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Type 'q()' to quit R. > y <- c(14.8,14.7,16,15.4,15,15.5,15.1,11.7,16.3,16.7,15,14.9,14.6,15.3,17.9,16.4,15.4,17.9,15.9,13.9,17.8,17.9,17.4,16.7,16,16.6,19.1,17.8,17.2,18.6,16.3,15.1,19.2,17.7,19.1,18,17.5,17.8,21.1,17.2,19.4,19.8,17.6,16.2,19.5,19.9,20,17.3,18.9,18.6,21.4,18.6,19.8,20.8,19.6,17.7,19.8,22.2,20.7,17.9,20.9,21.2,21.4,23,21.3,23.9,22.4,18.3,22.8,22.3,17.8,16.4,16,16.4,17.7,16.6,16.2,18.3) > x <- c(392,394,392,396,392,396,419,421,420,418,410,418,426,428,430,424,423,427,441,449,452,462,455,461,461,463,462,456,455,456,472,472,471,465,459,465,468,467,463,460,462,461,476,476,471,453,443,442,444,438,427,424,416,406,431,434,418,412,404,409,412,406,398,397,385,390,413,413,401,397,397,409,419,424,428,430,424,433) > 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 -3.64258924 2 -3.71850818 3 -2.44258924 4 -2.99442713 5 -3.44258924 6 -2.89442713 7 -3.01749499 8 -6.39341393 9 -1.80545446 10 -1.42953551 11 -3.22585974 12 -3.22953551 13 -3.43321129 14 -2.70913024 15 -0.08504918 16 -1.65729235 17 -2.66933287 18 -0.12117076 19 -1.95260337 20 -3.85627915 21 0.07984243 22 0.30024771 23 -0.28403598 24 -0.91179282 25 -1.61179282 26 -0.98771176 27 1.50024771 28 0.12800455 29 -0.48403598 30 0.92800455 31 -1.17934701 32 -2.37934701 33 1.70861246 34 0.13636930 35 1.46412613 36 0.43636930 37 -0.02750912 38 0.26045035 39 3.51228824 40 -0.42383334 41 1.80024771 42 2.18820718 43 0.16881510 44 -1.23118490 45 2.00861246 46 2.19188296 47 2.17147768 48 -0.54056285 49 1.08351821 50 0.71127504 51 3.37882924 52 0.54270765 53 1.64638343 54 2.52597815 55 1.62699135 56 -0.23688707 57 1.67046449 58 3.99822132 59 2.40189710 60 -0.33790026 61 2.69822132 62 2.92597815 63 3.02965393 64 4.61761340 65 2.77312707 66 5.43332971 67 4.21026185 68 0.11026185 69 4.46577551 70 3.91761340 71 -0.58238660 72 -1.83790026 73 -2.11749499 74 -1.65729235 75 -0.30913024 76 -1.38504918 77 -1.85729235 78 0.35107240 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1a5rl1257277780.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/2y02y1257277780.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/3fuop1257277780.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/4nefj1257277780.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5bdap1257277780.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6m8bg1257277780.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/7c8gf1257277780.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/8yk1z1257277780.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 385.0 412.0 427.5 431.8 458.2 476.0 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9gfgk1257277780.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10pu811257277780.tab") > > system("convert tmp/1a5rl1257277780.ps tmp/1a5rl1257277780.png") > system("convert tmp/2y02y1257277780.ps tmp/2y02y1257277780.png") > system("convert tmp/3fuop1257277780.ps tmp/3fuop1257277780.png") > system("convert tmp/4nefj1257277780.ps tmp/4nefj1257277780.png") > system("convert tmp/5bdap1257277780.ps tmp/5bdap1257277780.png") > system("convert tmp/6m8bg1257277780.ps tmp/6m8bg1257277780.png") > system("convert tmp/7c8gf1257277780.ps tmp/7c8gf1257277780.png") > system("convert tmp/8yk1z1257277780.ps tmp/8yk1z1257277780.png") > > > proc.time() user system elapsed 1.593 1.174 2.103