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Type 'q()' to quit R. > y <- c(111.632,106.707,108.827,108.413,106.249,104.861,102.382,100.320,100.228,117.089,121.523,114.948,112.831,107.605,108.928,101.993,102.850,99.925,101.536,99.450,98.305,110.159,109.483,106.810,96.279,91.982,90.276,90.999,86.622,83.117,80.367,77.550,77.443,92.844,92.175,84.822,81.632,78.872,81.485,80.651,78.192,76.844,76.335,71.415,73.889,86.822,86.371,83.469,82.662,82.880,89.406,95.378,97.657,100.247,99.180,97.493,101.628,114.585,115.669,111.311) > x <- c(283.042,276.687,277.915,277.128,277.103,275.037,270.150,267.140,264.993,287.259,291.186,292.300,288.186,281.477,282.656,280.190,280.408,276.836,275.216,274.352,271.311,289.802,290.726,292.300,278.506,269.826,265.861,269.034,264.176,255.198,253.353,246.057,235.372,258.556,260.993,254.663,250.643,243.422,247.105,248.541,245.039,237.080,237.085,225.554,226.839,247.934,248.333,246.969,245.098,246.263,255.765,264.319,268.347,273.046,273.963,267.430,271.993,292.710,295.881,293.299) > 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 4.44299160 2 3.86001103 3 5.14098666 4 5.26470016 5 3.11778127 6 3.14136461 7 4.00138096 8 3.99594721 9 5.37087336 10 7.01874913 11 8.76964759 12 1.43351311 13 2.12738139 14 1.48526940 15 2.00272402 16 -3.24739480 17 -2.53934213 18 -3.02379242 19 -0.30593617 20 -1.80161284 21 -0.86886601 22 -1.64874188 23 -2.95605989 24 -6.70448689 25 -7.81081090 26 -6.17724779 27 -5.17418295 28 -6.61911806 29 -7.67691580 30 -5.04774580 31 -6.53715952 32 -4.36920693 33 2.82426161 34 2.38491884 35 0.05085175 36 -2.97720994 37 -3.42056666 38 -1.24685741 39 -1.15024727 40 -2.96538651 41 -3.03166393 42 1.05827983 43 0.54586361 44 3.50435707 45 5.10038776 46 3.62034296 47 2.89672837 48 0.92667400 49 1.39802464 50 0.82004469 51 0.85385451 52 0.98138022 53 0.50827098 54 -0.11229539 55 -1.80583069 56 0.97080627 57 1.98816117 58 0.79038283 59 -0.29218580 60 -2.88604824 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1uqu61257609597.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/2hxta1257609597.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/356bn1257609597.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/4oe4x1257609597.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5d5p21257609597.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6koaj1257609597.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/7ygdg1257609597.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/8wl431257609597.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 225.6 250.1 269.4 266.5 278.9 295.9 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9m1u41257609597.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10whyt1257609597.tab") > > system("convert tmp/1uqu61257609597.ps tmp/1uqu61257609597.png") > system("convert tmp/2hxta1257609597.ps tmp/2hxta1257609597.png") > system("convert tmp/356bn1257609597.ps tmp/356bn1257609597.png") > system("convert tmp/4oe4x1257609597.ps tmp/4oe4x1257609597.png") > system("convert tmp/5d5p21257609597.ps tmp/5d5p21257609597.png") > system("convert tmp/6koaj1257609597.ps tmp/6koaj1257609597.png") > system("convert tmp/7ygdg1257609597.ps tmp/7ygdg1257609597.png") > system("convert tmp/8wl431257609597.ps tmp/8wl431257609597.png") > > > proc.time() user system elapsed 2.576 1.930 2.984