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Type 'q()' to quit R. > y <- c(286.1,307,358.1,341.8,378.8,375.2,295.6,362.7,409.6,336.8,389.1,389.3,355.9,542,648.4,452,582.4,506.5,555.5,530.4,609.4,543.9,616.2,634.6,541.7,549.8,627.6,797.4,689.8,1576.6,1572.1,1626.4,1972.4,1509.6,1584.9,1880,1324,1777.7,2172.4,1780.3,2134.9,1838.4,1557,1755.2,1702,1577.5,1485.9,2179.1,1740.9,1724.5,2328.1,1774.1,2224.2,1536.3,1521.2,2051.8,2483.1,1929.8,1808.6,2584.9,1997.9,1639.9,2379.1,1715,2750.9,1865.4,1647.4,2180.4,2593,2057.2,2635.8,2315.4,1863.6,2038,2235.8,2222.1,2636.9,2076.8,1935.5,2086.3,2470.9,1854.6,2041.3,2170.8,1905.5,2130.2,2791.2,2539.7,2661.3,1764.9,2176.9,2458.5,2179,2242.5,2089.6,2661.6,2112,2367.3,2543,2603.9,3146.7,1789.2,2114.8,2236.3,2288.1,2173.2,1877.7,2807.4,2357.4,2107.7,2856.8,2510.8,2875,2229.7,2055.1,2545.4,2775.1,2252.2,2091.7,2433) > x <- c(423.4,404.1,500,472.6,496.1,562,434.8,538.2,577.6,518.1,625.2,561.2,523.3,536.1,607.3,637.3,606.9,652.9,617.2,670.4,729.9,677.2,710,844.3,748.2,653.9,742.6,854.2,808.4,1819,1936.5,1966.1,2083.1,1620.1,1527.6,1795,1685.1,1851.8,2164.4,1981.8,1726.5,2144.6,1758.2,1672.9,1837.3,1596.1,1446,1898.4,1964.1,1755.9,2255.3,1881.2,2117.9,1656.5,1544.1,2098.9,2133.3,1963.5,1801.2,2365.4,1936.5,1667.6,1983.5,2058.6,2448.3,1858.1,1625.4,2130.6,2515.7,2230.2,2086.9,2235,2100.2,2288.6,2490,2573.7,2543.8,2004.7,2390,2338.4,2724.5,2292.5,2386,2477.9,2337,2605.1,2560.8,2839.3,2407.2,2085.2,2735.6,2798.7,3053.2,2405,2471.9,2727.3,2790.7,2385.4,3206.6,2705.6,3518.4,1954.9,2584.3,2535.8,2685.9,2866,2236.6,2934.9,2668.6,2371.2,3165.9,2887.2,3112.2,2671.2,2432.6,2812.3,3095.7,2862.9,2607.3,2862.5) > 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 -106.819573 2 -68.337054 3 -104.603043 4 -95.941332 5 -80.350099 6 -143.985747 7 -107.705103 8 -134.803677 9 -123.797524 10 -142.392349 11 -187.661665 12 -129.156938 13 -128.029608 14 46.409447 15 87.945438 16 -135.784902 17 22.309843 18 -95.496680 19 -13.973574 20 -87.539378 21 -62.744554 22 -80.234256 23 -37.815428 24 -141.764253 25 -147.116062 26 -53.107691 27 -56.114398 28 12.016734 29 -53.858946 30 -87.727023 31 -199.270857 32 -171.936793 33 67.474878 34 26.473136 35 186.041687 36 237.537250 37 -218.342602 38 83.491805 39 193.409655 40 -32.339672 41 554.841528 42 -122.552321 43 -51.937532 44 223.971736 45 21.001469 46 116.237409 47 161.380213 48 442.438675 49 -55.614771 50 117.657794 51 266.298722 52 53.108071 53 287.571683 54 20.012323 55 107.309999 56 132.480898 57 532.442108 58 133.831836 59 160.488979 60 422.796372 61 226.529143 62 113.500097 63 564.911609 64 -167.605344 65 513.273530 66 165.452433 67 159.444776 68 232.201838 69 293.971365 70 18.265107 71 727.413035 72 272.092253 73 -56.903416 74 -54.137956 75 -39.815643 76 -129.767294 77 312.271946 78 243.298168 79 -249.014508 80 -51.206322 81 -18.347806 82 -241.090900 83 -139.570462 84 -93.792406 85 -230.730906 86 -250.273050 87 451.084753 88 -54.131910 89 461.116097 90 -141.938246 91 -322.460032 92 -98.344849 93 -609.697239 94 44.320322 95 -169.526338 96 169.801362 97 -437.556758 98 186.976145 99 -385.446381 100 131.870308 101 -65.799723 102 1.066534 103 -246.724014 104 -81.039963 105 -165.982768 106 -444.955913 107 -167.065365 108 126.475404 109 -80.922272 110 -59.687494 111 -34.568219 112 -126.669354 113 32.553091 114 -210.990901 115 -168.223591 116 -23.834603 117 -52.315222 118 -363.131778 119 -290.777275 120 -181.967374 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1cu021257890212.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/244ll1257890212.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/3y3961257890212.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/442lb1257890212.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5z7m41257890212.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6o5dp1257890212.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/7sr2r1257890212.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/80uzq1257890212.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 404.1 1507.0 2071.0 1885.0 2496.0 3518.0 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9zivz1257890212.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/100vm81257890212.tab") > > system("convert tmp/1cu021257890212.ps tmp/1cu021257890212.png") > system("convert tmp/244ll1257890212.ps tmp/244ll1257890212.png") > system("convert tmp/3y3961257890212.ps tmp/3y3961257890212.png") > system("convert tmp/442lb1257890212.ps tmp/442lb1257890212.png") > system("convert tmp/5z7m41257890212.ps tmp/5z7m41257890212.png") > system("convert tmp/6o5dp1257890212.ps tmp/6o5dp1257890212.png") > system("convert tmp/7sr2r1257890212.ps tmp/7sr2r1257890212.png") > system("convert tmp/80uzq1257890212.ps tmp/80uzq1257890212.png") > > > proc.time() user system elapsed 2.010 1.770 3.583