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Type 'q()' to quit R. > y <- c(3956.2,3142.7,3884.3,3892.2,3613,3730.5,3481.3,3649.5,4215.2,4066.6,4196.8,4536.6,4441.6,3548.3,4735.9,4130.6,4356.2,4159.6,3988,4167.8,4902.2,3909.4,4697.6,4308.9,4420.4,3544.2,4433,4479.7,4533.2,4237.5,4207.4,4394,5148.4,4202.2,4682.5,4884.3,5288.9,4505.2,4611.5,5104,4586.6,4529.3,4504.1,4604.9,4795.4,5391.1,5213.9,5415,5990.3,4241.8,5677.6,5164.2,3962.3,4011,3310.3,3837.3,4145.3,3796.7,3849.6,4285,4189.6) > x <- c(3977.7,3983.4,4152.9,4286.1,4348.1,3949.3,4166.7,4217.9,4528.2,4232.2,4470.9,5121.2,4170.8,4398.6,4491.4,4251.8,4901.9,4745.2,4666.9,4210.4,5273.6,4095.3,4610.1,4718.1,4185.5,4314.7,4422.6,5059.2,5043.6,4436.6,4922.6,4454.8,5058.7,4768.9,5171.8,4989.3,5202.1,4838.4,4876.5,5875.5,5717.9,4778.8,6195.9,4625.4,5549.8,6397.6,5856.7,6343.8,6615.5,5904.6,6861,6553.5,5481,5435.3,5278,4671.8,4891.5,4241.6,4152.1,4484.4,4124.7) > 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] 1 119.361161 2 -697.432151 3 -53.764848 4 -122.824347 5 -437.846337 6 -89.930057 7 -464.738129 8 -326.120159 9 60.296562 10 82.717672 11 75.003013 12 39.076566 13 493.192997 14 -531.723925 15 602.258646 16 135.393302 17 -14.617591 18 -120.680401 19 -247.040695 20 196.513146 21 316.623805 22 4.614936 23 495.376869 24 44.277275 25 463.499719 26 -487.348684 27 339.109498 28 17.998556 29 80.511830 30 135.520662 31 -175.377513 32 281.505175 33 686.987443 34 -91.773646 35 155.741201 36 462.984960 37 744.634648 38 171.071060 39 255.357870 40 170.661621 41 -255.681193 42 229.606392 43 -614.357176 44 393.836927 45 50.242620 46 156.105804 47 291.423773 48 211.090046 49 629.408844 50 -708.351603 51 174.865322 52 -160.869166 53 -743.106527 54 -668.002254 55 -1277.818400 56 -400.571788 57 -219.508741 58 -192.613403 59 -88.002628 60 155.403064 61 267.828380 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1tu9w1256746214.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/2wkfx1256746214.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/3twms1256746214.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/4r8ip1256746214.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5s9sb1256746214.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/61s6h1256746214.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/7g0j41256746214.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/8trq81256746214.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 3949 4286 4718 4881 5202 6861 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9jq1t1256746214.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/106j0e1256746214.tab") > > system("convert tmp/1tu9w1256746214.ps tmp/1tu9w1256746214.png") > system("convert tmp/2wkfx1256746214.ps tmp/2wkfx1256746214.png") > system("convert tmp/3twms1256746214.ps tmp/3twms1256746214.png") > system("convert tmp/4r8ip1256746214.ps tmp/4r8ip1256746214.png") > system("convert tmp/5s9sb1256746214.ps tmp/5s9sb1256746214.png") > system("convert tmp/61s6h1256746214.ps tmp/61s6h1256746214.png") > system("convert tmp/7g0j41256746214.ps tmp/7g0j41256746214.png") > system("convert tmp/8trq81256746214.ps tmp/8trq81256746214.png") > > > proc.time() user system elapsed 1.623 1.196 4.316