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Type 'q()' to quit R. > y <- c(96.7,94.7,90.1,87.9,76.3,82.6,81.8,66.2,97.8,94.7,81.2,70.6,87.6,89.3,99.6,83.9,74.7,91.2,80.8,72.3,99.7,90.1,83.1,71.9,78.6,87.2,90.6,80,73.1,85.6,73.8,70.6,91.8,81.3,85.2,69.6,83.3,89.8,99.5,78.9,83.8,92,80.9,74.6,97.9,88.3,88.1,66.4,92.3,95.6,99.7,78.9,79.4,87.8,80.5,71.8,89.2,96.4,83.5) > x <- c(97.4,97,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3) > 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 15.9425137 2 14.1803346 3 4.5860939 4 3.9913855 5 -4.8736731 6 -2.3788089 7 6.9880384 8 -10.0983428 9 9.6700630 10 5.4404133 11 -0.2709493 12 -9.8602101 13 8.2099843 14 8.7803346 15 9.7458608 16 -0.1275249 17 -6.0574863 18 2.1187790 19 5.9880384 20 -8.1007549 21 9.0134874 22 1.6727868 23 -1.5220774 24 -11.3546067 25 -0.4927394 26 7.3343424 27 5.5022806 28 -3.9680697 29 -8.0736731 30 -4.9676022 31 2.8526295 32 -9.1467471 33 1.6485846 34 -4.5111824 35 -2.3353845 36 -14.0707935 37 1.5912297 38 7.0804905 39 7.9811139 40 -3.8195095 41 -4.3893923 42 1.0162111 43 7.2771433 44 -8.0005990 45 6.7973006 46 -3.8134386 47 -1.8730497 48 -17.0924277 49 6.4293624 50 10.1455491 51 6.2190907 52 -7.0300929 53 -8.4326608 54 -4.7296253 55 2.6558208 56 -13.0004432 57 -0.5352287 58 0.7787018 59 -6.7108707 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1dzyl1258286979.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/22eto1258286979.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/36vje1258286979.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/4oggw1258286979.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/535ix1258286979.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6vffl1258286979.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/7lfk21258286979.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/8y9qr1258286979.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.9 97.4 103.9 103.8 111.6 122.4 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9clvj1258286979.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10znce1258286979.tab") > > system("convert tmp/1dzyl1258286979.ps tmp/1dzyl1258286979.png") > system("convert tmp/22eto1258286979.ps tmp/22eto1258286979.png") > system("convert tmp/36vje1258286979.ps tmp/36vje1258286979.png") > system("convert tmp/4oggw1258286979.ps tmp/4oggw1258286979.png") > system("convert tmp/535ix1258286979.ps tmp/535ix1258286979.png") > system("convert tmp/6vffl1258286979.ps tmp/6vffl1258286979.png") > system("convert tmp/7lfk21258286979.ps tmp/7lfk21258286979.png") > system("convert tmp/8y9qr1258286979.ps tmp/8y9qr1258286979.png") > > > proc.time() user system elapsed 1.617 1.188 2.402