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Type 'q()' to quit R. > y <- c(10284.5,12792,12823.61538,13845.66667,15335.63636,11188.5,13633.25,12298.46667,15353.63636,12696.15385,12213.93333,13683.72727,11214.14286,13950.23077,11179.13333,11801.875,11188.82353,16456.27273,11110.0625,16530.69231,10038.41176,11681.25,11148.88235,8631,9386.444444,9764.736842,12043.75,12948.06667,10987.125,11648.3125,10633.35294,10219.3,9037.6,10296.31579,11705.41176,10681.94444,9362.947368,11306.35294,10984.45,10062.61905,8118.583333,8867.48,8346.72,8529.307692,10697.18182,8591.84,8695.607143,8125.571429,7009.758621,7883.466667,7527.645161,6763.758621,6682.333333,7855.681818,6738.88,7895.434783,6361.884615,6935.956522,8344.454545,9107.944444) > x <- c(98101950.13,187968318.5,188999043.8,210743289,230609073.9,130468610.9,190983186.8,162537001,262991089,175244644,153536881,218451087.3,116973495.2,218177896.1,139972561,142356218,112613295.5,253547719.2,123096251.3,262749137.1,102010000,147614906.3,135590955.4,85561526.32,80654369.49,104950319.4,155190863.4,177088669.1,117497470.1,139892713.1,119376190.6,113962030.1,86439787.29,108851881.9,150342218.5,119054770.4,87131416.39,135840396.2,122766400,96828411.45,55486359.51,69933078.76,71667060.61,67583576.24,108844643.7,72887198.76,72854150.57,63959435,39707815.79,57692632.99,51846967.98,37853044.1,36775240.36,52851578.19,43275872.83,59417285.63,40974770.56,49590376.35,68830403.8,92416177.78) > 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] 1 645.18262 2 -515.88410 3 -526.34547 4 -391.94788 5 287.05149 6 227.89573 7 202.29154 8 28.75165 9 -1016.86220 10 -92.31849 11 311.62540 12 -868.53861 13 804.44248 14 -590.88277 15 -169.44562 16 355.98930 17 957.11726 18 471.27580 19 450.41612 20 170.07082 21 239.55815 22 20.69168 23 -20.82865 24 -496.38636 25 459.38032 26 -154.14785 27 73.92243 28 84.31668 29 556.03468 30 302.99314 31 125.56861 32 -67.46495 33 -125.63914 34 218.15969 35 -66.48217 36 187.28128 37 171.47423 38 126.45915 39 338.26897 40 475.29066 41 218.93943 42 378.08540 43 -213.46001 44 135.82558 45 619.32120 46 -18.14906 47 86.96719 48 -119.96430 49 -245.76622 50 -106.24276 51 -223.42980 52 -416.04987 53 -453.47655 54 63.59619 55 -662.30173 56 -164.67921 57 -945.36045 58 -722.99881 59 -99.92614 60 -299.26569 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1jo8b1256747658.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/27ptf1256747658.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/3ndni1256747658.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/4c0ba1256747658.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/58qxt1256747658.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/62myu1256747658.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/7prr71256747658.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/8aezy1256747658.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 36780000 71230000 113300000 119700000 151100000 263000000 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9acpj1256747658.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10fw151256747658.tab") > > system("convert tmp/1jo8b1256747658.ps tmp/1jo8b1256747658.png") > system("convert tmp/27ptf1256747658.ps tmp/27ptf1256747658.png") > system("convert tmp/3ndni1256747658.ps tmp/3ndni1256747658.png") > system("convert tmp/4c0ba1256747658.ps tmp/4c0ba1256747658.png") > system("convert tmp/58qxt1256747658.ps tmp/58qxt1256747658.png") > system("convert tmp/62myu1256747658.ps tmp/62myu1256747658.png") > system("convert tmp/7prr71256747658.ps tmp/7prr71256747658.png") > system("convert tmp/8aezy1256747658.ps tmp/8aezy1256747658.png") > > > proc.time() user system elapsed 1.658 1.206 2.057