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Type 'q()' to quit R. > y <- c(1.5291,1.5358,1.5355,1.5287,1.5334,1.5225,1.5135,1.5144,1.4913,1.4793,1.4663,1.4749,1.4745,1.4775,1.4678,1.4658,1.4572,1.4721,1.4624,1.4636,1.4649,1.465,1.4673,1.4679,1.4621,1.4674,1.4695,1.4964,1.5155,1.5411,1.5476,1.54,1.5474,1.5485,1.559,1.5544,1.5657,1.5734,1.567,1.5547,1.54,1.5192,1.527,1.5387,1.5431,1.5426,1.5216,1.5364,1.5469,1.5501,1.5494,1.5475,1.5448,1.5391,1.5578,1.5528,1.5496,1.549,1.5449,1.5479) > x <- c(1.6891,1.7236,1.8072,1.7847,1.6813,1.6469,1.689,1.7169,1.8036,1.7955,1.7172,1.7348,1.7094,1.6963,1.6695,1.6537,1.6662,1.6793,1.7922,1.8045,1.7927,1.7831,1.7847,1.8076,1.8218,1.8112,1.795,1.7813,1.7866,1.7552,1.7184,1.7114,1.6967,1.6867,1.6337,1.6626,1.6374,1.626,1.637,1.6142,1.7033,1.7483,1.7135,1.7147,1.7396,1.7049,1.6867,1.7462,1.7147,1.667,1.6806,1.6738,1.6571,1.5875,1.6002,1.6144,1.6009,1.5937,1.603,1.5979) > 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 0.0054400169 2 0.0234822601 3 0.0506666522 4 0.0364695371 5 0.0071756836 6 -0.0150336835 7 -0.0101928592 8 -0.0001204365 9 0.0052831138 10 -0.0093798476 11 -0.0481218083 12 -0.0337356204 13 -0.0424861415 14 -0.0437929063 15 -0.0623036923 16 -0.0694981109 17 -0.0739886025 18 -0.0547818377 19 -0.0273647578 20 -0.0221210016 21 -0.0247003775 22 -0.0277564800 23 -0.0249304629 24 -0.0168018435 25 -0.0179334419 26 -0.0161183051 27 -0.0193442280 28 0.0030517508 29 0.0238941824 30 0.0391710973 31 0.0335727046 32 0.0236713799 33 0.0262385980 34 0.0240509912 35 0.0171266756 36 0.0220278590 37 0.0250430901 38 0.0289952184 39 0.0262115858 40 0.0064158425 41 0.0210084184 42 0.0150026487 43 0.0113617773 44 0.0234562901 45 0.0360424308 46 0.0241344355 47 -0.0028490088 48 0.0315122512 49 0.0316562901 50 0.0191744060 51 0.0229455511 52 0.0188099786 53 0.0106196754 54 -0.0179620674 55 0.0049131931 56 0.0045815946 57 -0.0030566744 58 -0.0060237513 59 -0.0070662770 60 -0.0057429564 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/17gqf1257795533.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/2fra01257795533.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/3j7fw1257795533.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/48ckz1257795533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/52v4r1257795533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/63onf1257795533.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/72f7n1257795533.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/8w4nr1257795533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.588 1.661 1.704 1.706 1.762 1.822 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9osir1257795533.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10fxkh1257795533.tab") > > system("convert tmp/17gqf1257795533.ps tmp/17gqf1257795533.png") > system("convert tmp/2fra01257795533.ps tmp/2fra01257795533.png") > system("convert tmp/3j7fw1257795533.ps tmp/3j7fw1257795533.png") > system("convert tmp/48ckz1257795533.ps tmp/48ckz1257795533.png") > system("convert tmp/52v4r1257795533.ps tmp/52v4r1257795533.png") > system("convert tmp/63onf1257795533.ps tmp/63onf1257795533.png") > system("convert tmp/72f7n1257795533.ps tmp/72f7n1257795533.png") > system("convert tmp/8w4nr1257795533.ps tmp/8w4nr1257795533.png") > > > proc.time() user system elapsed 1.658 1.199 4.536