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Type 'q()' to quit R. > y <- c(109.7,99.1,86.7,111.4,78.4,76.7,114.2,99.7,94.2,173.5,83.1,88.9,132,122.1,105.1,133.7,63.6,112.7,120.5,112,126.2,209.2,91,116.7,137.6,108.1,136.6,152.3,114.3,120.7,131.8,129.4,187.5,189.5,109.2,158.1,176.2,125.5,155,170.3,99.4,139.2,169.6,136.1,168.2,318.6,154.1,161.4,183.4,166.3,203,174.6,124.3,154.4,170.5,169.4,171.1,289.2,145.6,134.4,168.2) > x <- c(5250,3937,4004,5560,3922,3759,4138,4634,3996,4308,4143,4429,5219,4929,5755,5592,4163,4962,5208,4755,4491,5732,5731,5040,6102,4904,5369,5578,4619,4731,5011,5299,4146,4625,4736,4219,5116,4205,4121,5103,4300,4578,3809,5526,4247,3830,4394,4826,4409,4569,4106,4794,3914,3793,4405,4022,4100,4788,3163,3585,3903) > 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 -27.7602817 2 -44.2690075 3 -56.3674959 4 -24.6652284 5 -65.0365100 6 -67.4700381 7 -28.2644729 8 -40.5323876 9 -48.9034973 10 31.8005563 11 -59.3419720 12 -52.2549229 13 -5.5997870 14 -16.8048369 15 -30.0876948 16 -2.2212229 17 -78.7519686 18 -26.0563312 19 -17.1492889 20 -27.6878668 21 -14.6759122 22 73.9088012 23 -44.2956990 24 -21.7053178 25 3.9738648 26 -30.9173412 27 -0.3247612 28 16.3157747 29 -25.9998902 30 -19.0958709 31 -6.7358228 32 -7.8397732 33 45.0715285 34 49.2271109 35 -30.5733701 36 16.0000410 37 38.1366953 38 -16.6629614 39 12.4590242 40 32.1781931 41 -42.3354450 42 -1.2843972 43 25.6549705 44 -0.1182342 45 26.2260458 46 174.7494741 47 12.7875711 48 22.0316454 49 42.1550737 50 25.7751012 51 60.3915216 52 35.0876399 53 -19.1725114 54 10.3829678 55 29.2370730 56 26.4135072 57 28.4645206 58 149.6606389 59 -1.2521406 60 -10.5530680 61 24.6779867 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/19jjr1257192096.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/27add1257192096.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/3rihg1257192096.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/4e0o21257192096.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5zba41257192096.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/62fi51257192096.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/7zcbo1257192096.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/85k571257192096.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 3163 4121 4569 4600 5040 6102 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9jg2n1257192096.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/106ndk1257192096.tab") > > system("convert tmp/19jjr1257192096.ps tmp/19jjr1257192096.png") > system("convert tmp/27add1257192096.ps tmp/27add1257192096.png") > system("convert tmp/3rihg1257192096.ps tmp/3rihg1257192096.png") > system("convert tmp/4e0o21257192096.ps tmp/4e0o21257192096.png") > system("convert tmp/5zba41257192096.ps tmp/5zba41257192096.png") > system("convert tmp/62fi51257192096.ps tmp/62fi51257192096.png") > system("convert tmp/7zcbo1257192096.ps tmp/7zcbo1257192096.png") > system("convert tmp/85k571257192096.ps tmp/85k571257192096.png") > > > proc.time() user system elapsed 1.596 1.153 1.978