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Type 'q()' to quit R. > y <- c(124,118.63,121.86,119.97,125.03,130.09,126.65,121.7,119.24,122.63,116.66,114.12,113.11,112.61,113.4,115.18,121.01,119.44,116.68,117.07,117.41,119.58,120.92,117.09,116.77,119.39,122.49,124.08,118.29,112.94,113.79,114.43,118.7,120.36,118.27,118.34,117.82,117.65,118.18,121.02,124.78,131.16,130.14,131.75,134.73,135.35,140.32,136.35,131.6,128.9,133.89,138.25,146.23,144.76,149.3,156.8,159.08,165.12,163.14,153.43,151.01) > x <- c(104.89,105.15,105.24,105.57,105.62,106.17,106.27,106.41,106.94,107.16,107.32,107.32,107.35,107.55,107.87,108.37,108.38,107.92,108.03,108.14,108.3,108.64,108.66,109.04,109.03,109.03,109.54,109.75,109.83,109.65,109.82,109.95,110.12,110.15,110.21,109.99,110.14,110.14,110.81,110.97,110.99,109.73,109.81,110.02,110.18,110.21,110.25,110.36,110.51,110.6,110.95,111.18,111.19,111.69,111.7,111.83,111.77,111.73,112.01,111.86,112.04) > 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 14.9340285 2 8.4898964 3 11.3480814 4 8.0947598 5 12.9481960 6 15.7359934 7 11.8828656 8 6.3544868 9 1.7049097 10 4.1860287 11 -2.4449757 12 -4.9849757 13 -6.1189140 14 -7.4451695 15 -7.9771783 16 -8.2628170 17 -2.4741298 18 -2.1437422 19 -5.3581827 20 -5.4226232 21 -5.7436276 22 -4.9782619 23 -3.7208875 24 -9.1207729 25 -9.3994601 26 -6.7794601 27 -5.7864116 28 -5.0639799 29 -11.1844821 30 -15.7908521 31 -15.6431693 32 -15.5402354 33 -11.9725525 34 -10.4364909 35 -12.7743675 36 -11.7954865 37 -12.9351781 38 -13.1051781 39 -15.3431340 40 -13.1641384 41 -9.4867639 42 2.0986457 43 0.7481435 44 1.4905752 45 3.8095708 46 4.3056325 47 9.1103814 48 4.6859409 49 -0.6837507 50 -3.7555657 51 -0.2115128 52 3.1982934 53 11.1369806 54 7.6013419 55 12.1000291 56 19.0629630 57 21.5908397 58 27.7960908 59 24.6593331 60 15.5690247 61 12.4053948 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/18l5l1256811813.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/298un1256811813.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/3asl11256811813.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/42j471256811813.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5rh2g1256811813.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6wusl1256811813.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/7mjiu1256811813.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/8ubo71256811813.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 104.9 107.9 109.8 109.2 110.5 112.0 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/97vok1256811814.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10ebty1256811814.tab") > > system("convert tmp/18l5l1256811813.ps tmp/18l5l1256811813.png") > system("convert tmp/298un1256811813.ps tmp/298un1256811813.png") > system("convert tmp/3asl11256811813.ps tmp/3asl11256811813.png") > system("convert tmp/42j471256811813.ps tmp/42j471256811813.png") > system("convert tmp/5rh2g1256811813.ps tmp/5rh2g1256811813.png") > system("convert tmp/6wusl1256811813.ps tmp/6wusl1256811813.png") > system("convert tmp/7mjiu1256811813.ps tmp/7mjiu1256811813.png") > system("convert tmp/8ubo71256811813.ps tmp/8ubo71256811813.png") > > > proc.time() user system elapsed 2.565 1.921 2.862