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Type 'q()' to quit R. > y <- c(269285,269829,270911,266844,271244,269907,271296,270157,271322,267179,264101,265518,269419,268714,272482,268351,268175,270674,272764,272599,270333,270846,270491,269160,274027,273784,276663,274525,271344,271115,270798,273911,273985,271917,273338,270601,273547,275363,281229,277793,279913,282500,280041,282166,290304,283519,287816,285226,287595,289741,289148,288301,290155,289648,288225,289351,294735,305333,309030,310215,321935,325734,320846,323023,319753,321753,320757,324479) > x <- c(8.2,8,7.5,6.8,6.5,6.6,7.6,8,8.1,7.7,7.5,7.6,7.8,7.8,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.2,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.6,6.4,6.3,6.2,6.5,6.8,6.8,6.4,6.1,5.8,6.1,7.2,7.3,6.9,6.1,5.8,6.2,7.1,7.7,7.9,7.7,7.4,7.5,8,8.1) > 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 -9627.0917 2 -9879.4469 3 -10788.3349 4 -17642.5780 5 -14437.1108 6 -15375.9332 7 -10005.1573 8 -9551.4469 9 -7988.2693 10 -13723.9797 11 -17598.3349 12 -15783.1573 13 -11085.8021 14 -11790.8021 15 -8022.8021 16 -13348.3349 17 -13524.3349 18 -12618.0452 19 -8935.3349 20 -9100.3349 21 -10968.1573 22 -10056.9797 23 -10411.9797 24 -10946.6245 25 -5283.2693 26 -5128.0917 27 -2249.0917 28 -4387.0917 29 -8762.6245 30 -11380.6901 31 -13290.4004 32 -11371.9332 33 -10899.7556 34 -12171.4004 35 -10352.2228 36 -12691.0452 37 -9346.8676 38 -7929.0452 39 -2859.4004 40 -5897.2228 41 -4573.5780 42 -3579.2884 43 -4843.7556 44 -3116.9332 45 4224.7116 46 -2958.4660 47 940.3564 48 -455.1108 49 3108.4220 50 5254.4220 51 3068.7116 52 1027.1788 53 1686.6460 54 2374.1788 55 5331.1324 56 6855.3099 57 10646.5996 58 18059.1788 59 20561.6460 60 23339.3564 61 38642.9548 62 44831.0203 63 40739.3755 64 42120.0203 65 37655.4875 66 40053.6651 67 41048.5531 68 45168.7307 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1t68q1257355494.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/2n1ga1257355494.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/3y0wz1257355494.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/4hhop1257355494.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/59mvx1257355494.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6ague1257355494.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/7mto71257355494.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/8fsnp1257355494.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 5.80 6.70 7.25 7.20 7.70 8.20 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9p0cv1257355494.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10yvw51257355494.tab") > > system("convert tmp/1t68q1257355494.ps tmp/1t68q1257355494.png") > system("convert tmp/2n1ga1257355494.ps tmp/2n1ga1257355494.png") > system("convert tmp/3y0wz1257355494.ps tmp/3y0wz1257355494.png") > system("convert tmp/4hhop1257355494.ps tmp/4hhop1257355494.png") > system("convert tmp/59mvx1257355494.ps tmp/59mvx1257355494.png") > system("convert tmp/6ague1257355494.ps tmp/6ague1257355494.png") > system("convert tmp/7mto71257355494.ps tmp/7mto71257355494.png") > system("convert tmp/8fsnp1257355494.ps tmp/8fsnp1257355494.png") > > > proc.time() user system elapsed 1.649 1.201 3.765