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Type 'q()' to quit R. > y <- c(100,96.21064363,96.31280765,107.1793443,114.9066592,92.56060184,114.9995356,107.1236185,117.7765394,107.3650971,106.2970187,114.5072908,98.0031578,103.0649206,100.2879168,104.6066685,111.1544534,104.9874617,109.9284852,111.5352466,132.4974459,100.3436426,123.0983561,114.2379493,104.569518,109.0833101,106.9843039,133.6769759,124.8537197,122.5132349,116.8013374,116.0118882,129.7575926,125.1973623,143.7912139,127.9465032,130.2962757,108.4424631,129.3675118,143.6797622,131.8844618,117.6186496,118.9560695,104.8202842,134.624315,140.401226,143.8005015,153.4317823,153.2924677,127.3149438,153.5525216,136.9276493,131.7730101,144.3391845,107.4208229,113.6249652,124.2221603,102.0618557,96.36853348,111.6838488) > x <- c(100,97.82226485,94.04971502,91.12460521,93.13202153,93.88342812,92.55349954,94.43494835,96.25017563,100.4355715,101.5036685,99.39789728,99.68990733,101.6895041,103.6652759,103.0532766,100.9500712,102.345366,101.6472299,99.56809393,95.67727392,96.58494865,96.32604937,95.37109101,96.00056203,96.88367859,94.85280372,92.46943974,93.99180173,93.45262168,92.26698759,90.39653498,90.43001228,91.04995327,89.07845784,89.69314509,87.92459054,85.8789319,83.20612366,83.85722053,83.01393462,82.84508195,78.68864276,77.56959675,78.53689529,78.55717715,77.4761291,81.58931659,85.02428326,91.71290159,95.96293061,90.84689022,92.28788036,95.56511274,93.62452884,92.63071726,89.50914211,87.17171779,86.72624975,85.63212844) > 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 -9.6891291 2 -15.9156891 3 -20.0355592 4 -12.4426476 5 -2.4687407 6 -23.9738644 7 -3.0233149 8 -8.7936160 9 3.8908093 10 -1.8365639 11 -1.7092858 12 4.1443208 13 -12.0330103 14 -4.7334067 15 -5.2992333 16 -1.6653982 17 2.5285927 18 -2.0768604 19 2.0828469 20 1.3627515 21 17.9705551 22 -13.1674276 23 9.2975398 24 -0.6316049 25 -9.5955662 26 -4.0934377 27 -8.4652895 28 15.5600502 29 8.4405394 30 5.4966334 31 -1.5421618 32 -4.4249206 33 9.3582498 34 5.4918240 35 21.8792843 36 6.7224984 37 7.0930001 38 -17.0502032 39 0.8835827 40 15.9245056 41 3.1854451 42 -11.2693378 43 -14.5835803 44 -29.9717415 45 0.9148376 46 6.7144469 47 8.9038718 48 23.1384100 49 26.8433247 50 8.3513415 51 39.3453223 52 16.9948538 53 13.4528930 54 29.6867690 55 -9.4033894 56 -4.3114674 57 2.7922293 58 -21.9839944 59 -28.1758604 60 -14.0850266 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1bxk01257772861.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/2qjf21257772861.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/3a7b11257772861.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/4irn51257772861.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/53dnt1257772861.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/655961257772861.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/74iay1257772861.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/89v4e1257772861.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 77.48 87.74 92.88 92.13 96.39 103.70 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9oc8u1257772862.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10v2ux1257772862.tab") > > system("convert tmp/1bxk01257772861.ps tmp/1bxk01257772861.png") > system("convert tmp/2qjf21257772861.ps tmp/2qjf21257772861.png") > system("convert tmp/3a7b11257772861.ps tmp/3a7b11257772861.png") > system("convert tmp/4irn51257772861.ps tmp/4irn51257772861.png") > system("convert tmp/53dnt1257772861.ps tmp/53dnt1257772861.png") > system("convert tmp/655961257772861.ps tmp/655961257772861.png") > system("convert tmp/74iay1257772861.ps tmp/74iay1257772861.png") > system("convert tmp/89v4e1257772861.ps tmp/89v4e1257772861.png") > > > proc.time() user system elapsed 1.655 1.222 2.193