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Data X:
8.94 9.9 -7.23 2.26 7.69 -7.6 4.34 16.5 -4.8 -3.29 -6.12 -2.88 6.36 7.98 -6.18 -1.03 3.47 -7.91 8.09 11.78 -7.7 -3.79 -9.5 -1.54 4.47 5.78 -11.62 4.9 -4.84 -8.96 8.07 8.29 -5.51 -11.48 -14.33 -1.61 -3.47 -0.52 -13.1 -0.39 -5.2 -2.64 1.84 4.25 -5.15 -16.31 -15.08 0.4 -6.1 -5.76 -4.52 -7.79 -1.29 -8.74 3.27 15.14 -7.65 -11.33 3.6 9.53
Data Y:
0.26 0.64 1.66 0.99 0.56 1.36 0.5 -0.45 0.93 0.95 1.2 1.05 0.7 0.85 1.68 1.17 0.89 1.47 0.26 -0.15 1.02 0.77 0.91 0.49 0.13 0.18 1.01 -0.09 0.21 0.45 -0.73 -0.72 -0.03 0.23 0.21 -0.7 -0.5 -0.35 0.42 -0.64 -0.53 -0.63 -1.15 -1.4 -1.07 -0.36 -0.43 -1.33 -0.83 -0.59 -0.49 -0.37 -0.94 -0.6 -1.45 -2.08 -0.83 -0.61 -1.47 -1.59
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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36
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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')
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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