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Data X:
0.614147829 0.634181616 0.379802399 0.193130101 0.886550717 0.648704427 0.383092091 0.327602232 0.570959498 0.813290589 0.408848021 0.419912206 0.584456134 0.496715428 0.489025402 0.596799895 -0.064369874 0.15780073 0.598936712 0.376808342 0.467880973 -0.177655342 -0.055315805 0.122471358 -0.160869014 -0.424133366 -0.497477961 -0.510974598 -0.54993153 -0.271033725 -0.28209791 -0.381113969 -0.441046395 -0.56432764 -0.745362262 -1.242030336 -1.36420094 -1.570780324 -1.539724585 -1.589619001 -1.00508352 -0.67159533 -0.386075908 -0.043829284 -0.047118976 0.407471409 -0.132427231 0.276711305 0.659067736 0.705756928 0.936559264 1.607429175 2.013628457 1.124439241 1.085355608 0.41427453 0.267585339 -1.221223776 -1.253390156 -2.476586934
Data Y:
26.35404199 8.085095727 -7.521619976 -6.126795599 -21.64657344 -11.37621019 -1.961731053 -11.93468212 -15.31268572 -24.17929035 -29.24423181 -21.72069533 -33.86259266 -33.99518648 -51.38119969 -49.91755214 -41.33813154 -38.65224142 -36.96271575 -47.0097887 -34.27848879 -35.69413875 -48.75297994 -41.07768723 -43.08415676 -47.12075538 -54.03110663 -25.58119969 3.422928203 13.26445627 11.2409198 29.99070365 25.55281112 17.60068563 -3.895678825 -0.996972731 4.217137145 -15.2026407 -0.486867659 11.41017527 2.460514505 -18.79715587 15.10296722 26.25872825 49.79883933 51.09964089 46.8928021 5.755588042 4.912273719 -17.36702379 -3.184153774 20.06082372 28.13124702 50.92188047 72.90955685 84.1704935 77.24979101 69.189779 60.70777059 56.93327945
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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Summary of computational transaction
Raw Input
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Raw Output
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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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