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Type 'q()' to quit R. > y <- c(423.4,404.1,500,472.6,496.1,562,434.8,538.2,577.6,518.1,625.2,561.2,523.3,536.1,607.3,637.3,606.9,652.9,617.2,670.4,729.9,677.2,710,844.3,748.2,653.9,742.6,854.2,808.4,1819,1936.5,1966.1,2083.1,1620.1,1527.6,1795,1685.1,1851.8,2164.4,1981.8,1726.5,2144.6,1758.2,1672.9,1837.3,1596.1,1446,1898.4,1964.1,1755.9,2255.3,1881.2,2117.9,1656.5,1544.1,2098.9,2133.3,1963.5,1801.2,2365.4,1936.5,1667.6,1983.5,2058.6,2448.3,1858.1,1625.4,2130.6,2515.7,2230.2,2086.9,2235,2100.2,2288.6,2490,2573.7,2543.8,2004.7,2390,2338.4,2724.5,2292.5,2386,2477.9,2337,2605.1,2560.8,2839.3,2407.2,2085.2,2735.6,2798.7,3053.2,2405,2471.9,2727.3,2790.7,2385.4,3206.6,2705.6,3518.4,1954.9,2584.3,2535.8,2685.9,2866,2236.6,2934.9,2668.6,2371.2,3165.9,2887.2,3112.2,2671.2,2432.6,2812.3,3095.7,2862.9,2607.3,2862.5) > x <- c(286.1,307,358.1,341.8,378.8,375.2,295.6,362.7,409.6,336.8,389.1,389.3,355.9,542,648.4,452,582.4,506.5,555.5,530.4,609.4,543.9,616.2,634.6,541.7,549.8,627.6,797.4,689.8,1576.6,1572.1,1626.4,1972.4,1509.6,1584.9,1880,1324,1777.7,2172.4,1780.3,2134.9,1838.4,1557,1755.2,1702,1577.5,1485.9,2179.1,1740.9,1724.5,2328.1,1774.1,2224.2,1536.3,1521.2,2051.8,2483.1,1929.8,1808.6,2584.9,1997.9,1639.9,2379.1,1715,2750.9,1865.4,1647.4,2180.4,2593,2057.2,2635.8,2315.4,1863.6,2038,2235.8,2222.1,2636.9,2076.8,1935.5,2086.3,2470.9,1854.6,2041.3,2170.8,1905.5,2130.2,2791.2,2539.7,2661.3,1764.9,2176.9,2458.5,2179,2242.5,2089.6,2661.6,2112,2367.3,2543,2603.9,3146.7,1789.2,2114.8,2236.3,2288.1,2173.2,1877.7,2807.4,2357.4,2107.7,2856.8,2510.8,2875,2229.7,2055.1,2545.4,2775.1,2252.2,2091.7,2433) > 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 -9.950226 2 -50.342925 3 -6.014070 4 -16.963783 5 -30.804924 6 38.728268 7 -8.137817 8 27.543518 9 19.611098 10 33.582317 11 87.900109 12 23.698265 13 19.506215 14 -155.509635 15 -191.690648 16 36.520168 17 -125.482125 18 -2.882324 19 -88.034106 20 -9.502683 21 -29.731066 22 -16.327154 23 -56.493763 24 59.236589 25 56.893131 26 -45.581552 27 -35.398871 28 -95.164434 29 -32.372358 30 83.251308 31 205.292798 32 180.092150 33 -52.097985 34 -48.030949 35 -216.525218 36 -246.946053 37 204.280291 38 -86.902843 39 -172.641994 40 40.473185 41 -572.696242 42 144.637501 43 42.232021 44 -243.095392 45 -25.004885 46 -140.556990 47 -198.212434 48 -445.403768 49 62.536455 50 -129.112336 51 -238.877554 52 -53.869651 53 -271.419592 54 -38.577124 55 -135.737902 56 -116.430056 57 -517.306661 58 -128.705211 59 -168.687742 60 -387.945261 61 -224.433096 62 -132.032321 63 -562.147777 64 183.175254 65 -472.575789 66 -169.111440 67 -181.801471 68 -214.515754 69 -245.819944 70 9.420155 71 -717.814562 72 -246.360460 73 74.805156 74 87.197180 75 88.973456 76 186.499770 77 -262.024704 78 -235.860558 79 292.042235 80 88.251852 81 86.205824 82 276.188136 83 181.266754 84 142.472758 85 269.318836 86 310.647092 87 -400.747356 88 131.571485 89 -423.249673 90 159.415174 91 394.016516 92 172.920152 93 709.497154 94 -2.788319 95 218.421426 96 -103.452439 97 514.614897 98 -148.338980 99 495.541058 100 -66.920442 101 198.074918 102 4.591127 103 305.389081 104 134.268846 105 232.091247 106 528.150630 107 196.975153 108 -42.996721 109 144.852298 110 99.454543 111 138.147809 112 208.637944 113 66.080004 114 276.329698 115 213.939517 116 98.818930 117 150.401086 118 445.322247 119 351.702064 120 262.455263 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1nwgn1257164129.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/2xcck1257164129.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/3ogq81257164129.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/4h0ko1257164129.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/59pcy1257164129.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6549q1257164129.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/7bbhk1257164130.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/82efx1257164130.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 286.1 1445.0 1918.0 1724.0 2238.0 3147.0 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/92vqa1257164130.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10fi5a1257164130.tab") > > system("convert tmp/1nwgn1257164129.ps tmp/1nwgn1257164129.png") > system("convert tmp/2xcck1257164129.ps tmp/2xcck1257164129.png") > system("convert tmp/3ogq81257164129.ps tmp/3ogq81257164129.png") > system("convert tmp/4h0ko1257164129.ps tmp/4h0ko1257164129.png") > system("convert tmp/59pcy1257164129.ps tmp/59pcy1257164129.png") > system("convert tmp/6549q1257164129.ps tmp/6549q1257164129.png") > system("convert tmp/7bbhk1257164130.ps tmp/7bbhk1257164130.png") > system("convert tmp/82efx1257164130.ps tmp/82efx1257164130.png") > > > proc.time() user system elapsed 2.12 1.97 4.17