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Type 'q()' to quit R. > y <- c(99.2,93.6,104.2,95.3,102.7,103.1,100,107.2,107,119,110.4,101.7,102.4,98.8,105.6,104.4,106.3,107.2,108.5,106.9,114.2,125.9,110.6,110.5,106.7,104.7,107.4,109.8,103.4,114.8,114.3,109.6,118.3,127.3,112.3,114.9,108.2,105.4,122.1,113.5,110,125.3,114.3,115.6,127.1,123,122.2,126.4,112.7,105.8,120.9,116.3,115.7,127.9,108.3,121.1,128.6,123.1,127.7,126.6) > x <- c(98.8,100.5,110.4,96.4,101.9,106.2,81,94.7,101,109.4,102.3,90.7,96.2,96.1,106,103.1,102,104.7,86,92.1,106.9,112.6,101.7,92,97.4,97,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3) > 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 -11.91040811 2 -18.56815136 3 -14.12795032 4 -14.31712351 5 -10.33923404 6 -12.61470228 7 -0.03521403 8 -1.35938026 9 -5.47925232 10 1.29425159 11 -2.88811481 12 -4.37057260 13 -7.09268313 14 -10.63046294 15 -9.99026189 16 -9.38587634 17 -6.80145424 18 -7.58139941 19 5.35377640 20 -0.04165528 21 -1.95024362 22 6.20320547 23 -2.31479366 24 3.62056491 25 -3.53932543 26 -5.29044466 27 -7.81694075 28 -3.73699558 29 -7.27486677 30 0.14304098 31 10.28269372 32 4.02718893 33 0.34537083 34 8.16318719 35 1.31403227 36 4.97177553 37 -0.60826102 38 -4.59044466 39 2.34098528 40 -0.16143596 41 -0.23932543 42 6.34984777 43 10.28269372 44 5.73399572 45 6.46990260 46 4.73426987 47 7.91636213 48 13.54742653 49 4.20283993 50 -3.50602256 51 6.11860059 52 2.70078423 53 5.02513323 54 7.39434298 55 8.32700617 56 11.91841783 57 8.52988432 58 7.57195830 59 10.36757274 60 13.31188519 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1rudo1258044029.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/29x3g1258044029.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/37j1s1258044029.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/4v6l41258044029.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/51ydo1258044029.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/668mg1258044029.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/7v6vq1258044029.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/894hz1258044029.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.90 96.18 101.60 100.70 105.90 114.10 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9vwic1258044029.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10vsm01258044029.tab") > > system("convert tmp/1rudo1258044029.ps tmp/1rudo1258044029.png") > system("convert tmp/29x3g1258044029.ps tmp/29x3g1258044029.png") > system("convert tmp/37j1s1258044029.ps tmp/37j1s1258044029.png") > system("convert tmp/4v6l41258044029.ps tmp/4v6l41258044029.png") > system("convert tmp/51ydo1258044029.ps tmp/51ydo1258044029.png") > system("convert tmp/668mg1258044029.ps tmp/668mg1258044029.png") > system("convert tmp/7v6vq1258044029.ps tmp/7v6vq1258044029.png") > system("convert tmp/894hz1258044029.ps tmp/894hz1258044029.png") > > > proc.time() user system elapsed 2.687 2.045 3.155