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Data X:
0.461486645 -0.004084972 -0.022949858 0.314235793 0.719086015 0.519010603 0.214639302 0.724751373 0.947471981 0.942293662 1.06557672 0.290473814 0.466120842 0.844038098 0.614769703 0.262528017 -0.351824955 0.049966352 0.053616259 -0.321937027 -0.471965568 -0.57493886 -0.966618095 -0.889742211 -0.735032602 -0.678409402 -0.695641924 -0.471580389 -0.516139175 -0.668427732 -1.285444229 -1.261260411 -1.324871567 -1.625105921 -1.023530639 -0.655808986 -0.185705033 0.171733303 0.570691931 0.710504447 1.116546865 1.045570694 2.012784886 2.471584571 2.54198808 2.135458622 2.675297587 2.315305706 1.513051716 1.066878896 0.546485598 0.446071879 -0.873384 -1.141009819 -2.342678843 -3.455050932 -4.154431398 -3.353127131 -2.63931828
Data Y:
0.005146 -0.016437 0.006005 0.008702 0.006065 0.016797 0.020605 0.048558 0.041351 0.028252 0.051707 0.037076 0.046126 0.038562 0.043101 0.040678 0.010128 0.028543 0.010615 -0.000725 0.020013 0.009351 0.004490 0.023993 0.009841 0.011276 0.004274 0.009074 0.014261 0.011233 0.013814 0.031786 0.020695 -0.006130 0.024601 0.025193 -0.021078 -0.016113 -0.014245 0.009134 -0.047135 -0.022520 -0.009361 -0.021052 -0.027148 -0.041973 -0.052227 -0.071104 -0.052942 -0.067569 -0.068452 -0.049375 -0.037657 -0.020642 -0.011183 -0.016302 -0.010016 -0.012496 -0.602865
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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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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