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Type 'q()' to quit R. > y <- c(8.4,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.4,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.0,8.2,8.1,8.1,8.0,7.9,7.9,8.0,8.0,7.9,8.0,7.7,7.2,7.5,7.3,7.0,7.0,7.0,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8.0,8.0,7.7,7.3,7.4,8.1,8.3) > x <- c(8.4,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.4,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.0,8.2,8.1,8.1,8.0,7.9,7.9,8.0,8.0,7.9,8.0,7.7,7.2,7.5,7.3,7.0,7.0,7.0,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8.0,8.0,7.7,7.3,7.4,8.1,8.3) > 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 1.811041e-16 2 -9.994825e-16 3 7.178719e-18 4 7.178719e-18 5 3.049882e-17 6 -1.778775e-17 7 -1.692226e-18 8 2.327424e-17 9 4.101613e-17 10 -7.723075e-17 11 1.600506e-18 12 -1.692226e-18 13 2.885246e-17 14 2.885246e-17 15 1.440330e-17 16 1.161419e-17 17 2.327424e-17 18 4.659435e-17 19 3.049882e-17 20 4.659435e-17 21 1.161419e-17 22 1.383193e-17 23 1.826740e-17 24 3.049882e-17 25 1.440330e-17 26 1.440330e-17 27 4.659435e-17 28 7.178719e-18 29 4.659435e-17 30 1.440330e-17 31 1.440330e-17 32 3.049882e-17 33 4.659435e-17 34 2.327424e-17 35 1.951911e-17 36 1.161419e-17 37 1.383193e-17 38 1.383193e-17 39 1.951911e-17 40 1.826740e-17 41 1.826740e-17 42 1.951911e-17 43 1.951911e-17 44 1.826740e-17 45 1.951911e-17 46 8.825085e-18 47 -7.723075e-17 48 4.101613e-17 49 1.769603e-17 50 -4.503970e-17 51 -4.503970e-17 52 -4.503970e-17 53 -7.723075e-17 54 1.769603e-17 55 -6.113522e-17 56 -1.284865e-17 57 5.153344e-17 58 9.982002e-17 59 3.543792e-17 60 8.825085e-18 61 1.826740e-17 62 4.101613e-17 63 -2.894418e-17 64 1.934240e-17 65 -2.894418e-17 66 8.825085e-18 67 1.951911e-17 68 1.951911e-17 69 8.825085e-18 70 1.769603e-17 71 1.600506e-18 72 1.383193e-17 73 2.327424e-17 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/102i21256746186.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/2ygm41256746186.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/37xet1256746186.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/48ylu1256746186.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/58qkh1256746186.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/64tim1256746186.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/736z41256746186.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/8xwi81256746186.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 6.100 7.400 8.000 7.933 8.500 9.300 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9sgno1256746186.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10js0k1256746186.tab") > > system("convert tmp/102i21256746186.ps tmp/102i21256746186.png") > system("convert tmp/2ygm41256746186.ps tmp/2ygm41256746186.png") > system("convert tmp/37xet1256746186.ps tmp/37xet1256746186.png") > system("convert tmp/48ylu1256746186.ps tmp/48ylu1256746186.png") > system("convert tmp/58qkh1256746186.ps tmp/58qkh1256746186.png") > system("convert tmp/64tim1256746186.ps tmp/64tim1256746186.png") > system("convert tmp/736z41256746186.ps tmp/736z41256746186.png") > system("convert tmp/8xwi81256746186.ps tmp/8xwi81256746186.png") > > > proc.time() user system elapsed 1.638 1.191 2.022