How to create a graph showing the predictive model, data and residuals in R

Question

Given two variables, x and y, I run a dynlm regression on the variables and would like to plot the fitted model against one of the variables and th

Answer 1

This should do the trick:

library(dynlm)
set.seed(771104)
x <- 5 + seq(1, 10, len=100) + rnorm(100)
y <- x + rnorm(100)
model <- dynlm(x ~ y)

par(oma=c(1,1,1,2))
plotModel(x, model) # works with models which accept 'predict' and 'residuals'

and this is the code for plotModel,

plotModel =  function(x, model) {
  ymodel1 = range(x, fitted(model), na.rm=TRUE)
  ymodel2 = c(2*ymodel1[1]-ymodel1[2], ymodel1[2])
  yres1   = range(residuals(model), na.rm=TRUE)
  yres2   = c(yres1[1], 2*yres1[2]-yres1[1])
  plot(x, type="l", col="red", lwd=2, ylim=ymodel2, axes=FALSE,
       ylab="", xlab="")
  axis(1)
  mtext("residuals", 1, adj=0.5, line=2.5)
  axis(2, at=pretty(ymodel1))
  mtext("observed/modeled", 2, adj=0.75, line=2.5)
  lines(fitted(model), col="green", lwd=2)
  par(new=TRUE)
  plot(residuals(model), col="blue", type="l", ylim=yres2, axes=FALSE, 
       ylab="", xlab="")
  axis(4, at=pretty(yres1))
  mtext("residuals", 4, adj=0.25, line=2.5)
  abline(h=quantile(residuals(model), probs=c(0.1,0.9)), lty=2, col="gray")
  abline(h=0)
  box()  
}

Answer 2

what you're looking for is resid(model). Try this:

library(dynlm)
x <- 10+rnorm(100)
y <- 10+rnorm(100)
model <- dynlm(x ~ y)

plot(x, type="l", col="red", ylim=c(min(c(x,y,resid(model))), max(c(x,y,resid(model)))))
lines(y, type="l", col="green")
lines(resid(model), type="l", col="blue")