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Data X:
-3388.23981 -5872.093864 -14052.1039 -19203.67533 -24044.19734 -17742.28074 27744.2042 35762.75709 41087.62968 28606.60883 14902.64899 7759.622726 -3776.912419 -4660.673037 -12883.9742 -20576.76724 -22040.6962 -16004.18577 22072.46441 30238.48835 42118.537 25185.47985 13947.85282 3560.533899 -11669.24371 -13718.99352 -20008.89931 -27883.93174 -25118.66378 -17956.14486 18059.81884 22967.25744 33919.10764 20740.30456 12154.69761 3791.18023 -6213.536375 -15069.58657 -19399.72402 -29503.72248 -28984.08773 -23813.80819 12029.47675 23039.86053 23629.98332 14123.87136 2928.628123 -2532.706238 -9237.265317 -9872.185775 -19113.70932 -23364.3765 -28379.75488 -27061.33248 7441.018864 20404.86134 17037.67756 7876.769459 -2041.972623 -7941.89618
Data Y:
-0.034283041 -0.057660003 -0.105996947 -0.208621088 -0.220404198 -0.139474505 -0.104664416 -0.039026785 -0.104663312 -0.021180889 -0.032833113 -0.013625501 -0.101489299 -0.13145901 -0.156198341 -0.19270995 -0.155507653 -0.126748865 -0.103485538 -0.134593206 -0.107595864 -0.097242772 0.025542545 -0.000339608 -0.038608451 -0.030397529 -0.086146589 -0.141688487 -0.073334743 0.009073611 0.03694428 0.077657082 0.0338156 0.062967047 0.178426251 0.253705275 0.230301784 0.167617064 0.102643593 -0.00366903 -0.035648469 -0.066270404 -0.068986516 -0.044020567 -0.020446172 0.057529055 0.099280321 0.134155403 0.089399272 0.133251135 0.096780647 -0.001781812 0.028527049 0.092153397 0.126208459 0.1625611 0.154490341 0.176210215 0.222227014 0.249335133
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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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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