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Type 'q()' to quit R. > y <- c(100.64,100.63,100.43,100.8,101.33,101.88,101.85,102.04,102.22,102.63,102.65,102.54,102.37,102.68,102.76,102.82,103.31,103.23,103.6,103.95,103.93,104.25,104.38,104.36,104.32,104.58,104.68,104.92,105.46,105.23,105.58,105.34,105.28,105.7,105.67,105.71,106.19,106.93,107.44,107.85,108.71,109.32,109.49,110.2,110.62,111.22,110.88,111.15,111.29,111.09,111.24,111.45,111.75,111.07,111.17,110.96,110.5,110.48,110.66,110.46) > x <- c(101,100.88,100.55,100.83,101.51,102.16,102.39,102.54,102.85,103.47,103.57,103.69,103.5,103.47,103.45,103.48,103.93,103.89,104.4,104.79,104.77,105.13,105.26,104.96,104.75,105.01,105.15,105.2,105.77,105.78,106.26,106.13,106.12,106.57,106.44,106.54,107.1,108.1,108.4,108.84,109.62,110.42,110.67,111.66,112.28,112.87,112.18,112.36,112.16,111.49,111.25,111.36,111.74,111.1,111.33,111.25,111.04,110.97,111.31,111.02) > 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 0.16311394 2 0.26984210 3 0.39084454 4 0.48847884 5 0.35701926 6 0.27474173 7 0.02101276 8 0.06510256 9 -0.05644519 10 -0.24954069 11 -0.32681415 12 -0.55354231 13 -0.53872273 14 -0.19954069 15 -0.10008599 16 -0.06926803 17 -0.01699863 18 -0.05808925 19 -0.18418393 20 -0.21355045 21 -0.21409575 22 -0.24428023 23 -0.24073574 24 0.03108466 25 0.19535894 26 0.20244793 27 0.16626507 28 0.35762834 29 0.34316958 30 0.10344223 31 -0.01347041 32 -0.12701490 33 -0.17728755 34 -0.19501816 35 -0.09856265 36 -0.15583612 37 -0.22056753 38 -0.45330220 39 -0.23512260 40 -0.25312585 41 -0.15185889 42 -0.32004663 43 -0.39323029 44 -0.64623761 45 -0.82933311 46 -0.80324656 47 -0.47205964 48 -0.37715188 49 -0.04260495 50 0.40912728 51 0.79258360 52 0.89558279 53 0.82594361 54 0.76849380 55 0.64476483 56 0.51258360 57 0.25685788 58 0.30494931 59 0.15421952 60 0.23631257 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1levl1258285297.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/rcomp/tmp/24f0f1258285297.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/rcomp/tmp/39cws1258285297.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/rcomp/tmp/40s1g1258285297.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5z8gc1258285297.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6m7ov1258285297.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/rcomp/tmp/765ak1258285297.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/rcomp/tmp/8br8d1258285297.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 100.6 103.7 106.0 106.8 111.0 112.9 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9t7pg1258285297.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10gvww1258285297.tab") > > system("convert tmp/1levl1258285297.ps tmp/1levl1258285297.png") > system("convert tmp/24f0f1258285297.ps tmp/24f0f1258285297.png") > system("convert tmp/39cws1258285297.ps tmp/39cws1258285297.png") > system("convert tmp/40s1g1258285297.ps tmp/40s1g1258285297.png") > system("convert tmp/5z8gc1258285297.ps tmp/5z8gc1258285297.png") > system("convert tmp/6m7ov1258285297.ps tmp/6m7ov1258285297.png") > system("convert tmp/765ak1258285297.ps tmp/765ak1258285297.png") > system("convert tmp/8br8d1258285297.ps tmp/8br8d1258285297.png") > > > proc.time() user system elapsed 1.594 1.141 2.012