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Type 'q()' to quit R. > y <- c(2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.60,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.80,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.60,-0.37,-1.10,-1.68,-0.78) > 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 0.771486645 2 0.275915028 3 -0.012949858 4 0.004235793 5 0.219086015 6 0.829010603 7 0.464639302 8 0.364751373 9 0.677471981 10 0.972293662 11 1.015576720 12 0.980473814 13 0.366120842 14 0.524038098 15 0.874769703 16 0.512528017 17 0.338175045 18 -0.220033648 19 -0.176383741 20 -0.001937027 21 -0.201965568 22 -0.604938860 23 -0.556618095 24 -0.879742211 25 -1.015032602 26 -0.828409402 27 -0.715641924 28 -0.581580389 29 -0.566139175 30 -0.628427732 31 -0.785444229 32 -1.271260411 33 -1.404871567 34 -1.375105921 35 -1.413530639 36 -1.385808986 37 -0.885705033 38 0.021733303 39 0.200691931 40 0.530504447 41 0.366546865 42 1.285570694 43 0.952784886 44 1.881584571 45 2.431988080 46 2.655458622 47 2.605297587 48 3.055305706 49 3.093051716 50 1.576878896 51 0.856485598 52 0.836071879 53 0.436616000 54 -1.121009819 55 -1.372678843 56 -2.725050932 57 -3.574431398 58 -4.253127131 59 -3.419318280 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1gdr11256914010.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/2g6pz1256914010.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/3zqft1256914010.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/4m6zb1256914010.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/50tu61256914010.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6wrul1256914010.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/7gkz71256914010.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/857qx1256914010.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.6438 0.7484 0.7775 0.7939 0.8337 0.9626 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9yitu1256914010.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10uito1256914010.tab") > > system("convert tmp/1gdr11256914010.ps tmp/1gdr11256914010.png") > system("convert tmp/2g6pz1256914010.ps tmp/2g6pz1256914010.png") > system("convert tmp/3zqft1256914010.ps tmp/3zqft1256914010.png") > system("convert tmp/4m6zb1256914010.ps tmp/4m6zb1256914010.png") > system("convert tmp/50tu61256914010.ps tmp/50tu61256914010.png") > system("convert tmp/6wrul1256914010.ps tmp/6wrul1256914010.png") > system("convert tmp/7gkz71256914010.ps tmp/7gkz71256914010.png") > system("convert tmp/857qx1256914010.ps tmp/857qx1256914010.png") > > > proc.time() user system elapsed 1.542 1.140 2.113