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Type 'q()' to quit R. > y <- c(9904.642857,13710.15385,13747.69231,14517,15185.81818,11422.28571,13819.66667,12749,16217,13238,12391,14780.09091,10815.42857,14770.84615,11831,11931.3125,10611.94118,15923.18182,11094.875,16209.53846,10100,12149.6875,11644.35294,9249.947368,8980.777778,10244.52632,12457.5625,13307.46667,10839.625,11827.625,10925.94118,10675.3,9297.3,10433.21053,12261.41176,10911.22222,9334.421053,11655.05882,11080,9840.142857,7448.916667,8362.6,8465.64,8220.923077,10432.86364,8537.4,8535.464286,7997.464286,6301.413793,7595.566667,7200.483871,6152.482759,6064.259259,7269.909091,6578.44,7708.26087,6401.153846,7042.043478,8296.409091,9613.333333) > x <- c(1.4,1.3,1.3,1.2,1.1,1.4,1.2,1.5,1.1,1.3,1.5,1.1,1.4,1.3,1.5,1.6,1.7,1.1,1.6,1.3,1.7,1.6,1.7,1.9,1.8,1.9,1.6,1.5,1.6,1.6,1.7,2,2,1.9,1.7,1.8,1.9,1.7,2,2.1,2.4,2.5,2.5,2.6,2.2,2.5,2.8,2.8,2.9,3,3.1,2.9,2.7,2.2,2.5,2.3,2.6,2.3,2.2,1.8) > 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 -2871.44100 2 491.02935 3 528.56781 4 854.83485 5 1080.61239 6 -1353.79815 7 157.50152 8 415.95679 9 2111.79421 10 18.87550 11 57.95679 12 674.88512 13 -1960.65529 14 1551.72165 15 -502.04321 16 41.30993 17 -835.02074 18 1817.97603 19 -795.12757 20 2990.41396 21 -1346.96192 22 259.68493 23 197.39102 24 -1310.93326 25 -2023.14350 26 -316.35431 27 567.55993 28 974.42346 29 -1050.37757 30 -62.37757 31 -521.02074 32 557.46002 33 -820.53998 34 -127.67010 35 814.44984 36 -92.69906 37 -1226.45958 38 208.09690 39 962.16002 40 165.34352 41 -896.76074 42 459.96324 43 563.00324 44 761.32697 45 1201.10495 46 634.76324 47 1961.94947 48 1423.94947 49 170.93962 50 1908.13314 51 1956.09099 52 22.00858 53 -952.29621 54 -1961.84960 55 -1324.19676 56 -1080.45718 57 -1058.44226 58 -1746.67457 59 -935.34960 60 -1390.58794 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1sd5t1257196370.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/rcomp/tmp/2w0b71257196370.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/rcomp/tmp/37zgh1257196370.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/rcomp/tmp/4i5831257196370.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5u6l71257196370.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6c0ml1257196370.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/rcomp/tmp/7zi6a1257196370.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/rcomp/tmp/835jk1257196370.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.10 1.50 1.75 1.89 2.30 3.10 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9b9451257196370.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10f7621257196370.tab") > > system("convert tmp/1sd5t1257196370.ps tmp/1sd5t1257196370.png") > system("convert tmp/2w0b71257196370.ps tmp/2w0b71257196370.png") > system("convert tmp/37zgh1257196370.ps tmp/37zgh1257196370.png") > system("convert tmp/4i5831257196370.ps tmp/4i5831257196370.png") > system("convert tmp/5u6l71257196370.ps tmp/5u6l71257196370.png") > system("convert tmp/6c0ml1257196370.ps tmp/6c0ml1257196370.png") > system("convert tmp/7zi6a1257196370.ps tmp/7zi6a1257196370.png") > system("convert tmp/835jk1257196370.ps tmp/835jk1257196370.png") > > > proc.time() user system elapsed 1.990 1.710 3.556