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Type 'q()' to quit R. > y <- c(10436,9314,9717,8997,9062,8885,9058,9095,9149,9857,9848,10269,10341,9690,10125,9349,9224,9224,9454,9347,9430,9933,10148,10677,10735,9760,10567,9333,9409,9502,9348,9319,9594,10160,10182,10810,11105,9874,10958,9311,9610,9398,9784,9425,9557,10166,10337,10770,11265,10183,10941,9628,9709,9637,9579,9741,9754,10508,10749,11079) > x <- c(1901,1395,1639,1643,1751,1797,1373,1558,1555,2061,2010,2119,1985,1963,2017,1975,1589,1679,1392,1511,1449,1767,1899,2179,2217,2049,2343,2175,1607,1702,1764,1766,1615,1953,2091,2411,2550,2351,2786,2525,2474,2332,1978,1789,1904,1997,2207,2453,1948,1384,1989,2140,2100,2045,2083,2022,1950,1422,1859,2147) > 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] 1 598.39095 2 -43.30790 3 128.08443 4 -595.71242 5 -633.22729 6 -853.89103 7 -278.42524 8 -417.02942 9 -360.18178 10 -132.48294 11 -93.07314 12 224.46278 13 423.65716 14 -206.46018 15 177.28238 16 -558.85072 17 -317.45498 18 -402.88404 19 99.53974 20 -120.41646 21 21.43467 22 222.58532 23 312.28937 24 575.51007 25 597.44003 26 -218.09240 27 309.83934 28 -764.69308 29 -149.54079 30 -146.71591 31 -359.56704 32 -390.46546 33 27.86551 34 273.03193 35 164.04071 36 488.29294 37 651.35251 38 -390.75435 39 280.33853 40 -1118.91720 41 -771.50740 42 -848.71933 43 -126.69836 44 -306.29733 45 -283.45669 46 237.26662 47 208.93214 48 408.42605 49 1382.77799 50 836.13343 51 1019.86031 52 -436.47067 53 -317.50220 54 -337.29555 55 -431.36560 56 -211.46368 57 -130.12043 58 1125.06339 59 951.25784 60 1007.88485 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1n9to1256663221.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/freestat/rcomp/tmp/21kao1256663221.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/freestat/rcomp/tmp/3cpkw1256663221.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/freestat/rcomp/tmp/4ntfg1256663221.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5j91m1256663221.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6ai8u1256663221.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/freestat/rcomp/tmp/74ve81256663221.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/freestat/rcomp/tmp/8cma31256663221.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1373 1696 1969 1939 2124 2786 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9oh4x1256663222.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/10f93u1256663222.tab") > > system("convert tmp/1n9to1256663221.ps tmp/1n9to1256663221.png") > system("convert tmp/21kao1256663221.ps tmp/21kao1256663221.png") > system("convert tmp/3cpkw1256663221.ps tmp/3cpkw1256663221.png") > system("convert tmp/4ntfg1256663221.ps tmp/4ntfg1256663221.png") > system("convert tmp/5j91m1256663221.ps tmp/5j91m1256663221.png") > system("convert tmp/6ai8u1256663221.ps tmp/6ai8u1256663221.png") > system("convert tmp/74ve81256663221.ps tmp/74ve81256663221.png") > system("convert tmp/8cma31256663221.ps tmp/8cma31256663221.png") > > > proc.time() user system elapsed 2.607 1.965 3.006