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Data X:
-9063.91 -9110.33 -9062.71 -9155.95 -9063.71 -9155.85 -9688.93 -9738.65 -9710.89 -9664.17 -9480.59 -9665.97 -9851.55 -9897.17 -9940.89 -9803.43 -9781.27 -9871.41 -10197.65 -10384.93 -10450.51 -10682.01 -10520.39 -10660.05 -10660.75 -10706.47 -10680.81 -10543.15 -10520.59 -10542.35 -10915.21 -10916.41 -10889.15 -10751.69 -10611.33 -10751.39 -10821.37 -10797.91 -10701.97 -10636.39 -10680.51 -10656.95 -11006.55 -11007.95 -10888.85 -10471.57 -10239.87 -10219.41 -10264.13 -10125.47 -9867.91 -9801.23 -9614.75 -9382.15 -9962.35 -10033.73 -9661.07 -9519.71 -9335.93 -9454.53 -9521.01 -9381.75 -9196.27 -9171.51 -8895.29 -9008.49 -9542.67 -9546.77 -9264.35 -9172.21 -9176.71 -9456.03 -9688.03 -9803.43 -9894.77 -9942.19 -9803.63 -10009.97
Data Y:
-10095.16 -10146.94 -10094.36 -10198.42 -10095.96 -10198.62 -10792.49 -10845.67 -10817.18 -10764.6 -10559.78 -10765.3 -10972.32 -11023.5 -11072.48 -10919.54 -10894.85 -10994.81 -11358.87 -11565.29 -11640.46 -11898.26 -11717.83 -11872.27 -11873.47 -11924.35 -11896.56 -11743.32 -11717.93 -11741.92 -12157.76 -12157.16 -12128.97 -11975.53 -11818.69 -11973.33 -12051.6 -12026.11 -11919.25 -11846.28 -11896.26 -11870.17 -12259.62 -12259.12 -12128.47 -11663.55 -11405.55 -11381.56 -11432.14 -11277.9 -10991.91 -10916.84 -10709.02 -10450.82 -11096.27 -11175.04 -10761 -10603.46 -10398.04 -10528.59 -10603.26 -10449.82 -10242.2 -10215.11 -9907.63 -10033.78 -10628.45 -10630.95 -10318.07 -10215.31 -10219.01 -10530.09 -10788.69 -10918.14 -11019.9 -11073.18 -10918.94 -11148.65
Sample Range:
(leave blank to include all observations)
From:
To:
bandwidth of density plot
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# lags (autocorrelation function)
(?)
36
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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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