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Type 'q()' to quit R. > y <- c(100.35,100.35,100.36,100.39,100.34,100.34,100.35,100.43,100.47,100.67,100.75,100.78,100.79,100.67,100.64,100.64,100.76,100.79,100.79,100.9,100.98,101.11,101.18,101.22,101.23,101.09,101.26,101.28,101.43,101.53,101.54,101.54,101.79,102.18,102.37,102.46,102.46,102.03,102.26,102.33,102.44,102.5,102.52,102.66,102.72) > x <- c(102.1,102.86,102.99,103.73,105.02,104.43,104.63,104.93,105.87,105.66,106.76,106,107.22,107.33,107.11,108.86,107.72,107.88,108.38,107.72,108.41,109.9,111.45,112.18,113.34,113.46,114.06,115.54,116.39,115.94,116.97,115.94,115.91,116.43,116.26,116.35,117.9,117.7,117.53,117.86,117.65,116.51,115.93,115.31,115) > par2 = '5' > 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 0.28411027 2 0.18084722 3 0.17318380 4 0.10263819 5 -0.12263726 6 -0.04247251 7 -0.05964700 8 -0.02040874 9 -0.10812883 10 0.12040438 11 0.05094470 12 0.18420775 13 0.02844337 14 -0.10650259 15 -0.10661066 16 -0.34438743 17 -0.06949285 18 -0.06123244 19 -0.12916866 20 0.07050715 21 0.05675517 22 -0.01569477 23 -0.15629705 24 -0.21548393 25 -0.36309597 26 -0.51940066 27 -0.43092412 28 -0.61201534 29 -0.57750691 30 -0.41636431 31 -0.54631293 32 -0.40636431 33 -0.15228814 34 0.16705819 35 0.38015651 36 0.45792799 37 0.24732570 38 -0.15549981 39 0.09759850 40 0.12276060 41 0.26129381 42 0.47618839 43 0.57499441 44 0.79923532 45 0.90135578 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1ujcy1257086796.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/2nkrc1257086796.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/3pofe1257086796.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/4g8us1257086796.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5q01t1257086796.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6g5s41257086796.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/7d4eo1257086796.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/82vx81257086796.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 102.1 106.8 111.4 111.0 115.9 117.9 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9uzwx1257086796.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10yioi1257086796.tab") > > system("convert tmp/1ujcy1257086796.ps tmp/1ujcy1257086796.png") > system("convert tmp/2nkrc1257086796.ps tmp/2nkrc1257086796.png") > system("convert tmp/3pofe1257086796.ps tmp/3pofe1257086796.png") > system("convert tmp/4g8us1257086796.ps tmp/4g8us1257086796.png") > system("convert tmp/5q01t1257086796.ps tmp/5q01t1257086796.png") > system("convert tmp/6g5s41257086796.ps tmp/6g5s41257086796.png") > system("convert tmp/7d4eo1257086796.ps tmp/7d4eo1257086796.png") > system("convert tmp/82vx81257086796.ps tmp/82vx81257086796.png") > > > proc.time() user system elapsed 1.511 1.104 2.042