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Type 'q()' to quit R. > y <- c(112.39,97.59,142.30,120.79,121.24,104.61,119.86,117.81,91.86,117.37,112.84,101.95,120.52,102.84,137.41,118.97,125.01,118.57,130.61,116.30,99.15,110.26,107.59,107.01,113.77,93.33,147.32,124.48,106.79,134.39,111.41,132.43,98.26,109.81,115.28,108.97,99.19,105.46,138.97,124.52,117.37,123.86,116.39,124.70,97.46,103.24,112.39,107.19,100.53,95.73,143.54,101.99,120.66,121.46,102.97,121.32,85.02,106.21,110.39,87.10) > x <- c(105.81,107.16,107.83,108.85,109.52,110.19,111.20,111.54,111.88,112.55,112.55,112.55,114.24,116.26,116.60,118.62,119.63,120.64,121.65,122.33,122.66,123.00,123.34,124.68,125.02,125.02,125.36,125.70,125.70,126.03,126.37,126.37,126.71,126.71,127.04,127.04,127.38,127.72,128.05,129.40,131.09,131.42,131.76,132.10,132.43,132.77,132.77,133.11,133.45,133.78,134.12,134.46,134.79,134.79,135.13,135.13,136.82,137.15,142.54,143.89) > 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 -5.9642046 2 -20.4284253 3 24.4482207 4 3.1919206 5 3.8085666 6 -12.6547875 7 2.8464252 8 0.8809918 9 -24.9844416 10 0.6922044 11 -3.8377956 12 -14.7277956 13 4.2625503 14 -12.9150245 15 21.7395422 16 3.8019674 17 10.0931800 18 3.9043927 19 16.1956053 20 2.0547385 21 -15.0131821 22 -3.8186155 23 -6.4040488 24 -6.6507569 25 0.1938098 26 -20.2461902 27 33.8283764 28 11.0729430 29 -6.6170570 30 21.0650224 31 -1.8304110 32 19.1895890 33 -14.8958444 34 -3.3458444 35 2.2062350 36 -4.1037650 37 -13.7991984 38 -7.4446317 39 26.1474476 40 12.0332269 41 5.3035728 42 11.8756521 43 4.4902188 44 12.8847854 45 -14.2731352 46 -8.4085686 47 0.7414314 48 -4.3740020 49 -10.9494354 50 -15.6673560 51 32.2272106 52 -9.2382227 53 9.5138566 54 10.3138566 55 -8.0915768 56 10.2584232 57 -25.6212309 58 -4.3491515 59 1.1714782 60 -21.7827425 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/14k041258119482.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/2uduu1258119482.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/36vcb1258119482.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/48y7h1258119482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5ivhl1258119482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6j14x1258119482.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/7fg9e1258119482.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/8xums1258119482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 105.8 118.1 126.2 124.7 132.5 143.9 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9drfq1258119482.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/103qfa1258119482.tab") > system("convert tmp/14k041258119482.ps tmp/14k041258119482.png") > system("convert tmp/2uduu1258119482.ps tmp/2uduu1258119482.png") > system("convert tmp/36vcb1258119482.ps tmp/36vcb1258119482.png") > system("convert tmp/48y7h1258119482.ps tmp/48y7h1258119482.png") > system("convert tmp/5ivhl1258119482.ps tmp/5ivhl1258119482.png") > system("convert tmp/6j14x1258119482.ps tmp/6j14x1258119482.png") > system("convert tmp/7fg9e1258119482.ps tmp/7fg9e1258119482.png") > system("convert tmp/8xums1258119482.ps tmp/8xums1258119482.png") > > > proc.time() user system elapsed 1.642 1.184 1.979