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Type 'q()' to quit R. > y <- c(0.005146,-0.016437,0.006005,0.008702,0.006065,0.016797,0.020605,0.048558,0.041351,0.028252,0.051707,0.037076,0.046126,0.038562,0.043101,0.040678,0.010128,0.028543,0.010615,-0.000725,0.020013,0.009351,0.004490,0.023993,0.009841,0.011276,0.004274,0.009074,0.014261,0.011233,0.013814,0.031786,0.020695,-0.006130,0.024601,0.025193,-0.021078,-0.016113,-0.014245,0.009134,-0.047135,-0.022520,-0.009361,-0.021052,-0.027148,-0.041973,-0.052227,-0.071104,-0.052942,-0.067569,-0.068452,-0.049375,-0.037657,-0.020642,-0.011183,-0.016302,-0.010016,-0.012496,-0.602865) > x <- c(0.461486645,-0.004084972,-0.022949858,0.314235793,0.719086015,0.519010603,0.214639302,0.724751373,0.947471981,0.942293662,1.06557672,0.290473814,0.466120842,0.844038098,0.614769703,0.262528017,-0.351824955,0.049966352,0.053616259,-0.321937027,-0.471965568,-0.57493886,-0.966618095,-0.889742211,-0.735032602,-0.678409402,-0.695641924,-0.471580389,-0.516139175,-0.668427732,-1.285444229,-1.261260411,-1.324871567,-1.625105921,-1.023530639,-0.655808986,-0.185705033,0.171733303,0.570691931,0.710504447,1.116546865,1.045570694,2.012784886,2.471584571,2.54198808,2.135458622,2.675297587,2.315305706,1.513051716,1.066878896,0.546485598,0.446071879,-0.873384,-1.141009819,-2.342678843,-3.455050932,-4.154431398,-3.353127131,-2.63931828) > 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 0.0104578409 2 -0.0069116030 3 0.0157011296 4 0.0153465032 5 0.0090454931 6 0.0215882327 7 0.0281508799 8 0.0514872200 9 0.0422645349 10 0.0292124001 11 0.0515516533 12 0.0439355559 13 0.0513959001 14 0.0404116411 15 0.0470255855 16 0.0477904733 17 0.0228005431 18 0.0375792171 19 0.0196181844 20 0.0116770489 21 0.0337728500 22 0.0240427877 23 0.0227265966 24 0.0415338479 25 0.0259816818 26 0.0269042256 27 0.0200581849 28 0.0228303640 29 0.0284206337 30 0.0267708887 31 0.0349360641 32 0.0526891937 33 0.0421738928 34 0.0180660994 35 0.0433526714 36 0.0406166854 37 -0.0099088896 38 -0.0081788086 39 -0.0099214981 40 0.0121921587 41 -0.0477516411 42 -0.0224942865 43 -0.0180888511 44 -0.0339321192 45 -0.0406652911 46 -0.0518110834 47 -0.0669507802 48 -0.0825697509 49 -0.0571471232 50 -0.0677361318 51 -0.0639094239 52 -0.0439236510 53 -0.0202641986 54 -0.0008271085 55 0.0195073393 56 0.0244556243 57 0.0370712172 58 0.0273391848 59 -0.5694899891 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/14b6t1256914598.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/2pjc91256914598.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/3cytc1256914598.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/4h4xg1256914598.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5xcmw1256914598.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6tbtl1256914598.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/78nxp1256914598.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/8s7v61256914598.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -4.15400 -0.71530 0.05362 -0.04847 0.72190 2.67500 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9btzl1256914598.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/106gg41256914598.tab") > > system("convert tmp/14b6t1256914598.ps tmp/14b6t1256914598.png") > system("convert tmp/2pjc91256914598.ps tmp/2pjc91256914598.png") > system("convert tmp/3cytc1256914598.ps tmp/3cytc1256914598.png") > system("convert tmp/4h4xg1256914598.ps tmp/4h4xg1256914598.png") > system("convert tmp/5xcmw1256914598.ps tmp/5xcmw1256914598.png") > system("convert tmp/6tbtl1256914598.ps tmp/6tbtl1256914598.png") > system("convert tmp/78nxp1256914598.ps tmp/78nxp1256914598.png") > system("convert tmp/8s7v61256914598.ps tmp/8s7v61256914598.png") > > > proc.time() user system elapsed 2.584 1.932 2.962