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Type 'q()' to quit R. > y <- c(10261.69,11299.69,8836,10567.84,10404,11046.01,8537.76,6625.96,11193.64,14472.09,10140.49,7885.44,8892.49,9980.01,10691.56,10670.89,9761.44,10857.64,8317.44,5580.09,11772.25,13110.25,9389.61,8028.16,9428.41,10060.09,15030.76,13317.16,11881,16666.81,10567.84,9254.44,16307.29,16615.21,16002.25,14352.04,12814.24,13018.81,17982.81,16900,14835.24,17450.41,11088.09,10609,13712.41,15951.69,19071.61,14280.25,19044,18360.25,31897.96,26308.84,31293.61,41984.01,17476.84,20306.25,26994.49,30590.01,30765.16,20449) > x <- c(7974.49,8154.09,8299.21,8118.01,7516.89,7242.01,6955.56,6724,6464.16,6707.61,8798.44,8987.04,8519.29,7656.25,6922.24,6724,6448.09,6691.24,7242.01,7089.64,7123.36,7140.25,8704.89,8686.24,10060.09,12409.96,13202.01,11990.25,12078.01,11193.64,12276.64,11837.44,13479.21,12056.04,12950.44,12950.44,13782.76,14280.25,15030.76,14568.49,14161,15901.21,17929.21,19071.61,19712.16,21963.24,21963.24,24304.81,29275.21,29549.61,35645.44,46182.01,52212.25,48400,50805.16,48708.49,48268.09,53870.41,49952.25,47917.21) > 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 -420.3122 2 543.1264 3 -1980.8105 4 -173.7449 5 -88.0285 6 668.0986 7 -1721.2311 8 -3536.8984 9 1138.6548 10 4316.0360 11 -883.5770 12 -3216.9247 13 -2015.6872 14 -569.8741 15 446.4018 16 508.0316 17 -286.8737 18 708.3820 19 -2060.4714 20 -4734.5647 21 1443.5964 22 2774.5845 23 -1595.6195 24 -2949.3269 25 -2119.4339 26 -2463.3078 27 2178.5408 28 968.0057 29 -504.5880 30 4648.3702 31 -1900.2097 32 -3031.2748 33 3339.9905 34 4238.7429 35 3254.4706 36 1604.2606 37 -279.0789 38 -281.0431 39 4371.3810 40 3480.4834 41 1584.8939 42 3477.6116 43 -3726.6373 44 -4679.9973 45 -1842.5131 46 -537.7741 47 2582.1459 48 -3181.3224 49 -481.0454 50 -1278.7132 51 9728.2989 52 -235.1026 53 2246.1993 54 14519.2637 55 -10986.4140 56 -7286.5666 57 -415.4935 58 854.2104 59 2655.9936 60 -6815.3149 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1cdhe1256290518.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/2qwl91256290518.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/3are81256290518.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/4bqrk1256290518.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5i5sf1256290518.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/697791256290518.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/7qezj1256290518.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/8uhgp1256290518.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 6448 7895 12180 18010 20270 53870 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/96emw1256290518.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10ffdr1256290518.tab") > > system("convert tmp/1cdhe1256290518.ps tmp/1cdhe1256290518.png") > system("convert tmp/2qwl91256290518.ps tmp/2qwl91256290518.png") > system("convert tmp/3are81256290518.ps tmp/3are81256290518.png") > system("convert tmp/4bqrk1256290518.ps tmp/4bqrk1256290518.png") > system("convert tmp/5i5sf1256290518.ps tmp/5i5sf1256290518.png") > system("convert tmp/697791256290518.ps tmp/697791256290518.png") > system("convert tmp/7qezj1256290518.ps tmp/7qezj1256290518.png") > system("convert tmp/8uhgp1256290518.ps tmp/8uhgp1256290518.png") > > > proc.time() user system elapsed 1.552 1.133 2.085