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Data X:
7599725.698 8118339.533 8534811.674 8891429.423 9489973.136 9648602.688 9730094.876 9371312.788 9593329.236 9996283.656 10609091.27 10738794.54 10859133.9 11316428.72 12209223.99 13447109.02 14539426.56 15350410.56 15174998.16 14448057.12 12745756.81 13701916.59 14917129.55 15761694.01 17127347.79 17637900.06 18411736.99 19748336.09 20273766.97 18983274.72 21079760.21 22061433.24 21357337.96 20819508.87 17661174.35 18459826.32 19671265.15 16852502.83 16947054.22 14780103.36 13845692.16 13501215.36 14881232.06 14448057.12 12280609.1 9196662.76 9284391.821 8775458.276 4830412.752 4058008.803 3470135.609 3630587.268 3279684.78 2789133.805 3476136.514 4210786.08 4119276.16 4288336.889 5259729.428 5969568.293
Data Y:
10001.60 10411.75 10673.38 10539.51 10723.78 10682.06 10283.19 10377.18 10486.64 10545.38 10554.27 10532.54 10324.31 10695.25 10827.81 10872.48 10971.19 11145.65 11234.68 11333.88 10997.97 11036.89 11257.35 11533.59 11963.12 12185.15 12377.62 12512.89 12631.48 12268.53 12754.80 13407.75 13480.21 13673.28 13239.71 13557.69 13901.28 13200.58 13406.97 12538.12 12419.57 12193.88 12656.63 12812.48 12056.67 11322.38 11530.75 11114.08 9181.73 8614.55 8595.56 8396.20 7690.50 7235.47 7992.12 8398.37 8593.01 8679.75 9374.63 9634.97
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')
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Raw Input
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Raw Output
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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