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Type 'q()' to quit R. > y <- c(2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.6,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.8,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.6,-0.37,-1.1,-1.68,-0.78,-1.19) > x <- c(100.64,100.63,100.43,100.80,101.33,101.88,101.85,102.04,102.22,102.63,102.65,102.54,102.37,102.68,102.76,102.82,103.31,103.23,103.60,103.95,103.93,104.25,104.38,104.36,104.32,104.58,104.68,104.92,105.46,105.23,105.58,105.34,105.28,105.70,105.67,105.71,106.19,106.93,107.44,107.85,108.71,109.32,109.49,110.20,110.62,111.22,110.88,111.15,111.29,111.09,111.24,111.45,111.75,111.07,111.17,110.96,110.50,110.48,110.66,110.46) > 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 0.62862108 2 0.31876788 3 0.04170389 4 0.02627228 5 0.32849187 6 0.82041786 7 0.51085826 8 0.25806906 9 0.61542666 10 0.87940785 11 0.84911425 12 0.90072905 13 0.21322465 14 0.30867385 15 0.62749945 16 0.36661865 17 0.10942544 18 -0.57940016 19 -0.31483177 20 -0.08996977 21 -0.40967617 22 -0.68437378 23 -0.65628218 24 -1.06598858 25 -1.07540138 26 -0.79921818 27 -0.65068618 28 -0.63420939 29 -0.53213660 30 -0.47876019 31 -0.52389820 32 -1.02037499 33 -1.00949419 34 -0.93565980 35 -1.18521940 36 -0.79580660 37 -0.07285301 38 0.61628378 39 0.75879697 40 1.12277816 41 1.29015335 42 2.03119854 43 1.78870294 44 2.83828013 45 3.42211452 46 3.52330651 47 3.00829772 48 3.07433411 49 2.33227891 50 0.75521491 51 0.24301291 52 -0.07006989 53 -0.46447390 54 -1.76449149 55 -1.78595949 56 -2.75287669 57 -3.47612388 58 -4.05583028 59 -3.15847268 60 -3.56553668 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/15pgb1256835008.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/260nk1256835008.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/3ckbn1256835008.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/4g5b61256835008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/56rr81256835008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6qo5u1256835008.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/756b91256835008.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/8yhtl1256835008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 100.4 102.8 105.3 106.1 110.5 111.8 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9s37e1256835008.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10saew1256835009.tab") > > system("convert tmp/15pgb1256835008.ps tmp/15pgb1256835008.png") > system("convert tmp/260nk1256835008.ps tmp/260nk1256835008.png") > system("convert tmp/3ckbn1256835008.ps tmp/3ckbn1256835008.png") > system("convert tmp/4g5b61256835008.ps tmp/4g5b61256835008.png") > system("convert tmp/56rr81256835008.ps tmp/56rr81256835008.png") > system("convert tmp/6qo5u1256835008.ps tmp/6qo5u1256835008.png") > system("convert tmp/756b91256835008.ps tmp/756b91256835008.png") > system("convert tmp/8yhtl1256835008.ps tmp/8yhtl1256835008.png") > > > proc.time() user system elapsed 2.473 1.838 2.867