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Type 'q()' to quit R. > y <- c(269285,269829,270911,266844,271244,269907,271296,270157,271322,267179,264101,265518,269419,268714,272482,268351,268175,270674,272764,272599,270333,270846,270491,269160,274027,273784,276663,274525,271344,271115,270798,273911,273985,271917,273338,270601,273547,275363,281229,277793,279913,282500,280041,282166,290304,283519,287816,285226,287595,289741,289148,288301,290155,289648,288225,289351,294735,305333,309030,310215,321935,325734,320846,323023,319753,321753,320757,324479) > x <- c(258596,259056,264193,260325,261890,260683,257941,258151,262434,261577,262188,261092,263571,265031,270388,265458,266218,266386,263486,263620,267755,266554,266981,264133,265980,267183,272113,267261,269117,269034,266609,267261,271406,269529,270282,268663,269847,270998,277068,273529,275307,276488,274455,274507,279528,277673,278102,275131,277162,278799,285502,280672,281342,281132,278286,279120,289131,294453,295733,302233,308859,311054,318130,315823,316517,316907,314969,316107) > 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 4568.5414 2 4639.5765 3 439.7930 4 349.8105 5 3140.7018 6 3044.7204 7 7253.0022 8 5898.0835 9 2659.3694 10 -602.4765 11 -4308.6972 12 -1764.8070 13 -412.6763 14 -2618.8256 15 -4358.8097 16 -3420.8603 17 -4378.2805 18 -2052.0155 19 3019.7194 20 2716.9427 21 -3800.6000 22 -2052.7505 23 -2846.7853 24 -1249.5159 25 1718.4274 26 238.5215 27 -1951.4279 28 899.3231 29 -4189.9873 30 -4333.6479 31 -2157.3006 32 285.3231 33 -3902.5015 34 -4040.5992 35 -3393.8221 36 -4466.1915 37 -2737.5619 38 -2105.0022 39 -2480.0818 40 -2277.3371 41 -1985.4490 42 -612.7349 43 -981.4359 44 1090.0985 45 4065.5844 46 -812.1334 47 3043.7754 48 3508.5115 49 3789.2688 50 4252.1309 51 -3232.7895 52 886.3414 53 2051.4578 54 1760.3765 55 3263.5895 56 3532.0837 57 -1377.0709 58 3748.9315 59 6129.8554 60 631.6564 61 5538.9062 62 7081.0414 63 -5082.3918 64 -533.3703 65 -4516.9303 66 -2917.9222 67 -1921.3008 68 630.6253 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/15yg31256758961.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/2ulkw1256758961.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/36o2d1256758961.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/477vq1256758961.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5939h1256758961.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6x8v51256758961.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/75rqr1256758961.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/8x76o1256758961.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 257900 265400 270300 276300 279200 318100 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9ymto1256758961.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10drvj1256758962.tab") > > system("convert tmp/15yg31256758961.ps tmp/15yg31256758961.png") > system("convert tmp/2ulkw1256758961.ps tmp/2ulkw1256758961.png") > system("convert tmp/36o2d1256758961.ps tmp/36o2d1256758961.png") > system("convert tmp/477vq1256758961.ps tmp/477vq1256758961.png") > system("convert tmp/5939h1256758961.ps tmp/5939h1256758961.png") > system("convert tmp/6x8v51256758961.ps tmp/6x8v51256758961.png") > system("convert tmp/75rqr1256758961.ps tmp/75rqr1256758961.png") > system("convert tmp/8x76o1256758961.ps tmp/8x76o1256758961.png") > > > proc.time() user system elapsed 1.587 1.184 3.055