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Type 'q()' to quit R. > y <- c(10414.9,12476.8,12384.6,12266.7,12919.9,11497.3,12142,13919.4,12656.8,12034.1,13199.7,10881.3,11301.2,13643.9,12517,13981.1,14275.7,13435,13565.7,16216.3,12970,14079.9,14235,12213.4,12581,14130.4,14210.8,14378.5,13142.8,13714.7,13621.9,15379.8,13306.3,14391.2,14909.9,14025.4,12951.2,14344.3,16093.4,15413.6,14705.7,15972.8,16241.4,16626.4,17136.2,15622.9,18003.9,16136.1,14423.7,16789.4,16782.2,14133.8,12607,12004.5,12175.4,13268,12299.3,11800.6,13873.3,12269.6) > x <- c(10723.8,13938.9,13979.8,13807.4,12973.9,12509.8,12934.1,14908.3,13772.1,13012.6,14049.9,11816.5,11593.2,14466.2,13615.9,14733.9,13880.7,13527.5,13584,16170.2,13260.6,14741.9,15486.5,13154.5,12621.2,15031.6,15452.4,15428,13105.9,14716.8,14180,16202.2,14392.4,15140.6,15960.1,14351.3,13230.2,15202.1,17056,16077.7,13348.2,16402.4,16559.1,16579,17561.2,16129.6,18484.3,16402.6,14032.3,17109.1,17157.2,13879.8,12362.4,12683.5,12608.8,13583.7,12846.3,12347.1,13967,13114.3) > 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] 1 133.658205 2 -920.964385 3 -1052.810360 4 -1003.596275 5 457.547981 6 -515.181678 7 -281.772317 8 -418.041844 9 -579.278600 10 -465.765447 11 -305.661041 12 -459.138783 13 177.214670 14 -264.996966 15 -567.667811 16 -187.289081 17 934.351159 18 436.021778 19 511.954111 20 655.648969 21 229.738421 22 -96.243795 23 -662.913793 24 -424.014685 25 460.533931 26 -326.561372 27 -654.059325 28 -462.707447 29 552.495202 30 -437.113380 31 -9.572076 32 -211.869886 33 -531.059730 34 -171.419350 35 -447.092857 36 227.880112 37 240.406334 38 -277.933713 39 -325.891729 40 -57.387151 41 1880.524304 42 187.068398 43 303.772939 44 669.483088 45 227.198087 46 101.604142 47 200.101034 48 350.174530 49 935.399330 50 318.636357 51 264.811140 52 793.323564 53 737.398926 54 -176.355904 55 66.953738 56 214.544913 57 -39.364332 58 -54.170183 59 448.297182 60 -328.847248 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/12b6k1257377808.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/26pe71257377808.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/3pikn1257377808.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/4124h1257377808.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5cbvz1257377808.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6q7j71257377808.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/70a4g1257377808.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/818p81257377808.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 10720 13140 14010 14370 15460 18480 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9yupd1257377808.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10biyk1257377808.tab") > > system("convert tmp/12b6k1257377808.ps tmp/12b6k1257377808.png") > system("convert tmp/26pe71257377808.ps tmp/26pe71257377808.png") > system("convert tmp/3pikn1257377808.ps tmp/3pikn1257377808.png") > system("convert tmp/4124h1257377808.ps tmp/4124h1257377808.png") > system("convert tmp/5cbvz1257377808.ps tmp/5cbvz1257377808.png") > system("convert tmp/6q7j71257377808.ps tmp/6q7j71257377808.png") > system("convert tmp/70a4g1257377808.ps tmp/70a4g1257377808.png") > system("convert tmp/818p81257377808.ps tmp/818p81257377808.png") > > > proc.time() user system elapsed 2.569 1.925 2.831