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(1.084,1.1154,1.1184,1.157,1.1625,1.1627,1.1578,1.1533,1.1684,1.1597,1.1888,1.1296,1.1424,1.1317,1.1581,1.1672,1.1391,1.1357,1.1065,1.1232,1.0845,1.0676,1.0863,1.0792,1.0799,1.0817,1.0869,1.0843,1.0747,1.0711,1.0688,1.0828,1.0746,1.0568,1.06,1.0593,1.037,1.0288,1.0295,1.0352,1.0324,1.0186,1.0094,1.0258,1.017,1.0117,1.0175,1.0064,1.0168,1.034,1.0423,1.0356,1.0348) > x <- c(1.3855,1.3431,1.3257,1.2978,1.2793,1.2945,1.289,1.2848,1.2694,1.2636,1.29,1.3559,1.3305,1.3482,1.3146,1.3027,1.3247,1.3267,1.3621,1.3479,1.4011,1.4135,1.3964,1.401,1.3955,1.4077,1.3975,1.3949,1.4138,1.421,1.4253,1.4169,1.4174,1.4346,1.4296,1.4311,1.4594,1.4722,1.4669,1.4571,1.4709,1.4893,1.4997,1.4713,1.4846,1.4914,1.4859,1.4957,1.4843,1.4619,1.434,1.4426,1.4318) > par6 = 'USD/CHF' > par5 = 'http://www.global-view.com/forex-trading-tools/forex-history/index.html ' > par4 = 'USD/CHF' > par3 = 'EUR/USD' > par2 = 'http://www.global-view.com/forex-trading-tools/forex-history/index.html ' > par1 = 'EUR/USD' > ylab = 'value' > xlab = 'index' > #'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: Write here your technical program description (don't use hard returns!) > postscript(file="/var/www/html/rcomp/tmp/1sfwu1289905012.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,2)) > plot(x,type='b',main='Plot of x',xlab=xlab,ylab=ylab) > plot(y,type='b',main='Plot of y',xlab=xlab,ylab=ylab) > hist(x) > hist(y) > dev.off() null device 1 > > #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,'Bivariate Dataseries',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Name of dataseries x',header=TRUE) > a<-table.element(a,par1) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Source of x',header=TRUE) > a<-table.element(a,par2) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Description of x',header=TRUE) > a<-table.element(a,par3) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Name of dataseries y',header=TRUE) > a<-table.element(a,par4) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Source of y',header=TRUE) > a<-table.element(a,par5) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Description of y',header=TRUE) > a<-table.element(a,par6) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Number of observations',header=TRUE) > a<-table.element(a,length(x)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/2hgto1289905012.tab") > > try(system("convert tmp/1sfwu1289905012.ps tmp/1sfwu1289905012.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.377 0.171 0.513