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Type 'q()' to quit R. > y <- c(108.01,101.21,119.93,94.76,95.26,117.96,115.86,111.44,108.16,108.77,109.45,124.83,115.31,109.49,124.24,92.85,98.42,120.88,111.72,116.1,109.37,111.65,114.29,133.68,114.27,126.49,131,104,108.88,128.48,132.44,128.04,116.35,120.93,118.59,133.1,121.05,127.62,135.44,114.88,114.34,128.85,138.9,129.44,114.96,127.98,127.03,128.75,137.91,128.37,135.9,122.19,113.08,136.2,138,115.24,110.95,99.23,102.39,112.67) > x <- c(102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1,115.9,96,99.8,116.8,115.7,99.4,94.3,91,93.2,103.1) > 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 -7.7143974 2 -8.1697953 3 -5.5996917 4 -3.0841550 5 -13.4276568 6 -10.6843146 7 -8.4007712 8 -5.4379615 9 -6.0647642 10 2.6201840 11 1.8005508 12 7.0291873 13 -0.2990410 14 -0.6972901 15 -4.1736018 16 2.5040112 17 -8.9987364 18 -6.7261069 19 -7.4650895 20 -6.4304252 21 -5.6622590 22 0.4245023 23 1.1034434 24 3.4206958 25 1.0834434 26 2.6906544 27 1.7789034 28 8.4629731 29 -4.0758438 30 -0.9718094 31 1.0271318 32 0.7799623 33 1.6638102 34 1.6295541 35 0.0970489 36 -0.9660655 37 1.6341977 38 4.5127928 39 3.2196369 40 11.1526685 41 -2.8840307 42 2.0513879 43 0.6811040 44 1.7185367 45 2.5809383 46 3.2578031 47 -0.1146813 48 5.0660108 49 5.5742805 50 5.4935056 51 5.1792702 52 14.4251944 53 0.9316511 54 4.4410626 55 7.5099830 56 3.5530767 57 5.1462532 58 -2.7669855 59 -2.1448263 60 -3.2851102 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1e83c1257759195.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/2r1d31257759195.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/3wgo01257759195.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/47ink1257759195.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/56qpi1257759195.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6tq8u1257759195.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/7m4x31257759195.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/8ppui1257759195.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.9 99.3 105.0 105.1 113.0 122.4 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9s32u1257759195.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10fhhl1257759196.tab") > > system("convert tmp/1e83c1257759195.ps tmp/1e83c1257759195.png") > system("convert tmp/2r1d31257759195.ps tmp/2r1d31257759195.png") > system("convert tmp/3wgo01257759195.ps tmp/3wgo01257759195.png") > system("convert tmp/47ink1257759195.ps tmp/47ink1257759195.png") > system("convert tmp/56qpi1257759195.ps tmp/56qpi1257759195.png") > system("convert tmp/6tq8u1257759195.ps tmp/6tq8u1257759195.png") > system("convert tmp/7m4x31257759195.ps tmp/7m4x31257759195.png") > system("convert tmp/8ppui1257759195.ps tmp/8ppui1257759195.png") > > > proc.time() user system elapsed 1.613 1.181 4.042