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Type 'q()' to quit R. > y <- c(1.58,1.59,1.6,1.6,1.61,1.61,1.61,1.62,1.63,1.63,1.64,1.64,1.64,1.64,1.64,1.65,1.65,1.65,1.65,1.65,1.66,1.66,1.67,1.68,1.68,1.68,1.68,1.69,1.7,1.7,1.71,1.72,1.73,1.74,1.74,1.75,1.75,1.75,1.76,1.79,1.83,1.84,1.85,1.87,1.87,1.87,1.88,1.88,1.88,1.88,1.89,1.89,1.89,1.9,1.89,1.89,1.89,1.89,1.89,1.89) > x <- c(130.7,117.2,110.8,111.4,108.2,108.8,110.2,109.5,109.5,116,111.2,112.1,114,119.1,114.1,115.1,115.4,110.8,116,119.2,126.5,127.8,131.3,140.3,137.3,143,134.5,139.9,159.3,170.4,175,175.8,180.9,180.3,169.6,172.3,184.8,177.7,184.6,211.4,215.3,215.9,244.7,259.3,289,310.9,321,315.1,333.2,314.1,284.7,273.9,216,196.4,190.9,206.4,196.3,199.5,198.9,214.4) > 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 -0.0939249900 2 -0.0641291550 3 -0.0447444628 4 -0.0456242777 5 -0.0309319316 6 -0.0318117465 7 -0.0338646479 8 -0.0228381972 9 -0.0128381972 10 -0.0223695252 11 -0.0053310061 12 -0.0066507284 13 -0.0094368089 14 -0.0169152354 15 -0.0095834447 16 -0.0010498029 17 -0.0014897103 18 0.0052555372 19 -0.0023695252 20 -0.0070618713 21 -0.0077662857 22 -0.0096725513 23 -0.0048048048 24 -0.0080020282 25 -0.0036029537 26 -0.0119611952 27 0.0005028491 28 0.0025845151 29 -0.0158628330 30 -0.0321394084 31 -0.0288846559 32 -0.0200577424 33 -0.0175361689 34 -0.0066563540 35 0.0090336781 36 0.0150745111 37 -0.0032549657 38 0.0071561771 39 0.0070383059 40 -0.0022600924 41 0.0320211108 42 0.0411412959 43 0.0089101813 44 0.0075013523 45 -0.0360494846 46 -0.0681627281 47 -0.0729729453 48 -0.0643214323 49 -0.0908625147 50 -0.0628550741 51 -0.0097441446 52 0.0060925234 53 0.0909946601 54 0.1297352798 55 0.1278002496 56 0.1050716983 57 0.1198819156 58 0.1151895695 59 0.1160693844 60 0.0933408331 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1gu101257424371.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/2ct7h1257424371.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/3ljdc1257424371.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/41et31257424371.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5dxdd1257424371.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6bmmd1257424371.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/7c64b1257424371.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/8k8do1257424371.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 108.2 116.0 170.0 175.0 207.6 333.2 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9v99e1257424371.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10zttn1257424372.tab") > > system("convert tmp/1gu101257424371.ps tmp/1gu101257424371.png") > system("convert tmp/2ct7h1257424371.ps tmp/2ct7h1257424371.png") > system("convert tmp/3ljdc1257424371.ps tmp/3ljdc1257424371.png") > system("convert tmp/41et31257424371.ps tmp/41et31257424371.png") > system("convert tmp/5dxdd1257424371.ps tmp/5dxdd1257424371.png") > system("convert tmp/6bmmd1257424371.ps tmp/6bmmd1257424371.png") > system("convert tmp/7c64b1257424371.ps tmp/7c64b1257424371.png") > system("convert tmp/8k8do1257424371.ps tmp/8k8do1257424371.png") > > > proc.time() user system elapsed 2.475 1.843 2.732