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Type 'q()' to quit R. > y <- c(108.0,101.2,119.9,94.8,95.3,118.0,115.9,111.4,108.2,108.8,109.5,124.8,115.3,109.5,124.2,92.9,98.4,120.9,111.7,116.1,109.4,111.7,114.3,133.7,114.3,126.5,131.0,104.0,108.9,128.5,132.4,128.0,116.4,120.9,118.6,133.1,121.1,127.6,135.4,114.9,114.3,128.9,138.9,129.4,115.0,128.0,127.0,128.8,137.9,128.4,135.9,122.2,113.1,136.2,138.0,115.2,111.0,99.2,102.4,112.7) > x <- c(102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1,115.9,96,99.8,116.8,115.7,99.4,94.3,91,93.2,103.1) > 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 -7.7336238 2 -8.1945210 3 -5.6304191 4 -3.0688796 5 -13.4029826 6 -10.6423422 7 -8.3625985 8 -5.4861880 9 -6.0352905 10 2.6326586 11 1.8343252 12 6.9917607 13 -0.3183674 14 -0.7013160 15 -4.2118294 16 2.5227873 17 -9.0351620 18 -6.7050345 19 -7.4913163 20 -6.4337523 21 -5.6420854 22 0.4613763 23 1.1020173 24 3.4440679 25 1.1020173 26 2.6984272 27 1.7813757 28 8.4362487 29 -4.0674699 30 -0.9491371 31 0.9915038 32 0.7407347 33 1.7036839 34 1.5934273 35 0.1002222 36 -0.9593937 37 1.6781709 38 4.4899656 39 3.1847089 40 11.1530433 41 -2.9319572 42 2.1017604 43 0.6913754 44 1.6797091 45 2.6088122 46 3.2763758 47 -0.1440089 48 5.1136836 49 5.5694525 50 5.5204785 51 5.1830423 52 14.4190688 53 0.9393250 54 4.4457346 55 7.5135551 56 3.5003507 57 5.1784278 58 -2.8181105 59 -2.1537516 60 -3.2641367 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1q7os1256582758.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/2d6a41256582758.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/3hv6h1256582758.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/4cpzy1256582758.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5uoqj1256582758.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/66axx1256582758.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/7on4b1256582758.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/8wlzw1256582758.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 80.9 99.3 105.0 105.1 113.0 122.4 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9j58t1256582758.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/109wb81256582758.tab") > > system("convert tmp/1q7os1256582758.ps tmp/1q7os1256582758.png") > system("convert tmp/2d6a41256582758.ps tmp/2d6a41256582758.png") > system("convert tmp/3hv6h1256582758.ps tmp/3hv6h1256582758.png") > system("convert tmp/4cpzy1256582758.ps tmp/4cpzy1256582758.png") > system("convert tmp/5uoqj1256582758.ps tmp/5uoqj1256582758.png") > system("convert tmp/66axx1256582758.ps tmp/66axx1256582758.png") > system("convert tmp/7on4b1256582758.ps tmp/7on4b1256582758.png") > system("convert tmp/8wlzw1256582758.ps tmp/8wlzw1256582758.png") > > > proc.time() user system elapsed 1.770 1.580 3.265