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Type 'q()' to quit R. > y <- c(79717000,82855667,79346667,76270333,89532667,83541333,82456000,85818333,92106667,96873333,96580000,87769000,88396000,90995667,92785000,98112667,105779667,103660333,105435000,105204000,107466333,118554333,123614333,125620000,121524333,130830333,138871333,135215667,122096333,130005333,126566000,134808667,138761333,133778333,122598667,116446000,100745333,104419333,103477000,102054333,102446667,99528000,106549667,107587333,117091333,114029667,109721333,114697000,115063667,121234667,118393000,121308000,117579000,117414000,117740333,109417000,116442333,113311000,109391333,107198667) > x <- c(60635408600.00,64463389370.00,66750859382.00,69032584255.95,72841303906.58,72838685607.53,75887977453.76,78936158549.66,81986612544.38,85038924238.38,87328862789.67,85794984680.72,88082838620.17,91885510657.40,96355573323.80,101321342608.80,105791395836.80,113241494103.00,117215849652.80,120940898880.60,125658810316.50,130873880200.80,139583536623.40,148226520849.00,153789461350.00,161871513310.40,171781295610.40,178996585758.20,176620960002.00,186604680395.00,187772917033.20,193109744878.60,197630528464.00,206483683756.40,203906590621.60,206783719069.34,206759082201.76,211878483671.40,214009149959.00,217203709135.40,222331811922.60,232825724880.00,241180274038.70,248494123822.10,253049202253.08,256922518700.16,254451243638.75,262662316800.94,268926171539.67,272037080259.13,281118338865.04,286389613939.39,296190694318.91,307294826961.69,309697986635.60,314369521231.48,317533640477.42,327005697520.69,332458473876.00,339794119726.27) > 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 -16112644.5 2 -13373876.4 3 -17121842.3 4 -20436542.1 5 -7572094.9 6 -13563155.4 7 -14967039.8 8 -11923142.1 9 -5953481.0 10 -1505681.8 11 -2038238.6 12 -10688998.5 13 -10301004.5 14 -8098592.5 15 -6776235.1 16 -1967328.8 17 5232696.6 18 2335070.7 19 3694547.3 20 3074401.3 21 4843866.7 22 15387062.2 23 19537187.5 24 20639945.0 25 15963132.4 26 24424821.9 27 31430573.3 28 27021145.1 29 14149986.4 30 21016013.7 31 17454638.1 32 25139780.9 33 28620172.7 34 22712307.1 35 11801863.1 36 5348630.2 37 -10349463.1 38 -7210273.3 39 -8375191.4 40 -10131585.5 41 -10274970.7 42 -14289908.9 43 -8141019.5 44 -7867411.9 45 1160731.2 46 -2305569.9 47 -6355736.4 48 -2237858.3 49 -2525559.6 50 3320452.1 51 -469909.9 52 1894414.0 53 -2858478.8 54 -4183498.0 55 -4108216.7 56 -12919572.5 57 -6224786.6 58 -10345640.2 59 -14834944.3 60 -17793945.7 > library(lattice) > postscript(file="/var/wessaorg/rcomp/tmp/1rf571321028948.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/29r071321028948.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/33pfy1321028948.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/4la8n1321028948.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/54p2l1321028948.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6xe521321028948.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/7rz6q1321028949.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/8uxam1321028949.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 6.064e+10 1.001e+11 1.872e+11 1.830e+11 2.534e+11 3.398e+11 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/9cgtm1321028949.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/wessaorg/rcomp/tmp/107uta1321028949.tab") > > try(system("convert tmp/1rf571321028948.ps tmp/1rf571321028948.png",intern=TRUE)) character(0) > try(system("convert tmp/29r071321028948.ps tmp/29r071321028948.png",intern=TRUE)) character(0) > try(system("convert tmp/33pfy1321028948.ps tmp/33pfy1321028948.png",intern=TRUE)) character(0) > try(system("convert tmp/4la8n1321028948.ps tmp/4la8n1321028948.png",intern=TRUE)) character(0) > try(system("convert tmp/54p2l1321028948.ps tmp/54p2l1321028948.png",intern=TRUE)) character(0) > try(system("convert tmp/6xe521321028948.ps tmp/6xe521321028948.png",intern=TRUE)) character(0) > try(system("convert tmp/7rz6q1321028949.ps tmp/7rz6q1321028949.png",intern=TRUE)) character(0) > try(system("convert tmp/8uxam1321028949.ps tmp/8uxam1321028949.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.203 0.382 2.600