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Type 'q()' to quit R. > y <- c(110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7,92.8,88,101.1,92.7,95.8,103.8,81.8,87.1,105.9,108.1,102.6,93.7,103.5,100.6,113.3,102.4,102.1,106.9,87.3,93.1,109.1,120.3,104.9,92.6,109.8,111.4,117.9,121.6,117.8,124.2,106.8,102.7,116.8,113.6,96.1,85,83.2,84.9,83,79.6,83.2,83.8,82.8,71.4) > x <- c(109.8,111.7,98.6,96.9,95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1,115.9,96,99.8) > 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 9.4924441 2 8.4073968 3 11.3569335 4 -2.7038137 5 -0.4916636 6 -1.6767109 7 -9.2215755 8 -4.6776473 9 -4.1682998 10 -2.4739115 11 -11.1785772 12 -12.3309164 13 -7.2421366 14 -6.1720420 15 -1.1066195 16 -5.3299833 17 2.8728225 18 -2.8748414 19 3.8102027 20 -3.2047500 21 3.3214196 22 -0.1963422 23 1.8597426 24 -3.6290470 25 2.4139384 26 9.9354359 27 2.3214164 28 -1.8402639 29 10.3653446 30 6.2260917 31 8.1373022 32 8.0260917 33 1.0195469 34 2.3933772 35 4.0793674 36 -1.1281138 37 4.4475828 38 14.4083299 39 1.6326301 40 -2.7215722 41 11.5625387 42 13.6728193 43 10.3316937 44 23.2896415 45 17.1569302 46 17.7980494 47 18.4036643 48 5.7746888 49 13.8242190 50 3.4073936 51 -7.4589588 52 -8.8636277 53 -18.4636309 54 -18.2944727 55 -18.0075559 56 -26.8748479 57 -17.2972753 58 -21.6542867 59 -8.1477386 60 -22.3178332 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1z7lj1257869072.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/2c4rj1257869072.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/3xy0p1257869072.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/47yit1257869072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5puiq1257869072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6kkt81257869072.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/7ujjq1257869072.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/8kbnj1257869072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.9 98.9 105.6 105.3 112.7 122.4 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9k1mc1257869072.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10f7yd1257869072.tab") > > system("convert tmp/1z7lj1257869072.ps tmp/1z7lj1257869072.png") > system("convert tmp/2c4rj1257869072.ps tmp/2c4rj1257869072.png") > system("convert tmp/3xy0p1257869072.ps tmp/3xy0p1257869072.png") > system("convert tmp/47yit1257869072.ps tmp/47yit1257869072.png") > system("convert tmp/5puiq1257869072.ps tmp/5puiq1257869072.png") > system("convert tmp/6kkt81257869072.ps tmp/6kkt81257869072.png") > system("convert tmp/7ujjq1257869072.ps tmp/7ujjq1257869072.png") > system("convert tmp/8kbnj1257869072.ps tmp/8kbnj1257869072.png") > > > proc.time() user system elapsed 2.593 1.963 3.134