Send output to:
Browser Blue - Charts White
Browser Black/White
CSV
Data X:
0.120752452 0.105369762 0.559667132 0.617676236 0.620890174 0.488599698 0.402549931 -0.095793222 0.153556719 -0.00498901 0.069687925 0.237787193 0.681841701 0.620458256 0.784496766 0.765152642 0.53850517 0.232805449 0.443993156 1.059132549 0.684342181 0.591495739 0.405390277 0.583327688 0.31157195 0.395478121 0.202182743 0.300727018 0.455943488 0.643531286 0.591181184 0.327542165 0.341576746 -0.007494997 -0.133753157 -0.262777342 -0.24677077 -0.309592055 -0.396739797 -0.41720996 -0.734757037 -0.847271472 -0.922777775 -0.831189711 -0.907288335 -0.897944799 -0.644550531 -0.642097609 -0.128500176 -0.203568743 -0.049918523 -0.036844194 -0.173592444 -0.271557919 -0.158049785 -0.151899673 -0.101133272 0.395358593 0.303572316 0.47720363 0.273522005 -0.040706427 -0.552401086 -0.752792285 -0.418527341 -0.244474721 -0.068492716 -0.125391345 -0.357572751 -0.676559124 -0.563395652 -0.819421562 -1.541530688 -1.198739354 -0.886889366 -0.370127872 -0.008973614 -0.251839827 -0.777337249 -1.390870261 -1.047696764 -1.028501564 -1.275952072 -1.246978199 -0.869001956 -0.849706844 -0.617587106 -0.678722891 -1.024199243 -1.125463004 -1.22601374 -0.971781378 -0.673034372 -0.589506466 -0.323202046 0.081119026 -0.095091299 0.031922928 0.336710821 0.133430574 0.250632556 0.845533449 0.90233755 1.011292518 1.475292629 1.087161367 1.226576317 0.602429169 0.308627705 0.359856564 0.176243567 0.878538406 1.220666437 1.018000326 0.74814532 0.764889207 0.312975664 0.408389915 0.191030871 0.237936183 0.969820485 0.703547781 0.742067333 -0.106880207 -0.588664598 -1.074170623 -0.710571025 -0.743663826 -0.765352823 -0.753577746 -0.928815442 -0.665596707 -0.832658647 -0.328967863 -0.327967912 -0.579148625 -1.007949285 -0.420788455 -0.549344363 -0.235992702 -0.221328855 -0.437344153 -0.149537626 -0.266314962 -0.393959909 -0.710899102 -0.845496052 -0.046163995 0.634352704 0.291190686 0.44023523 0.297476045 0.088970169 0.935130028 0.638583488 0.369078962 0.367864213 0.69222223 1.19595098 0.887854621 0.629412578 0.994655225 1.274017821 1.257901746 1.310788474 0.623451244 0.733437722 1.072369422 0.837507949 0.608744668 -0.06600003 0.200735132 0.416999542 0.063414609 -0.187463182 -0.134098865 -0.528417462 -0.51392463 -0.225020129 -0.061765904
Data Y:
-1.85995713 -1.950522648 -2.041741893 -2.145809864 -2.239242869 -2.243922967 -1.756284368 -1.273331809 -1.174660066 -1.171688575 -1.162132261 -0.966016 -0.757731484 -0.740125402 -0.731873573 -0.83053343 -0.844116114 -0.735329416 -0.212469739 0.498031509 0.688243419 0.802860181 0.810817833 0.927036228 1.043881608 1.051863032 0.945129634 0.842155172 0.752813909 0.627452237 0.922650308 1.535647608 1.523458554 1.404922395 1.212568041 1.114561911 1.106402198 1.000637506 0.78603263 0.605504807 0.430949681 0.325811974 0.83499388 1.338238748 1.566643226 1.424436174 1.331371633 1.256816507 1.384599944 1.294676269 1.10213471 0.908416441 0.615060694 0.419217809 0.705953075 1.218519509 1.220085485 1.033350219 0.850133198 0.75755301 0.690896105 0.723121921 0.540092104 0.339292773 0.268440124 0.297153638 0.750242288 1.315713568 1.411256332 1.213327461 0.999358484 1.027911537 1.144034845 1.090604045 1.055682661 1.01036403 0.833155363 0.788597435 1.159096049 1.711011388 1.735764332 1.393254188 1.05976209 0.998531128 1.035261723 0.913388581 0.776854104 0.57453337 0.342910767 0.140328542 0.318770377 0.506985446 0.245290931 -0.108799112 -0.334618821 -0.446222492 -0.699777667 -1.067177017 -1.477826839 -1.543663611 -1.849380759 -1.939366836 -1.405031262 -0.866300854 -1.098993193 -1.195174828 -1.375937398 -1.604844058 -1.912611535 -2.110100625 -2.158348718 -1.953659706 -1.969744384 -2.254759157 -2.034030039 -1.840683206 -1.526324537 -0.815261677 -0.80986545 -0.716188782 -0.691905761 -0.884289831 -0.987314808 -1.16473148 -1.368377499 -1.540926442 -0.915302851 -0.842055181 -0.686371992 -0.523610712 -0.393447111 -0.307303171 -0.22173273 -0.375489966 -0.61431249 -0.655426461 -0.932543012 -0.917911393 -0.214960702 -0.087679447 -0.078149877 -0.070007993 -0.054057031 0.152527792 0.498205545 0.424892502 -0.08450038 -0.865432324 -1.184809415 -0.970837466 0.427210265 0.942005317 0.985923947 0.418943151 -0.05356759 0.067877658 0.285828433 0.415165959 0.322784861 0.026674542 -0.090574961 -0.279862737 0.439267719 0.56763654 0.573534949 0.378975748 0.299380974 0.438063839 0.689429025 0.732821702 0.663992638 0.557321642 0.329255913 -0.03936769 0.199704439 0.147444407 0.17948599 0.129531835 0.047726272 0.074808437
Sample Range:
(leave blank to include all observations)
From:
To:
bandwidth of density plot
(?)
# lags (autocorrelation function)
(?)
36
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
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
view raw output of R engine
Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
Click here to blog (archive) this computation