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Type 'q()' to quit R. > y <- c(11.1,10.9,10,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.8,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.7,7.9,7.9,8,7.9,7.6,7.1,6.8,6.5,6.9,8.2,8.7,8.3,7.9,7.5,7.8,8.3,8.4,8.2,7.7,7.2,7.3,8.1,8.5) > x <- c(-2,-2,-6,-7,-6,-6,-3,-2,-5,-11,-11,-11,-10,-14,-8,-9,-5,-1,-2,-5,-4,-6,-2,-2,-2,-2,2,1,-8,-1,1,-1,2,2,1,-1,-2,-2,-1,-8,-4,-6,-3,-3,-7,-9,-11,-13,-11,-9,-17,-22,-25,-20,-24,-24,-22,-19,-18,-17,-11) > 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 2.07841258 2 1.87841258 3 1.18584430 4 0.43770223 5 0.38584430 6 0.68584430 7 0.63027051 8 0.47841258 9 0.23398637 10 0.34513394 11 0.44513394 12 1.54513394 13 1.69327602 14 1.80070773 15 0.88956016 16 0.54141809 17 0.43398637 18 0.32655465 19 0.37841258 20 0.33398637 21 0.08212844 22 0.18584430 23 -0.02158742 24 0.77841258 25 0.97841258 26 0.77841258 27 0.07098087 28 -0.17716121 29 0.28956016 30 0.02655465 31 -0.07716121 32 0.02655465 33 -0.02901913 34 -0.42901913 35 -0.87716121 36 -0.67344535 37 -0.92158742 38 -1.32158742 39 -1.17344535 40 -0.81043984 41 -0.91787156 42 -0.91415570 43 -1.36972949 44 -1.86972949 45 -1.96229777 46 -2.15858191 47 -1.65486606 48 -0.25115020 49 0.14513394 50 -0.35858191 51 -0.34371848 52 -0.48442883 53 -0.02885505 54 0.21185531 55 0.51928702 56 0.31928702 57 -0.28442883 58 -0.94000262 59 -0.89186055 60 -0.14371848 61 -0.05486606 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1tg5a1257366069.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/22rbg1257366069.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/31rvo1257366069.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/4lxo01257366069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5bd1q1257366069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6n8id1257366069.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/7551h1257366069.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/826j31257366069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -25.000 -11.000 -6.000 -7.443 -2.000 2.000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9y74i1257366069.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10rmng1257366069.tab") > > system("convert tmp/1tg5a1257366069.ps tmp/1tg5a1257366069.png") > system("convert tmp/22rbg1257366069.ps tmp/22rbg1257366069.png") > system("convert tmp/31rvo1257366069.ps tmp/31rvo1257366069.png") > system("convert tmp/4lxo01257366069.ps tmp/4lxo01257366069.png") > system("convert tmp/5bd1q1257366069.ps tmp/5bd1q1257366069.png") > system("convert tmp/6n8id1257366069.ps tmp/6n8id1257366069.png") > system("convert tmp/7551h1257366069.ps tmp/7551h1257366069.png") > system("convert tmp/826j31257366069.ps tmp/826j31257366069.png") > > > proc.time() user system elapsed 1.602 1.160 3.862