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Type 'q()' to quit R. > y <- c(-0.9,-1,-0.7,-1.7,-1,-0.2,0.7,0.6,1.9,2.1,2.7,3.2,4.8,5.5,5.4,5.9,5.8,5.1,4.1,4.4,3.6,3.5,3.1,2.9,2.2,1.4,1.2,1.3,1.3,1.3,1.8,1.8,1.8,1.7,2.1,2,1.7,1.9,2.3,2.4,2.5,2.8,2.6,2.2,2.8,2.8,2.8,2.3,2.2,3,2.9,2.7,2.7,2.3,2.4,2.8,2.3,2,1.9,2.3) > x <- c(564,581,597,587,536,524,537,536,533,528,516,502,506,518,534,528,478,469,490,493,508,517,514,510,527,542,565,555,499,511,526,532,549,561,557,566,588,620,626,620,573,573,574,580,590,593,597,595,612,628,629,621,569,567,573,584,589,591,595,594) > 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 -3.106843449 2 -2.990602235 3 -2.487081093 4 -3.614281807 5 -3.563005448 6 -2.915646305 7 -1.850285377 8 -1.963005448 9 -0.701165662 10 -0.564766019 11 -0.117406876 12 0.204512124 13 1.855392410 14 2.708033267 15 2.811554409 16 3.235233981 17 2.499230411 18 1.684749768 19 0.951871268 20 1.290031482 21 0.680832553 22 0.695313195 23 0.257152981 24 0.006272696 25 -0.477486091 26 -1.086685020 27 -0.994123378 28 -1.021324092 29 -1.733648090 30 -1.581007233 31 -0.890206162 32 -0.813885734 33 -0.597644520 34 -0.545003663 35 -0.195883949 36 -0.181403306 37 -0.201561736 38 0.405480549 39 0.881800978 40 0.905480549 41 0.407637194 42 0.707637194 43 0.520357265 44 0.196677693 45 0.923878407 46 0.962038621 47 1.012918907 48 0.487478764 49 0.603719978 50 1.607241120 51 1.519961192 52 1.218200621 53 0.556756908 54 0.131316765 55 0.307637194 56 0.847557979 57 0.411158336 58 0.136598479 59 0.087478764 60 0.474758693 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1s2121260892400.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/2cpsw1260892400.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/3aqz31260892400.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/4fje91260892400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5dp1w1260892400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6p3ys1260892400.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/7xspz1260892400.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/8z0iq1260892400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 469.0 525.5 562.5 556.3 589.2 629.0 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9h4jd1260892400.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10w0p01260892400.tab") > > try(system("convert tmp/1s2121260892400.ps tmp/1s2121260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/2cpsw1260892400.ps tmp/2cpsw1260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/3aqz31260892400.ps tmp/3aqz31260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/4fje91260892400.ps tmp/4fje91260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/5dp1w1260892400.ps tmp/5dp1w1260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/6p3ys1260892400.ps tmp/6p3ys1260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/7xspz1260892400.ps tmp/7xspz1260892400.png",intern=TRUE)) character(0) > try(system("convert tmp/8z0iq1260892400.ps tmp/8z0iq1260892400.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.582 1.165 3.164