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Data X:
-1345.524047 -2903.542911 426.0061823 128.1400331 -360.1263768 -259.1728883 -851.6235307 469.1211691 2334.282666 -64.10234394 2157.52892 733.142615 250.1555364 -1624.55119 1808.534593 2905.586023 1848.615216 655.7679328 1162.523228 1123.254495 2741.764052 400.2289131 1425.329685 1570.489633 719.8782672 -1347.917082 745.7103047 1403.037429 546.7694751 -3489.706533 -2062.764672 -2280.596458 -1467.803967 -942.9943854 -886.3881872 -1996.031094 -727.0034212 -4770.786129 -2052.208885 82.89190751 -2652.026713 -3341.779671 -1548.248651 -2073.976825 -671.6197169 -996.3949052 -1187.367253 -2360.1001 -1662.506024 -5020.72902 -1908.497264 -118.53264 -2970.561859 -1405.816092 -1646.800071 -2214.467019 -665.0835758 -844.221019 -1508.620238 -946.0127792 -1476.407844 -2652.22204 -492.9050182 1170.670463 -1799.745861 -362.6308353 -545.7584742 -1249.361082 287.2918716 305.302748 -1730.877381 425.2830983 -804.554091 -2345.11198 1234.432456 -187.8556572 147.147942 459.244866 278.0192908 147.6453824 2533.081024 129.2296303 1944.763989 1985.781554 410.3650286 -1545.498547 146.4636974 1225.492132 958.918742 520.7373862 1099.749254 64.93192921 3521.043053 610.6412411 2210.921351 1841.389285 1973.5552 -552.013028 1098.968101 3297.288254 481.756705 995.6513386 3233.046931 3195.216694 3279.56372 5136.845895 4246.561412 4541.772999 4129.559065 617.9107561 3309.055684 3685.163193 -1679.698063 -1579.335244 -1534.49105 -2274.367558 -1549.988757 -1364.544547 -1420.58485 -195.0641937
Data Y:
-9.950226456 -50.34292536 -6.014069555 -16.96378285 -30.80492445 38.72826771 -8.137816864 27.54351825 19.61109823 33.58231736 87.90010911 23.6982651 19.50621454 -155.5096355 -191.6906481 36.5201684 -125.4821252 -2.882323942 -88.03410605 -9.502682971 -29.73106637 -16.32715355 -56.49376266 59.23658854 56.89313054 -45.58155181 -35.39887115 -95.16443446 -32.37235783 83.251308 205.2927982 180.0921499 -52.09798504 -48.03094912 -216.5252184 -246.9460531 204.2802909 -86.90284266 -172.6419936 40.47318523 -572.696242 144.6375007 42.23202084 -243.0953917 -25.0048854 -140.55699 -198.2124341 -445.4037679 62.53645493 -129.1123364 -238.8775543 -53.8696505 -271.4195919 -38.57712427 -135.7379016 -116.4300565 -517.306661 -128.7052112 -168.687742 -387.9452614 -224.4330961 -132.0323207 -562.1477765 183.175254 -472.5757885 -169.1114404 -181.8014711 -214.515754 -245.8199438 9.420155311 -717.8145616 -246.3604598 74.80515564 87.19718014 88.97345562 186.4997702 -262.0247036 -235.8605575 292.0422345 88.25185206 86.2058235 276.188136 181.266754 142.4727584 269.3188358 310.6470922 -400.7473563 131.5714845 -423.2496727 159.4151739 394.0165162 172.920152 709.4971541 -2.788318665 218.4214259 -103.4524387 514.614897 -148.33898 495.5410584 -66.92044222 198.0749184 4.591126846 305.3890808 134.2688456 232.0912474 528.1506303 196.975153 -42.99672098 144.8522984 99.45454314 138.1478089 208.6379438 66.08000411 276.3296979 213.9395174 98.8189303 150.4010864 445.3222469 351.7020638 262.4552631
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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