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Data X:
-1.527069335 -1.543374028 -1.749411209 -1.984362469 -2.096863792 -2.130831902 -2.327358012 -2.269097603 -1.977733587 -1.639143697 -1.58767691 -1.708495319 -1.531372217 -1.826647666 -1.405551161 -1.428649476 -1.0817425 -0.921304957 -0.997393524 -0.998808925 -1.061474988 -1.223600736 -2.082968233 -2.286179902 -2.785701556 -3.810231147 -4.554652675 -4.762918376 -5.315378896 -5.935502833 -6.172790676 -5.606202597 -5.879311494 -5.05044351 -4.325106092 -4.008199116 -3.888631368 -3.712640281 -2.205439336 -2.033535005 -1.427600595 -0.420569682 -0.260621067 -0.766015162 -0.208722028
Data Y:
-93.77360525 -93.73306097 -103.1358493 -114.0870047 -115.5549183 -117.6437844 -126.5568902 -127.2161645 -115.1845555 -109.2791818 -109.4382294 -116.8531948 -108.2587736 -115.8829226 -96.19798103 -95.46720997 -86.59478452 -80.67913876 -83.53659879 -89.11287955 -94.7181171 -106.1183654 -145.5773415 -155.5792227 -176.9022139 -215.8126868 -255.5621618 -264.1545419 -294.3010925 -326.5270535 -336.4087986 -312.4377123 -335.55025 -315.6649002 -292.2127707 -282.1103453 -275.2843366 -248.7445657 -192.5572009 -187.7306027 -166.0571578 -125.4087714 -119.8134431 -148.9118987 -127.2784992
Sample Range:
(leave blank to include all observations)
From:
To:
bandwidth of density plot
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# lags (autocorrelation function)
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Chart options
Label y-axis:
Label x-axis:
R Code
par1 <- as.numeric(par1) par2 <- as.numeric(par2) x <- as.ts(x) y <- as.ts(y) mylm <- lm(y~x) cbind(mylm$resid) library(lattice) bitmap(file='pic1.png') plot(y,type='l',main='Run Sequence Plot of Y[t]',xlab='time or index',ylab='value') grid() dev.off() bitmap(file='pic1a.png') plot(x,type='l',main='Run Sequence Plot of X[t]',xlab='time or index',ylab='value') grid() dev.off() bitmap(file='pic1b.png') plot(x,y,main='Scatter Plot',xlab='X[t]',ylab='Y[t]') grid() dev.off() bitmap(file='pic1c.png') plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') grid() dev.off() bitmap(file='pic2.png') hist(mylm$resid,main='Histogram of e[t]') dev.off() bitmap(file='pic3.png') if (par1 > 0) { densityplot(~mylm$resid,col='black',main=paste('Density Plot of e[t] bw = ',par1),bw=par1) } else { densityplot(~mylm$resid,col='black',main='Density Plot of e[t]') } dev.off() bitmap(file='pic4.png') qqnorm(mylm$resid,main='QQ plot of e[t]') qqline(mylm$resid) grid() dev.off() if (par2 > 0) { bitmap(file='pic5.png') acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') grid() dev.off() } summary(x) load(file='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='mytable.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='mytable.tab')
Compute
Summary of computational transaction
Raw Input
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Raw Output
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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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