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Type 'q()' to quit R. > y <- c(12759.67629,10622.97664,10308.72729,14324.40815,14766.20241,15482.80982,32045.46369,47967.4267,16954.41759,19078.51507,16119.42199,22381.18044,23681.8785,17447.24575,16518.34184,18164.67245,16311.81215,18389.41422,32616.54318,37136.81187,8887.473886,15353.85271,8311.578885,13271.94069,-12610.00173,-5753.20383,-6392.730644,4072.838634,97.67948377,-3302.437027,-349.966368,-9077.38537,-22399.95763,-30889.52098,-29794.84033,-25229.06177,-31107.64024,-36194.88959,-27783.31195,-36208.22571,-26169.46189,-2433.81936,-324.3648547,-13694.31753,-27975.766,-28540.55489,-20562.5741,-14825.48688,-24696.80327,-27729.30797,-9923.327593,-12574.73706,-3445.486919,2484.396362,-2379.636843,-8368.905883,-16495.70087,-8069.129444,-8234.645685,-1098.922628,3114.041771,4665.292196,6553.747945,1644.27573,11190.37869,17827.49059,13036.98367,8499.203837,2547.001736) > x <- c(5877.641004,5264.324975,6142.177029,10268.13606,10473.95003,11975.11389,27071.77554,39415.43061,17684.58436,18056.32275,14220.73908,19910.88099,20825.80839,17078.14492,15893.85256,16587.08554,15452.75508,16634.15379,30075.88387,30024.98807,10837.18097,18212.88846,9612.37698,15383.76942,-10793.78215,-2665.770597,-2747.627613,5616.223003,3604.418271,-2472.739559,1060.469578,-8354.360115,-19737.63012,-29682.41175,-31450.81059,-26654.75529,-33207.92652,-38530.07447,-28833.33473,-39506.72592,-28597.11427,-2341.826355,343.2037971,-13047.16234,-26584.87934,-26927.22357,-18923.29632,-13025.37249,-24270.05651,-29451.89576,-10651.68425,-13617.95194,-4687.142289,1547.342007,-3588.856605,-9350.202187,-17243.26871,-6501.430206,-6826.935843,600.2497751,5685.935602,7979.577494,10909.68967,7336.861697,15319.24875,23453.89399,18322.6577,15060.75058,10453.76214) > 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 6834.6771 2 5316.2352 3 4117.0606 4 3973.5381 5 4207.8601 6 3411.2083 7 4755.5614 8 8234.4123 9 -872.6576 10 876.7062 11 1784.1015 12 2309.8706 13 2688.2693 14 231.4963 15 496.4270 16 1443.9390 17 734.5488 18 1621.2333 19 2298.3274 20 6869.9020 21 -2037.0260 22 -3005.7833 23 -1378.2484 24 -2235.7811 25 -1729.2503 26 -3065.9542 27 -3622.9644 28 -1588.6362 29 -3535.7808 30 -809.7737 31 -1418.9805 32 -655.7113 33 -2503.2946 34 -967.9477 35 1909.3804 36 1640.4602 37 2367.8541 38 2645.6351 39 1282.3430 40 3616.8196 41 2658.0693 42 -73.1241 43 -670.3340 44 -542.0297 45 -1176.6830 46 -1396.3693 47 -1486.8062 48 -1695.1644 49 -231.1945 50 1959.8920 51 814.1810 52 1152.9395 53 1279.4213 54 924.5869 55 1238.1364 56 1056.6341 57 886.5029 58 -1515.3150 59 -1352.7028 60 -1704.0088 61 -2617.7074 62 -3378.5795 63 -4443.8449 64 -5751.7016 65 -4252.3026 66 -5815.3796 67 -5433.3061 68 -6682.8965 69 -7990.9900 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1s7my1256762706.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/2db7i1256762706.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/3g1501256762706.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/43i4d1256762706.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/575cq1256762706.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6lagq1256762706.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/7mnfx1256762706.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/89gx11256762706.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -3.951e+04 -1.303e+04 3.604e+03 1.913e-07 1.532e+04 3.942e+04 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9ev331256762706.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/108feb1256762706.tab") > > system("convert tmp/1s7my1256762706.ps tmp/1s7my1256762706.png") > system("convert tmp/2db7i1256762706.ps tmp/2db7i1256762706.png") > system("convert tmp/3g1501256762706.ps tmp/3g1501256762706.png") > system("convert tmp/43i4d1256762706.ps tmp/43i4d1256762706.png") > system("convert tmp/575cq1256762706.ps tmp/575cq1256762706.png") > system("convert tmp/6lagq1256762706.ps tmp/6lagq1256762706.png") > system("convert tmp/7mnfx1256762706.ps tmp/7mnfx1256762706.png") > system("convert tmp/89gx11256762706.ps tmp/89gx11256762706.png") > > > proc.time() user system elapsed 1.607 1.153 3.087