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Type 'q()' to quit R. > y <- c(3.8,4.7,4.3,3.9,4,4.3,4.8,4.4,4.3,4.7,4.7,4.9,5,4.2,4.3,4.8,4.8,4.8,4.2,4.6,4.8,4.5,4.4,4.3,3.9,3.7,4,4.1,3.7,3.8,3.8,3.8,3.3,3.3,3.3,3.2,3.4,4.2,4.9,5.1,5.5,5.6,6.4,6.1,7.1,7.8,7.9,7.4,7.5,6.8,5.2,4.7,4.1,3.9,2.6,2.7,1.8,1,0.3) > x <- c(-0.0733,0.8969,0.2162,-0.3242,-0.1540,0.2863,0.7863,0.3863,0.0758,0.4758,0.1952,0.6758,0.7758,0.0460,0.2162,0.7162,0.8565,0.9969,0.4670,0.8670,1.0670,0.5565,0.0355,-0.3452,-0.9557,-1.0855,-0.6452,-0.4750,-0.8048,-0.6347,-0.7048,-0.8452,-1.2750,-1.4154,-1.6960,-1.5855,-1.4557,-0.7960,-0.1662,-0.0364,0.5741,0.8846,1.6846,1.1040,1.8935,2.3829,2.6935,2.9653,3.1355,2.1548,-0.0065,-0.7171,-1.0364,-0.6048,-1.4838,-1.2435,-2.2838,-3.2943,-3.9242) > 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 -0.59110993 2 -0.66131311 3 -0.38061088 4 -0.24020911 5 -0.31040966 6 -0.45071111 7 -0.45071275 8 -0.45071144 9 -0.24021042 10 -0.24021173 11 0.04038919 12 -0.24021239 13 -0.24021271 14 -0.31041032 15 -0.38061088 16 -0.38061252 17 -0.52091298 18 -0.66131344 19 -0.73141170 20 -0.73141301 21 -0.73141367 22 -0.52091200 23 -0.09991029 24 0.18079096 25 0.39129297 26 0.32109339 27 0.18079195 28 0.11059139 29 0.04039247 30 -0.02970809 31 0.04039214 32 0.18079260 33 0.11059401 34 0.25099447 35 0.53159539 36 0.32109503 37 0.39129461 38 0.53159244 39 0.60179038 40 0.67198995 41 0.46148795 42 0.25098693 43 0.25098430 44 0.53158621 45 0.74208362 46 0.95268201 47 0.74208099 48 -0.02971990 49 -0.09992046 50 0.18078276 51 0.74208985 52 0.95269218 53 0.67199323 54 0.04039181 55 -0.38060530 56 -0.52090609 57 -0.38060268 58 -0.17009936 59 -0.24019730 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1v3551256742520.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/2pft31256742520.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/37q311256742520.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/4lt361256742520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5s0td1256742520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/65ify1256742520.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/7se9o1256742520.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/8hvj71256742520.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -3.924e+00 -8.004e-01 3.550e-02 -3.390e-06 7.810e-01 3.136e+00 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/9f5xw1256742520.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10zvdl1256742520.tab") > > system("convert tmp/1v3551256742520.ps tmp/1v3551256742520.png") > system("convert tmp/2pft31256742520.ps tmp/2pft31256742520.png") > system("convert tmp/37q311256742520.ps tmp/37q311256742520.png") > system("convert tmp/4lt361256742520.ps tmp/4lt361256742520.png") > system("convert tmp/5s0td1256742520.ps tmp/5s0td1256742520.png") > system("convert tmp/65ify1256742520.ps tmp/65ify1256742520.png") > system("convert tmp/7se9o1256742520.ps tmp/7se9o1256742520.png") > system("convert tmp/8hvj71256742520.ps tmp/8hvj71256742520.png") > > > proc.time() user system elapsed 2.541 1.918 2.914