R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(7.3,7.6,7.5,7.6,7.9,7.9,8.1,8.2,8,7.5,6.8,6.5,6.6,7.6,8,8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5) > x <- 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) > 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 0.47197829 2 0.23355614 3 0.01005946 4 0.11005946 5 0.53355614 6 0.57562818 7 0.65078157 8 0.51273652 9 0.35139147 10 0.05078157 11 -0.21608368 12 -0.37591519 13 -0.50674226 14 -0.27486205 15 -0.12287868 16 0.04635015 17 -0.02552994 18 0.09194392 19 0.19194392 20 0.26976828 21 0.22989901 22 0.26976828 23 0.13355614 24 0.21817031 25 -0.22437182 26 -0.26341563 27 -0.33807451 28 -0.20092806 29 0.12989901 30 0.29194392 31 0.45078157 32 0.61005946 33 0.71005946 34 0.79194392 35 0.87562818 36 0.57562818 37 -0.02437182 38 -0.74860853 39 -1.12552994 40 -0.94860853 41 -0.54921843 42 -0.32437182 43 -0.22437182 44 -0.16644386 45 -0.26644386 46 -0.46644386 47 -0.40805608 48 -0.43880685 49 -0.61608368 50 -0.36168279 51 -0.32321369 52 -0.33038866 53 -0.52802171 54 -0.62802171 55 -0.37591519 56 -0.02802171 57 0.11938304 58 -0.02150472 59 -0.15712751 60 -0.28533232 61 -0.21271215 62 0.23006817 63 0.10470768 64 -0.11608368 65 -0.72802171 66 -0.83018602 67 -0.57951812 68 0.08391632 69 0.63831721 70 0.93006817 71 0.96961134 72 0.92524294 73 0.97272513 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/18izt1256751543.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/2w4ux1256751543.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/3g7fj1256751543.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/4zy8n1256751543.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5dtp71256751543.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6gw1i1256751543.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/76f0x1256751543.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/8uv041256751543.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.872 2.092 2.197 2.171 2.241 2.407 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9ozez1256751543.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10go1h1256751543.tab") > > system("convert tmp/18izt1256751543.ps tmp/18izt1256751543.png") > system("convert tmp/2w4ux1256751543.ps tmp/2w4ux1256751543.png") > system("convert tmp/3g7fj1256751543.ps tmp/3g7fj1256751543.png") > system("convert tmp/4zy8n1256751543.ps tmp/4zy8n1256751543.png") > system("convert tmp/5dtp71256751543.ps tmp/5dtp71256751543.png") > system("convert tmp/6gw1i1256751543.ps tmp/6gw1i1256751543.png") > system("convert tmp/76f0x1256751543.ps tmp/76f0x1256751543.png") > system("convert tmp/8uv041256751543.ps tmp/8uv041256751543.png") > > > proc.time() user system elapsed 1.622 1.187 2.005