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Type 'q()' to quit R. > y <- c(241.66,251.25,230.26,240.91,211.20,188.19,177.01,167.85,174.03,170.09,203.42,254.97,342.84,386.29,440.51,433.58,408.13,370.32,355.51,332.62,314.62,301.73,306.31,282.98,266.48,249.97,259.87,246.24,238.36,238.04,224.19,214.71,203.11,221.00,211.73,209.39,217.48,242.19,244.64,232.07,235.80,230.37,209.82,206.41,209.60,192.24,186.17,193.41,202.36,203.00,190.64,185.43,171.58,179.57,180.42,162.10,157.95,146.66,154.43,163.38,150.92,151.98,144.74,140.37,143.36,135.79,134.73,126.42,124.72,117.90,114.07,112.26,105.44,110.77,107.68,105.76,102.03,100.22,111.62,118.11,111.72,103.42,97.13,103.10,104.91,100.22,98.52,95.32,96.92,96.60,92.55,82.75,80.84,79.13,79.77,85.10,96.39,97.56,96.39,101.18,103.52,100.11,99.26,104.48,101.29,100.33,115.24,113.64,115.35,108.42,105.65,108.64,104.80,95.43,104.48,103.84,100.01) > x <- c(83.33,83.33,78.33,77.50,76.67,74.17,72.50,72.50,75.83,71.67,74.17,78.33,85.00,83.33,81.67,83.33,85.00,86.67,90.00,90.00,87.50,89.17,85.83,91.67,90.83,90.83,91.67,93.33,94.17,94.17,91.67,93.33,91.67,85.83,93.33,94.17,90.83,90.83,90.83,90.83,87.50,89.17,88.33,90.83,91.67,88.33,85.00,85.83,80.83,84.17,83.33,83.33,83.33,88.33,90.83,90.00,87.50,87.50,86.67,87.50,90.83,90.83,89.17,92.50,87.50,89.17,90.00,91.67,90.00,87.50,87.50,80.00,88.33,83.33,81.67,84.17,85.00,83.33,77.50,81.67,85.00,85.83,89.17,90.00,90.00,90.00,91.67,92.50,93.33,92.50,94.17,93.33,91.67,85.83,77.50,80.83,89.17,92.50,95.83,95.83,95.00,95.00,98.33,99.17,103.33,105.00,104.17,104.17,100.83,105.83,103.33,105.00,103.33,102.50,103.33,101.67,100.00) > 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 48.3675290 2 57.9575290 3 20.6206320 4 28.5570471 5 -3.8665379 6 -35.0499864 7 -51.6898500 8 -60.8498500 9 -43.7828166 10 -61.3234349 11 -19.8199864 12 45.3306320 13 155.0073926 14 192.9975290 15 241.7903592 16 240.2875290 17 220.2973926 18 187.9472562 19 184.0242897 20 161.1342897 21 134.9608412 22 127.5307048 23 121.1909775 24 116.9541533 25 97.7078746 26 81.1978746 27 93.8441533 28 85.6413231 29 80.5076018 30 80.1876018 31 58.1641533 32 54.1113231 33 37.0841533 34 35.8809775 35 51.1313231 36 51.5376018 37 48.7078746 38 73.4178746 39 75.8678746 40 63.2978746 41 56.1408412 42 56.1707048 43 32.8744261 44 37.6378746 45 43.5741533 46 15.2944261 47 -1.6626074 48 8.2909775 49 0.8940805 50 12.4538077 51 -2.6524710 52 -7.8624710 53 -21.7124710 54 2.6244261 55 11.6478746 56 -9.3857103 57 -21.7091588 58 -32.9991588 59 -27.9427438 60 -16.2791588 61 -17.8521254 62 -16.7921254 63 -29.4592952 64 -22.9422618 65 -36.2991588 66 -38.4092952 67 -36.7557103 68 -39.6058467 69 -46.7657103 70 -61.7591588 71 -65.5891588 72 -91.9195044 73 -71.5055739 74 -82.5224710 75 -91.0396408 76 -84.7861923 77 -85.8026074 78 -93.0724710 79 -100.7329529 80 -80.6096408 81 -76.1126074 82 -81.6990225 83 -77.0692952 84 -68.3857103 85 -66.5757103 86 -71.2657103 87 -67.5058467 88 -67.9922618 89 -63.6786769 90 -66.7122618 91 -65.3023982 92 -77.8486769 93 -85.1858467 94 -105.9890225 95 -132.5829529 96 -116.3659195 97 -77.8092952 98 -65.7522618 99 -56.0352284 100 -51.2452284 101 -51.6188133 102 -55.0288133 103 -44.9917798 104 -37.0255011 105 -26.6148828 106 -22.1150192 107 -9.9186041 108 -11.5186041 109 -20.7283313 110 -11.3114343 111 -22.2548828 112 -13.8050192 113 -23.1048828 114 -35.1884677 115 -23.4248828 116 -29.4920526 117 -38.7819162 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1o2ce1257763255.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/freestat/rcomp/tmp/2aq5p1257763255.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/freestat/rcomp/tmp/3wxfg1257763255.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/freestat/rcomp/tmp/4sb2o1257763255.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5s4kc1257763255.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6uxpi1257763255.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/freestat/rcomp/tmp/7o56n1257763255.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/freestat/rcomp/tmp/8iz2v1257763255.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 71.67 85.00 89.17 89.10 92.50 105.80 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9r71t1257763255.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/10fph01257763255.tab") > > system("convert tmp/1o2ce1257763255.ps tmp/1o2ce1257763255.png") > system("convert tmp/2aq5p1257763255.ps tmp/2aq5p1257763255.png") > system("convert tmp/3wxfg1257763255.ps tmp/3wxfg1257763255.png") > system("convert tmp/4sb2o1257763255.ps tmp/4sb2o1257763255.png") > system("convert tmp/5s4kc1257763255.ps tmp/5s4kc1257763255.png") > system("convert tmp/6uxpi1257763255.ps tmp/6uxpi1257763255.png") > system("convert tmp/7o56n1257763255.ps tmp/7o56n1257763255.png") > system("convert tmp/8iz2v1257763255.ps tmp/8iz2v1257763255.png") > > > proc.time() user system elapsed 2.707 2.004 12.317