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Type 'q()' to quit R. > y <- c(2.388762789,2.302585093,2.219203484,2.219203484,2.251291799,2.261763098,2.251291799,2.208274414,2.186051277,2.197224577,2.312535424,2.332143895,2.32238772,2.261763098,2.219203484,2.2300144,2.240709689,2.240709689,2.219203484,2.197224577,2.197224577,2.197224577,2.282382386,2.302585093,2.282382386,2.2300144,2.197224577,2.197224577,2.208274414,2.208274414,2.208274414,2.219203484,2.174751721,2.116255515,2.128231706,2.091864062,2.041220329,2.066862759,2.066862759,2.079441542,2.066862759,2.028148247,1.960094784,1.916922612,1.871802177,1.931521412,2.104134154,2.163323026,2.116255515,2.066862759,2.014903021,2.054123734,2.116255515,2.128231706,2.104134154,2.041220329,1.974081026,1.987874348,2.091864062,2.140066163) > x <- c(2.091864062,2.041220329,2.014903021,2.028148247,2.054123734,2.054123734,2.054123734,2.014903021,2.014903021,1.960094784,2.014903021,2.014903021,2.028148247,2.041220329,2.041220329,2.066862759,2.091864062,2.104134154,2.104134154,2.104134154,2.066862759,1.987874348,1.931521412,1.887069649,1.902107526,1.931521412,1.945910149,1.960094784,1.974081026,1.960094784,1.931521412,1.945910149,1.916922612,1.85629799,1.902107526,1.887069649,1.85629799,1.840549633,1.824549292,1.871802177,1.916922612,1.916922612,1.85629799,1.808288771,1.757857918,1.808288771,1.974081026,1.987874348,1.931521412,1.808288771,1.757857918,1.824549292,1.960094784,2.041220329,2.066862759,2.041220329,2.00148,2.014903021,2.079441542,2.091864062) > 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 0.1412764913 2 0.0914288344 3 0.0269263397 4 0.0174246788 5 0.0308790899 6 0.0413503889 7 0.0308790899 8 0.0159972697 9 -0.0062258673 10 0.0442649410 11 0.1202582797 12 0.1398667507 13 0.1206089148 14 0.0506068394 15 0.0080472254 16 0.0004631608 17 -0.0067766087 18 -0.0155787427 19 -0.0370849477 20 -0.0590638547 21 -0.0323266622 22 0.0243368554 23 0.1499202856 24 0.2020111294 25 0.1710207765 26 0.0975522996 27 0.0544405010 28 0.0442649410 29 0.0452815382 30 0.0553147780 31 0.0758123136 32 0.0764194080 33 0.0527622881 34 0.0377560611 35 0.0168700965 36 -0.0087099016 37 -0.0372791249 38 -0.0003393755 39 0.0111387083 40 -0.0101800722 41 -0.0551266739 42 -0.0938411859 43 -0.1184046699 44 -0.1271367108 45 -0.1360798194 46 -0.1125379108 47 -0.0588587218 48 -0.0095646956 49 -0.0162065854 50 0.0228034362 51 0.0070210246 52 -0.0016003167 53 -0.0367041210 54 -0.0829245526 55 -0.1254170852 56 -0.1699359296 57 -0.2085669135 58 -0.2044027963 59 -0.1467107553 60 -0.1074201347 > library(lattice) > postscript(file="/var/www/rcomp/tmp/1eshn1256752068.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/rcomp/tmp/22p2g1256752068.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/rcomp/tmp/35xn41256752068.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/rcomp/tmp/4nn3d1256752068.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/54it61256752068.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6zk281256752068.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/rcomp/tmp/742er1256752068.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/rcomp/tmp/8fn7x1256752068.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.758 1.902 1.974 1.966 2.041 2.104 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/9gl2h1256752069.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/rcomp/tmp/10erih1256752069.tab") > > system("convert tmp/1eshn1256752068.ps tmp/1eshn1256752068.png") > system("convert tmp/22p2g1256752068.ps tmp/22p2g1256752068.png") > system("convert tmp/35xn41256752068.ps tmp/35xn41256752068.png") > system("convert tmp/4nn3d1256752068.ps tmp/4nn3d1256752068.png") > system("convert tmp/54it61256752068.ps tmp/54it61256752068.png") > system("convert tmp/6zk281256752068.ps tmp/6zk281256752068.png") > system("convert tmp/742er1256752068.ps tmp/742er1256752068.png") > system("convert tmp/8fn7x1256752068.ps tmp/8fn7x1256752068.png") > > > proc.time() user system elapsed 1.830 1.640 3.247