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Type 'q()' to quit R. > y <- c(1258,1199,1158,1427,934,709,1186,986,1033,1257,1105,1179,1092,1092,1087,2028,2039,2010,754,760,715,855,971,815,915,843,761,1858,2968,4061,3661,3269,2857,2568,2274,1987,683,381,71,1772,3485,5181,4479,3782,3067,2489,1903,1330,736,483,242,1334,2423,3523,2986,2462,1908,1575,1237,904) > x <- c(280,557,831,1081,1318,1578,1859,2141,2428,2715,3004,3309,269,537,813,1068,1411,1675,1958,2242,2524,2836,3143,3522,285,574,865,1147,1516,1789,2087,2372,2669,2966,3270,3652,329,658,988,1303,1603,1929,2235,2544,2872,3198,3544,3903,332,665,1001,1329,1639,1975,2304,2640,2992,3330,3690,4063) > 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 -67.16637 2 -193.92270 3 -301.94522 4 -94.09715 5 -645.06917 6 -933.66718 7 -525.40195 8 -794.38132 9 -817.58374 10 -663.78615 11 -886.47778 12 -887.08314 13 -230.47568 14 -296.03055 15 -368.54228 16 510.08275 17 437.18231 18 343.60587 19 -981.61811 20 -1045.08670 21 -1159.06608 22 -1095.38369 23 -1054.47826 24 -1303.18458 25 -411.38940 26 -554.08103 27 -707.26188 28 320.75874 29 1340.49850 30 2366.72059 31 1893.82749 32 1432.11429 33 947.46580 34 585.81731 35 217.45656 36 -162.98358 37 -654.15214 38 -1036.62808 39 -1427.34863 40 196.59994 41 1836.21763 42 3452.47551 43 2675.62555 44 1903.04177 45 1107.81044 46 450.06832 47 -220.56595 48 -881.38012 49 -601.88597 50 -936.34034 51 -1259.52853 52 -247.75986 53 765.41175 54 1783.22356 55 1165.74762 56 559.55943 57 -80.54249 58 -496.21990 59 -922.27868 60 -1346.51735 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1ueui1258141883.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/2f9m61258141883.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/3upcv1258141883.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/4syeu1258141883.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5p8bt1258141883.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6b2ye1258141883.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/7evxn1258141883.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/84rxk1258141883.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 269 1051 1944 1956 2845 4063 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9xyo61258141883.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/100bq31258141883.tab") > > system("convert tmp/1ueui1258141883.ps tmp/1ueui1258141883.png") > system("convert tmp/2f9m61258141883.ps tmp/2f9m61258141883.png") > system("convert tmp/3upcv1258141883.ps tmp/3upcv1258141883.png") > system("convert tmp/4syeu1258141883.ps tmp/4syeu1258141883.png") > system("convert tmp/5p8bt1258141883.ps tmp/5p8bt1258141883.png") > system("convert tmp/6b2ye1258141883.ps tmp/6b2ye1258141883.png") > system("convert tmp/7evxn1258141883.ps tmp/7evxn1258141883.png") > system("convert tmp/84rxk1258141883.ps tmp/84rxk1258141883.png") > > > proc.time() user system elapsed 1.642 1.191 1.952