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Type 'q()' to quit R. > y <- c(8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5,8,8.1) > x <- c(24,23,24,24,27,28,25,19,19,19,20,16,22,21,25,29,28,25,26,24,28,28,28,28,32,31,22,29,31,29,32,32,31,29,28,28,29,22,26,24,27,27,23,21,19,17,19,21,13,8,5,10,6,6,8,11,12,13,19,19) > 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 0.91801927 2 0.52315634 3 0.31801927 4 0.41801927 5 0.60260807 6 0.59747101 7 0.61288221 8 0.34370460 9 0.34370460 10 -0.05629540 11 0.33856754 12 0.35911580 13 0.42829340 14 0.53343047 15 0.51288221 16 0.69233394 17 0.89747101 18 1.01288221 19 1.00774514 20 1.01801927 21 0.69747101 22 0.09747101 23 -0.30252899 24 -0.60252899 25 -0.52307726 26 -0.31794019 27 -0.17170660 28 -0.10766606 29 -0.01794019 30 -0.10766606 31 -0.32307726 32 -0.22307726 33 -0.41794019 34 -0.80766606 35 -0.50252899 36 -0.60252899 37 -0.80766606 38 -0.87170660 39 -0.99225486 40 -0.68198073 41 -0.39739193 42 -0.39739193 43 -0.77684366 44 -1.06656953 45 -1.35629540 46 -1.04602127 47 0.04370460 48 0.13343047 49 -0.22547300 50 -0.99978767 51 -1.28437647 52 -0.91006180 53 0.01048646 54 0.61048646 55 0.80021233 56 0.58480113 57 0.27966406 58 0.37452700 59 0.84370460 60 0.94370460 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1fi441257356500.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/2r1iw1257356500.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/3tq4s1257356500.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/4mjey1257356500.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/58hti1257356500.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6uubg1257356500.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/7e9fp1257356500.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/8i9mo1257356500.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5.00 19.00 24.00 22.32 28.00 32.00 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/96wz81257356500.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10xt1m1257356500.tab") > > system("convert tmp/1fi441257356500.ps tmp/1fi441257356500.png") > system("convert tmp/2r1iw1257356500.ps tmp/2r1iw1257356500.png") > system("convert tmp/3tq4s1257356500.ps tmp/3tq4s1257356500.png") > system("convert tmp/4mjey1257356500.ps tmp/4mjey1257356500.png") > system("convert tmp/58hti1257356500.ps tmp/58hti1257356500.png") > system("convert tmp/6uubg1257356500.ps tmp/6uubg1257356500.png") > system("convert tmp/7e9fp1257356500.ps tmp/7e9fp1257356500.png") > system("convert tmp/8i9mo1257356500.ps tmp/8i9mo1257356500.png") > > > proc.time() user system elapsed 2.100 1.860 3.512