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Type 'q()' to quit R. > y <- c(3956.2,3142.7,3884.3,3892.2,3613,3730.5,3481.3,3649.5,4215.2,4066.6,4196.8,4536.6,4441.6,3548.3,4735.9,4130.6,4356.2,4159.6,3988,4167.8,4902.2,3909.4,4697.6,4308.9,4420.4,3544.2,4433,4479.7,4533.2,4237.5,4207.4,4394,5148.4,4202.2,4682.5,4884.3,5288.9,4505.2,4611.5,5104,4586.6,4529.3,4504.1,4604.9,4795.4,5391.1,5213.9,5415,5990.3,4241.8,5677.6,5164.2,3962.3,4011,3310.3,3837.3,4145.3,3796.7,3849.6,4285) > x <- c(3977.7,3983.4,4152.9,4286.1,4348.1,3949.3,4166.7,4217.9,4528.2,4232.2,4470.9,5121.2,4170.8,4398.6,4491.4,4251.8,4901.9,4745.2,4666.9,4210.4,5273.6,4095.3,4610.1,4718.1,4185.5,4314.7,4422.6,5059.2,5043.6,4436.6,4922.6,4454.8,5058.7,4768.9,5171.8,4989.3,5202.1,4838.4,4876.5,5875.5,5717.9,4778.8,6195.9,4625.4,5549.8,6397.6,5856.7,6343.8,6615.5,5904.6,6861,6553.5,5481,5435.3,5278,4671.8,4891.5,4241.6,4152.1,4484.4) > 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] 1 129.75627 2 -687.07395 3 -44.50412 4 -114.42606 5 -429.84949 6 -79.35106 7 -455.56675 8 -317.28029 9 67.12730 10 91.46495 11 82.20476 12 42.06776 13 502.33783 14 -524.05405 15 609.32766 16 144.01367 17 -10.20648 18 -115.25469 19 -241.10801 20 205.40157 21 318.62824 22 14.24861 23 501.67732 24 49.87845 25 472.54937 26 -479.13558 27 346.62398 28 21.39118 29 84.00547 30 142.94449 31 -171.10043 32 288.81116 33 690.38331 34 -86.50139 35 158.40477 36 466.83018 37 747.10203 38 175.89332 39 259.93344 40 168.76888 41 -256.55351 42 234.81455 43 -618.32444 44 400.03832 45 50.45872 46 150.83258 47 289.65276 48 206.16516 49 622.72476 50 -710.43276 51 166.59168 52 -167.15181 53 -742.44496 54 -667.04479 55 -1275.84246 56 -394.67083 57 -215.03029 58 -183.92699 59 -78.73672 60 162.51740 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1hlt21257356668.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/23dgv1257356668.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/305k01257356668.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/4n1qb1257356668.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5kiy21257356668.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6s7hj1257356668.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/70aad1257356668.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/8cith1257356668.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 3949 4308 4732 4894 5220 6861 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9ggok1257356668.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10jyty1257356668.tab") > > system("convert tmp/1hlt21257356668.ps tmp/1hlt21257356668.png") > system("convert tmp/23dgv1257356668.ps tmp/23dgv1257356668.png") > system("convert tmp/305k01257356668.ps tmp/305k01257356668.png") > system("convert tmp/4n1qb1257356668.ps tmp/4n1qb1257356668.png") > system("convert tmp/5kiy21257356668.ps tmp/5kiy21257356668.png") > system("convert tmp/6s7hj1257356668.ps tmp/6s7hj1257356668.png") > system("convert tmp/70aad1257356668.ps tmp/70aad1257356668.png") > system("convert tmp/8cith1257356668.ps tmp/8cith1257356668.png") > > > proc.time() user system elapsed 2.170 1.940 3.756