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Type 'q()' to quit R. > y <- c(98.84,99.505,100.17,100.83,101.51,102.16,102.39,102.54,102.85,103.47,103.57,103.69,103.5,103.47,103.45,103.48,103.93,103.89,104.4,104.79,104.77,105.13,105.26,104.96,104.75,105.01,105.15,105.2,105.77,105.78,106.26,106.13,106.12,106.57,106.44,106.54,107.1,108.1,108.4,108.84,109.62,110.42,110.67,111.66,112.28,112.87,112.18,112.36,112.16,111.49,111.25,111.36,111.74,111.1,111.33,111.25,111.04,110.97,111.31,111.02) > x <- c(153.4,145,137.7,148.3,152.2,169.4,168.6,161.1,174.1,179,190.6,190,181.6,174.8,180.5,196.8,193.8,197,216.3,221.4,217.9,229.7,227.4,204.2,196.6,198.8,207.5,190.7,201.6,210.5,223.5,223.8,231.2,244,234.7,250.2,265.7,287.6,283.3,295.4,312.3,333.8,347.7,383.2,407.1,413.6,362.7,321.9,239.4,191,159.7,163.4,157.6,166.2,176.7,198.3,226.2,216.2,235.9,226.9) > 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 -5.3881123 2 -4.4243053 3 -3.4996277 4 -3.2166937 5 -2.6754256 6 -2.6372685 7 -2.3788107 8 -1.9620187 9 -2.1144582 10 -1.6687623 11 -1.9814005 12 -1.8400572 13 -1.7312502 14 -1.5193588 15 -1.7421207 16 -2.2919486 17 -1.7352318 18 -1.8890630 19 -2.0656078 20 -1.8570263 21 -1.7525234 22 -1.8122761 23 -1.6004599 24 -1.0751833 25 -1.0148341 26 -0.8330931 27 -1.0025718 28 -0.3549578 29 -0.1726955 30 -0.4792886 31 -0.4617281 32 -0.6023997 33 -0.8756345 34 -0.8809595 35 -0.6801374 36 -1.1315075 37 -1.1228776 38 -0.9019102 39 -0.4489495 40 -0.4393739 41 -0.2605452 42 -0.2253489 43 -0.4698033 44 -0.7426187 45 -0.9727959 46 -0.6140156 47 0.5066127 48 2.1379611 49 4.8726729 50 5.9243705 51 6.7977824 52 6.7761651 53 7.3624842 54 6.4165627 55 6.2730539 56 5.4246930 57 4.2222268 58 4.5079495 59 4.1471759 60 4.1773262 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1e8sj1257080084.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/rcomp/tmp/2q77o1257080084.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/rcomp/tmp/3ma6m1257080084.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/rcomp/tmp/45eru1257080084.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5gylc1257080084.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6vpe81257080084.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/rcomp/tmp/7iwch1257080084.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/rcomp/tmp/85d031257080084.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 137.7 178.4 205.8 223.3 236.8 413.6 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/96oai1257080084.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10uqua1257080084.tab") > > system("convert tmp/1e8sj1257080084.ps tmp/1e8sj1257080084.png") > system("convert tmp/2q77o1257080084.ps tmp/2q77o1257080084.png") > system("convert tmp/3ma6m1257080084.ps tmp/3ma6m1257080084.png") > system("convert tmp/45eru1257080084.ps tmp/45eru1257080084.png") > system("convert tmp/5gylc1257080084.ps tmp/5gylc1257080084.png") > system("convert tmp/6vpe81257080084.ps tmp/6vpe81257080084.png") > system("convert tmp/7iwch1257080084.ps tmp/7iwch1257080084.png") > system("convert tmp/85d031257080084.ps tmp/85d031257080084.png") > > > proc.time() user system elapsed 1.800 1.540 3.262