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Type 'q()' to quit R. > y <- c(7.6,8,8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5) > x <- c(87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1,115.9,96,99.8,116.8,115.7,99.4,94.3,91,93.2,103.1,94.1,91.8,102.7) > 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 4.403293e-02 2 6.559555e-01 3 1.145983e+00 4 6.603124e-01 5 3.160247e-01 6 3.641713e-01 7 4.063566e-01 8 4.356650e-01 9 6.340606e-01 10 2.912252e-01 11 1.852639e-01 12 1.414742e-01 13 -2.025093e-01 14 1.311560e-01 15 6.256927e-01 16 5.611146e-01 17 6.264949e-01 18 6.799527e-01 19 8.055544e-01 20 9.438808e-01 21 1.277546e+00 22 9.438808e-01 23 8.512944e-01 24 3.572557e-01 25 -7.010570e-01 26 -6.606282e-01 27 -2.382353e-01 28 9.107626e-05 29 1.892924e-02 30 -1.268107e-01 31 6.336907e-02 32 -5.241240e-02 33 5.194447e-02 34 -1.343764e-01 35 -2.622326e-01 36 -4.841275e-01 37 -7.409878e-01 38 -5.772118e-01 39 -5.900887e-01 40 -4.668937e-01 41 -7.720528e-01 42 -7.719007e-01 43 -2.306697e-01 44 -1.833253e-01 45 -6.509601e-01 46 -7.818730e-01 47 -1.266742e+00 48 -8.134359e-01 49 -1.620805e-01 50 2.359036e-02 51 6.854562e-03 52 -8.179449e-01 53 -1.485428e+00 54 -1.200407e+00 55 -3.748052e-01 56 2.747937e-01 57 6.979887e-01 58 2.950841e-01 59 -5.676927e-02 60 2.889707e-01 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1urpd1257967092.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/rcomp/tmp/2kz5w1257967092.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/rcomp/tmp/3srnn1257967092.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/rcomp/tmp/47gnx1257967092.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/50foy1257967092.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6q4ox1257967092.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/rcomp/tmp/7j99u1257967092.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/rcomp/tmp/8e3xj1257967092.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.90 98.78 104.40 104.70 113.00 122.40 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9dhtf1257967092.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10s5k01257967092.tab") > > system("convert tmp/1urpd1257967092.ps tmp/1urpd1257967092.png") > system("convert tmp/2kz5w1257967092.ps tmp/2kz5w1257967092.png") > system("convert tmp/3srnn1257967092.ps tmp/3srnn1257967092.png") > system("convert tmp/47gnx1257967092.ps tmp/47gnx1257967092.png") > system("convert tmp/50foy1257967092.ps tmp/50foy1257967092.png") > system("convert tmp/6q4ox1257967092.ps tmp/6q4ox1257967092.png") > system("convert tmp/7j99u1257967092.ps tmp/7j99u1257967092.png") > system("convert tmp/8e3xj1257967092.ps tmp/8e3xj1257967092.png") > > > proc.time() user system elapsed 1.960 1.840 3.454