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Data X:
-339.5428 231.5128 649.0756 372.7704 499.498 190.3124 -204.2952 -58.446 -73.306 -103.7212 -313.2792 -328.2604 -372.388 106.1776 192.5616 20.5596 183.5608 311.8448 217.2364 179.6844 -75.24 -201.8432 21.4584 656.0952 1235.1644 1478.1512 1561.93 1962.1792 1963.5532 1473.4416 1756.182 2408.0664 2387.464 2404.3548 2106.4712 2249.6928 2403.2508 1315.738 1593.168 666.4204 481.8032 -52.9108 166.172 -189.466 -1252.1688 -2097.2812 -1187.7464 -1084.0484 -2103.8896 -1951.7896 -1555.906 -1808.1908 -2468.4252 -3046.7096 -2417.5764 -2251.7968 -2454.9808 -2246.4072 -1809.4024 -1390.6432
Data Y:
2711.376192 2803.918808 2876.120416 2936.501544 3035.21988 3060.805664 3073.896528 3015.85704 3051.88184 3116.243768 3211.669488 3231.520856 3249.86412 3318.555936 3448.726576 3621.542656 3767.585688 3872.476328 3849.989104 3755.511384 3524.5878 3656.044248 3816.704824 3924.607472 4093.057784 4154.292032 4245.41 4398.483712 4457.189952 4311.504176 4545.75292 4651.442704 4575.86384 4517.268128 4156.975632 4250.910208 4389.611688 4059.48328 4070.99768 3798.795944 3675.272552 3628.629912 3811.80052 3755.13684 3458.384632 2986.592168 3001.164296 2916.579776 2152.244744 1969.020544 1817.48464 1860.053912 1765.643128 1624.698144 1819.042296 2006.573552 1984.072912 2025.327608 2247.855336 2397.747448
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
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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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Big Analytics Cloud Computing Center
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