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(150.85,147.79,141.96,148.39,147.71,150.6,151.18,152.24,157.19,154.62,157.22,159.7,160.55,149.66,151.69,154.13,151.48,153.34,155.8,158.87,156.09,156.3,156.4,154.09,161.32,160.12,155.17,154.51,151.38,152.59,153.98,154.91,153.01,155.09,155.53,161.86,166.03,164.54,164.33,163.21,159.95,164.18,167.13,166.8,166.29,168.07,167.1,163.53,168.28,169.07,165.84,163.88,157.33,161,163.54,161.21,158.92,160.18,159.9,164.46) > x <- c(131.6,132.05,132.4,132.57,133.02,133.47,133.66,133.96,134.19,134.93,134.9,135.05,135.16,135.23,135.15,135.12,137.29,137.41,137.44,137.62,137.78,137.98,138.06,138.16,138.28,138.33,138.43,138.44,138.41,138.55,138.64,138.72,138.9,139.02,139.04,139.15,139.3,140.73,141.84,141.95,142.1,142.36,142.58,142.75,142.85,143.03,143.19,143.62,143.89,144.69,147.51,147.78,148.04,148.21,148.29,148.34,148.33,148.38,148.37,148.37) > 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 0.02633468 2 -3.43214578 3 -9.57207503 4 -3.29261209 5 -4.37109255 6 -1.87957300 7 -1.46782031 8 -0.67347394 9 4.07285827 10 0.84757929 11 3.47414466 12 5.82131784 13 6.57391150 14 -4.37807435 15 -2.27723338 16 0.18933199 17 -4.38222933 18 -2.62849078 19 -0.19505615 20 2.71555167 21 -0.20613027 22 -0.17323270 23 -0.14407367 24 -2.54262488 25 4.58111367 26 3.33683806 27 -1.70171315 28 -2.37056828 29 -5.47400291 30 -4.38797461 31 -3.07767070 32 -2.21851167 33 -4.27790385 34 -2.30416531 35 -1.88187555 36 4.35071811 37 8.38789130 38 5.63160895 39 4.43869049 40 3.22128416 41 -0.17154266 42 3.82822419 43 6.58341152 44 6.10287446 45 5.50432324 46 7.12493106 47 6.01324912 48 2.06247890 49 6.57339063 50 6.65498093 51 0.92783673 52 -1.27125154 53 -8.05148470 54 -4.53202176 55 -2.06286273 56 -4.43713834 57 -6.71828321 58 -5.50255882 59 -5.77370370 60 -1.21370370 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1rw9b1260780202.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/2x4gi1260780202.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/31c9l1260780202.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/4ecw41260780202.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5vd7j1260780202.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6zov51260780202.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/7hj2y1260780202.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/8mvcl1260780202.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 131.6 135.2 138.6 139.7 142.9 148.4 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/94qum1260780202.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10d5fx1260780202.tab") > > try(system("convert tmp/1rw9b1260780202.ps tmp/1rw9b1260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/2x4gi1260780202.ps tmp/2x4gi1260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/31c9l1260780202.ps tmp/31c9l1260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/4ecw41260780202.ps tmp/4ecw41260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/5vd7j1260780202.ps tmp/5vd7j1260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/6zov51260780202.ps tmp/6zov51260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/7hj2y1260780202.ps tmp/7hj2y1260780202.png",intern=TRUE)) character(0) > try(system("convert tmp/8mvcl1260780202.ps tmp/8mvcl1260780202.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.586 1.165 9.744