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Type 'q()' to quit R. > y <- c(1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5,3.6,4.4,4.1,5.1,5.8,5.9,5.4,5.5,4.8,3.2,2.7,2.1,1.9,0.6,0.7,-0.2,-1,-1.7,-0.7,-1) > x <- c(2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2.21,2.25,2.25,2.45,2.5,2.5,2.64,2.75,2.93,3,3.17,3.25,3.39,3.5,3.5,3.65,3.75,3.75,3.9,4,4,4,4,4,4,4,4,4,4,4,4,4.18,4.25,4.25,3.97,3.42,2.75,2.31,2,1.66,1.31,1.09,1,1,1,1) > 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 -0.23476638 2 -0.43476638 3 -0.63476638 4 0.06523362 5 0.76523362 6 0.36523362 7 0.46523362 8 0.36523362 9 0.16523362 10 1.06523362 11 0.66523362 12 0.26523362 13 0.36523362 14 0.66523362 15 1.16523362 16 0.76523362 17 0.66523362 18 1.06523362 19 1.06523362 20 1.26523362 21 1.36523362 22 0.56523362 23 0.66523362 24 0.97180203 25 0.93495791 26 0.93495791 27 0.15073735 28 0.50468221 29 0.70468221 30 0.27572782 31 0.07440651 32 -0.19139200 33 -0.65586920 34 -1.01245668 35 -0.78614490 36 -0.81509929 37 -1.31642060 38 -1.21642060 39 -1.35458603 40 -1.44669631 41 -1.94669631 42 -2.08486173 43 -2.17697201 44 -2.27697201 45 -2.07697201 46 -1.27697201 47 -0.57697201 48 -0.37697201 49 0.02302799 50 0.12302799 51 0.92302799 52 0.62302799 53 1.62302799 54 2.32302799 55 2.25722948 56 1.69275229 57 1.79275229 58 1.35066107 59 0.25726762 60 0.37440651 61 0.17969174 62 0.26523362 63 -0.72159143 64 -0.29920544 65 -0.99656282 66 -1.71366357 67 -2.41366357 68 -1.41366357 69 -1.71366357 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1enrd1257608938.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/2q6tm1257608938.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/32qze1257608938.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/44wal1257608938.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5n1vv1257608938.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6ceox1257608938.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/71g861257608938.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/8ev9n1257608938.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.000 2.000 2.310 2.703 3.750 4.250 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9e3q41257608938.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10hgqd1257608938.tab") > > system("convert tmp/1enrd1257608938.ps tmp/1enrd1257608938.png") > system("convert tmp/2q6tm1257608938.ps tmp/2q6tm1257608938.png") > system("convert tmp/32qze1257608938.ps tmp/32qze1257608938.png") > system("convert tmp/44wal1257608938.ps tmp/44wal1257608938.png") > system("convert tmp/5n1vv1257608938.ps tmp/5n1vv1257608938.png") > system("convert tmp/6ceox1257608938.ps tmp/6ceox1257608938.png") > system("convert tmp/71g861257608938.ps tmp/71g861257608938.png") > system("convert tmp/8ev9n1257608938.ps tmp/8ev9n1257608938.png") > > > proc.time() user system elapsed 2.549 1.892 2.986