R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(0.33,0.21,0.02,-0.00,-0.15,-0.21,-0.17,-0.16,-0.44,-0.55,-0.67,-0.78,-0.71,-0.79,-0.78,-0.93,-1.10,-0.91,-0.92,-0.83,-0.34,-0.34,-0.20,-0.14,-0.10,-0.16,-0.21,-0.22,-0.30,-0.13,-0.19,-0.28,-0.18,-0.06,0.22,0.17,-0.13,0.22,0.08,0.57,0.72,0.95,0.59,0.29,0.47,1.08,1.27,1.54,1.99,1.58,1.03,0.35,-0.09,-0.25,-0.70,-0.94,-1.08,-1.43,-1.69,-1.80)
> x <- c(-0.06,-0.05,-0.05,-0.03,0.00,0.01,0.02,-0.00,-0.01,0.03,-0.00,-0.06,-0.09,-0.12,-0.11,-0.11,-0.12,-0.11,-0.07,-0.07,-0.07,-0.07,-0.05,-0.03,-0.02,-0.02,-0.00,-0.01,-0.01,0.01,0.02,0.02,0.01,0.03,0.04,0.04,0.03,0.04,0.04,0.03,0.06,0.08,0.09,0.08,0.09,0.10,0.08,0.06,0.05,0.07,0.06,0.03,0.01,-0.01,0.01,0.00,-0.01,0.01,0.04,0.06)
> 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   0.899797847
2   0.705124112
3   0.515124112
4   0.345776642
5  -0.028244562
6  -0.162918297
7  -0.197592032
8  -0.038244562
9  -0.243570827
10 -0.652265767
11 -0.548244562
12 -0.210202153
13  0.083819051
14  0.227840255
15  0.163166521
16  0.013166521
17 -0.082159745
18  0.033166521
19 -0.275528419
20 -0.185528419
21  0.304471581
22  0.304471581
23  0.295124112
24  0.205776642
25  0.171102907
26  0.111102907
27 -0.088244562
28 -0.023570827
29 -0.103570827
30 -0.082918297
31 -0.217592032
32 -0.307592032
33 -0.132918297
34 -0.162265767
35  0.043060499
36 -0.006939501
37 -0.232265767
38  0.043060499
39 -0.096939501
40  0.467734233
41  0.393713029
42  0.474365559
43  0.039691824
44 -0.185634441
45 -0.080308176
46  0.455018090
47  0.794365559
48  1.213713029
49  1.738386764
50  1.179039294
51  0.703713029
52  0.247734233
53 -0.042918297
54 -0.053570827
55 -0.652918297
56 -0.818244562
57 -0.883570827
58 -1.382918297
59 -1.866939501
60 -2.126286971
> library(lattice)
> postscript(file="/var/www/html/rcomp/tmp/1ydms1257621350.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/2dgsk1257621350.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/3mwwg1257621350.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/4qf3n1257621350.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value')
> grid()
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/59prl1257621350.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> hist(mylm$resid,main='Histogram of e[t]')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/6vi0y1257621350.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/7vf941257621350.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/8pjwb1257621350.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
+ acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function')
+ grid()
+ dev.off()
+ }
null device 
          1 
> summary(x)
      Min.    1st Qu.     Median       Mean    3rd Qu.       Max. 
-0.1200000 -0.0350000  0.0100000 -0.0001667  0.0400000  0.1000000 
> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'c',1,TRUE)
> a<-table.element(a,mylm$coeff[[1]])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'b',1,TRUE)
> a<-table.element(a,mylm$coeff[[2]])
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/9el9t1257621350.tab") 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'# observations',header=TRUE)
> a<-table.element(a,length(mylm$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/10wds01257621350.tab") 
> 
> system("convert tmp/1ydms1257621350.ps tmp/1ydms1257621350.png")
> system("convert tmp/2dgsk1257621350.ps tmp/2dgsk1257621350.png")
> system("convert tmp/3mwwg1257621350.ps tmp/3mwwg1257621350.png")
> system("convert tmp/4qf3n1257621350.ps tmp/4qf3n1257621350.png")
> system("convert tmp/59prl1257621350.ps tmp/59prl1257621350.png")
> system("convert tmp/6vi0y1257621350.ps tmp/6vi0y1257621350.png")
> system("convert tmp/7vf941257621350.ps tmp/7vf941257621350.png")
> system("convert tmp/8pjwb1257621350.ps tmp/8pjwb1257621350.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.588   1.156   1.990