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Type 'q()' to quit R. > y <- c(2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.60,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.80,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.60,-0.37,-1.10,-1.68,-0.78) > x <- c(0.5858,0.5717,0.5945,0.5961,0.5973,0.6036,0.6096,0.6315,0.6262,0.6121,0.6326,0.6214,0.6274,0.6175,0.6208,0.6225,0.5889,0.6020,0.5932,0.5841,0.6000,0.5947,0.5891,0.6051,0.5960,0.6012,0.5957,0.5959,0.6049,0.6064,0.6137,0.6311,0.6258,0.6010,0.6232,0.6384,0.6014,0.5980,0.5987,0.6237,0.5813,0.5991,0.6160,0.6096,0.6051,0.5857,0.5565,0.5223,0.5091,0.4919,0.4995,0.5069,0.5190,0.5460,0.5648,0.5751,0.5862,0.5877) > 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 0.20698929 2 -0.02991500 3 -0.10960168 4 0.19550803 5 0.69184031 6 0.36258478 7 0.09424618 8 0.38731029 9 0.67350938 10 0.68660509 11 0.67394821 12 0.01818026 13 0.09984166 14 0.45010035 15 0.18001412 16 -0.07518181 17 -0.66248565 18 -0.43252493 19 -0.17562832 20 -0.46781477 21 -0.78641206 22 -0.74021297 23 -1.13309694 24 -1.19199987 25 -0.88418633 26 -0.75007978 27 -0.71326940 28 -0.60388069 29 -0.58138859 30 -0.62597324 31 -1.14828520 32 -1.19146714 33 -1.09526804 34 -1.26946850 35 -0.94732132 36 -0.26377910 37 0.54930893 38 0.70970080 39 1.07756130 40 1.18115047 41 2.06074324 42 1.76633873 43 2.77468500 44 3.38424618 45 3.50800013 46 3.04729493 47 3.20654278 48 2.57107280 49 1.03141772 50 0.57398837 51 0.24075948 52 -0.17185813 53 -1.51884097 54 -1.62136467 55 -2.64882561 56 -3.41030688 57 -4.02423328 58 -3.12881793 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/18j4u1256678014.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/2jd5t1256678014.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/3wcmn1256678014.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/4sa4i1256678014.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5nzwx1256678014.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6ftrk1256678014.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/7zpv01256678014.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/870ng1256678014.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.4919 0.5859 0.5989 0.5921 0.6133 0.6384 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9nh6m1256678014.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10xnm31256678014.tab") > > system("convert tmp/18j4u1256678014.ps tmp/18j4u1256678014.png") > system("convert tmp/2jd5t1256678014.ps tmp/2jd5t1256678014.png") > system("convert tmp/3wcmn1256678014.ps tmp/3wcmn1256678014.png") > system("convert tmp/4sa4i1256678014.ps tmp/4sa4i1256678014.png") > system("convert tmp/5nzwx1256678014.ps tmp/5nzwx1256678014.png") > system("convert tmp/6ftrk1256678014.ps tmp/6ftrk1256678014.png") > system("convert tmp/7zpv01256678014.ps tmp/7zpv01256678014.png") > system("convert tmp/870ng1256678014.ps tmp/870ng1256678014.png") > > > proc.time() user system elapsed 1.535 1.108 2.022