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Type 'q()' to quit R. > y <- c(89.3,90.3,91.1,90.1,86.7,85.1,83.4,82,80.4,81.9,93.8,94.8,92.3,87.5,83.2,82,80.3,81.8,85.1,84.2,84.4,84.5,93.3,93.2,100.3,111.4,114.9,109.5,109.9,105.8,110.8,108.8,116.1,109.8,113.8,113.8,117.4,119.5,122.6,120.7,119,126.1,133.9,138.1,140.4,148.2,148.2,155.9,171.1,171.9,188.8,214.9,228.5,220,225.4,220.7,219.7,232.1,223.5,218.9) > x <- c(101.3,106.3,94,102.8,102,105.1,92.4,81.4,105.8,120.3,100.7,88.8,94.3,99.9,103.4,103.3,98.8,104.2,91.2,74.7,108.5,114.5,96.9,89.6,97.1,100.3,122.6,115.4,109,129.1,102.8,96.2,127.7,128.9,126.5,119.8,113.2,114.1,134.1,130,121.8,132.1,105.3,103,117.1,126.3,138.1,119.5,138,135.5,178.6,162.2,176.9,204.9,132.2,142.5,164.3,174.9,175.4,143) > 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 -8.8798860 2 -15.6128053 3 4.2101762 4 -10.3997618 5 -12.5624947 6 -18.9569046 7 -1.0152896 8 14.5971328 9 -24.7395133 10 -45.6649793 11 -3.4519357 12 15.9524123 13 4.9462010 14 -8.5146686 15 -18.2277121 16 -19.2730537 17 -14.0134263 18 -20.8649792 19 2.5406110 20 27.1592447 21 -24.9152898 22 -34.0947929 23 1.9250830 24 13.1151452 25 8.6157662 26 14.7666979 27 -16.2221222 28 -10.4867184 29 -0.1885817 30 -35.3749173 31 10.3002382 32 18.5076917 33 -22.9096999 34 -31.0656005 35 -23.3537992 36 -12.9916874 37 0.8157661 38 1.5238406 39 -26.3078366 40 -21.8668427 41 -10.8848551 42 -19.7146688 43 29.5337786 44 37.2909215 45 17.7840890 46 11.3555175 47 -6.8941720 48 29.5722878 49 16.1604864 50 20.8269460 51 -28.9308183 52 22.5331570 53 13.3983743 54 -38.4059738 55 79.4306728 56 58.8008590 57 24.0853309 58 20.0915420 59 10.7182500 60 56.2275671 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1mbfy1257426533.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/2t5rq1257426533.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/3tvh81257426533.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/4gul21257426533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5xyui1257426533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6q15s1257426533.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/7o27x1257426533.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/8f1851257426533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 74.7 101.1 113.6 119.0 130.5 204.9 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9wq901257426533.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10rdsu1257426534.tab") > > system("convert tmp/1mbfy1257426533.ps tmp/1mbfy1257426533.png") > system("convert tmp/2t5rq1257426533.ps tmp/2t5rq1257426533.png") > system("convert tmp/3tvh81257426533.ps tmp/3tvh81257426533.png") > system("convert tmp/4gul21257426533.ps tmp/4gul21257426533.png") > system("convert tmp/5xyui1257426533.ps tmp/5xyui1257426533.png") > system("convert tmp/6q15s1257426533.ps tmp/6q15s1257426533.png") > system("convert tmp/7o27x1257426533.ps tmp/7o27x1257426533.png") > system("convert tmp/8f1851257426533.ps tmp/8f1851257426533.png") > > > proc.time() user system elapsed 1.589 1.174 1.999