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Data X:
395.3 395.1 403.5 403.3 405.7 406.7 407.2 412.4 415.9 414 411.8 409.9 412.4 415.9 416.3 417.2 421.8 421.4 415.1 412.4 411.8 408.8 404.5 402.5 409.4 410.7 413.4 415.2 417.7 417.8 417.9 418.4 418.2 416.6 418.9 421 423.5 432.3 432.3 428.6 426.7 427.3 428.5 437 442 444.9 441.4 440.3 447.1 455.3 478.6 486.5 487.8 485.9 483.8 488.4 494 493.6 487.3 482.1 484.2 496.8 501.1 499.8 495.5 498.1 503.8 516.2 526.1 527.1 525.1 528.9 540.1 549 556 568.9 589.1 590.3 603.3 638.8 643 656.7 656.1 654.1 659.9 662.1 669.2 673.1 678.3 677.4 678.5 672.4 665.3 667.9 672.1 662.5 682.3 692.1 702.7 721.4 733.2 747.7 737.6 729.3 706.1 674.3 659 645.7
Data Y:
798.6 798.4 806.8 806.6 809 810 810.5 815.7 819.2 817.3 815.1 813.2 815.7 819.2 819.6 820.5 825.1 824.7 818.4 815.7 815.1 812.1 807.8 805.8 812.7 814 816.7 818.5 821 821.1 821.2 821.7 821.5 819.9 822.2 824.3 826.8 835.6 835.6 831.9 830 830.6 831.8 840.3 845.3 848.2 844.7 843.6 850.4 858.6 881.9 889.8 891.1 889.2 887.1 891.7 897.3 896.9 890.6 885.4 887.5 900.1 904.4 903.1 898.8 901.4 907.1 919.5 929.4 930.4 928.4 932.2 943.4 952.3 959.3 972.2 992.4 993.6 1006.6 1042.1 1046.3 1060 1059.4 1057.4 1063.2 1065.4 1072.5 1076.4 1081.6 1080.7 1081.8 1075.7 1068.6 1071.2 1075.4 1065.8 1085.6 1095.4 1106 1124.7 1136.5 1151 1140.9 1132.6 1109.4 1077.6 1062.3 1049
Sample Range:
(leave blank to include all observations)
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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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Big Analytics Cloud Computing Center
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