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Type 'q()' to quit R. > y <- c(100.00,102.83,109.50,115.91,107.94,110.86,118.89,123.38,113.33,116.38,122.04,125.47,115.62,117.91,122.40,125.05,114.18,114.74,120.63,123.68,112.84,115.64,122.32,124.59,116.33,117.45,125.64,128.38,119.87,121.22,128.98,131.35,121.35,123.72,131.06,134.55,125.93,128.90,136.19,140.34,130.48,134.68,141.05,145.44,136.21,139.85,147.13,151.44,143.62,148.55,153.54,159.79,152.55,155.84,160.38,164.22,156.40,160.05,165.60,171.15,161.90,167.21,171.34,176.83,166.27,172.30,176.71,182.99,172.07,178.17,182.20,188.49,176.88,182.13,185.32,192.86,180.27,184.92,187.82,194.94,184.36,188.80,193.42,199.76,188.78,191.49,194.87,198.28,183.24,204.87) > x <- c(100.30,101.90,102.10,103.20,103.70,106.20,107.70,109.90,111.70,114.90,116.00,118.30,120.40,126.00,128.10,130.10,130.80,133.60,134.20,135.50,136.20,139.10,139.00,139.60,138.70,140.90,141.30,141.80,142.00,144.50,144.60,145.50,146.80,149.50,149.90,150.10,150.90,152.80,153.10,154.00,154.90,156.90,158.40,159.70,160.20,163.20,163.70,164.40,163.70,165.50,165.60,166.80,167.50,170.60,170.90,172.00,171.80,173.90,174.00,173.80,173.90,176.00,176.60,178.20,179.20,181.30,181.80,182.90,183.80,186.30,187.40,189.20,189.70,191.90,192.60,193.70,194.20,197.60,199.30,201.40,203.00,206.30,207.10,209.80,211.10,215.30,217.40,215.50,210.90,212.60) > 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 4.4727850 2 5.8856794 3 12.3785412 4 17.8142811 5 9.4014356 6 10.1072081 7 16.8086716 8 19.3501514 9 7.7059076 10 7.9216963 11 12.6074362 12 14.0003469 13 2.2903958 14 -0.3794738 15 2.2505751 16 3.1291931 17 -8.3607906 18 -10.2807254 19 -4.9221400 20 -3.0235383 21 -14.4835220 22 -14.2520259 23 -7.4834568 24 -5.7448714 25 -13.2077495 26 -14.0362697 27 -6.2005461 28 -3.9033916 29 -12.5905298 30 -13.4547573 31 -5.7833264 32 -4.2104483 33 -15.3618466 34 -15.3832123 35 -8.3974887 36 -5.0846269 37 -14.4131797 38 -13.1259926 39 -6.1016999 40 -2.7488218 41 -13.4059437 42 -10.9773257 43 -5.9358622 44 -2.6972605 45 -12.3701060 46 -11.3871790 47 -4.5500245 48 -0.8600082 49 -8.0600245 50 -4.7242684 51 0.1771625 52 5.3643333 53 -2.4956504 54 -1.9512925 55 2.3230002 56 5.1887401 57 -2.4541217 58 -0.6640728 59 4.7973581 60 10.5244963 61 1.1859272 62 4.6359761 63 8.2345615 64 12.3074559 65 0.8617649 66 5.0318138 67 8.9989683 68 14.3047082 69 2.5875863 70 6.4733588 71 9.5290987 72 14.2248549 73 2.1720094 74 5.4734892 75 8.0435055 76 14.6092454 77 1.5763999 78 3.2150505 79 4.6093758 80 9.8694247 81 -2.1276809 82 -0.6104612 83 3.3009860 84 7.2496203 85 -4.8817780 86 -5.8916802 87 -4.3716313 88 0.7211816 89 -10.2446398 90 9.8796855 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1v6tb1257975557.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/2rvqa1257975557.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/3i6vo1257975557.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/4l5n51257975557.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5emjr1257975558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6h2km1257975558.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/7ncbm1257975558.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/86w961257975558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 100.3 139.0 161.7 160.0 182.6 217.4 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/96ipg1257975558.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10yicf1257975558.tab") > > system("convert tmp/1v6tb1257975557.ps tmp/1v6tb1257975557.png") > system("convert tmp/2rvqa1257975557.ps tmp/2rvqa1257975557.png") > system("convert tmp/3i6vo1257975557.ps tmp/3i6vo1257975557.png") > system("convert tmp/4l5n51257975557.ps tmp/4l5n51257975557.png") > system("convert tmp/5emjr1257975558.ps tmp/5emjr1257975558.png") > system("convert tmp/6h2km1257975558.ps tmp/6h2km1257975558.png") > system("convert tmp/7ncbm1257975558.ps tmp/7ncbm1257975558.png") > system("convert tmp/86w961257975558.ps tmp/86w961257975558.png") > > > proc.time() user system elapsed 2.220 1.930 3.481