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Type 'q()' to quit R. > y <- c(2180995.35,2191117.36,2219483.98,2217992.79,2209675.04,2204327.56,2217758.16,2218743.78,2231760.73,2242745.96,2269344.45,2277708.79,2281332.03,2293500.47,2319792.57,2320736.30,2303874.92,2291488.94,2299751.72,2313222.41,2314078.67,2325555.72,2353668.83,2363959.25,2366135.50,2388164.24,2415043.36,2411619.15,2400100.64,2398536.15,2404054.33,2421077.90,2430396.04,2445739.91,2484702.11,2499887.85,2506371.60,2526847.52,2551947.88,2549403.15,2533567.74,2529577.21,2541049.08,2547421.64,2555613.49,2566290.53,2580919.67,2587978.57,2580098.72,2579086.96,2592127.50,2586944.73,2548600.43,2516994.05,2500125.23,2493360.56,2475571.42,2460157.93,2467502.24) > x <- c(24710.92,23983.59,24434.12,23939.23,24290.02,24117.63,23724.64,22989.44,23716.86,25058.83,25059.00,23579.18,24209.03,24173.67,24706.39,24522.12,24766.15,25940.04,24985.78,24788.00,26544.56,28019.08,27285.71,29161.16,28357.73,27979.91,27543.95,27397.53,27623.59,27736.07,27803.79,27779.55,27524.13,27582.72,28638.95,28825.78,30132.61,29326.85,29075.62,28230.63,28118.36,28173.29,27396.91,24578.55,24504.77,27582.37,26920.31,25426.68,25390.80,25041.16,22769.42,22921.89,26267.63,27364.67,28382.59,29132.81,28214.51,28865.73,24405.35) > 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 -177363.587 2 -145816.364 3 -130721.163 4 -117634.206 5 -136285.299 6 -136554.627 7 -111547.584 8 -88904.921 9 -97315.835 10 -125861.483 11 -99268.000 12 -47312.088 13 -62242.558 14 -49032.507 15 -38432.925 16 -32061.089 17 -56110.946 18 -103076.612 19 -66703.863 20 -47407.099 21 -98294.438 22 -130252.837 23 -80536.592 24 -125491.955 25 -99648.788 26 -66490.473 27 -26769.127 28 -25880.193 29 -44057.831 30 -48935.683 31 -45412.355 32 -27674.739 33 -10832.603 34 2785.361 35 10633.826 36 20316.050 37 -11695.946 38 32515.527 39 65016.456 40 87362.891 41 74834.657 42 69226.035 43 103568.001 44 192961.972 45 203327.186 46 123346.291 47 157477.963 48 208535.242 49 201712.321 50 211000.029 51 290960.004 52 281285.873 53 144384.945 54 80462.676 55 33608.632 56 4744.471 57 14006.013 58 -20590.691 59 118144.585 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1wsck1257495040.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/2kvh71257495040.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/31twf1257495040.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/411po1257495040.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/578tc1257495040.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/619r31257495040.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/78bsp1257495040.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/8qx8b1257495040.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 22770 24510 26540 26300 28000 30130 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/95pbv1257495041.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/1083f41257495041.tab") > > system("convert tmp/1wsck1257495040.ps tmp/1wsck1257495040.png") > system("convert tmp/2kvh71257495040.ps tmp/2kvh71257495040.png") > system("convert tmp/31twf1257495040.ps tmp/31twf1257495040.png") > system("convert tmp/411po1257495040.ps tmp/411po1257495040.png") > system("convert tmp/578tc1257495040.ps tmp/578tc1257495040.png") > system("convert tmp/619r31257495040.ps tmp/619r31257495040.png") > system("convert tmp/78bsp1257495040.ps tmp/78bsp1257495040.png") > system("convert tmp/8qx8b1257495040.ps tmp/8qx8b1257495040.png") > > > proc.time() user system elapsed 1.579 1.163 2.638