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Type 'q()' to quit R. > y <- c(20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971) > x <- c(4138,4634,3996,4308,4143,4429,5219,4929,5755,5592,4163,4962,5208,4755,4491,5732,5731,5040,6102,4904,5369,5578,4619,4731,5011,5299,4146,4625,4736,4219,5116,4205,4121,5103,4300,4578,3809,5526,4247,3830,4394,4826,4409,4569,4106,4794,3914,3793,4405,4022,4100,4788,3163,3585,3903,4178,3863,4187,4178,4354) > 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 -1463.89466 2 -92.90655 3 -2361.71787 4 -8381.06406 5 7902.57095 6 3148.00360 7 4988.56934 8 2985.56420 9 -2831.71770 10 2150.70355 11 -3912.56663 12 -4835.96280 13 -4400.25499 14 -3344.83889 15 -4094.62288 16 -14490.25949 17 6769.84739 18 5775.70065 19 8538.19535 20 3721.23617 21 2312.53752 22 -1172.80015 23 -4686.30337 24 -5751.27380 25 -5464.19986 26 -3280.98096 27 -4464.74969 28 -13488.94464 29 8034.19181 30 4550.44816 31 6760.57786 32 3887.94446 33 3305.92228 34 1914.96729 35 -1753.20903 36 -4068.92134 37 -712.73153 38 21.75755 39 -2245.54445 40 -8442.97599 41 9196.74436 42 6831.57272 43 7618.14118 44 9196.04057 45 4063.52546 46 3622.99284 47 -1152.95381 48 -3314.02147 49 -1872.43130 50 932.50328 51 -6177.83327 52 -11690.36589 53 5671.31218 54 3425.20932 55 6451.22186 56 4280.83019 57 -734.50299 58 825.86828 59 -2886.16981 60 -5313.98048 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1uesz1257390673.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/rcomp/tmp/2c1jg1257390673.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/rcomp/tmp/3z2zo1257390673.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/rcomp/tmp/43ha41257390673.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5xj961257390673.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6k0c71257390673.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/rcomp/tmp/78qh61257390673.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/rcomp/tmp/82beh1257390673.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 3163 4145 4460 4582 4974 6102 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9aztd1257390673.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10dxn01257390673.tab") > > system("convert tmp/1uesz1257390673.ps tmp/1uesz1257390673.png") > system("convert tmp/2c1jg1257390673.ps tmp/2c1jg1257390673.png") > system("convert tmp/3z2zo1257390673.ps tmp/3z2zo1257390673.png") > system("convert tmp/43ha41257390673.ps tmp/43ha41257390673.png") > system("convert tmp/5xj961257390673.ps tmp/5xj961257390673.png") > system("convert tmp/6k0c71257390673.ps tmp/6k0c71257390673.png") > system("convert tmp/78qh61257390673.ps tmp/78qh61257390673.png") > system("convert tmp/82beh1257390673.ps tmp/82beh1257390673.png") > > > proc.time() user system elapsed 1.930 1.740 3.469