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Type 'q()' to quit R. > y <- c(95.1,97.0,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99.0,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102.0,106.0,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100.0,110.7,112.8,109.8,117.3,109.1,115.9,96.0,99.8,116.8,115.7,99.4,94.3) > x <- c(8.2,8,7.5,6.8,6.5,6.6,7.6,8,8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2) > 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 -5.903325859 2 -4.833734788 3 8.790242888 4 -3.916188365 5 -10.661801759 6 3.753402706 7 -16.094552647 8 -5.033734788 9 12.681469677 10 7.220651818 11 -0.009757112 12 -1.894552647 13 -8.064143717 14 -6.764143717 15 2.035856283 16 -1.109757112 17 -5.809757112 18 8.329425030 19 -23.009757112 20 -8.209757112 21 9.705447353 22 2.820651818 23 5.720651818 24 0.051060747 25 -2.418530323 26 -0.303325859 27 14.496674141 28 -0.303325859 29 7.651060747 30 9.859833959 31 -21.000983900 32 -7.146597294 33 7.568607171 34 10.099016100 35 6.914220565 36 -3.570574970 37 0.844629494 38 -0.270574970 39 12.399016100 40 0.114220565 41 2.483811635 42 8.722993777 43 -14.731392829 44 -3.446597294 45 4.022993777 46 13.507789312 47 3.992584847 48 -8.061801759 49 3.883811635 50 5.983811635 51 1.322993777 52 7.577380382 53 -1.868233012 54 6.177380382 55 -9.155370506 56 -4.940166041 57 10.399016100 58 5.977380382 59 -11.568233012 60 -15.007415153 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1o3g81257344558.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/2f6aj1257344558.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/3bfmu1257344558.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/48orq1257344558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5vpo31257344558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6tmfy1257344558.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/7ytz11257344558.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/8hyop1257344558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5.800 6.600 7.100 7.137 7.700 8.200 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9kjfd1257344558.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10z3bo1257344558.tab") > > system("convert tmp/1o3g81257344558.ps tmp/1o3g81257344558.png") > system("convert tmp/2f6aj1257344558.ps tmp/2f6aj1257344558.png") > system("convert tmp/3bfmu1257344558.ps tmp/3bfmu1257344558.png") > system("convert tmp/48orq1257344558.ps tmp/48orq1257344558.png") > system("convert tmp/5vpo31257344558.ps tmp/5vpo31257344558.png") > system("convert tmp/6tmfy1257344558.ps tmp/6tmfy1257344558.png") > system("convert tmp/7ytz11257344558.ps tmp/7ytz11257344558.png") > system("convert tmp/8hyop1257344558.ps tmp/8hyop1257344558.png") > > > proc.time() user system elapsed 2.010 1.830 3.786