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Type 'q()' to quit R. > y <- c(103.63,103.64,103.66,103.77,103.88,103.91,103.91,103.92,104.05,104.23,104.30,104.31,104.31,104.34,104.55,104.65,104.73,104.75,104.75,104.76,104.94,105.29,105.38,105.43,105.43,105.42,105.52,105.69,105.72,105.74,105.74,105.74,105.95,106.17,106.34,106.37,106.37,106.36,106.44,106.29,106.23,106.23,106.23,106.23,106.34,106.44,106.44,106.48,106.50,106.57,106.40,106.37,106.25,106.21,106.21,106.24,106.19,106.08,106.13,106.09) > x <- c(103.34,103.38,103.64,104.04,104.11,104.11,104.11,104.17,105.16,105.86,106.11,106.11,106.11,106.13,106.67,106.85,106.97,107.02,107.02,107.07,107.76,108.10,108.18,108.22,108.22,108.17,108.31,108.31,108.36,108.46,108.46,108.46,109.43,109.55,109.62,109.70,109.70,109.56,109.92,109.81,109.78,109.80,109.80,109.79,110.40,110.95,111.07,111.09,111.10,111.01,111.01,111.35,111.42,111.24,111.24,111.47,111.57,111.96,112.02,112.02) > 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 0.049679371 2 0.045017297 3 -0.030286181 4 -0.066906916 5 0.017434455 6 0.047434455 7 0.047434455 8 0.035441345 9 -0.197444975 10 -0.274031261 11 -0.295669221 12 -0.285669221 13 -0.285669221 14 -0.263000258 15 -0.250938250 16 -0.216917581 17 -0.180903802 18 -0.179231394 19 -0.179231394 20 -0.187558986 21 -0.260479754 22 -0.035107379 23 0.025568474 24 0.060906401 25 0.060906401 26 0.069233992 27 0.117916735 28 0.287916735 29 0.299589143 30 0.282933959 31 0.282933959 32 0.282933959 33 0.137378676 34 0.313392456 35 0.457733827 36 0.458409680 37 0.458409680 38 0.499726937 39 0.447768276 40 0.338088978 41 0.289085533 42 0.281754496 43 0.281754496 44 0.285420015 45 0.171823393 46 0.070219882 47 0.026233662 48 0.058902625 49 0.075237107 50 0.178226772 51 0.008226772 52 -0.146400853 53 -0.292059481 54 -0.266080151 55 -0.266080151 56 -0.320387073 57 -0.407042257 58 -0.659997474 59 -0.631990584 60 -0.671990584 > library(lattice) > postscript(file="/var/www/html/rcomp/tmp/1or751256769636.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/2f14n1256769636.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/394mn1256769636.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/4kwn91256769636.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5dk8c1256769636.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mylm$resid,main='Histogram of e[t]') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/65kqi1256769636.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/7hdjb1256769636.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/84di51256769636.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') + grid() + dev.off() + } null device 1 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. 103.3 106.8 108.5 108.4 110.5 112.0 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'c',1,TRUE) > a<-table.element(a,mylm$coeff[[1]]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'b',1,TRUE) > a<-table.element(a,mylm$coeff[[2]]) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/911i11256769636.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'# observations',header=TRUE) > a<-table.element(a,length(mylm$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/10g2y21256769636.tab") > > system("convert tmp/1or751256769636.ps tmp/1or751256769636.png") > system("convert tmp/2f14n1256769636.ps tmp/2f14n1256769636.png") > system("convert tmp/394mn1256769636.ps tmp/394mn1256769636.png") > system("convert tmp/4kwn91256769636.ps tmp/4kwn91256769636.png") > system("convert tmp/5dk8c1256769636.ps tmp/5dk8c1256769636.png") > system("convert tmp/65kqi1256769636.ps tmp/65kqi1256769636.png") > system("convert tmp/7hdjb1256769636.ps tmp/7hdjb1256769636.png") > system("convert tmp/84di51256769636.ps tmp/84di51256769636.png") > > > proc.time() user system elapsed 1.584 1.160 2.428