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Type 'q()' to quit R. > y <- c(2.08,2.12,2.14,2.13,2.1,2.09,2.1,2.09,2.08,2.07,2.08,2.09,2.11,2.2,2.42,2.46,2.5,2.59,2.75,2.78,2.9,3.03,3.1,3.23,3.36,3.51,3.61,3.67,3.74,3.82,3.89,3.98,4.08,4.14,4.33,4.57,4.63,4.57,4.71,4.54,4.3,4.36,4.61,4.71,4.68,4.91,4.75,4.77,5.18,3.42,2.71,2.29,2,1.64,1.3,1.08,1,1,1,1) > x <- c(2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5,3.6,4.4,4.1,5.1,5.8,5.9,5.4,5.5,4.8,3.2,2.7,2.1,1.9,0.6,0.7,-0.2,-1,-1.7,-0.7,-1) > 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 -1.14321500 2 -0.89838117 3 -0.67354733 4 -0.73475579 5 -0.91838117 6 -1.18442346 7 -0.96958963 8 -0.92838117 9 -1.14321500 10 -1.15321500 11 -1.24563192 12 -1.28684038 13 -0.85717271 14 -0.81838117 15 -0.85442346 16 -0.81442346 17 -0.77442346 18 -0.37717271 19 -0.42200654 20 -0.49442346 21 -0.22079809 22 -0.03958963 23 0.08161883 24 0.41645267 25 0.64886958 26 0.64524421 27 0.69403575 28 0.95886958 29 0.97766112 30 1.05766112 31 1.12766112 32 1.47370342 33 1.57370342 34 1.63370342 35 1.87491188 36 2.01249496 37 1.66282729 38 1.24436808 39 1.28195116 40 0.90711733 41 0.61590887 42 0.26624120 43 0.66986658 44 0.25778199 45 -0.13067722 46 0.04811432 47 0.14415661 48 0.11294815 49 0.88140736 50 -0.05925730 51 -0.51321500 52 -0.62596425 53 -0.81354733 54 -0.50783737 55 -0.89904583 56 -0.65816970 57 -0.32850203 58 0.02995718 59 -0.48212741 60 -0.32850203 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1v1un1258151160.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/2cf481258151160.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/38v4l1258151160.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/40v461258151160.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5wy5f1258151160.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6xjek1258151160.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/7rb851258151160.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/8g5cv1258151160.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.700 1.800 2.300 2.365 2.825 5.900 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9ztfz1258151161.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10asmo1258151161.tab") > > system("convert tmp/1v1un1258151160.ps tmp/1v1un1258151160.png") > system("convert tmp/2cf481258151160.ps tmp/2cf481258151160.png") > system("convert tmp/38v4l1258151160.ps tmp/38v4l1258151160.png") > system("convert tmp/40v461258151160.ps tmp/40v461258151160.png") > system("convert tmp/5wy5f1258151160.ps tmp/5wy5f1258151160.png") > system("convert tmp/6xjek1258151160.ps tmp/6xjek1258151160.png") > system("convert tmp/7rb851258151160.ps tmp/7rb851258151160.png") > system("convert tmp/8g5cv1258151160.ps tmp/8g5cv1258151160.png") > > > proc.time() user system elapsed 1.702 1.244 2.011