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Data X:
11.02388 10.96971 10.90821 10.88734 10.85561 10.83008 10.8006 10.76026 10.72027 10.70003 10.91258 10.96597 10.98648 10.93797 10.87497 10.85325 10.80866 10.79886 10.75624 10.74195 10.71885 10.70259 10.88029 10.91538 10.94449 10.85605 10.77875 10.73082 10.74484 10.70237 10.63542 10.61676 10.54786 10.47619 10.70043 10.74192 10.72788 10.67764 10.6008 10.61221 10.61128 10.58337 10.51149 10.50873 10.39837 10.40144 10.62318 10.65145 10.67394 10.62415 10.60592 10.64604 10.68513 10.69435 10.70773 10.70338 10.63535 10.65655 10.83281 10.87535
Data Y:
12.56585 12.55335 12.53064 12.53507 12.53223 12.53214 12.52466 12.50673 12.49553 12.48746 12.56814 12.58172 12.58554 12.57136 12.54781 12.55199 12.54322 12.544 12.53118 12.52531 12.52217 12.51102 12.57695 12.58014 12.58554 12.53719 12.50553 12.49073 12.50259 12.48437 12.44979 12.44254 12.41332 12.36892 12.46287 12.47225 12.4477 12.43178 12.40255 12.41757 12.42336 12.40917 12.37615 12.37617 12.32631 12.332 12.42092 12.42253 12.41702 12.40941 12.41416 12.45201 12.48491 12.50004 12.5174 12.52075 12.49661 12.51353 12.58694 12.59771
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 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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