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Type 'q()' to quit R. > y <- c(-26899.91791,-27221.72575,-27317.12474,-27344.50896,-27823.97196,-27724.58281,-27255.01638,-27091.98191,-26630.7997,-26910.7898,-26887.88832,-27413.60748,-27971.09017,-28096.30197,-28082.60737,-28558.43982,-28738.84374,-28804.92749,-28397.19356,-28720.79451,-28500.2773,-28755.97677,-28718.6024,-29299.81415,-28936.17381,-28881.42998,-28321.58768,-28861.07037,-28646.56793,-28114.43993,-27536.57794,-27082.29229,-26368.58303,-26969.47456,-27154.69128,-26624.19383,-26836.9672,-26906.70611,-26991.83909,-27604.60748,-27551.77498,-26686.30711,-26767.77016,-25811.18409,-25771.81463,-26344.60272,-26401.87366,-26360.58303,-26672.74555,-27176.85386,-27699.26757,-28752.41521,-28974.55803,-29436.92251,-29195.04078,-28833.23294,-28995.73045,-29580.32643,-29882.47418,-29891.00621) > x <- c(-7887.38628,-8153.249971,-8050.245702,-7820.43309,-7961.598309,-7877.474807,-7781.108569,-7891.555768,-7847.376918,-7683.962074,-7692.226978,-7972.697994,-8108.607671,-8343.945823,-8250.612764,-8239.157028,-8155.088873,-8234.545434,-7982.266075,-8149.727729,-8170.722635,-8101.449194,-8179.134035,-8421.929572,-8617.979002,-8766.284799,-8618.868306,-8608.777983,-8748.581233,-8692.242257,-8515.081307,-8576.701438,-8642.645266,-8530.422903,-8659.69717,-8624.979149,-8743.290039,-8905.048128,-8742.865833,-8725.697994,-8765.611115,-8648.052397,-8673.760231,-8610.19215,-8534.813106,-8483.389724,-8580.503864,-8700.645266,-8816.079659,-8924.674177,-8917.935636,-8883.476455,-8807.16639,-8829.066705,-8768.618682,-8721.75499,-8748.015626,-8776.99855,-8954.624599,-9053.98065) > 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] 1 593.4897 2 415.4444 3 264.3471 4 112.6946 5 -290.4351 6 -236.5347 7 180.9229 8 403.6803 9 840.9734 10 472.6187 11 499.9893 12 125.9314 13 -358.0598 14 -356.0153 15 -392.7894 16 -874.8164 17 -1100.6792 18 -1123.7978 19 -852.4808 20 -1085.5289 21 -853.6590 22 -1146.8172 23 -1067.4357 24 -1517.3587 25 -1047.7070 26 -912.7687 27 -432.6400 28 -977.5789 29 -687.4796 30 -185.8162 31 296.2481 32 783.8541 33 1533.2217 34 871.6473 35 756.3341 36 1268.0582 37 1119.2600 38 1136.9898 39 964.1587 40 342.1070 41 416.5221 42 1218.4215 43 1150.8596 44 2073.0720 45 2071.6812 46 1471.0865 47 1466.3289 48 1572.5845 49 1322.8417 50 877.4546 51 351.3971 52 -720.3839 53 -983.7905 54 -1434.3126 55 -1225.1174 56 -888.6506 57 -1036.9480 58 -1605.8718 59 -1811.9704 60 -1766.7769 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1hkrw1257273174.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/2uj9t1257273174.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/3b3ka1257273174.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/4so6m1257273174.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5q3xa1257273174.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/664yn1257273174.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/7wiza1257273174.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/89rbk1257273174.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -9054 -8744 -8595 -8448 -8152 -7684 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9btw81257273174.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/104amp1257273174.tab") > > system("convert tmp/1hkrw1257273174.ps tmp/1hkrw1257273174.png") > system("convert tmp/2uj9t1257273174.ps tmp/2uj9t1257273174.png") > system("convert tmp/3b3ka1257273174.ps tmp/3b3ka1257273174.png") > system("convert tmp/4so6m1257273174.ps tmp/4so6m1257273174.png") > system("convert tmp/5q3xa1257273174.ps tmp/5q3xa1257273174.png") > system("convert tmp/664yn1257273174.ps tmp/664yn1257273174.png") > system("convert tmp/7wiza1257273174.ps tmp/7wiza1257273174.png") > system("convert tmp/89rbk1257273174.ps tmp/89rbk1257273174.png") > > > proc.time() user system elapsed 2.575 1.918 3.002