R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(0.5857,0.5858,0.5717,0.5945,0.5961,0.5973,0.6036,0.6096,0.6315,0.6262,0.6121,0.6326,0.6214,0.6274,0.6175,0.6208,0.6225,0.5889,0.6020,0.5932,0.5841,0.6000,0.5947,0.5891,0.6051,0.5960,0.6012,0.5957,0.5959,0.6049,0.6064,0.6137,0.6311,0.6258,0.6010,0.6232,0.6384,0.6014,0.5980,0.5987,0.6237,0.5813,0.5991,0.6160,0.6096,0.6051,0.5857,0.5565,0.5223,0.5091,0.4919,0.4995,0.5069,0.5190,0.5460,0.5648,0.5751,0.5862,0.5877) > x <- c(2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.60,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.80,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.60,-0.37,-1.10,-1.68,-0.78) > 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 -0.0070622194 2 -0.0065038690 3 -0.0201898751 4 0.0026249104 5 0.0037665600 6 0.0042272852 7 0.0109856356 8 0.0173552730 9 0.0387229951 10 0.0330237867 11 0.0189681432 12 0.0393942157 13 0.0292144150 14 0.0350665600 15 0.0246934241 16 0.0283778471 17 0.0304474845 18 -0.0021323163 19 0.0105684753 20 0.0014284089 21 -0.0071984552 22 0.0091007532 23 0.0037563967 24 -0.0012373980 25 0.0147773875 26 0.0052633936 27 0.0102416112 28 0.0047120402 29 0.0047493997 30 0.0136754723 31 0.0152346142 32 0.0232738891 33 0.0406591036 34 0.0352408196 35 0.0108104570 36 0.0324338226 37 0.0465544814 38 0.0085194967 39 0.0048977142 40 0.0050506509 41 0.0297845119 42 -0.0137244003 43 0.0044304516 44 0.0197631890 45 0.0124908447 46 0.0078282043 47 -0.0108029499 48 -0.0401064484 49 -0.0732123217 50 -0.0840762133 51 -0.1005221529 52 -0.0924638026 53 -0.0844871682 54 -0.0704502682 55 -0.0434206972 56 -0.0231865040 57 -0.0118071628 58 0.0001503960 59 0.0003197013 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1hbzh1256912953.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/2ee321256912953.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/3rg3h1256912953.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/4xagb1256912953.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5qthu1256912953.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6mj3s1256912953.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/7qs4u1256912954.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/8cuz01256912954.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.680 1.615 2.320 2.371 3.080 5.910 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9fs7r1256912954.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10dj7t1256912954.tab") > > system("convert tmp/1hbzh1256912953.ps tmp/1hbzh1256912953.png") > system("convert tmp/2ee321256912953.ps tmp/2ee321256912953.png") > system("convert tmp/3rg3h1256912953.ps tmp/3rg3h1256912953.png") > system("convert tmp/4xagb1256912953.ps tmp/4xagb1256912953.png") > system("convert tmp/5qthu1256912953.ps tmp/5qthu1256912953.png") > system("convert tmp/6mj3s1256912953.ps tmp/6mj3s1256912953.png") > system("convert tmp/7qs4u1256912954.ps tmp/7qs4u1256912954.png") > system("convert tmp/8cuz01256912954.ps tmp/8cuz01256912954.png") > > > proc.time() user system elapsed 1.665 1.185 10.769