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Data X:
0.628621083 0.318767883 0.041703886 0.02627228 0.328491871 0.820417862 0.510858263 0.25806906 0.615426657 0.87940785 0.84911425 0.900729052 0.213224654 0.308673849 0.627499448 0.366618647 0.109425439 -0.57940016 -0.314831766 -0.089969772 -0.409676171 -0.684373776 -0.656282179 -1.065988578 -1.075401378 -0.799218182 -0.650686183 -0.634209387 -0.532136596 -0.478760192 -0.523898198 -1.020374994 -1.009494193 -0.9356598 -1.1852194 -0.7958066 -0.072853008 0.61628378 0.758796971 1.122778165 1.290153351 2.031198541 1.788702938 2.838280126 3.422114519 3.52330651 3.008297715 3.074334111 2.332278908 0.755214912 0.243012909 -0.070069894 -0.464473899 -1.764491488 -1.78595949 -2.752876686 -3.476123879 -4.055830278 -3.158472681 -3.565536678
Data Y:
0.3307415885252 0.0294054201834 -0.2973179466524 -0.2478797180063 -0.1770627958916 -0.0035735370933 0.0924179578814 0.0178051563753 0.2418561865275 0.1966390885407 0.1993114252243 0.1846135734646 0.1618987116543 0.2033199302497 0.2140092769839 0.2220262870347 0.2874985357822 0.2768091890479 0.3262474176940 0.3730133096566 0.4703409729730 0.3130983599102 0.0304685483534 -0.0722037883302 -0.0775484616973 -0.0428080848109 -0.0294464013930 -0.0973783611901 -0.1252252707336 -0.1559571425947 -0.0091912506322 0.1587407091649 0.0507236991142 -0.2931572305307 -0.5971657355561 -0.8918210621890 -1.0276849817832 -0.7288085244910 -0.5606639390598 -0.4058810370466 -0.3909705596529 -0.5094642908039 -0.6867494289936 -0.5918814767267 -0.6357624063717 -0.2555923058645 0.0989779705148 0.3350545157430 0.1537608725281 -0.0729624943077 -0.2529199691809 -0.0248604340034 0.4152246162502 0.5243651690087 0.6377268524266 0.6096673172491 0.4482035735269 0.4455312368433 0.5695822669955 0.6428589001598
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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