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Type 'q()' to quit R. > y <- c(-3.041,-30.8449,-73.4388,-27.0621,-0.7944,-67.9576,-17.8417,-64.8297,-65.2931,-13.417,22.335,4.5873,15.8937,37.4506,-31.5559,19.8439,21.801,-10.213,35.3443,-31.1783,-6.1197,35.5541,-1.42,25.7907,11.8533,-5.8368,-34.609,15.54,18.5837,27.0118,-6.8619,-4.8801,26.2342,70.4244,27.461,29.7524,34.0675,38.1812,-10.1124,2.7433,31.2555,-0.2038,18.2439,10.9496,-13.5786,9.2486,111.4112,16.1069,36.6952,54.7651,-49.9012,26.4429,28.9053,14.0231,36.6025,-56.4916,11.3715,65.1273,192.7919,87.0766,136.3671) > x <- c(735.07,-1226.348,811.434,824.888,421.362,-513.422,-190.064,-196.224,548.168,603.85,304.79,120.216,602.984,-1070.538,895.432,615.108,140.41,-1028.07,-762.444,-245.956,-119.224,-216.468,655.79,785.424,761.536,-1075.126,798.71,649.59,547.884,-485.194,185.812,317.828,1063.094,339.618,288.61,1020.778,394.24,-273.966,573.402,556.436,-219.1,-1589.666,-868.892,508.342,-407.442,2.922,160.734,249.968,116.214,-1918.548,-262.954,-457.512,-1736.924,-1853.188,-1579.46,-752.802,-598.48,-292.484,-232.932,-245.918,494.592) > 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 -12.3421948 2 -48.8196338 3 -82.4023075 4 -35.9661128 5 -11.4828354 6 -82.7797210 7 -31.2339075 8 -78.2491475 9 -75.4207896 10 -23.2984596 11 11.1310744 12 -7.4328258 13 6.0084109 14 20.1648698 15 -40.1479619 16 10.0122241 17 9.8701736 18 -27.3109335 19 19.4209848 20 -44.8176661 21 -19.1986476 22 22.0451320 23 -11.0717770 24 16.7121744 25 2.6691398 26 -23.1428187 27 -43.6287739 28 5.8608061 29 8.4547545 30 12.3145053 31 -18.5919553 32 -16.0263706 33 18.3835521 34 59.3744865 35 16.1855252 36 21.7146276 37 23.2591291 38 24.4179715 39 -20.1285030 40 -7.3478279 41 17.7348931 42 -19.7851535 43 1.8498637 44 0.6457968 45 -27.9320694 46 -3.2902088 47 99.5702479 48 4.6605474 49 24.6573770 50 33.7294054 51 -63.6157326 52 11.8680172 53 8.6727605 54 -6.7235678 55 17.0662782 56 -72.3722775 57 -3.8267540 58 51.2821835 59 179.2101270 60 73.4374019 61 126.0024932 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1sdgh1257355592.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/2ugy71257355592.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/3bhtg1257355592.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/4kfu31257355592.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5hye81257355592.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6u6781257355592.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/7yskt1257355592.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/8kkh31257355592.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1919.00 -457.50 120.20 -54.49 556.40 1063.00 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9lzfc1257355593.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/1072yj1257355593.tab") > > system("convert tmp/1sdgh1257355592.ps tmp/1sdgh1257355592.png") > system("convert tmp/2ugy71257355592.ps tmp/2ugy71257355592.png") > system("convert tmp/3bhtg1257355592.ps tmp/3bhtg1257355592.png") > system("convert tmp/4kfu31257355592.ps tmp/4kfu31257355592.png") > system("convert tmp/5hye81257355592.ps tmp/5hye81257355592.png") > system("convert tmp/6u6781257355592.ps tmp/6u6781257355592.png") > system("convert tmp/7yskt1257355592.ps tmp/7yskt1257355592.png") > system("convert tmp/8kkh31257355592.ps tmp/8kkh31257355592.png") > > > proc.time() user system elapsed 2.701 2.036 5.311