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Type 'q()' to quit R. > y <- c(1076.7,1035.9,1037,1154,1237.2,996.6,1238.2,1153.4,1268.1,1156,1144.5,1232.9,1055.2,1109.7,1079.8,1126.3,1196.8,1130.4,1183.6,1200.9,1426.6,1080.4,1325.4,1230,1125.9,1174.5,1151.9,1439.3,1344.3,1319.1,1257.6,1249.1,1397.1,1348,1548.2,1377.6,1402.9,1167.6,1392.9,1547,1420,1266.4,1280.8,1128.6,1449.5,1511.7,1548.3,1652,1650.5,1370.8,1653.3,1474.3,1418.8,1554.1,1156.6,1223.4,1337.5,1098.9,1037.6,1202.5) > x <- c(101.01,100.88,100.55,100.82,101.5,102.16,102.39,102.54,102.85,103.47,103.57,103.69,103.5,103.47,103.45,103.48,103.93,103.89,104.4,104.79,104.77,105.13,105.26,104.96,104.75,105.01,105.15,105.2,105.77,105.78,106.26,106.13,106.12,106.57,106.44,106.54,107.1,108.1,108.4,108.84,109.62,110.42,110.67,111.66,112.28,112.87,112.18,112.36,112.16,111.49,111.25,111.36,111.74,111.1,111.33,111.25,111.04,110.97,111.31,111.02) > 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 -43.462990 2 -80.753095 3 -70.743362 4 38.966856 5 103.807405 6 -154.612062 7 80.778124 8 -8.071755 9 98.258495 10 -30.581004 11 -44.780923 12 40.379173 13 -132.190980 14 -76.881004 15 -106.241020 16 -60.550996 17 -2.200633 18 -67.520665 19 -28.090253 20 -21.319939 21 204.920045 22 -150.999664 23 90.490441 24 3.190199 25 -95.239971 26 -53.659761 27 -80.039648 28 206.010392 29 95.620853 30 70.150861 31 -4.308752 32 -9.298857 33 138.971135 34 77.721498 35 281.431394 36 108.131474 37 118.311926 38 -143.987266 39 73.212976 40 215.433331 41 67.373961 42 -107.825393 43 -100.175192 44 -279.104392 45 25.056108 46 71.326585 47 126.556028 48 225.396173 49 229.296011 50 -32.314530 51 256.665277 52 74.695366 53 8.935672 54 161.515156 55 -242.194659 56 -173.234723 57 -53.464893 58 -290.174949 59 -360.654675 60 -187.924909 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/14t5w1257189563.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/2xl3y1257189563.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/3v8mk1257189563.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/4a3ds1257189563.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5fkh41257189563.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/61c6d1257189563.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/7v4lo1257189563.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/8zrlu1257189563.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 100.6 103.7 106.0 106.8 111.0 112.9 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9pz8u1257189563.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10zcvz1257189563.tab") > > system("convert tmp/14t5w1257189563.ps tmp/14t5w1257189563.png") > system("convert tmp/2xl3y1257189563.ps tmp/2xl3y1257189563.png") > system("convert tmp/3v8mk1257189563.ps tmp/3v8mk1257189563.png") > system("convert tmp/4a3ds1257189563.ps tmp/4a3ds1257189563.png") > system("convert tmp/5fkh41257189563.ps tmp/5fkh41257189563.png") > system("convert tmp/61c6d1257189563.ps tmp/61c6d1257189563.png") > system("convert tmp/7v4lo1257189563.ps tmp/7v4lo1257189563.png") > system("convert tmp/8zrlu1257189563.ps tmp/8zrlu1257189563.png") > > > proc.time() user system elapsed 1.634 1.193 2.065