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(8.9,8.6,8.3,8.3,8.3,8.4,8.5,8.4,8.6,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.6,8.4,8.1,8,8,8,8,7.9,7.8,7.8,7.9,8.1,8,7.6,7.3,7,6.8,7,7.1,7.2,7.1,6.9,6.7,6.7,6.6,6.9,7.3,7.5,7.3,7.1,6.9,7.1,7.5,7.7,7.8,7.8,7.7,7.7,7.8,7.9) > x <- c(2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.60,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.80,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.6,-0.37,-1.1,-1.68,-0.78,-1.19) > 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 1.125217699 2 0.788358106 3 0.455065571 4 0.453876552 5 0.490736144 6 0.650187100 7 0.713327508 8 0.583602030 9 0.826406718 10 0.758510234 11 0.754943177 12 0.760888272 13 0.678845953 14 0.690736144 15 0.728784756 16 0.697870259 17 0.668144781 18 0.586102462 19 0.618205978 20 0.645553418 21 0.707504806 22 0.475401290 23 0.178968347 24 0.030218563 25 0.029029544 26 0.062322079 27 0.080157366 28 -0.017464596 29 -0.104385385 30 -0.098440290 31 -0.003196366 32 0.137352678 33 0.038541697 34 -0.351946150 35 -0.681671628 36 -0.935299882 37 -1.048501487 38 -0.765270148 39 -0.647434861 40 -0.503441154 41 -0.582038810 42 -0.692862376 43 -0.921398835 44 -0.795362808 45 -0.825210680 46 -0.512131470 47 -0.173960464 48 0.034362670 49 -0.253624745 50 -0.641489766 51 -0.902129741 52 -0.738989334 53 -0.385361079 54 -0.341122584 55 -0.243500622 56 -0.358835477 57 -0.545633873 58 -0.614596982 59 -0.407585261 60 -0.356335045 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/185et1257946039.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/285a01257946039.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/39jd71257946039.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/43h1s1257946039.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5jn711257946039.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/62cuf1257946039.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/7dn531257946039.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/89gwi1257946039.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.680 1.578 2.295 2.312 3.075 5.910 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/92xn41257946039.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/102uw61257946039.tab") > > system("convert tmp/185et1257946039.ps tmp/185et1257946039.png") > system("convert tmp/285a01257946039.ps tmp/285a01257946039.png") > system("convert tmp/39jd71257946039.ps tmp/39jd71257946039.png") > system("convert tmp/43h1s1257946039.ps tmp/43h1s1257946039.png") > system("convert tmp/5jn711257946039.ps tmp/5jn711257946039.png") > system("convert tmp/62cuf1257946039.ps tmp/62cuf1257946039.png") > system("convert tmp/7dn531257946039.ps tmp/7dn531257946039.png") > system("convert tmp/89gwi1257946039.ps tmp/89gwi1257946039.png") > > > proc.time() user system elapsed 1.663 1.212 17.901