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Type 'q()' to quit R. > y <- c(85,96.1,113.6,116.8,102.7,106.8,124.2,117.8,121.6,117.9,111.4,109.8,92.6,104.9,120.3,109.1,93.1,87.3,106.9,102.1,102.4,113.3,100.6,103.5,93.7,102.6,108.1,105.9,87.1,81.8,103.8,95.8,92.7,101.1,88,92.8,89.7,95.6,95.2,96.9,79.2,73.5,99.7,87.8,91.3,93.9,90,89.8,88.9,104.2,110.8,110.5,87.1,89.2,96.5,95.4,101,107.6,93.8,93.8) > x <- c(160,171.4,192,231.2,250.8,268.4,266.9,268.5,268.2,265.3,253.8,243.4,213.6,221,227.3,221.6,222.1,232.2,229.6,238.9,238.2,223.9,215,211.1,210.6,206.6,207,201.7,204.5,204.5,195.1,205.5,187.5,173.5,172.3,167.5,157.5,151.1,148.5,147.9,145.6,139.8,138.9,141.4,148.7,150.9,147.3,144.5,134,135.1,131.4,128.4,127.6,127.4,124,123.5,128,129.9,127.6,121.8) > 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 -11.0788981 2 -1.5013122 3 13.2476589 4 11.2126913 5 -5.5047925 6 -3.7551862 7 13.8451315 8 7.2314593 9 11.0715228 10 7.7588036 11 2.7945722 12 2.5834411 13 -10.6369151 14 0.6748512 15 15.2335171 16 4.7947242 17 -11.2720484 18 -18.4208538 19 1.5263634 20 -4.5156059 21 -4.1221244 22 8.6875705 23 -2.8238782 24 0.5969476 25 -9.1362798 26 0.2979006 27 5.7444825 28 4.2522715 29 -14.9216547 30 -20.2216547 31 3.0336691 32 -6.3551998 33 -7.0513882 34 3.2182431 35 -9.7215028 36 -4.2804863 37 -6.0450354 38 0.7096532 39 0.6568705 40 2.4369975 41 -14.9558488 42 -19.8812872 43 6.4389034 44 -5.7949594 45 -3.2698386 46 -0.9636378 47 -4.3828754 48 -4.2089492 49 -3.7067257 50 11.4463747 51 18.5404915 52 18.6411268 53 -4.6520371 54 -2.5253281 55 5.2287252 56 4.1954978 57 9.1945449 58 15.5408092 59 2.0479629 60 2.8225244 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1ifxp1257167364.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/2c6qw1257167364.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/3nwr91257167364.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/4qodq1257167364.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/52k7a1257167364.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6u2r31257167364.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/7phsp1257167364.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/8e46t1257167364.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 121.8 143.7 189.8 186.2 222.6 268.5 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9qpx81257167364.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10jiov1257167364.tab") > system("convert tmp/1ifxp1257167364.ps tmp/1ifxp1257167364.png") > system("convert tmp/2c6qw1257167364.ps tmp/2c6qw1257167364.png") > system("convert tmp/3nwr91257167364.ps tmp/3nwr91257167364.png") > system("convert tmp/4qodq1257167364.ps tmp/4qodq1257167364.png") > system("convert tmp/52k7a1257167364.ps tmp/52k7a1257167364.png") > system("convert tmp/6u2r31257167364.ps tmp/6u2r31257167364.png") > system("convert tmp/7phsp1257167364.ps tmp/7phsp1257167364.png") > system("convert tmp/8e46t1257167364.ps tmp/8e46t1257167364.png") > > > proc.time() user system elapsed 1.612 1.173 2.331