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Type 'q()' to quit R. > y <- c(11.1,10.9,10,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.8,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.7,7.9,7.9,8,7.9,7.6,7.1,6.8,6.5,6.9,8.2,8.7,8.3,7.9,7.5,7.8,8.3,8.4,8.2,7.7,7.2,7.3,8.1) > x <- c(8,8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5,8) > 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 1.58961543 2 1.29701367 3 0.76742071 4 0.15262422 5 0.06002246 6 0.17481895 7 0.27481895 8 0.17481895 9 0.05262422 10 -0.14737578 11 0.32303126 12 1.05262422 13 1.25262422 14 1.06002246 15 0.36742071 16 -0.03257929 17 -0.11778281 18 -0.20298633 19 -0.29558809 20 -0.49558809 21 -0.69558809 22 -0.41778281 23 0.13782774 24 1.30823478 25 1.78604006 26 1.49343830 27 0.80823478 28 0.41563302 29 0.32303126 30 0.33042950 31 0.42303126 32 0.60823478 33 0.61563302 34 0.40083654 35 0.27124358 36 0.09343830 37 -0.11395994 38 -0.32875642 39 -0.03615466 40 0.05644709 41 -0.12135818 42 -0.49916346 43 -0.79916346 44 -0.92875642 45 -0.95095115 46 -0.97314587 47 -0.85095115 48 -0.56957050 49 -0.16217226 50 -0.19176522 51 0.14904885 52 0.02685413 53 -0.04355291 54 -0.37696874 55 -0.83257929 56 -1.21778281 57 -1.53257929 58 -1.75477402 59 -1.74737578 60 -1.41038457 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1f6381257798347.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/2gv0f1257798347.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/33r5q1257798347.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/4o7ao1257798347.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5opg31257798348.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6nitp1257798348.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/7qak11257798348.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/8b92y1257798348.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5.800 6.700 7.200 7.172 7.700 8.200 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9mwag1257798348.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10z5iz1257798348.tab") > > system("convert tmp/1f6381257798347.ps tmp/1f6381257798347.png") > system("convert tmp/2gv0f1257798347.ps tmp/2gv0f1257798347.png") > system("convert tmp/33r5q1257798347.ps tmp/33r5q1257798347.png") > system("convert tmp/4o7ao1257798347.ps tmp/4o7ao1257798347.png") > system("convert tmp/5opg31257798348.ps tmp/5opg31257798348.png") > system("convert tmp/6nitp1257798348.ps tmp/6nitp1257798348.png") > system("convert tmp/7qak11257798348.ps tmp/7qak11257798348.png") > system("convert tmp/8b92y1257798348.ps tmp/8b92y1257798348.png") > > > proc.time() user system elapsed 1.660 1.186 2.054