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Type 'q()' to quit R. > y <- c(282965,276610,277838,277051,277026,274960,270073,267063,264916,287182,291109,292223,288109,281400,282579,280113,280331,276759,275139,274275,271234,289725,290649,292223,278429,269749,265784,268957,264099,255121,253276,245980,235295,258479,260916,254586,250566,243345,247028,248464,244962,237003,237008,225477,226762,247857,248256,246892,245021,246186,255688,264242,268270,272969,273886,267353,271916,292633,295804,293222) > x <- c(581000,597000,587000,536000,524000,537000,536000,533000,528000,516000,502000,506000,518000,534000,528000,478000,469000,490000,493000,508000,517000,514000,510000,527000,542000,565000,555000,499000,511000,526000,532000,549000,561000,557000,566000,588000,620000,626000,620000,573000,573000,574000,580000,590000,593000,597000,595000,612000,628000,629000,621000,569000,567000,573000,584000,589000,591000,595000,594000,611000) > 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 21760.2339 2 18867.5964 3 17931.6199 4 6108.3394 5 3486.5675 6 4233.7370 7 -869.6606 8 -4528.8536 9 -7757.8419 10 11911.3862 11 12808.8190 12 14788.4096 13 13271.1815 14 10024.5440 15 9905.1581 16 -3380.7247 17 -5110.3037 18 -4137.9529 19 -5108.7599 20 -2726.7950 21 -3820.2161 22 14021.5909 23 14080.0003 24 19332.7604 25 8784.7253 26 5081.8714 27 -1047.1052 28 -9992.3740 29 -12253.6021 30 -17985.6372 31 -18532.2513 32 -22149.4911 33 -30237.7192 34 -7919.3098 35 -3534.7309 36 -5103.9825 37 -2199.2575 38 -8121.8715 39 -5737.2575 40 -14471.9473 41 -17973.9473 42 -25716.5497 43 -24413.1637 44 -33780.1872 45 -31845.9942 46 -9885.4036 47 -9919.1989 48 -7604.4387 49 -6013.0762 50 -4631.6785 51 3139.1402 52 440.4620 53 4035.6667 54 10033.0527 55 13330.4269 56 7879.4152 57 12875.2105 58 34457.8011 59 37412.4035 60 38509.1636 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/16rsz1257812955.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/283yw1257812955.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/38f141257812955.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/4j2rt1257812955.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5jois1257812955.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/68bkt1257812955.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/7nncn1257812956.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/89x9f1257812956.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 469000 525500 563000 557100 590200 629000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9211e1257812956.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/104mcu1257812956.tab") > system("convert tmp/16rsz1257812955.ps tmp/16rsz1257812955.png") > system("convert tmp/283yw1257812955.ps tmp/283yw1257812955.png") > system("convert tmp/38f141257812955.ps tmp/38f141257812955.png") > system("convert tmp/4j2rt1257812955.ps tmp/4j2rt1257812955.png") > system("convert tmp/5jois1257812955.ps tmp/5jois1257812955.png") > system("convert tmp/68bkt1257812955.ps tmp/68bkt1257812955.png") > system("convert tmp/7nncn1257812956.ps tmp/7nncn1257812956.png") > system("convert tmp/89x9f1257812956.ps tmp/89x9f1257812956.png") > > > proc.time() user system elapsed 1.595 1.155 3.253