R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(13399312810,12059790361,10859741919,10005804318,9514417076,9090157995,8572220510,7723137889,5807899115,5209566834,10806655595,12461058857,13208416151,12128594650,10919384986,10176514004,8255106257,7865623363,7207634042,6605180508,4973779442,4662647930,9601565784,10970825642,11456779195,9937361218,8640828695,7618604532,7712842581,7298488037,6714167334,6233250865,4485541220,4319314309,8674299005,9646227837,9644528413,8487298626,7332687123,7186469492,7044926860,6741826421,6167977821,5787845097,4405118642,4204870000,8139145884,8959057996,9091425555,7885020695,7188514722,7234890535,7128689422,7084188570,6976487075,6486411791,4945877166,4780407920,8706456619,9845358652,10248100083) > x <- c(13399273401,12059745121,10859701126,10005764694,9514380467,9090122822,8572186156,7723105089,5807865939,5209527792,10806609378,12461012345,13208372519,12128558905,10919352536,10176482175,8255073229,7865594107,7207607915,6605156735,4973755371,4662617610,9601525821,10970781285,11456743879,9937330605,8640802605,7618578980,7712820073,7298467535,6714146057,6233231652,4485522296,4319286391,8674260755,9646185232,9644496082,8487272842,7332664121,7186449444,7044907020,6741808938,6167959359,5787829024,4405100393,4204846098,8139113373,8959021072,9091401548,7885004717,7188505382,7234885924,7128689838,7084192626,6976496845,6486423182,4945888429,4780415692,8706455469,9845353820,10248106158) > 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 -2834.74245 2 7550.61792 3 7183.73544 4 8918.09649 5 7573.78974 6 7580.25439 7 8522.22522 8 9855.07816 9 16742.84010 10 24643.17381 11 12788.24596 12 7458.32008 13 2037.31545 14 -2178.34711 15 -1362.07776 16 542.66162 17 8274.40070 18 5826.61931 19 4934.75478 20 4629.07270 21 10473.79375 22 17780.65382 23 10631.49786 24 10370.06587 25 -323.19397 26 139.77057 27 24.93113 28 2962.46414 29 -401.95306 30 -999.16550 31 1762.51191 32 1333.60804 33 6986.77316 34 16545.97079 35 12071.17431 36 13121.65706 37 2853.40012 38 240.92822 39 1384.56702 40 -1072.30698 41 -799.06652 42 -2125.54114 43 804.53209 44 -292.03492 45 6585.20548 46 12919.06473 47 8151.66111 48 9776.99684 49 -3590.09324 50 -7517.37625 51 -11787.29712 52 -16673.98972 53 -21339.92587 54 -24828.63653 55 -30176.47376 56 -30131.23640 57 -24765.45940 58 -20711.85651 59 -25138.28686 60 -25328.51082 61 -37604.85801 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/13pnp1257763610.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/2clfg1257763610.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/3oi161257763610.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/45rpm1257763610.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5u2ws1257763610.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/68tmd1257763610.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/7j8uy1257763610.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/8n4ag1257763610.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 4.205e+09 6.714e+09 7.866e+09 8.140e+09 9.646e+09 1.340e+10 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9j7dj1257763610.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10ijot1257763610.tab") > > system("convert tmp/13pnp1257763610.ps tmp/13pnp1257763610.png") > system("convert tmp/2clfg1257763610.ps tmp/2clfg1257763610.png") > system("convert tmp/3oi161257763610.ps tmp/3oi161257763610.png") > system("convert tmp/45rpm1257763610.ps tmp/45rpm1257763610.png") > system("convert tmp/5u2ws1257763610.ps tmp/5u2ws1257763610.png") > system("convert tmp/68tmd1257763610.ps tmp/68tmd1257763610.png") > system("convert tmp/7j8uy1257763610.ps tmp/7j8uy1257763610.png") > system("convert tmp/8n4ag1257763610.ps tmp/8n4ag1257763610.png") > > > proc.time() user system elapsed 1.630 1.200 3.334