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Type 'q()' to quit R. > y <- c(0.788105644,0.788105644,0.677096311,0.177096311,0.277096311,0.710961413,0.810961413,0.710961413,0.240877703,0.140877703,-0.059122297,0.534575384,0.634575384,0.634575384,0.158189355,0.058189355,0.158189355,0.762138167,0.762138167,0.662138167,1.008607906,0.808607906,0.508607906,0.878691617,0.778691617,0.778691617,0.487347443,0.387347443,0.387347443,0.742473008,0.742473008,0.642473008,0.97633811,0.67633811,0.17633811,-0.012652557,-0.212652557,-0.512652557,-0.044922354,-0.044922354,0.155077646,0.148775327,-0.051224673,-0.351224673,-0.326015397,-0.626015397,-0.226015397,-0.429206007,-0.229206007,-0.629206007,-0.102401426,-0.402401426,-0.102401426,-0.046517659,0.253482341,0.253482341,0.102305587,-0.297694413,-0.197694413,0.502305587,0.702305587) > x <- c(0.328553678,0.428553678,0.397030204,0.197030204,0.297030204,0.673258107,0.673258107,0.673258107,0.245092359,0.245092359,-0.154907641,0.164988767,0.164988767,0.264988767,0.156719426,0.156719426,0.356719426,0.861113078,0.961113078,0.961113078,1.297548166,0.997548166,0.397548166,0.125713914,-0.174286086,-0.074286086,-0.018472552,0.081527448,0.181527448,0.47377607,0.37377607,0.17377607,0.450003973,0.250003973,-0.149996027,-0.218472552,-0.318472552,-0.518472552,-0.266016745,-0.366016745,-0.066016745,0.153879662,0.153879662,-0.246120338,-0.225705968,-0.525705968,-0.225705968,-0.183073389,-0.083073389,-0.483073389,-0.433975308,-0.733975308,-0.333975308,0.005299544,0.605299544,0.805299544,0.717444574,0.417444574,0.517444574,1.017444574,1.117444574) > 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 0.4303139736 2 0.3627785971 3 0.2730587609 4 -0.0918704860 5 -0.0594058625 6 0.1203723086 7 0.2203723086 8 0.1203723086 9 -0.0605480513 10 -0.1605480513 11 -0.0904065452 12 0.2872478921 13 0.3872478921 14 0.3197125156 15 -0.0835534063 16 -0.1835534063 17 -0.2186241594 18 0.0446805006 19 -0.0228548760 20 -0.1228548760 21 -0.0035978404 22 -0.0009917108 23 0.1042205484 24 0.6578885450 25 0.7604946746 26 0.6929592980 27 0.3639212437 28 0.1963858672 29 0.1288504906 30 0.2866048484 31 0.3541402249 32 0.3892109780 33 0.5365245256 34 0.3715952786 35 0.1417367848 36 -0.0010080032 37 -0.1334726267 38 -0.2984018736 39 -0.0011686505 40 0.0663667261 41 0.0637605965 42 -0.0910495890 43 -0.2910495890 44 -0.3209080829 45 -0.3094857285 46 -0.4068795989 47 -0.2094857285 48 -0.4414684113 49 -0.3090037878 50 -0.4388622817 51 0.0547837255 52 -0.0426101449 53 -0.0127516511 54 -0.1859984328 55 -0.2912106920 56 -0.4262814451 57 -0.5181250143 58 -0.7155188847 59 -0.6830542612 60 -0.3207311439 61 -0.1882665204 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1lpfb1257356916.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/2gmo31257356916.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/3207i1257356916.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/4j0x51257356916.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5nfk01257356916.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6mluh1257356916.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/7muk91257356916.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/8mpc41257356916.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -0.7340 -0.1549 0.1738 0.2085 0.4500 1.2980 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/982pi1257356916.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/1039ti1257356916.tab") > > system("convert tmp/1lpfb1257356916.ps tmp/1lpfb1257356916.png") > system("convert tmp/2gmo31257356916.ps tmp/2gmo31257356916.png") > system("convert tmp/3207i1257356916.ps tmp/3207i1257356916.png") > system("convert tmp/4j0x51257356916.ps tmp/4j0x51257356916.png") > system("convert tmp/5nfk01257356916.ps tmp/5nfk01257356916.png") > system("convert tmp/6mluh1257356916.ps tmp/6mluh1257356916.png") > system("convert tmp/7muk91257356916.ps tmp/7muk91257356916.png") > system("convert tmp/8mpc41257356916.ps tmp/8mpc41257356916.png") > > > proc.time() user system elapsed 1.582 1.139 2.513