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Type 'q()' to quit R. > y <- c(2.066862759,2.208274414,2.240709689,2.240709689,2.208274414,2.197224577,2.2300144,2.292534757,2.282382386,2.2300144,2.116255515,2.079441542,2.140066163,2.341805806,2.406945108,2.388762789,2.302585093,2.219203484,2.219203484,2.251291799,2.261763098,2.251291799,2.208274414,2.186051277,2.197224577,2.312535424,2.332143895,2.32238772,2.261763098,2.219203484,2.2300144,2.240709689,2.240709689,2.219203484,2.197224577,2.197224577,2.197224577,2.282382386,2.302585093,2.282382386,2.2300144,2.197224577,2.197224577,2.208274414,2.208274414,2.208274414,2.219203484,2.174751721,2.116255515,2.128231706,2.091864062,2.041220329,2.066862759,2.066862759,2.079441542,2.066862759,2.028148247,1.960094784,1.916922612,1.871802177,1.931521412,2.104134154,2.163323026,2.116255515,2.066862759,2.014903021,2.054123734,2.116255515,2.128231706,2.104134154,2.041220329,1.974081026,1.987874348) > x <- c(1.987874348,2.028148247,2.014903021,2.028148247,2.066862759,2.066862759,2.091864062,2.104134154,2.079441542,2.014903021,1.916922612,1.871802177,1.887069649,2.028148247,2.079441542,2.091864062,2.041220329,2.014903021,2.028148247,2.054123734,2.054123734,2.054123734,2.014903021,2.014903021,1.960094784,2.014903021,2.014903021,2.028148247,2.041220329,2.041220329,2.066862759,2.091864062,2.104134154,2.104134154,2.104134154,2.066862759,1.987874348,1.931521412,1.887069649,1.902107526,1.931521412,1.945910149,1.960094784,1.974081026,1.960094784,1.931521412,1.945910149,1.916922612,1.85629799,1.902107526,1.887069649,1.85629799,1.840549633,1.824549292,1.871802177,1.916922612,1.916922612,1.85629799,1.808288771,1.757857918,1.808288771,1.974081026,1.987874348,1.931521412,1.808288771,1.757857918,1.824549292,1.960094784,2.041220329,2.066862759,2.041220329,2.00148,2.014903021) > 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 -0.115930396 2 -0.007325354 3 0.035899316 4 0.025109921 5 -0.038861709 6 -0.049911546 7 -0.037487471 8 0.015037823 9 0.024999744 10 0.025204027 11 -0.008741247 12 -0.008800680 13 0.039387250 14 0.126206038 15 0.149562466 16 0.121260918 17 0.076336971 18 0.014393111 19 0.003603716 20 0.014532725 21 0.025004024 22 0.014532725 23 0.003464041 24 -0.018759096 25 0.037060306 26 0.107725051 27 0.127333522 28 0.106787952 29 0.035514976 30 -0.007044638 31 -0.017121723 32 -0.026792182 33 -0.036787245 34 -0.058293450 35 -0.080272357 36 -0.049911546 37 0.014431422 38 0.145493625 39 0.201906180 40 0.169453807 41 0.093125639 42 0.048614931 43 0.037060306 44 0.036717126 45 0.048110143 46 0.071385653 47 0.070593838 48 0.049754959 49 0.040642809 50 0.015303127 51 -0.008814851 52 -0.034392377 53 0.004078467 54 0.017112144 55 -0.008800680 56 -0.058134003 57 -0.096848515 58 -0.115517922 59 -0.119582387 60 -0.123622482 61 -0.104983587 62 -0.067423134 63 -0.019470129 64 -0.020633246 65 0.030357760 66 0.019478362 67 0.004373119 68 -0.043908756 69 -0.098016416 70 -0.143001969 71 -0.185027793 72 -0.219795123 73 -0.216936025 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1s9761256670109.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/2yhtf1256670110.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/39jib1256670110.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/4w4xp1256670110.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5e0ii1256670110.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6zpcr1256670110.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/7h75o1256670110.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/8lcil1256670110.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.758 1.917 1.988 1.973 2.041 2.104 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9kh301256670110.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10tuf81256670110.tab") > > system("convert tmp/1s9761256670109.ps tmp/1s9761256670109.png") > system("convert tmp/2yhtf1256670110.ps tmp/2yhtf1256670110.png") > system("convert tmp/39jib1256670110.ps tmp/39jib1256670110.png") > system("convert tmp/4w4xp1256670110.ps tmp/4w4xp1256670110.png") > system("convert tmp/5e0ii1256670110.ps tmp/5e0ii1256670110.png") > system("convert tmp/6zpcr1256670110.ps tmp/6zpcr1256670110.png") > system("convert tmp/7h75o1256670110.ps tmp/7h75o1256670110.png") > system("convert tmp/8lcil1256670110.ps tmp/8lcil1256670110.png") > > > proc.time() user system elapsed 1.610 1.173 2.043