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Type 'q()' to quit R. > y <- c(8700,9627,8947,9283,8829,9947,9628,9318,9605,8640,9214,9567,8547,9185,9470,9123,9278,10170,9434,9655,9429,8739,9552,9687,9019,9672,9206,9069,9788,10312,10105,9863,9656,9295,9946,9701,9049,10190,9706,9765,9893,9994,10433,10073,10112,9266,9820,10097,9115,10411,9678,10408,10153,10368,10581,10597,10680,9738,9556) > x <- c(1169,2154,2249,2687,4359,5382,4459,6398,4596,3024,1887,2070,1351,2218,2461,3028,4784,4975,4607,6249,4809,3157,1910,2228,1594,2467,2222,3607,4685,4962,5770,5480,5000,3228,1993,2288,1580,2111,2192,3601,4665,4876,5813,5589,5331,3075,2002,2306,1507,1992,2487,3490,4647,5594,5611,5788,6204,3013,1931) > 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 -529.430280 2 228.574685 3 -467.724329 4 -206.871360 5 -947.733998 6 -5.248638 7 -165.890854 8 -808.562298 9 -212.395747 10 -907.689966 11 -138.616509 12 182.986444 13 -713.655759 14 -224.405703 15 18.903136 16 -425.376240 17 -571.650637 18 287.579767 19 -385.283001 20 -445.998582 21 -424.939851 22 -831.508584 23 195.437414 24 275.878611 25 -283.346920 26 219.873724 27 -204.091978 28 -578.714438 29 -44.665349 30 431.810159 31 86.182759 32 -106.062357 33 -230.709447 34 -287.689952 35 575.197223 36 279.584497 37 -250.944960 38 798.952133 39 301.055079 40 118.314973 41 63.766022 42 128.565055 43 406.805311 44 85.236669 45 168.501359 46 -290.439962 47 447.653106 48 672.496263 49 -172.420455 50 1040.368792 51 222.442353 52 780.359084 53 326.854256 54 379.378827 55 589.462161 56 575.094525 57 586.722003 58 192.197289 59 195.834474 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1yv1o1257194608.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/freestat/rcomp/tmp/2vy941257194608.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/freestat/rcomp/tmp/3luzl1257194608.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/freestat/rcomp/tmp/4azpy1257194608.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5gv0t1257194608.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/641ym1257194608.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/freestat/rcomp/tmp/7qt0e1257194608.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/freestat/rcomp/tmp/8o8f91257194608.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1169 2205 3157 3575 4919 6398 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9m70g1257194608.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/freestat/rcomp/tmp/10a60c1257194608.tab") > > system("convert tmp/1yv1o1257194608.ps tmp/1yv1o1257194608.png") > system("convert tmp/2vy941257194608.ps tmp/2vy941257194608.png") > system("convert tmp/3luzl1257194608.ps tmp/3luzl1257194608.png") > system("convert tmp/4azpy1257194608.ps tmp/4azpy1257194608.png") > system("convert tmp/5gv0t1257194608.ps tmp/5gv0t1257194608.png") > system("convert tmp/641ym1257194608.ps tmp/641ym1257194608.png") > system("convert tmp/7qt0e1257194608.ps tmp/7qt0e1257194608.png") > system("convert tmp/8o8f91257194608.ps tmp/8o8f91257194608.png") > > > proc.time() user system elapsed 2.629 1.992 3.118