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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(0.7461,0.7775,0.7790,0.7744,0.7905,0.7719,0.7811,0.7557,0.7637,0.7595,0.7471,0.7615,0.7487,0.7389,0.7337,0.7510,0.7382,0.7159,0.7542,0.7636,0.7433,0.7658,0.7627,0.7480,0.7692,0.7850,0.7913,0.7720,0.7880,0.8070,0.8268,0.8244,0.8487,0.8572,0.8214,0.8827,0.9216,0.8865,0.8816,0.8884,0.9466,0.9180,0.9337,0.9559,0.9626,0.9434,0.8639,0.7996,0.6680,0.6572,0.6928,0.6438,0.6454,0.6873,0.7265,0.7912,0.8114,0.8281,0.8393) > 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 0.005045734 2 -0.002337175 3 -0.016794639 4 0.007101584 5 0.004864806 6 0.010497356 7 0.014604912 8 0.026657965 9 0.046651492 10 0.042352390 11 0.031207424 12 0.048275772 13 0.040126130 14 0.048461560 15 0.039800768 16 0.038978019 17 0.043728376 18 0.015442671 19 0.019415429 20 0.008375323 21 0.004112999 22 0.014651043 23 0.010089801 24 0.007992946 25 0.018940791 26 0.006075506 27 0.009774158 28 0.008873526 29 0.005260579 30 0.009732704 31 0.006514182 32 0.014386124 33 0.025995211 34 0.018669583 35 0.002401052 36 0.009992698 37 0.015922471 38 -0.012712877 39 -0.014945162 40 -0.015865664 41 -0.004735259 42 -0.040319616 43 -0.026261070 44 -0.014651534 45 -0.022648206 46 -0.022572669 47 -0.023027089 48 -0.036903808 49 -0.039742319 50 -0.050368579 51 -0.076052387 52 -0.056775236 53 -0.049756531 54 -0.047641686 55 -0.029983406 56 -0.026602011 57 -0.021115856 58 -0.013995620 59 -0.015164683 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1i6121256913185.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/27a4h1256913185.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/3814j1256913185.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/4ojqe1256913185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5ae6v1256913185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6g25v1256913185.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/75t2n1256913185.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/8upe01256913185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.6438 0.7484 0.7775 0.7939 0.8337 0.9626 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9g6b21256913185.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10smhr1256913185.tab") > > system("convert tmp/1i6121256913185.ps tmp/1i6121256913185.png") > system("convert tmp/27a4h1256913185.ps tmp/27a4h1256913185.png") > system("convert tmp/3814j1256913185.ps tmp/3814j1256913185.png") > system("convert tmp/4ojqe1256913185.ps tmp/4ojqe1256913185.png") > system("convert tmp/5ae6v1256913185.ps tmp/5ae6v1256913185.png") > system("convert tmp/6g25v1256913185.ps tmp/6g25v1256913185.png") > system("convert tmp/75t2n1256913185.ps tmp/75t2n1256913185.png") > system("convert tmp/8upe01256913185.ps tmp/8upe01256913185.png") > > > proc.time() user system elapsed 2.571 1.923 2.952