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Type 'q()' to quit R. > y <- c(-0.3160103,-6.358448377,12.27737808,-13.46500204,-12.99867146,9.566650862,6.96160958,1.918725333,-1.176092864,-2.333737351,-2.125109214,12.64884125,3.499204854,-1.09186136,14.07900638,-17.46250601,-12.86891915,9.203882529,-0.057125727,3.885171829,-3.922249573,-3.325720513,-1.493786564,17.69419692,-4.072662393,5.117089915,11.37789969,-17.20456299,-12.32456299,7.746808873,10.81456927,6.481908112,-5.881480264,-1.385653811,-4.382207478,8.629503386,-5.827860058,0.624296976,10.00992495,-10.98777749,-9.827471845,4.766701702,13.85712327,5.457709958,-7.776521546,0.226735053,-2.474074724,-2.690066305,5.981727122,-3.608777006,4.190578344,-9.771942297,-15.91903344,10.5005696,18.89977568,-0.392274179,-2.763117308,-12.47978689,-8.764241479,1.111725495) > x <- c(2.366550914,-2.784331965,11.17687724,-13.08690014,-3.702416453,13.53551828,9.502773534,2.81572168,0.60106142,-7.213545194,-6.130773624,2.389932679,0.66061216,-3.473042289,12.52091167,-20.54891176,-6.198884935,11.12267743,3.776128477,6.474416363,-0.522105764,-4.597921587,-3.270313182,11.43658892,-4.449553233,3.353978285,8.860826741,-21.06844013,-5.968440133,8.548788298,9.837605911,6.268638544,-4.941687785,-0.980478576,-1.983046747,10.82647717,-2.982939457,0.162753436,8.784262151,-16.11744996,-3.633875981,4.70491481,14.16269979,5.551463759,-7.174432532,1.213636315,2.506787859,-1.385400337,5.889613074,-2.333661401,4.590469131,-15.42590324,-10.26046739,8.260131619,10.20132965,-4.500489758,-8.71605972,-11.09283889,-8.636819669,1.076984534) > 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 -2.61710210 2 -3.65113141 3 1.40965477 4 -0.74008732 5 -9.39866434 6 -3.59447316 7 -2.27831596 8 -0.81911311 9 -1.76052884 10 4.68028021 11 3.83608639 12 10.32501443 13 2.85686531 14 2.28511611 15 1.90442481 16 2.51802009 17 -6.84149620 18 -1.61114015 19 -3.72880598 20 -2.41016131 21 -3.41458532 22 1.14502195 23 1.68606932 24 6.57394559 25 0.25381560 26 1.85588312 27 2.76216461 28 3.28112126 29 -6.52121071 30 -0.56551879 31 1.24907286 32 0.38666095 33 -1.07648023 34 -0.43229540 35 -2.45401207 36 -1.89751197 37 -2.92742911 38 0.46604532 39 1.46863667 40 4.68386164 41 -6.29410936 42 0.19192547 43 0.08616566 44 0.05980043 45 -0.80053478 46 -0.95333192 47 -4.91152449 48 -1.34298633 49 0.25502154 50 -1.33966499 51 -0.27291779 52 5.22727839 53 -5.94237196 54 2.46891433 55 8.98061618 56 3.98373143 57 5.71185503 58 -1.69377741 59 -0.36631740 60 0.06453050 > library(lattice) > postscript(file="/var/www/html/freestat/rcomp/tmp/1itat1256745686.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/2pjn11256745686.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/3o97h1256745686.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/495cz1256745686.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5qn6f1256745686.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/666i91256745686.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/7hk0a1256745686.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/8mi8f1256745686.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -2.107e+01 -4.684e+00 3.819e-01 2.000e-10 6.320e+00 1.416e+01 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/96gxe1256745686.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/103y881256745686.tab") > > system("convert tmp/1itat1256745686.ps tmp/1itat1256745686.png") > system("convert tmp/2pjn11256745686.ps tmp/2pjn11256745686.png") > system("convert tmp/3o97h1256745686.ps tmp/3o97h1256745686.png") > system("convert tmp/495cz1256745686.ps tmp/495cz1256745686.png") > system("convert tmp/5qn6f1256745686.ps tmp/5qn6f1256745686.png") > system("convert tmp/666i91256745686.ps tmp/666i91256745686.png") > system("convert tmp/7hk0a1256745686.ps tmp/7hk0a1256745686.png") > system("convert tmp/8mi8f1256745686.ps tmp/8mi8f1256745686.png") > > > proc.time() user system elapsed 2.577 1.923 2.898