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Data X:
0.328553678 0.428553678 0.397030204 0.197030204 0.297030204 0.673258107 0.673258107 0.673258107 0.245092359 0.245092359 -0.154907641 0.164988767 0.164988767 0.264988767 0.156719426 0.156719426 0.356719426 0.861113078 0.961113078 0.961113078 1.297548166 0.997548166 0.397548166 0.125713914 -0.174286086 -0.074286086 -0.018472552 0.081527448 0.181527448 0.47377607 0.37377607 0.17377607 0.450003973 0.250003973 -0.149996027 -0.218472552 -0.318472552 -0.518472552 -0.266016745 -0.366016745 -0.066016745 0.153879662 0.153879662 -0.246120338 -0.225705968 -0.525705968 -0.225705968 -0.183073389 -0.083073389 -0.483073389 -0.433975308 -0.733975308 -0.333975308 0.005299544 0.605299544 0.805299544 0.717444574 0.417444574 0.517444574 1.017444574 1.117444574
Data Y:
0.788105644 0.788105644 0.677096311 0.177096311 0.277096311 0.710961413 0.810961413 0.710961413 0.240877703 0.140877703 -0.059122297 0.534575384 0.634575384 0.634575384 0.158189355 0.058189355 0.158189355 0.762138167 0.762138167 0.662138167 1.008607906 0.808607906 0.508607906 0.878691617 0.778691617 0.778691617 0.487347443 0.387347443 0.387347443 0.742473008 0.742473008 0.642473008 0.97633811 0.67633811 0.17633811 -0.012652557 -0.212652557 -0.512652557 -0.044922354 -0.044922354 0.155077646 0.148775327 -0.051224673 -0.351224673 -0.326015397 -0.626015397 -0.226015397 -0.429206007 -0.229206007 -0.629206007 -0.102401426 -0.402401426 -0.102401426 -0.046517659 0.253482341 0.253482341 0.102305587 -0.297694413 -0.197694413 0.502305587 0.702305587
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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Computing time
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R Server
Big Analytics Cloud Computing Center
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