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Type 'q()' to quit R. > y <- c(-168.2281445,-192.0726865,-201.9506505,-185.3286145,-213.8644485,-230.8983405,-216.2913085,-206.3963985,-192.8971345,-205.3109325,-211.4140805,-227.6554745,-206.6617705,-222.6862185,-248.7728905,-274.7430865,-326.1372605,-348.8081925,-338.4345825,-409.9730325,-493.5686165,-437.6408165,-462.6153665,-473.8102765,-429.9649985,-475.4308405,-454.0233385,-432.7308405,-466.4279585,-467.8039805,-484.7584365,-541.9787345,-548.9315145,-533.1368705,-523.8959465,-472.0453745,-447.3674105,-490.4785305,-432.1492585,-379.1609105,-430.2877705,-540.0175125,-537.7901205,-533.7247485,-511.1199245,-524.0332525,-504.8218665,-430.8669405,-381.5817405,-223.7399385,-166.8932505,-86.49304654,-51.05841854,-143.5603605,-117.5533285,-151.8499145,-211.0850125,-272.8941905,-295.3387325,-365.2181065,-351.6294925) > x <- c(-203.7281445,-196.9726865,-200.1506505,-210.2286145,-227.7644485,-237.2983405,-253.9913085,-241.3963985,-228.0971345,-237.3109325,-224.9140805,-268.2554745,-261.5617705,-255.7862185,-275.3728905,-311.2430865,-341.7372605,-359.0081925,-367.5345825,-435.1730325,-538.9686165,-461.3408165,-496.8153665,-527.5102765,-521.4649985,-531.7308405,-522.8233385,-535.0308405,-504.9279585,-506.8039805,-548.4584365,-603.5787345,-621.9315145,-574.0368705,-575.6959465,-540.1453745,-530.8674105,-544.6785305,-490.7492585,-456.9609105,-496.5877705,-545.7175125,-595.7901205,-583.8247485,-549.3199245,-535.2332525,-538.5218665,-493.5669405,-447.9817405,-290.5399385,-222.1932505,-176.5930465,-193.1584185,-186.7603605,-201.9533285,-243.8499145,-265.3850125,-299.7941905,-315.8387325,-391.1181065,-392.8294925) > 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 -4.296753 2 -34.660249 3 -41.471507 4 -15.124329 5 -26.738246 6 -34.572020 7 -3.856429 8 -6.115490 9 -5.449893 10 -8.972461 11 -27.038457 12 -1.455807 13 13.078535 14 -8.519267 15 -15.704982 16 -7.060771 17 -29.028349 18 -35.032992 19 -16.431495 20 -22.699467 21 -6.133273 22 -25.115581 23 -15.857519 24 2.567875 25 40.579516 26 5.020116 27 17.831961 28 50.904586 29 -11.841535 30 -11.407213 31 11.834495 32 7.804775 33 18.562257 34 -11.860987 35 -1.019070 36 16.525530 37 32.250344 38 2.466827 39 8.754851 40 29.137756 41 16.250449 42 -46.069547 43 4.477448 44 -3.003653 45 -13.695665 46 -40.202501 47 -17.817633 48 12.756206 49 18.052110 50 23.964031 51 14.856798 52 51.253227 53 102.673286 54 3.997277 55 44.665382 56 50.798614 57 12.344686 58 -16.259954 59 -23.221661 60 -20.457136 61 -5.217051 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1y71d1257359688.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/2oagi1257359688.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/34dna1257359688.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/4q5as1257359688.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/52ac21257359688.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6tjes1257359688.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/7gxhk1257359688.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/8frl61257359688.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -621.9 -531.7 -392.8 -392.4 -243.8 -176.6 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9jbsh1257359688.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10qhug1257359688.tab") > > system("convert tmp/1y71d1257359688.ps tmp/1y71d1257359688.png") > system("convert tmp/2oagi1257359688.ps tmp/2oagi1257359688.png") > system("convert tmp/34dna1257359688.ps tmp/34dna1257359688.png") > system("convert tmp/4q5as1257359688.ps tmp/4q5as1257359688.png") > system("convert tmp/52ac21257359688.ps tmp/52ac21257359688.png") > system("convert tmp/6tjes1257359688.ps tmp/6tjes1257359688.png") > system("convert tmp/7gxhk1257359688.ps tmp/7gxhk1257359688.png") > system("convert tmp/8frl61257359688.ps tmp/8frl61257359688.png") > > > proc.time() user system elapsed 1.588 1.148 3.096