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Type 'q()' to quit R. > y <- c(31899,31384,30650,30400,30003,29896,31557,31883,30830,30354,29756,29934,30599,30378,29925,29471,29567,29419,30796,31475,31708,31917,30871,31512,32362,31928,31699,30363,30386,30364,32806,33423,33071,33888,34805,35489,37259,37722,38764,39594,40004,40715,44028,45564,44277,44976,45406,47379,49200,50221,51573,53091,53337,54978,57885,67099,67169,69796,70600,71982,73957,75273,76322,77078,77954,79238,82179,83834,83744,84861,86478,88290) > x <- c(492865,480961,461935,456608,441977,439148,488180,520564,501492,485025,464196,460170,467037,460070,447988,442867,436087,431328,484015,509673,512927,502831,470984,471067,476049,474605,470439,461251,454724,455626,516847,525192,522975,518585,509239,512238,519164,517009,509933,509127,500857,506971,569323,579714,577992,565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141) > 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 -4720.8156 2 -1667.8449 3 3300.7939 4 4647.4488 5 8635.7798 6 9376.7124 7 -3658.5865 8 -13039.0016 9 -8375.5753 10 -3915.9424 11 1729.1072 12 3113.8151 13 1720.5779 14 3587.7880 15 6756.1104 16 7837.0212 17 9965.1820 18 11243.5910 19 -3171.2164 20 -10182.6561 21 -10924.9733 22 -7689.9121 23 809.5486 24 1425.6712 25 782.4226 26 781.2309 27 1800.9008 28 3218.8083 29 5198.1377 30 4905.7824 31 -11001.9099 32 -12886.1462 33 -12573.6476 34 -10440.8385 35 -6722.5738 36 -6937.4602 37 -7243.3814 38 -6134.4660 39 -2971.5855 40 -1900.0042 41 988.7524 42 -132.7890 43 -15508.4746 44 -17086.9558 45 -17857.8229 46 -13403.8214 47 -7542.7369 48 -7800.9175 49 -8238.9730 50 -6777.0720 51 -3769.9700 52 1264.7472 53 3589.9653 54 3414.6093 55 -8907.0079 56 -4858.2330 57 -5342.7312 58 -2329.3808 59 3617.0649 60 4613.3141 61 7963.7692 62 9725.1661 63 12258.1230 64 16409.4500 65 18977.1189 66 19789.9454 67 7232.8721 68 6445.3827 69 6550.8059 70 12497.9343 71 19124.3005 72 20415.6717 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1ihp41257874354.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/rcomp/tmp/2wq3k1257874354.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/rcomp/tmp/3879n1257874354.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/rcomp/tmp/4gxsf1257874354.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/51dfd1257874354.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6fdhc1257874354.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/rcomp/tmp/7vomf1257874354.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/rcomp/tmp/8hk081257874354.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 431300 473700 516900 524500 570300 628900 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9as8m1257874354.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/108ojg1257874354.tab") > > system("convert tmp/1ihp41257874354.ps tmp/1ihp41257874354.png") > system("convert tmp/2wq3k1257874354.ps tmp/2wq3k1257874354.png") > system("convert tmp/3879n1257874354.ps tmp/3879n1257874354.png") > system("convert tmp/4gxsf1257874354.ps tmp/4gxsf1257874354.png") > system("convert tmp/51dfd1257874354.ps tmp/51dfd1257874354.png") > system("convert tmp/6fdhc1257874354.ps tmp/6fdhc1257874354.png") > system("convert tmp/7vomf1257874354.ps tmp/7vomf1257874354.png") > system("convert tmp/8hk081257874354.ps tmp/8hk081257874354.png") > > > proc.time() user system elapsed 1.980 1.710 3.443