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Data X:
7974.49 8154.09 8299.21 8118.01 7516.89 7242.01 6955.56 6724 6464.16 6707.61 8798.44 8987.04 8519.29 7656.25 6922.24 6724 6448.09 6691.24 7242.01 7089.64 7123.36 7140.25 8704.89 8686.24 10060.09 12409.96 13202.01 11990.25 12078.01 11193.64 12276.64 11837.44 13479.21 12056.04 12950.44 12950.44 13782.76 14280.25 15030.76 14568.49 14161 15901.21 17929.21 19071.61 19712.16 21963.24 21963.24 24304.81 29275.21 29549.61 35645.44 46182.01 52212.25 48400 50805.16 48708.49 48268.09 53870.41 49952.25 47917.21
Data Y:
10261.69 11299.69 8836 10567.84 10404 11046.01 8537.76 6625.96 11193.64 14472.09 10140.49 7885.44 8892.49 9980.01 10691.56 10670.89 9761.44 10857.64 8317.44 5580.09 11772.25 13110.25 9389.61 8028.16 9428.41 10060.09 15030.76 13317.16 11881 16666.81 10567.84 9254.44 16307.29 16615.21 16002.25 14352.04 12814.24 13018.81 17982.81 16900 14835.24 17450.41 11088.09 10609 13712.41 15951.69 19071.61 14280.25 19044 18360.25 31897.96 26308.84 31293.61 41984.01 17476.84 20306.25 26994.49 30590.01 30765.16 20449
Sample Range:
(leave blank to include all observations)
From:
To:
bandwidth of density plot
(?)
# lags (autocorrelation function)
(?)
www.ico.org
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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 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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