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Data X:
-7426.73 -7308.93 -7333.61 -7314.22 -7239.23 -7219.76 -7313.35 -7381.09 -7077.32 -7400.02 -7147.91 -7144.17 -7276.58 -7172.73 -7211.50 -6941.45 -7026.76 -7075.19 -7106.10 -7162.73 -7003.40 -6999.41 -6846.00 -6948.87 -6927.68 -7122.45 -7030.05 -6802.68 -6819.76 -7054.22 -6787.48 -7167.89 -6868.79 -6666.08 -6597.60 -6457.10 -6408.49 -6864.88 -6508.34 -6686.73 -6630.20 -6614.38 -7002.80 -6940.62 -6789.02 -6994.08 -7139.56 -6908.50 -6912.93
Data Y:
2431.473354 2851.273553 5193.987643 4067.181965 5531.37159 5825.944194 4975.147524 5115.912101 7766.480008 4520.081772 5629.786475 5784.933441 3763.320134 4130.870429 5680.303305 5760.748704 5928.343033 4692.513096 5264.49685 5171.667497 6929.501746 4855.894509 5940.796465 6459.532472 5574.916233 4500.753023 5893.745786 7642.71624 6962.737381 6254.881998 7521.924074 7790.512333 8175.20745 8684.919782 7171.695709 9552.697275 7684.812346 5972.72349 8338.660273 8331.870436 5683.701348 4156.620731 3554.20292 3725.280605 4817.77689 3849.022097 3350.142064 5422.69882 3864.370641
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 Output
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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