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Type 'q()' to quit R. > y <- c(9681.09,7146.99,3398.92,-1651.65,-3500.79,-3265.17,9922.07,16760.19,10195.19,12294.52,9496.07,8991.14,7870.14,4861.39,4081.37,1797.66,-662.41,793.28,13753.32,23090.8,15300.13,6707.58,6529.84,4078.38,11434.16,6007.91,2037.02,868.07,-1878.07,4034.59,16446.17,22294.39,21096.42,16379.67,14448.21,10018.35,14059.94,12438.1,2241.99,7107.92,-2135.91,-17792.75,-2007.97,4991.63,988.41,-3731.91,-11543.47,-12240.94,-5909.26,-3994.38,-15871.07,-15220.99,-24112.08,-23953.26,-6313.71,-3272.66,-6009.34,-16395.45,-17384.1,-15708.52,-14853.57,-15305.82,-16625.61,-17450.77,-21566.55,-22416.83,-4813.14,-2620.71,-8157.22) > x <- c(20550.02,15876.62,10472.14,5741.66,2632.7,4753.38,42666.74,66105.42,35250.42,38857.54,29869.74,34522.22,33364.22,24973.22,22349.94,18776.5,13502.02,17010.18,53046.74,68228.46,37702.58,30199.38,20879.02,22549.58,9235.5,8149.5,1227.54,6985.74,655.78,4281.02,29801.14,30495.22,17511.14,-1111.86,-7026.3,-9963.34,-9582.58,-17819.34,-25724.38,-28424.86,-33549.98,-34180.74,-3575.82,-4657.42,-25043.5,-33631.98,-39363.82,-34650.9,-35115.38,-37490.06,-39324.22,-41229.1,-47991.86,-41398.38,-15573.18,-15924.98,-28571.5,-35496.54,-37603.14,-27152.02,-20334.22,-18642.22,-17761.78,-22437.02,-22103.94,-15073.86,10675.3,11603.82,-2391.82) > 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 2852.7170 2 1822.8940 3 -185.5785 4 -3713.4986 5 -4561.9245 6 -5008.9104 7 -4025.2470 8 -4731.5844 9 -1364.9572 10 -426.6893 11 -332.1405 12 -2334.6137 13 -3082.8759 14 -3390.7255 15 -3326.3624 16 -4459.8512 17 -5222.1682 18 -4895.6870 19 -3535.1181 20 915.6601 21 2950.6800 22 -3226.7352 23 -404.4317 24 -3393.6127 25 8247.7120 26 3171.0243 27 1428.1793 28 -1594.2238 29 -2302.8723 30 2442.8932 31 6640.0406 32 12264.8496 33 15246.2036 34 16523.8368 35 16496.1206 36 13011.6369 37 16930.6676 38 17960.0812 39 10308.4506 40 16043.6128 41 8449.4597 42 -7004.3508 43 -1070.7021 44 6277.0440 45 8835.7085 46 6879.8539 47 913.2623 48 -1301.2054 49 5179.9817 50 7859.2252 51 -3427.0842 52 -2163.8602 53 -8878.1487 54 -10841.6422 55 -1514.7242 56 1639.5634 57 2973.5534 58 -5183.5203 59 -5494.0965 60 -7182.5297 61 -8522.0976 62 -9518.9696 63 -11122.1562 64 -10442.4470 65 -14665.4390 66 -17778.5656 67 -8463.0318 68 -6569.4744 69 -7601.0588 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1f6m41257371269.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/22doi1257371269.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/3nm1x1257371269.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/4a83v1257371269.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/54vkk1257371269.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6bx7w1257371269.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/7b32x1257371269.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/8xzwg1257371269.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -47990.0 -25040.0 655.8 -426.4 20550.0 68230.0 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/98p531257371269.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10o7cj1257371269.tab") > > system("convert tmp/1f6m41257371269.ps tmp/1f6m41257371269.png") > system("convert tmp/22doi1257371269.ps tmp/22doi1257371269.png") > system("convert tmp/3nm1x1257371269.ps tmp/3nm1x1257371269.png") > system("convert tmp/4a83v1257371269.ps tmp/4a83v1257371269.png") > system("convert tmp/54vkk1257371269.ps tmp/54vkk1257371269.png") > system("convert tmp/6bx7w1257371269.ps tmp/6bx7w1257371269.png") > system("convert tmp/7b32x1257371269.ps tmp/7b32x1257371269.png") > system("convert tmp/8xzwg1257371269.ps tmp/8xzwg1257371269.png") > > > proc.time() user system elapsed 1.588 1.159 2.419