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Type 'q()' to quit R. > y <- c(101.3,106.3,94,102.8,102,105.1,92.4,81.4,105.8,120.3,100.7,88.8,94.3,99.9,103.4,103.3,98.8,104.2,91.2,74.7,108.5,114.5,96.9,89.6,97.1,100.3,122.6,115.4,109,129.1,102.8,96.2,127.7,128.9,126.5,119.8,113.2,114.1,134.1,130,121.8,132.1,105.3,103,117.1,126.3,138.1,119.5,138,135.5,178.6,162.2,176.9,204.9,132.2,142.5,164.3,174.9,175.4,143) > x <- c(84,84.5,87.3,86.3,85,86.5,85.4,81.2,81.5,82.2,86.4,86.9,88.6,91.6,89.7,85.9,89.8,91.4,93.1,95.1,94.9,101.2,105.6,112.2,119.7,128.2,129.6,129.9,121.7,125.7,130.4,128.5,130,136.7,138.1,139.5,140.4,144.6,151.4,147.9,141.5,143.8,143.6,150.5,150.1,154.9,162.1,176.7,186.6,194.8,196.3,228.8,267.2,237.2,254.7,258.2,257.9,269.6,266.9,269.6) > 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 4.1205755 2 8.9265117 3 -4.4602454 4 4.7278822 5 4.4324480 6 6.9502567 7 -5.3228031 8 -14.6926674 9 9.5908943 10 23.8192050 11 2.5890694 12 -9.5049944 13 -4.6648112 14 -0.2291938 15 4.0082486 16 5.3831332 17 -0.6305642 18 4.1484318 19 -9.5113851 20 -26.7876401 21 7.0899854 22 10.6447819 23 -8.6629792 24 -18.5246209 25 -13.9355774 26 -14.0346614 27 7.7219601 28 0.4055218 29 -2.8118324 30 15.7356574 31 -12.3885420 32 -18.2510997 33 12.6667090 34 11.2662546 35 8.3228760 36 1.0794975 37 -5.8698173 38 -6.5999529 39 10.7607799 40 8.0192262 41 2.3032424 42 11.7105491 43 -15.0118254 44 -19.9899053 45 -5.7346543 46 1.6023335 47 10.6078153 48 -13.6588467 49 0.9986908 50 -4.6839550 51 37.8338537 52 8.8197090 53 8.6156118 54 48.2594377 55 -31.2327941 56 -22.2912404 57 -0.3748022 58 5.6841057 59 7.2320500 60 -26.2158943 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/18kwl1256827562.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/2ub051256827562.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/3bnb01256827562.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/4ihl91256827562.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5i0pq1256827562.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6pbio1256827562.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/7hjqr1256827562.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/8z0ni1256827562.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 81.20 89.78 129.80 140.20 152.30 269.60 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9om941256827562.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10zsup1256827562.tab") > > system("convert tmp/18kwl1256827562.ps tmp/18kwl1256827562.png") > system("convert tmp/2ub051256827562.ps tmp/2ub051256827562.png") > system("convert tmp/3bnb01256827562.ps tmp/3bnb01256827562.png") > system("convert tmp/4ihl91256827562.ps tmp/4ihl91256827562.png") > system("convert tmp/5i0pq1256827562.ps tmp/5i0pq1256827562.png") > system("convert tmp/6pbio1256827562.ps tmp/6pbio1256827562.png") > system("convert tmp/7hjqr1256827562.ps tmp/7hjqr1256827562.png") > system("convert tmp/8z0ni1256827562.ps tmp/8z0ni1256827562.png") > > > proc.time() user system elapsed 1.592 1.159 2.084