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Data X:
0.004878 0.006087 -0.008573 -0.020843 -0.050898 -0.046106 -0.058765 -0.066974 -0.084296 -0.107374 -0.096766 -0.090798 -0.114517 -0.088466 -0.024909 -0.030021 -0.069683 -0.080991 -0.036431 -0.067246 -0.030336 -0.027045 0.030321 0.048418 0.044207 0.051770 0.053257 0.002175 0.020245 0.049833 -0.017758 0.000774 -0.033878 -0.021983 0.061207 0.082120 0.033938 0.070980 0.048644 0.083932 0.069020 0.068482 0.021265 0.012754 0.003019 0.098848 0.075917 0.173120 0.388413 0.385660 0.276458 0.107809 0.066988 0.065613 -0.023869 -0.101971 -0.177417 -0.205792 -0.351004 -0.371444
Data Y:
-0.103068 -0.124585 -0.109079 -0.095073 -0.104573 -0.110079 -0.145089 -0.149583 -0.147078 -0.175085 -0.158591 -0.147090 -0.169591 -0.095077 -0.010079 0.003914 0.006920 0.029425 0.103939 0.040433 0.018929 0.064935 0.168440 0.206940 0.257448 0.277948 0.283943 0.256440 0.285439 0.279937 0.257436 0.299437 0.274447 0.273947 0.279945 0.332450 0.292942 0.226428 0.171413 0.143910 0.085403 0.066399 0.018884 0.010889 -0.112132 -0.141644 -0.167146 -0.061136 -0.004637 -0.007622 -0.068591 -0.203080 -0.247574 -0.258066 -0.242540 -0.281540 -0.313020 -0.296505 -0.367494 -0.402512
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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