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Data X:
-23.9125 -25.46833 -22.30836 -2.6604 -53.03698 -30.39631 -13.78842 -11.72506 -16.89164 4.05628 -46.69887 -41.29661 -25.94771 -18.74161 -16.66795 4.17272 -46.44067 -24.71058 -1.32472 -3.47795 -6.62619 4.08012 -38.81779 -30.3736 -5.99318 -14.48936 -1.46121 18.00198 -44.69371 -13.62779 15.38701 13.18509 11.69486 32.09375 -13.63824 -2.95771 14.76756 10.57155 30.94711 36.49473 -20.827 2.69198 27.69919 33.71066 30.38377 30.0553 -2.62346 19.47366 14.04519 28.61079 28.17846 48.44054 -11.52026 7.93263 43.95355 38.95402 29.191 42.95308 -13.35067 -1.23265 26.20273
Data Y:
-27.765 -44.2735 -56.372 -24.67 -65.041 -67.4745 -28.269 -40.537 -48.908 31.796 -59.3465 -52.2595 -5.6045 -16.8095 -30.0925 -2.226 -78.7565 -26.061 -17.154 -27.6925 -14.6805 73.904 -44.3005 -21.71 3.969 -30.922 -0.3295 16.311 -26.0045 -19.1005 -6.7405 -7.8445 45.067 49.2225 -30.578 15.9955 38.132 -16.6675 12.4545 32.1735 -42.34 -1.289 25.6505 -0.123 26.2215 174.745 12.783 22.027 42.1505 25.7705 60.387 35.083 -19.177 10.3785 29.2325 26.409 28.46 149.656 -1.2565 -10.5575 24.6735
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
view raw input (R code)
Raw Output
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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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