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Type 'q()' to quit R. > y <- c(308347,298427,289231,291975,294912,293488,290555,284736,281818,287854,316263,325412,326011,328282,317480,317539,313737,312276,309391,302950,300316,304035,333476,337698,335932,323931,313927,314485,313218,309664,302963,298989,298423,301631,329765,335083,327616,309119,295916,291413,291542,284678,276475,272566,264981,263290,296806,303598,286994,276427,266424,267153,268381,262522,255542,253158,243803,250741,280445,285257,270976,261076,255603,260376,263903,264291,263276,262572,256167,264221,293860,300713) > 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 14836.781294 2 4363.000510 3 -4002.328314 4 -1812.109098 5 848.000510 6 -1406.670666 7 -4893.451450 8 -8497.328314 9 -9477.095569 10 -4271.766746 11 24414.123646 12 33009.342862 13 33054.562078 14 37817.575607 15 26184.904431 16 25413.233254 17 21611.233254 18 20980.904431 19 19480.356391 20 12208.685215 21 8744.014038 22 13570.575607 23 43565.356391 24 47787.356391 25 46298.246783 26 32359.014038 27 22631.904431 28 24020.575607 29 21922.904431 30 17815.123646 31 9175.890902 32 6032.562078 33 6020.342862 34 8397.671686 35 35701.000510 36 41019.000510 37 32444.438942 38 13947.438942 39 1575.110118 40 -2650.999490 41 -2245.109098 42 -8832.218706 43 -17035.218706 44 -20944.218706 45 -29913.670666 46 -31604.670666 47 2188.219726 48 8149.548550 49 -7346.889882 50 -15975.657138 51 -24040.424393 52 -22757.643609 53 -20422.082041 54 -26004.191649 55 -30769.068513 56 -33706.849297 57 -40292.945376 58 -31693.603024 59 -1712.712632 60 1714.835408 61 -12289.274200 62 -24404.397336 63 -34307.643609 64 -30919.095569 65 -28222.766746 66 -28942.328314 67 -33556.903411 68 -34260.903411 69 -43434.807331 70 -37319.040076 71 -9341.382428 72 3.631101 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/16y9k1257352621.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/2kkhl1257352621.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/3m8a91257352621.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/4qxn41257352621.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5pfd91257352621.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6yb1n1257352621.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/79ncb1257352621.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/89b631257352621.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$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9tht21257352621.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10co761257352621.tab") > > system("convert tmp/16y9k1257352621.ps tmp/16y9k1257352621.png") > system("convert tmp/2kkhl1257352621.ps tmp/2kkhl1257352621.png") > system("convert tmp/3m8a91257352621.ps tmp/3m8a91257352621.png") > system("convert tmp/4qxn41257352621.ps tmp/4qxn41257352621.png") > system("convert tmp/5pfd91257352621.ps tmp/5pfd91257352621.png") > system("convert tmp/6yb1n1257352621.ps tmp/6yb1n1257352621.png") > system("convert tmp/79ncb1257352621.ps tmp/79ncb1257352621.png") > system("convert tmp/89b631257352621.ps tmp/89b631257352621.png") > > > proc.time() user system elapsed 1.607 1.170 2.233