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Data X:
23500.89 23870.25 24087.04 24617.61 24649 24774.76 24711.84 24806.25 24964 25122.25 25281 25376.49 25600 25856.64 26211.61 26406.25 26471.29 26503.84 26536.41 26569 26896 27126.09 27159.04 27192.01 27225 27489.64 27589.21 27955.84 28123.29 28324.89 28425.96 28527.21 28594.81 28730.25 28764.16 28798.09 28832.04 29036.16 29206.81 29549.61 29549.61 29584 29584 29721.76 29929 30171.69 30206.44 30206.44 30241.21 30485.16 30625 30940.81 30976 30660.01 30835.36 30940.81 31222.89 31011.21 31011.21 31046.44 31081.69 31612.84 31862.25 32184.36 32220.25 32256.16 32292.09 32292.09 32328.04 32364.01 32472.04 32544.16 32544.16 32869.69 33087.61 33306.25 33379.29 33525.61 33708.96 33745.69 33782.44 33819.21 33892.81 34003.36 34040.25 34558.81 34819.56 35193.76 35268.84 35306.41 35344 35456.89 35494.56 35532.25 35532.25 35569.96 35569.96 35872.36 36100 36825.61 37056.25 37249 37442.25 37597.21 37713.64 37986.01 37986.01 37986.01 37986.01 38220.25 38416 38494.44 38494.44 38494.44 38494.44 38809 39085.29 39204 39283.24 39402.25 39441.96 39800.25 40000 40521.69 40884.84 41168.41 41412.25 41412.25 41616 41656.81 41738.49 41820.25 41943.04 42066.01 42312.49 42642.25 42807.61 42890.41 43180.84 43264 43472.25 43513.96 43681 43722.81 43974.09 44016.04 44058.01 44100 44436.64 44689.96 44816.89 44944 45028.84 45113.76 45326.41 45539.56 45667.69 45796 45924.49 46139.04 46225 46612.81 46828.96 47045.61 47175.84 47306.25 47480.41 47567.61 47785.96 47917.21 48092.49 48576.16 48796.81 48841 49195.24 49284 49372.84 49506.25 49684.41 49773.61 49907.56 50176 50670.01 50850.25 51030.81 51211.69 51302.25 51529 51665.29 51892.84 52029.61 52166.56 52212.25 52349.44 52441 52486.81 52578.49 52716.16 52854.01 52900 52992.04 53268.64 53361 53684.89 53777.61 54289 55272.01 55696 56121.61 56216.41 56406.25 56739.24 57073.21 57168.81 57600 57696.04 57840.25 57936.49 58129.21 58273.96 58660.84 59000.41 59146.24 59487.21
Data Y:
15.0544 15.8404 10.8241 8.2944 10.3684 13.1044 14.5924 12.5316 6.4009 4.9284 8.1225 7.7284 5.1984 5.1076 7.3441 7.6729 7.6729 6.9696 6.5536 4.2849 5.3824 4.6656 4.9729 5.76 8.0656 7.6729 8.5849 8.4681 7.2361 5.6644 6.6564 10.1761 7.9524 7.3984 6.4009 7.29 5.8564 6.25 5.3361 5.8081 6.5536 7.6176 7.3441 5.9536 6.0516 4.4944 3.9601 3.4596 3.5344 3.3124 3.0276 2.9241 1.9044 1.6129 1.4161 1.6384 1.4161 1.4884 2.1609 2.1316 3.8416 3.5344 4.1209 4.1616 3.61 3.24 3.6864 3.6864 3.8809 6.0516 5.5696 6.4009 5.3361 3.9204 2.1316 1.5876 2.4964 3.0276 3.5721 3.4225 2.6244 1.69 2.0164 1.3225 0.1764 0.5476 1.0404 2.2801 3.4596 2.5281 1.0609 0.1936 0.6724 0.7396 0.3364 0.3481 0.9025 0.9604 1.5129 1.3689 0.7056 0.5476 0.4225 0.8281 1.4161 1.69 2.3409 3.7636 3.2041 3.8025 5.1076 4.1616 4.6656 7.5625 7.7841 8.2944 11.2896 8.8209 9.61 6.2001 4.84 5.0625 4.3681 7.7841 9.8596 8.5849 7.0225 7.1289 5.1076 5.5225 4.5369 4.7524 8.41 6.9169 7.1289 3.2761 1.7689 0.7744 1.6384 1.5876 1.5876 1.6641 1.21 1.8769 1.4641 3.0276 3.0976 2.1904 1.0816 2.6244 2.2201 3.2041 3.24 2.4964 3.4596 3.0276 2.5281 1.5876 1.2769 3.6864 6.8121 5.1076 5.8081 5.1076 4.1209 8.1796 6.5025 5.1529 5.1076 6.6049 9.4249 7.6176 6.3001 8.2369 9.8596 9.6721 9.9856 6.1009 6.6049 8.3521 6.9169 5.6644 2.8561 3.8416 4.7961 3.4969 2.56 2.6569 1.4884 1.4641 2.2201 2.6896 2.7556 3.1329 3.3124 3.1684 1.6384 1.6641 1.8769 1.2544 2.2801 5.0176 8.6436 9.5481 11.9716 13.2496 19.2721 17.2225 27.1441 33.64 34.9281 29.0521 29.8116 22.2784 9.8596 6.9169 5.3824 3.7249 0.3844 0.36 0.1369 1.21 2.8224 0.6084
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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Raw Output
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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