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Type 'q()' to quit R. > y <- c(7.55,7.55,7.59,7.59,7.59,7.57,7.57,7.59,7.6,7.64,7.64,7.76,7.76,7.76,7.77,7.83,7.94,7.94,7.94,8.09,8.18,8.26,8.28,8.28,8.28,8.29,8.3,8.3,8.31,8.33,8.33,8.34,8.48,8.59,8.67,8.67,8.67,8.71,8.72,8.72,8.72,8.74,8.74,8.74,8.74,8.79,8.85,8.86,8.87,8.92,8.96,8.97,8.99,8.98,8.98,9.01,9.01,9.03,9.05,9.05) > x <- c(42.97,42.98,43.01,43.09,43.14,43.39,43.46,43.54,43.62,44.01,44.5,44.73,44.89,45.09,45.17,45.24,45.42,45.67,45.68,46.56,46.72,47.01,47.26,47.49,47.51,47.52,47.66,47.71,47.87,48,48,48.05,48.25,48.72,48.94,49.16,49.18,49.25,49.34,49.49,49.57,49.63,49.67,49.7,49.8,50.09,50.49,50.73,51.12,51.15,51.41,51.61,52.06,52.17,52.18,52.19,52.74,53.05,53.38,53.78) > 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 0.0165996549 2 0.0149540120 3 0.0500170832 4 0.0368519397 5 0.0286237251 6 -0.0325173482 7 -0.0440368487 8 -0.0372019922 9 -0.0403671356 10 -0.0645472100 11 -0.1451837137 12 -0.0630335011 13 -0.0893637880 14 -0.1222766466 15 -0.1254417901 16 -0.0769612906 17 0.0034171366 18 -0.0377239367 19 -0.0393695796 20 -0.0341861576 21 0.0294835555 22 0.0617599104 23 0.0406188372 24 0.0027690497 25 -0.0005222361 26 0.0078321209 27 -0.0052068801 28 -0.0134350948 29 -0.0297653817 30 -0.0311587398 31 -0.0311587398 32 -0.0293869545 33 0.0777001869 34 0.1103549691 35 0.1541508246 36 0.1179466801 37 0.1146553942 38 0.1431358937 39 0.1383251073 40 0.1136404633 41 0.1004753199 42 0.1106014623 43 0.1040188906 44 0.0990819618 45 0.0826255325 46 0.0849018874 47 0.0790761702 48 0.0495807398 49 -0.0045993346 50 0.0404637367 51 0.0376770204 52 0.0147641618 53 -0.0392897701 54 -0.0673918424 55 -0.0690374853 56 -0.0406831283 57 -0.1311934895 58 -0.1622084204 59 -0.1965146372 60 -0.2623403544 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/14m8s1258043885.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/28mp21258043885.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/3tczp1258043885.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/4tgbx1258043885.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5prnv1258043885.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6fofd1258043885.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/76oor1258043885.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/81qc21258043885.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 42.97 45.22 48.00 47.93 49.87 53.78 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/96tv91258043885.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10yhx31258043885.tab") > > system("convert tmp/14m8s1258043885.ps tmp/14m8s1258043885.png") > system("convert tmp/28mp21258043885.ps tmp/28mp21258043885.png") > system("convert tmp/3tczp1258043885.ps tmp/3tczp1258043885.png") > system("convert tmp/4tgbx1258043885.ps tmp/4tgbx1258043885.png") > system("convert tmp/5prnv1258043885.ps tmp/5prnv1258043885.png") > system("convert tmp/6fofd1258043885.ps tmp/6fofd1258043885.png") > system("convert tmp/76oor1258043885.ps tmp/76oor1258043885.png") > system("convert tmp/81qc21258043885.ps tmp/81qc21258043885.png") > > > proc.time() user system elapsed 2.557 1.923 3.417