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Type 'q()' to quit R. > y <- c(23.2,23.2,20.9,20.9,20.9,19.8,19.8,19.8,20.6,20.6,20.6,21.1,21.1,21.1,22.4,22.4,22.4,20.5,20.5,20.5,18.4,18.4,18.4,17.6,17.6,17.6,18.5,18.5,18.5,17.3,17.3,17.3,16.2,16.2,16.2,18.5,18.5,18.5,16.3,16.3,16.3,16.8,16.8,16.8,14.8,14.8,14.8,21.4,21.4,21.4,16.1,16.1,16.1,19.6,19.6,19.6,18.9,18.9,18.9) > x <- c(1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5,3.6,4.4,4.1,5.1,5.8,5.9,5.4,5.5,4.8,3.2,2.7,2.1,1.9,0.6,0.7,-0.2,-1,-1.7) > 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 4.2062840 2 4.3699656 3 1.9972182 4 1.9244708 5 1.9426577 6 0.8972182 7 0.9881525 8 0.9154051 9 1.6972182 10 1.7699656 11 1.7699656 12 2.3063393 13 2.3245262 14 2.1790314 15 3.4972182 16 3.5881525 17 3.5881525 18 1.6881525 19 1.5790314 20 1.6517788 21 -0.4118475 22 -0.4664081 23 -0.4845949 24 -1.3027818 25 -1.3755292 26 -1.4119029 27 -0.4573423 28 -0.4391555 29 -0.5119029 30 -1.6937160 31 -1.6937160 32 -1.6937160 33 -2.8846503 34 -2.8846503 35 -2.8846503 36 -0.6028371 37 -0.5664634 38 -0.4209686 39 -2.4936607 40 -2.4572870 41 -2.3845396 42 -1.8663527 43 -1.7208579 44 -1.7754185 45 -3.5935500 46 -3.4662420 47 -3.4480552 48 3.0610106 49 3.0791974 50 2.9518895 51 -2.6391001 52 -2.7300344 53 -2.8391555 54 0.6244708 55 0.3880418 56 0.4062286 57 -0.4574530 58 -0.6029478 59 -0.7302557 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1dlbf1256750629.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/2car81256750629.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/3b5gz1256750629.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/4cb221256750629.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5uyms1256750629.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/69y8f1256750629.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/7b50l1256750629.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/808hv1256750629.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.700 1.800 2.300 2.464 2.850 5.900 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/96jhy1256750629.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10azrr1256750629.tab") > > system("convert tmp/1dlbf1256750629.ps tmp/1dlbf1256750629.png") > system("convert tmp/2car81256750629.ps tmp/2car81256750629.png") > system("convert tmp/3b5gz1256750629.ps tmp/3b5gz1256750629.png") > system("convert tmp/4cb221256750629.ps tmp/4cb221256750629.png") > system("convert tmp/5uyms1256750629.ps tmp/5uyms1256750629.png") > system("convert tmp/69y8f1256750629.ps tmp/69y8f1256750629.png") > system("convert tmp/7b50l1256750629.ps tmp/7b50l1256750629.png") > system("convert tmp/808hv1256750629.ps tmp/808hv1256750629.png") > > > proc.time() user system elapsed 1.564 1.111 2.676