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Type 'q()' to quit R. > y <- c(108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,127,112.1,114.2,121.1,131.6,125,120.4,117.7,117.5,120.6,127.5,112.3,124.5,115.2,104.7,130.9,129.2,113.5,125.6,107.6,107,121.6,110.7,106.3,118.6,104.6) > x <- c(83.4,113.6,112.9,104,109.9,99,106.3,128.9,111.1,102.9,130,87,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137,91,90.5,122.4,123.3,124.3,120,118.1,119,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128,121.6,135.8,143.8,147.5,136.2,156.6,123.3,104.5,139.8,136.5,112.1,118.5,94.4,102.3,111.4,99.2,87.8,115.8,79.7) > 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 2.93703926 2 12.02175159 3 4.96548342 4 6.46435959 5 13.61004842 6 -2.59469874 7 -8.33647358 8 -1.90552991 9 -4.20777758 10 -2.05263324 11 -1.98853707 12 -9.61643874 13 0.40946709 14 9.52899826 15 4.37327259 16 4.39667892 17 0.16993992 18 -1.51335791 19 -3.56042241 20 6.56160826 21 -4.31864758 22 -2.48770391 23 -0.62585541 24 -6.90919208 25 4.46490209 26 8.55769426 27 9.84432476 28 5.69613643 29 0.89334626 30 -2.24509591 31 -4.65846541 32 3.18947109 33 -7.86013174 34 -5.14926174 35 -2.60940507 36 -3.16404574 37 2.83566359 38 -1.16263124 39 7.35269526 40 3.01591943 41 -0.99216041 42 -1.46375507 43 -6.60802941 44 -6.29353607 45 -0.68183291 46 -11.94730474 47 -6.85034674 48 -4.55567524 49 -8.50973458 50 5.39921726 51 4.84823876 52 -2.35596591 53 7.51562876 54 -2.09303241 55 -5.44372024 56 5.98776592 57 -0.66433641 58 -1.09498941 59 1.45573726 60 0.02533609 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1j8x61256769032.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/rcomp/tmp/2wrn81256769032.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/rcomp/tmp/3hp8t1256769032.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/rcomp/tmp/470pn1256769032.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5zi8z1256769032.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6op051256769032.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/rcomp/tmp/7j17t1256769032.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/rcomp/tmp/81uox1256769032.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 79.7 103.8 116.7 116.6 129.6 156.6 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9efgs1256769032.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10rw281256769032.tab") > > system("convert tmp/1j8x61256769032.ps tmp/1j8x61256769032.png") > system("convert tmp/2wrn81256769032.ps tmp/2wrn81256769032.png") > system("convert tmp/3hp8t1256769032.ps tmp/3hp8t1256769032.png") > system("convert tmp/470pn1256769032.ps tmp/470pn1256769032.png") > system("convert tmp/5zi8z1256769032.ps tmp/5zi8z1256769032.png") > system("convert tmp/6op051256769032.ps tmp/6op051256769032.png") > system("convert tmp/7j17t1256769032.ps tmp/7j17t1256769032.png") > system("convert tmp/81uox1256769032.ps tmp/81uox1256769032.png") > > > proc.time() user system elapsed 1.840 1.480 3.198