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Type 'q()' to quit R. > y <- c(8.9,8.9,8.9,8.9,9,9,9,9,9,9,9,9.1,9,9.1,9.1,9,9,9,9,8.9,8.9,8.9,8.9,8.8,8.8,8.7,8.7,8.5,8.5,8.4,8.2,8.2,8.1,8.1,8,7.9,7.8,7.7,7.6,7.5,7.5,7.5,7.5,7.5,7.4,7.4,7.3,7.3,7.3,7.2,7.2,7.3,7.4,7.4,7.5,7.6,7.7,7.9,8,8.2) > x <- c(8.6,8.5,8.3,7.8,7.8,8,8.6,8.9,8.9,8.6,8.3,8.3,8.3,8.4,8.5,8.4,8.6,8.5,8.5,8.4,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.6,8.4,8.1,8,8,8,8,7.9,7.8,7.8,7.9,8.1,8,7.6,7.3,7,6.8,7,7.1,7.2,7.1,6.9,6.7,6.7,6.6,6.9,7.3,7.5,7.3,7.1,6.9,7.1) > 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 0.026576355 2 0.114910707 3 0.291579411 4 0.733251172 5 0.833251172 6 0.656582467 7 0.126576355 8 -0.138426702 9 -0.138426702 10 0.126576355 11 0.391579411 12 0.491579411 13 0.391579411 14 0.403245059 15 0.314910707 16 0.303245059 17 0.126576355 18 0.214910707 19 0.214910707 20 0.203245059 21 0.114910707 22 0.114910707 23 0.114910707 24 0.014910707 25 0.014910707 26 -0.085089293 27 -0.085089293 28 -0.285089293 29 -0.373423645 30 -0.296754941 31 -0.231751885 32 -0.143417533 33 -0.243417533 34 -0.243417533 35 -0.343417533 36 -0.355083181 37 -0.366748828 38 -0.466748828 39 -0.655083181 40 -0.931751885 41 -0.843417533 42 -0.490080124 43 -0.225077068 44 0.039925989 45 0.116594693 46 -0.060074011 47 -0.248408363 48 -0.336742716 49 -0.248408363 50 -0.171739659 51 0.004929045 52 0.104929045 53 0.293263397 54 0.028260341 55 -0.225077068 56 -0.301745772 57 -0.025077068 58 0.351591637 59 0.628260341 60 0.651591637 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1grrc1257171470.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/2v2yw1257171470.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/3s25z1257171470.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/4lgmg1257171470.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5yhpw1257171470.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/642dy1257171470.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/76uz91257171470.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/87uwo1257171470.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 6.600 7.300 8.000 7.915 8.500 8.900 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9gho81257171470.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10bs0a1257171470.tab") > > system("convert tmp/1grrc1257171470.ps tmp/1grrc1257171470.png") > system("convert tmp/2v2yw1257171470.ps tmp/2v2yw1257171470.png") > system("convert tmp/3s25z1257171470.ps tmp/3s25z1257171470.png") > system("convert tmp/4lgmg1257171470.ps tmp/4lgmg1257171470.png") > system("convert tmp/5yhpw1257171470.ps tmp/5yhpw1257171470.png") > system("convert tmp/642dy1257171470.ps tmp/642dy1257171470.png") > system("convert tmp/76uz91257171470.ps tmp/76uz91257171470.png") > system("convert tmp/87uwo1257171470.ps tmp/87uwo1257171470.png") > > > proc.time() user system elapsed 1.591 1.150 2.024