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Data X:
-140413.1318 -140403.8851 -140412.7318 -140403.4851 -140393.6384 -140384.2917 -140393.4384 -140411.4318 -140392.6384 -140411.0318 -140429.5252 -140438.6719 -140447.7686 -140456.6953 -140437.7019 -140419.1985 -140419.6585 -140447.2886 -140447.1786 -140447.0186 -140428.1852 -140391.1784 -140427.7852 -140427.7952 -140418.5485 -140390.2984 -140362.3483 -140417.7485 -140464.162 -140454.7453 -140454.6153 -140435.9519 -140426.6752 -140426.6252 -140417.5885 -140426.6852 -140426.6852 -140435.2619 -140407.3618 -140370.355 -140343.8749 -140362.2883 -140343.5849 -140297.1913 -140287.9146 -140250.8878 -140269.2712 -140278.3679 -140315.2247 -140296.4213 -140249.9578 -140203.7143 -140212.461 -140156.9707 -140129.1006 -140129.1606 -140110.7072 -140101.1805 -140147.564 -140184.3709
Data Y:
-81910.3318 -93644.08509 -89140.3318 -94274.08509 -93293.83839 -95108.59168 -99272.83839 -106723.3318 -109204.8384 -97893.3318 -106911.8252 -119008.0719 -84134.31862 -87412.56533 -87010.07192 -88119.57851 -99073.57851 -102284.3186 -105249.3186 -114141.3186 -108619.8252 -102469.8384 -113002.8252 -122149.8252 -89971.57851 -96598.83839 -91900.09827 -96628.57851 -103041.812 -100207.5653 -105075.5653 -111519.0719 -106051.8252 -97938.82521 -110221.5785 -114085.8252 -93076.82521 -90442.07192 -79053.3318 -86755.34497 -100976.6049 -96577.09827 -108972.6049 -110511.3713 -106556.1246 -101241.1378 -106677.6312 -115294.8779 -88983.86474 -94813.37133 -87843.13779 -91750.90426 -98579.15097 -90683.67073 -107493.9306 -106861.9306 -104577.4372 -103179.1905 -104578.424 -119324.4109
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')
Compute
Summary of computational transaction
Raw Input
view raw input (R code)
Raw Output
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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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