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Data X:
0.660209233 0.566270709 0.342024802 0.029901849 0.035963326 0.048086279 0.148086279 0.048086279 0.029901849 -0.070098151 0.105655942 0.429901849 0.529901849 0.435963326 0.142024802 0.042024802 -0.045852244 -0.033729291 -0.127667814 -0.227667814 -0.327667814 -0.245852244 0.017778895 0.593532988 0.775348558 0.681410035 0.393532988 0.199594465 0.105655942 0.111717418 0.205655942 0.293532988 0.299594465 0.187471511 0.063225604 0.081410035 -0.024651442 -0.136774396 -0.042835873 0.051102651 -0.030712919 -0.212528489 -0.412528489 -0.336774396 -0.454958826 -0.473143256 -0.354958826 -0.188282582 -0.082221105 -0.106467012 0.045041174 0.026856744 -0.048897349 -0.094344058 -0.357975198 -0.545852244 -0.657975198 -0.776159628 -0.770098151 -0.539790767
Data Y:
1.589615427 1.297013668 0.767420705 0.152624224 0.060022464 0.174818946 0.274818946 0.174818946 0.052624224 -0.147375776 0.323031261 1.052624224 1.252624224 1.060022464 0.367420705 -0.032579295 -0.117782813 -0.202986332 -0.295588091 -0.495588091 -0.695588091 -0.417782813 0.137827742 1.308234779 1.786040057 1.493438298 0.808234779 0.41563302 0.323031261 0.330429502 0.423031261 0.608234779 0.61563302 0.400836539 0.271243576 0.093438298 -0.113959943 -0.328756424 -0.036154665 0.056447094 -0.121358184 -0.499163461 -0.799163461 -0.928756424 -0.950951146 -0.973145869 -0.850951146 -0.569570498 -0.162172258 -0.191765221 0.149048854 0.026854131 -0.043552906 -0.376968739 -0.832579295 -1.217782813 -1.532579295 -1.754774017 -1.747375776 -1.410384573
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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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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