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Type 'q()' to quit R. > y <- c(52339.13387,52857.89946,54513.76898,44808.30593,43877.74819,-1539.166186,-780.3474886,426.6074601,-5853.923718,-6669.277075,-4528.220486,22960.40885,27396.36728,23116.35574,11275.82457,2849.767977,2846.127101,2354.726405,619.3730493,-5814.178915,-7996.277075,-5566.859073,5517.859176,25186.75525,31253.60975,25979.68364,6840.808357,-3741.200892,-10036.10273,-7205.87757,-13668.70552,-22139.15355,-21982.94341,-31948.23093,-33184.56927,1508.202093,6962.961913,-7956.115461,-15340.48383,-21813.16976,-19399.24713,-15443.27717,-20687.14669,-26276.4169,-24996.37881,-32345.51854,-26129.62824,5820.935265,8439.861371,-5734.159415,-14457.38806,-20251.3257,-15371.34649,-8126.818788,-7979.52202,-9449.183681,-9350.839573,-16076.77722,-10536.78875,17818.46067,23387.7101,9417.303638) > x <- c(26066.71209,27284.35715,23468.63596,17569.48678,18386.10921,299.0147348,1196.834684,831.9365187,-3988.353605,-6242.308346,-9045.288792,12409.07439,16425.02089,16493.8995,12446.60937,6393.58982,7339.105254,5195.536321,6169.581581,2708.764707,1833.691654,2214.942671,-1293.026461,17420.33979,18655.65255,21141.35418,7080.51468,-509.8906811,-5219.817628,-923.8680513,-5615.093362,-14704.27649,-14859.29297,-23144.82279,-33640.81148,-9967.60572,-8086.521352,-13716.06766,-16412.98845,-22166.37118,-17782.91749,-15212.8496,-18459.12841,-25839.97615,-24311.76732,-35008.89387,-34024.08831,-11995.15005,-12507.85168,-13827.37843,-15209.17268,-14177.59243,-4631.119177,5468.32628,9396.261466,13906.25015,15156.79953,8490.379779,12008.25839,32191.57938,34828.90038,32046.77075) > 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 26056.3378 2 25347.3644 3 30850.5862 4 27093.1742 5 25339.2245 6 -1840.6596 7 -1987.1035 8 -412.2255 9 -1832.5080 10 -375.2222 11 4592.0506 12 10448.4675 13 10835.1887 14 6485.7275 15 -1273.9629 16 -3596.8225 17 -4553.8168 18 -2883.8791 19 -5601.3522 20 -8545.3983 21 -9845.1694 22 -7800.1629 23 6821.6044 24 7622.0069 25 12443.3083 26 4663.0750 27 -298.4013 28 -3227.0834 29 -4773.0146 30 -6274.3510 31 -8007.0650 32 -7312.9837 33 -7000.4720 34 -8611.5456 35 735.1129 36 11558.4358 37 15116.5177 38 5873.6537 39 1208.5626 40 536.9530 41 -1468.9154 42 -104.3183 43 -2074.9985 44 -222.2363 45 -483.0754 46 2953.5869 47 8176.5080 48 17915.5210 49 21051.3988 50 8207.8432 51 877.8634 52 -5956.2059 53 -10701.8369 54 -13640.4756 55 -17453.6752 56 -23470.7118 57 -24633.2837 58 -24637.5393 59 -22644.5914 60 -14639.9758 61 -11729.9098 62 -22895.1237 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/13p5x1257366687.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/25k821257366687.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/3zfme1257366687.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/4r4ey1257366687.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5p9hx1257366687.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6fsn61257366687.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/75h0w1257366687.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/8evnd1257366687.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -3.501e+04 -1.380e+04 5.655e+02 -4.016e-07 1.244e+04 3.483e+04 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9qf3p1257366687.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10ncx01257366687.tab") > > system("convert tmp/13p5x1257366687.ps tmp/13p5x1257366687.png") > system("convert tmp/25k821257366687.ps tmp/25k821257366687.png") > system("convert tmp/3zfme1257366687.ps tmp/3zfme1257366687.png") > system("convert tmp/4r4ey1257366687.ps tmp/4r4ey1257366687.png") > system("convert tmp/5p9hx1257366687.ps tmp/5p9hx1257366687.png") > system("convert tmp/6fsn61257366687.ps tmp/6fsn61257366687.png") > system("convert tmp/75h0w1257366687.ps tmp/75h0w1257366687.png") > system("convert tmp/8evnd1257366687.ps tmp/8evnd1257366687.png") > > > proc.time() user system elapsed 1.578 1.161 2.022