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Data X:
70.5 77.7 56.0 56.8 69.2 71.3 79.4 80.8 72.2 69.8 73.0 82.0 76.3 65.3 51.4 60.5 83.0 89.8 78.6 85.8 69.7 69.4 76.6 76.4 77.1 79.0 67.5 60.0 71.7 79.3 66.0 78.1 57.1 49.6 64.0 57.8 61.6 82.4 61.8 62.1 79.5 65.4 72.5 84.6 62.5 65.1 79.0 65.9 66.1 83.3 40.6 58.6 67.3 68.2 59.5 65.7 53.4 39.5 51.7 42.3 45.9 54.7 41.8 48.6 57.1 76.5 62.7 53.9 53.5 47.5 49.3 59.9 49.9 54.5 54.2 46.7 61.2 51.8 37.4 41.1 30.0 34.8 45.9 45.1 42.6 49.0 29.6 46.0
Data Y:
102.0 104.7 86.0 92.1 106.9 112.6 101.7 92.0 97.4 97.0 105.4 102.7 98.1 104.5 87.4 89.9 109.8 111.7 98.6 96.9 95.1 97.0 112.7 102.9 97.4 111.4 87.4 96.8 114.1 110.3 103.9 101.6 94.6 95.9 104.7 102.8 98.1 113.9 80.9 95.7 113.2 105.9 108.8 102.3 99.0 100.7 115.5 100.7 109.9 114.6 85.4 100.5 114.8 116.5 112.9 102.0 106.0 105.3 118.8 106.1 109.3 117.2 92.5 104.2 112.5 122.4 113.3 100.0 110.7 112.8 109.8 117.3 109.1 115.9 96.0 99.8 116.8 115.7 99.4 94.3 91.0 93.2 103.1 94.1 91.8 102.7 82.6 89.1
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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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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