,246263,255765,264319,268347,273046,273963,267430,271993,292710,295881) > x <- c(1.8,1.6,1.9,1.7,1.6,1.3,1.1,1.9,2.6,2.3,2.4,2.2,2,2.9,2.6,2.3,2.3,2.6,3.1,2.8,2.5,2.9,3.1,3.1,3.2,2.5,2.6,2.9,2.6,2.4,1.7,2,2.2,1.9,1.6,1.6,1.2,1.2,1.5,1.6,1.7,1.8,1.8,1.8,1.3,1.3,1.4,1.1,1.5,2.2,2.9,3.1,3.5,3.6,4.4,4.2,5.2,5.8,5.9,5.4,5.5,4.7,3.1,2.6,2.3,1.9,0.6,0.6,-0.4,-1.1,-1.7,-0.8) > 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] 1 523.5658 2 -3273.1462 3 -10414.0781 4 -6902.7902 5 -2897.1462 6 -4727.2144 7 -8504.9265 8 -9664.0781 9 -9522.5858 10 -11281.6539 11 11711.7021 12 18606.9900 13 18669.2779 14 20458.4823 15 12320.4142 16 11765.3461 17 10978.3461 18 12736.4142 19 13642.1944 20 6972.1263 21 2179.0581 22 2409.4823 23 25864.1944 24 29791.1944 25 31499.5505 26 23225.0581 27 17110.4142 28 20072.4823 29 15823.4142 30 14852.7021 31 7120.2098 32 7283.2779 33 7607.9900 34 2783.9219 35 19491.8538 36 20415.8538 37 19612.4296 38 5818.4296 39 -1078.5023 40 -4449.1462 41 -681.7902 42 -4945.4342 43 -13923.4342 44 -15768.4342 45 -26036.2144 46 -36721.2144 47 -12942.8583 48 -12288.9265 49 -16241.5023 50 -16101.0100 51 -19161.5177 52 -14289.8056 53 -10476.3814 54 -13384.0254 55 -16588.1770 56 -17771.8891 57 -23359.3287 58 -18508.1924 59 3181.1636 60 608.3834 61 -161.2606 62 -6787.1089 63 -15131.8056 64 -8601.5858 65 -1830.6539 66 -180.0781 67 -3207.7067 68 -2290.7067 69 -14767.2671 70 -14364.7594 71 2786.1043 72 11306.3087 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1d19d1257351729.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/2c9tt1257351729.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/3gwwr1257351729.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/4ziqh1257351729.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5833t1257351729.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6gmud1257351729.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/7qzkc1257351729.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/8vuku1257351729.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.700 1.600 2.200 2.285 2.900 5.900 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9d07u1257351729.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10yab81257351729.tab") > > system("convert tmp/1d19d1257351729.ps tmp/1d19d1257351729.png") > system("convert tmp/2c9tt1257351729.ps tmp/2c9tt1257351729.png") > system("convert tmp/3gwwr1257351729.ps tmp/3gwwr1257351729.png") > system("convert tmp/4ziqh1257351729.ps tmp/4ziqh1257351729.png") > system("convert tmp/5833t1257351729.ps tmp/5833t1257351729.png") > system("convert tmp/6gmud1257351729.ps tmp/6gmud1257351729.png") > system("convert tmp/7qzkc1257351729.ps tmp/7qzkc1257351729.png") > system("convert tmp/8vuku1257351729.ps tmp/8vuku1257351729.png") > > > proc.time() user system elapsed 1.563 1.117 2.656