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Type 'q()' to quit R. > y <- c(95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1,115.9,96,99.8,116.8,115.7,99.4,94.3) > x <- c(93.8,93.8,107.6,101,95.4,96.5,89.2,87.1,110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7,92.8,88,101.1,92.7,95.8,103.8,81.8,87.1,105.9,108.1,102.6,93.7,103.5,100.6,113.3,102.4,102.1,106.9,87.3,93.1,109.1,120.3,104.9,92.6,109.8,111.4,117.9,121.6,117.8,124.2,106.8,102.7,116.8,113.6,96.1,85) > 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 -6.48815606 2 -4.58815606 3 1.96185323 4 -3.46206426 5 -5.24902455 6 8.02162836 7 -11.13815916 8 -0.34576927 9 1.43902909 10 -2.55988375 11 -4.58380124 12 3.26075368 13 -4.33598484 14 -3.16859340 15 3.04553966 16 2.86945095 17 0.49010077 18 8.39989139 19 -7.22838712 20 3.79226889 21 9.55641124 22 3.38358401 23 6.01836689 24 3.43031944 25 -1.92511326 26 2.95749221 27 9.07163146 28 -0.15880898 29 6.98575833 30 6.38141589 31 -8.23164240 32 3.35423073 33 5.18902600 34 5.43033182 35 5.47706725 36 0.47814822 37 -2.01967127 38 -0.79684714 39 4.28250924 40 -1.19032419 41 2.20858866 42 6.92598319 43 -4.77837783 44 3.07597390 45 0.76728902 46 3.24120960 47 4.35206880 48 -0.79250470 49 -1.49684094 50 -0.45770943 51 -7.76748766 52 -2.72074604 53 -8.40118338 54 -5.84465734 55 -14.20771253 56 -7.68923703 57 -0.03814058 58 0.98359640 59 -3.71315451 60 -1.45337938 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/14rvk1261488461.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/27zgb1261488461.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/3wwbe1261488461.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/4odqn1261488461.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5q3d91261488461.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6oqav1261488461.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/77ezb1261488461.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/8d3qj1261488461.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 73.50 92.28 98.30 99.58 107.10 124.20 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9jb6q1261488461.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10mcyx1261488461.tab") > > try(system("convert tmp/14rvk1261488461.ps tmp/14rvk1261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/27zgb1261488461.ps tmp/27zgb1261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/3wwbe1261488461.ps tmp/3wwbe1261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/4odqn1261488461.ps tmp/4odqn1261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/5q3d91261488461.ps tmp/5q3d91261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/6oqav1261488461.ps tmp/6oqav1261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/77ezb1261488461.ps tmp/77ezb1261488461.png",intern=TRUE)) character(0) > try(system("convert tmp/8d3qj1261488461.ps tmp/8d3qj1261488461.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.579 1.167 3.290