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Type 'q()' to quit R. > y <- c(4.79,5.95,5.46,5.75,5.15,4.96,5.28,5.73,5.75,5.88,6.3,6.74,6.75,7.34,6.64,6.62,6.32,5.32,5.68,6.18,5.02,2.1,4,3,4.73,5.14,5.81,6.24,4.49,4.22,4.88,5.18,5.19,5.06,4.65,4.83,4.6,4.72,4.33,4.97,5.37,4.19,4.54,5.82,5.49,3.28,5.11,6.24,6.41,6.43,8.42,8.23,3.17,2.72,3,3.47,3.88,3.43,4.06) > x <- c(2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.6,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.8,5.91,5.39,5.46,4.72,3.14,2.63,2.32,1.93,0.62,0.6,-0.37,-1.1,-1.68,-0.78) > 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 -0.522552195 2 0.728004965 3 0.319798529 4 0.612719728 5 -0.077837432 6 -0.413897368 7 -0.003340208 8 0.519689760 9 0.434526606 10 0.485654241 11 0.914417837 12 1.339811844 13 1.551374555 14 2.112162568 15 1.318684209 16 1.374635376 17 1.147665344 18 0.349228055 19 0.630355690 20 1.063168119 21 -0.003353522 22 -2.844481157 23 -0.953244753 24 -1.833475605 25 -0.100554407 26 0.227652029 27 0.853834048 28 1.277991651 29 -0.504141535 30 -0.788747528 31 -0.117062734 32 0.328997202 33 0.336076004 34 0.182706414 35 -0.154263618 36 -0.088190368 37 -0.531437874 38 -0.615921785 39 -1.049739765 40 -0.517824118 41 -0.170405695 42 -1.569495598 43 -1.149386829 44 -0.179033893 45 -0.681384617 46 -2.923517803 47 -0.941615470 48 0.167936139 49 0.554104844 50 1.035654241 51 3.174635376 52 3.075192536 53 -1.870880714 54 -1.938203683 55 -1.652361285 56 -0.899005010 57 -0.275757503 58 -0.556327978 59 -0.189235862 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1c2qe1256750424.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/2w7xy1256750424.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/3pgoz1256750424.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/4c5ju1256750424.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5lrdl1256750424.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6srgk1256750424.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/78fgw1256750424.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/8hef71256750424.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.680 1.615 2.320 2.371 3.080 5.910 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9unvh1256750424.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10lfgn1256750424.tab") > > system("convert tmp/1c2qe1256750424.ps tmp/1c2qe1256750424.png") > system("convert tmp/2w7xy1256750424.ps tmp/2w7xy1256750424.png") > system("convert tmp/3pgoz1256750424.ps tmp/3pgoz1256750424.png") > system("convert tmp/4c5ju1256750424.ps tmp/4c5ju1256750424.png") > system("convert tmp/5lrdl1256750424.ps tmp/5lrdl1256750424.png") > system("convert tmp/6srgk1256750424.ps tmp/6srgk1256750424.png") > system("convert tmp/78fgw1256750424.ps tmp/78fgw1256750424.png") > system("convert tmp/8hef71256750424.ps tmp/8hef71256750424.png") > > > proc.time() user system elapsed 1.684 1.221 6.565