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Type 'q()' to quit R. > y <- c(2645.64,2756.76,2849.27,2921.44,2981.85,3080.58,3106.22,3119.31,3061.26,3097.31,3161.69,3257.16,3277.01,3295.32,3363.99,3494.17,3667.03,3813.06,3917.96,3895.51,3801.06,3570.12,3701.61,3862.27,3970.1,4138.52,4199.75,4290.89,4443.91,4502.64,4356.98,4591.27,4696.96,4621.4,4562.84,4202.52,4296.49,4435.23,4105.18,4116.68,3844.49,3720.98,3674.4,3857.62,3801.06,3504.37,3032.6,3047.03,2962.34,2197.82,2014.45,1862.83,1905.41,1810.99,1670.07,1864.44,2052.02,2029.6,2070.83,2293.41) > x <- c(5594,5585,5710,5511,5403,5826,5884,5965,5960,6064,6046,5954,5952,5960,5983,5996,6021,6094,6202,6276,6306,6342,6345,6328,6191,6261,6253,6198,6247,6293,6381,6448,6470,6516,6532,6526,6533,6498,6507,6464,6453,6468,6497,6808,6793,6907,6792,6757,6734,6654,6589,6469,6521,6448,6410,6528,6445,6458,6215,6167) > 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 -526.552974 2 -412.780113 3 -357.115402 4 -226.287702 5 -134.043372 6 -159.997830 7 -151.454045 8 -162.239792 9 -218.815981 10 -213.421261 11 -143.735540 12 -21.147407 13 -0.707882 14 15.244019 15 77.134486 16 203.482576 17 368.973518 18 493.485869 19 566.551539 20 522.289128 21 418.996259 22 177.444815 23 308.050529 24 473.721488 25 621.933925 26 769.720563 27 833.308661 28 940.660589 29 1079.237235 30 1124.408169 31 952.809085 32 1167.350010 33 1266.555239 34 1177.436173 35 1114.159976 36 755.608550 37 847.515213 38 996.571894 39 663.869034 40 688.043813 41 419.096199 42 291.164764 43 236.036657 44 327.585577 45 275.447012 46 -54.845892 47 -492.718226 48 -467.971545 49 -545.882012 50 -1286.821026 51 -1451.031476 52 -1567.279998 53 -1540.027639 54 -1612.929990 55 -1742.649022 56 -1583.060975 57 -1371.015703 58 -1397.267613 59 -1284.410371 60 -1047.681780 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1zqd21256853411.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/29bla1256853411.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/35aoz1256853411.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/4m0t71256853411.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5gtvm1256853411.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6qdlj1256853411.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/7019c1256853411.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/8cgnf1256853411.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5403 6040 6335 6279 6500 6907 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/93siu1256853411.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10mynn1256853411.tab") > > system("convert tmp/1zqd21256853411.ps tmp/1zqd21256853411.png") > system("convert tmp/29bla1256853411.ps tmp/29bla1256853411.png") > system("convert tmp/35aoz1256853411.ps tmp/35aoz1256853411.png") > system("convert tmp/4m0t71256853411.ps tmp/4m0t71256853411.png") > system("convert tmp/5gtvm1256853411.ps tmp/5gtvm1256853411.png") > system("convert tmp/6qdlj1256853411.ps tmp/6qdlj1256853411.png") > system("convert tmp/7019c1256853411.ps tmp/7019c1256853411.png") > system("convert tmp/8cgnf1256853411.ps tmp/8cgnf1256853411.png") > > > proc.time() user system elapsed 1.830 1.630 3.261