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Type 'q()' to quit R. > y <- c(274412,272433,268361,268586,264768,269974,304744,309365,308347,298427,289231,291975,294912,293488,290555,284736,281818,287854,316263,325412,326011,328282,317480,317539,313737,312276,309391,302950,300316,304035,333476,337698,335932,323931,313927,314485,313218,309664,302963,298989,298423,301631,329765,335083,327616,309119,295916,291413,291542,284678,276475,272566,264981,263290,296806,303598,286994,276427,266424,267153,268381,262522,255542,253158,243803,250741,280445,285257,270976,261076,255603,260376,263903,264291,263276,262572,256167,264221,293860) > x <- c(244752,244576,241572,240541,236089,236997,264579,270349,269645,267037,258113,262813,267413,267366,264777,258863,254844,254868,277267,285351,286602,283042,276687,277915,277128,277103,275037,270150,267140,264993,287259,291186,292300,288186,281477,282656,280190,280408,276836,275216,274352,271311,289802,290726,292300,278506,269826,265861,269034,264176,255198,253353,246057,235372,258556,260993,254663,250643,243422,247105,248541,245039,237080,237085,225554,226839,247934,248333,246969,245098,246263,255765,264319,268347,273046,273963,267430,271993,292710) > 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 6824.96671 2 5058.05751 3 4606.06196 4 6073.48026 5 7620.41362 6 11732.21787 7 13264.21431 8 10932.01002 9 10762.37325 10 3985.17338 11 5543.14133 12 2623.35274 13 17.07030 14 -1350.29182 15 -1163.38785 16 144.34528 17 2069.48705 18 8076.56557 19 9493.39525 20 8900.67889 21 7992.14707 22 14553.16566 23 11409.33086 24 9988.51546 25 7134.89879 26 5704.02532 27 5308.68218 28 4756.81724 29 5750.05206 30 12056.31889 31 14665.42173 32 14155.14561 33 11046.70721 34 4003.32981 35 2084.08675 36 1221.31936 37 2926.00078 38 -890.70261 39 -3287.22328 40 -5309.02381 41 -4833.85076 42 2038.74096 43 7889.95059 44 12094.47386 45 2730.70721 46 856.32418 47 -1886.74286 48 -1611.67441 49 -5306.33423 50 -6316.14595 51 -3700.10469 52 -5385.76640 53 -4178.63842 54 7006.44265 55 12584.29913 56 16439.56449 57 7463.60316 58 1740.94999 59 439.69837 60 -3269.54277 61 -3772.01094 62 -5410.88592 63 -2799.80223 64 -5189.82753 65 -649.26452 66 4740.23158 67 9023.46133 68 13354.64183 69 717.34558 70 -6927.98454 71 -13804.88107 72 -20482.37450 73 -27263.46973 74 -31729.45705 75 -38407.04057 76 -40216.08188 77 -38748.41575 78 -36193.11092 79 -31519.36796 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1310q1257947575.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/freestat/rcomp/tmp/2j27x1257947575.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/freestat/rcomp/tmp/3e37f1257947575.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/freestat/rcomp/tmp/4mpeq1257947575.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5kik91257947575.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6ufwx1257947575.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/freestat/rcomp/tmp/7df821257947575.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/freestat/rcomp/tmp/843yy1257947575.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 225600 248400 267000 264000 277000 292700 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9ogud1257947575.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/108t201257947575.tab") > system("convert tmp/1310q1257947575.ps tmp/1310q1257947575.png") > system("convert tmp/2j27x1257947575.ps tmp/2j27x1257947575.png") > system("convert tmp/3e37f1257947575.ps tmp/3e37f1257947575.png") > system("convert tmp/4mpeq1257947575.ps tmp/4mpeq1257947575.png") > system("convert tmp/5kik91257947575.ps tmp/5kik91257947575.png") > system("convert tmp/6ufwx1257947575.ps tmp/6ufwx1257947575.png") > system("convert tmp/7df821257947575.ps tmp/7df821257947575.png") > system("convert tmp/843yy1257947575.ps tmp/843yy1257947575.png") > > > proc.time() user system elapsed 2.570 1.923 3.056