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Data X:
103784.5647 106789.1029 113889.3931 120709.6235 112224.8795 115336.2211 123876.6481 128645.1607 117955.5279 121200.0661 127221.878 130871.7754 120395.7155 122826.724 127608.0832 130425.8272 118864.802 119456.0505 125726.0767 128969.7266 117441.3338 120415.4962 127525.8041 129939.5224 121157.9842 122346.3257 131061.1889 133972.0435 124923.4364 126359.2311 134604.5898 137128.9057 126495.632 129016.3242 136825.2729 140536.7256 131359.965 134527.7854 142275.3921 146687.7849 136205.9041 140667.6305 147443.0576 152116.5872 142296.2281 146169.9972 153908.1597 158496.0314 150180.0485 155418.8604 160725.5782 167376.3729 159676.2361 163171.9967 168006.6033 172087.5947 163770.3981 167646.3382 173556.5007 179462.6033 169624.6717 175262.6119 179659.9197 185496.4408 174269.7487 180679.4066 185375.475 192056.3211 180441.979 186922.0218 191210.7995 197904.9619 185547.9192 191137.9534 194532.0646 202546.723 189157.7658 194107.1591 197191.1591 204767.1249 193508.1506 198230.9197 203149.7914 209895.6033 198216.8513 201090.2618 204693.9886 208318.8951 192325.2205 215331.5546
Data Y:
11079.57694 10688.9842 10086.36942 9433.814847 8802.448758 8245.710955 7760.601438 7348.820207 6813.17089 6424.178145 6265.495915 6180.641972 6131.902172 6144.765 6451.903802 7085.769891 7914.432353 8977.60533 9849.744763 10403.01974 10919.38057 11060.27431 11321.63614 11932.31375 12323.60649 11766.56869 11650.76343 11527.79534 11012.33451 10840.52663 10295.91448 9715.788191 9484.677675 9225.915845 9182.738874 8718.117843 8922.277044 8771.657643 8437.867527 7923.106695 7175.935349 6945.524833 6460.415316 6062.259743 5757.720941 5564.624568 5703.118312 5594.875883 5608.70154 5450.719311 5211.145967 5038.03808 4922.532822 4722.273621 4388.483505 4382.320676 4215.075618 4166.335818 4304.429562 4391.383505 4449.586134 4400.846334 4662.908164 4257.789761 4520.251591 4231.838447 4290.441076 4160.810161 3871.197016 3910.011159 3722.277616 3862.071359 3826.257216 3857.508531 3952.625303 4512.963106 4549.777249 4887.267365 4888.967365 4862.01605 4885.404536 4692.608164 4584.465734 4427.383505 4639.305535 4992.121308 5611.56174 6379.521573 7500.660007 8635.36127
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
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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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