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Type 'q()' to quit R. > y <- c(-12011.80885,-10860.90867,-10228.25785,-12424.73337,-7256.044942,-2980.778143,1568.402868,2431.21277,8987.59798,7192.509546,4225.956625,1131.693238,389.361541,18.071624,1841.188503,3030.184708,2682.350922,4633.906141,433.775579,2660.61504,1231.438555,992.126599,-1180.079863,2276.504567,999.267362,1405.38915,1875.714789,2539.425603,4410.75159,6444.507944,6246.810012,6660.416446,552.610757,5091.606579,6322.305625,965.548122,448.773176,-4151.573701,-5533.456056,-7863.953584,-8428.502362,-10017.78131,-9519.20294,-7903.983213,-7442.716414,-10586.13198,-10721.66102,-7795.701652,-5291.51796,1982.943881,1849.243686,-8226.493693,-3433.050061,2997.316557,4610.970829,5846.987123,2276.469889,900.71921,1311.70974,3881.267605,6436.101008,12509.70403,3579.017518,-742.598421,7104.168935,2929.460802,5862.6908,10831.91509) > x <- c(-15975.67604,-14514.8268,-12591.1438,-14717.13276,-7304.58168,-3366.39172,1869.75072,739.1108,9434.7392,6513.61384,4098.975,1722.70552,1246.28364,-1119.50704,1035.24612,1475.90432,1430.10088,2227.26764,3082.96116,2130.3416,2343.5122,2394.64196,1479.49948,2361.13668,2329.83848,4045.326,5874.74956,6620.93012,7590.9036,7364.18576,8324.84448,9076.68984,5808.96428,6877.20116,5692.935,2797.38888,1059.81904,-2037.97004,-4867.37424,-7569.57136,-6467.31848,-6381.37648,-7000.7376,-7183.33452,-6764.14456,-7865.50736,-7432.70284,-6092.07008,-4929.9784,-3041.54276,563.45944,2291.88628,4155.45556,3729.79628,2979.27116,3049.03092,2785.15356,3285.4484,3563.5296,2634.7742,1056.15632,2286.0812,1908.63672,-634.99884,-1767.1126,-1276.34392,-1126.308,-1312.72048) > 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 1612.20911 2 1517.29845 3 509.43424 4 126.00008 5 -1026.72799 6 -109.94584 7 -26.14211 8 1800.87644 9 941.63804 10 1637.68252 11 730.33131 12 -337.45173 13 -673.49130 14 972.76282 15 958.30825 16 1771.51156 17 1462.73891 18 2734.47107 19 -2195.39411 20 843.83841 21 -767.12976 22 -1050.04513 23 -2441.81896 24 262.90611 25 -987.64002 26 -2044.48435 27 -3134.28938 28 -3106.92064 29 -2062.78711 30 164.31400 31 -852.63277 32 -1080.19935 33 -4401.29179 34 -773.28736 35 1467.35274 36 -1420.08579 37 -455.06284 38 -2413.61814 39 -1382.58729 40 -1408.65369 41 -2913.20267 42 -4575.77287 43 -3549.00393 44 -1778.06573 45 -1674.28372 46 -3878.45814 47 -4383.08247 48 -2600.41344 49 -1087.26042 50 4576.74530 51 1368.70267 52 -10181.03547 53 -6976.84195 54 -183.47350 55 2070.22788 56 3246.75311 57 -98.72976 58 -1901.13140 59 -1727.28825 60 1634.31133 61 5535.38856 62 10560.11282 63 1951.31060 64 -201.09536 65 8611.13753 66 4017.90234 67 6823.18184 68 11951.37852 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/10uaz1257351066.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/26auz1257351066.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/3fy191257351066.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/4gu4y1257351066.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/51v521257351066.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/62onq1257351066.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/7q8ou1257351066.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/8bqqq1257351066.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.598e+04 -3.123e+03 1.601e+03 -3.126e-02 3.134e+03 9.435e+03 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9rgx81257351066.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10qzbz1257351066.tab") > > system("convert tmp/10uaz1257351066.ps tmp/10uaz1257351066.png") > system("convert tmp/26auz1257351066.ps tmp/26auz1257351066.png") > system("convert tmp/3fy191257351066.ps tmp/3fy191257351066.png") > system("convert tmp/4gu4y1257351066.ps tmp/4gu4y1257351066.png") > system("convert tmp/51v521257351066.ps tmp/51v521257351066.png") > system("convert tmp/62onq1257351066.ps tmp/62onq1257351066.png") > system("convert tmp/7q8ou1257351066.ps tmp/7q8ou1257351066.png") > system("convert tmp/8bqqq1257351066.ps tmp/8bqqq1257351066.png") > > > proc.time() user system elapsed 2.591 1.960 2.979