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Type 'q()' to quit R. > y <- c(1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5,3.6,4.4,4.1,5.1,5.8,5.9,5.4,5.5,4.8,3.2,2.7,2.1,1.9,0.6,0.7,-0.2,-1,-1.7,-0.7,-1) > x <- c(0.4,1,1.7,3.1,3.3,3.1,3.5,6,5.7,4.7,4.2,3.6,4.4,2.5,-0.6,-1.9,-1.9,0.7,-0.9,-1.7,-3.1,-2.1,0.2,1.2,3.8,4,6.6,5.3,7.6,4.7,6.6,4.4,4.6,6,4.8,4,2.7,3,4.1,4,2.7,2.6,3.1,4.4,3,2,1.3,1.5,1.3,3.2,1.8,3.3,1,2.4,0.4,-0.1,1.3,-1.1,-4.4,-7.5,-12.2,-14.5,-16,-16.7,-16.3,-16.9,-15,-14.6,-14.3) > 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 -0.925615140 2 -1.187869225 3 -1.460498990 4 -0.905758520 5 -0.226509882 6 -0.605758520 7 -0.547261243 8 -0.906653262 9 -1.075526220 10 -0.071769412 11 -0.419891009 12 -0.757636924 13 -0.740642370 14 -0.243504436 15 0.578141667 16 0.313025517 17 0.213025517 18 0.343257817 19 0.509268709 20 0.792274155 21 1.037533685 22 0.133776878 23 -0.004863779 24 0.391379414 25 0.121611714 26 0.100860353 27 -0.768907346 28 -0.234023497 29 -0.272664154 30 -0.271769412 31 -0.568907346 32 -0.440642370 33 -0.861393732 34 -1.206653262 35 -0.782145093 36 -0.599139647 37 -0.864255798 38 -0.795382840 39 -0.909515328 40 -0.899139647 41 -1.264255798 42 -1.253880117 43 -1.305758520 44 -1.540642370 45 -1.195382840 46 -0.291626032 47 0.481003733 48 0.660252371 49 1.081003733 50 0.983865799 51 1.929125329 52 1.473490118 53 2.712130775 54 3.266871245 55 3.574384860 56 3.126263263 57 3.081003733 58 2.630020071 59 1.372417535 60 1.194063638 61 1.081720633 62 1.120361290 63 -0.024003499 64 0.148626266 65 -0.792876457 66 -1.530622372 67 -2.427760306 68 -1.469263029 69 -1.800390071 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1q38k1257174622.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/2ksug1257174622.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/38ylr1257174622.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/4zr891257174622.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5znvo1257174622.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/67tbp1257174622.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/7zsrm1257174622.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/80c621257174622.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -16.90000 -0.90000 2.40000 -0.01449 4.00000 7.60000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/91qli1257174622.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10k1861257174622.tab") > > system("convert tmp/1q38k1257174622.ps tmp/1q38k1257174622.png") > system("convert tmp/2ksug1257174622.ps tmp/2ksug1257174622.png") > system("convert tmp/38ylr1257174622.ps tmp/38ylr1257174622.png") > system("convert tmp/4zr891257174622.ps tmp/4zr891257174622.png") > system("convert tmp/5znvo1257174622.ps tmp/5znvo1257174622.png") > system("convert tmp/67tbp1257174622.ps tmp/67tbp1257174622.png") > system("convert tmp/7zsrm1257174622.ps tmp/7zsrm1257174622.png") > system("convert tmp/80c621257174622.ps tmp/80c621257174622.png") > > > proc.time() user system elapsed 1.617 1.180 3.661