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Type 'q()' to quit R. > y <- c(4814,3908,5250,3937,4004,5560,3922,3759,4138,4634,3996,4308,4143,4429,5219,4929,5755,5592,4163,4962,5208,4755,4491,5732,5731,5040,6102,4904,5369,5578,4619,4731,5011,5299,4146,4625,4736,4219,5116,4205,4121,5103,4300,4578,3809,5526,4247,3830,4394,4826,4409,4569,4106,4794,3914,3793,4405,4022,4100,4788) > x <- c(562000,561000,555000,544000,537000,543000,594000,611000,613000,611000,594000,595000,591000,589000,584000,573000,567000,569000,621000,629000,628000,612000,595000,597000,593000,590000,580000,574000,573000,573000,620000,626000,620000,588000,566000,557000,561000,549000,532000,526000,511000,499000,555000,565000,542000,527000,510000,514000,517000,508000,493000,490000,469000,478000,528000,534000,518000,506000,502000,516000) > 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] 1 162.39906 2 -740.46719 3 620.33532 4 -658.19340 5 -569.25714 6 967.94035 7 -829.88101 8 -1046.15480 9 -673.42231 10 -171.15480 11 -755.88101 12 -447.01477 13 -599.47976 14 -307.21225 15 498.45651 16 242.92778 17 1087.73030 18 918.46279 19 -673.49232 20 100.43766 21 349.57141 22 -53.28855 23 -264.01477 24 970.71773 25 982.25274 26 300.65400 27 1393.99152 28 214.79403 29 682.92778 30 891.92778 31 -214.35857 32 -121.16108 33 177.64143 34 565.92150 35 -518.13595 36 -10.93218 37 87.53281 38 -391.86216 39 558.41162 40 -333.78586 41 -370.77958 42 648.82545 43 -329.66468 44 -83.00220 45 -779.92590 46 984.08039 47 -241.64583 48 -671.18084 49 -116.58209 50 343.62168 51 -26.37204 52 143.02922 53 -254.16199 54 405.63424 55 -631.05337 56 -770.85588 57 -108.71584 58 -454.11082 59 -363.57581 60 280.55166 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1ksje1257332317.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/281gh1257332317.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/3fthv1257332317.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/4m6fr1257332317.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/56m2p1257332317.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6pid61257332317.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/7y1ty1257332317.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/8apou1257332317.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 469000 526800 563500 559800 593200 629000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/91k971257332317.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10pucz1257332317.tab") > > system("convert tmp/1ksje1257332317.ps tmp/1ksje1257332317.png") > system("convert tmp/281gh1257332317.ps tmp/281gh1257332317.png") > system("convert tmp/3fthv1257332317.ps tmp/3fthv1257332317.png") > system("convert tmp/4m6fr1257332317.ps tmp/4m6fr1257332317.png") > system("convert tmp/56m2p1257332317.ps tmp/56m2p1257332317.png") > system("convert tmp/6pid61257332317.ps tmp/6pid61257332317.png") > system("convert tmp/7y1ty1257332317.ps tmp/7y1ty1257332317.png") > system("convert tmp/8apou1257332317.ps tmp/8apou1257332317.png") > > > proc.time() user system elapsed 1.580 1.149 1.983