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model_3

*The author of this computation has been verified*
R Software Module: /rwasp_edabi.wasp (opens new window with default values)
Title produced by software: Bivariate Explorative Data Analysis
Date of computation: Tue, 29 Dec 2009 02:45:53 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7.htm/, Retrieved Tue, 29 Dec 2009 10:46:50 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
Paper
 
Dataseries X:
» Textbox « » Textfile « » CSV «
-50,74706514 -48,93785253 -47,15852374 -45,17543128 -46,94276659 -47,29735115 -42,25443623 -45,636011 -40,5706558 -34,94664303 -32,38276206 -32,7877051 -26,14063339 -22,09709979 -21,64764034 -16,98759233 -17,90735002 -15,42376615 -11,53425643 -13,32206639 -9,014273186 -4,253762759 -0,425986315 2,843751224 5,304276145 3,352359662 4,868775794 2,749804351 0,226872673 0,617183142 -0,16183631 0,436478416 2,548934314 6,596089819 10,3692672 9,720903334 12,32020087 12,14404607 12,94839943 13,76345412 16,31332119 16,81965467 15,68801627 17,19533256 18,78454744 24,92140923 27,36016736 27,69815372 30,48854798 30,43069115 30,29093572 28,97275052 27,2951215 25,22718201 26,17030799 25,74716525 29,830356 38,0397072 56,54216423 59,12713853
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
-7,384479833 -348,812296 656,3387963 168,4268193 163,9341261 -219,1238071 131,7351533 68,87952107 -499,4813227 88,460018 -3,676899151 -250,2346886 174,1014888 -231,4249098 544,4571966 124,3024887 245,2234366 98,23681742 372,6587033 36,0872455 -337,1878898 -72,72145156 -121,8431801 -137,6524521 19,966092 -447,5428034 769,4438158 243,4453361 -164,2602175 454,3943467 -69,44942508 405,8522526 -358,8682021 -83,29905889 50,36917358 -94,12503992 -307,9726466 -171,4972374 581,7501227 244,4978459 74,07234434 218,1732414 41,97296758 230,9245802 -379,8087485 -230,0475763 -14,66583292 -134,2125562 -277,3250263 -389,3945325 682,2209027 -261,6970045 148,0023313 158,047103 -258,1716876 153,2005099 -667,3263955 -162,5924918 -58,96570282 -588,4092144
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Model: Y[t] = c + b X[t] + e[t]
c-2.27534584045291e-09
b-1.97826169300941


Descriptive Statistics about e[t]
# observations60
minimum-608.314144934091
Q1-204.88598395388
median-5.8338697097854
mean1.04143545639109e-14
Q3202.533203583806
maximum779.075528447397
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/1d57e1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/1d57e1262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/2vkjr1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/2vkjr1262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/39fq71262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/39fq71262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/4w7li1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/4w7li1262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/5idvq1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/5idvq1262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/6cl6k1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/6cl6k1262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/7qwun1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/7qwun1262079948.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/8rolf1262079948.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262080000z1wvdw47pqjsxm7/8rolf1262079948.ps (open in new window)


 
Parameters (Session):
par1 = 0 ; par2 = 36 ;
 
Parameters (R input):
par1 = 0 ; par2 = 36 ;
 
R code (references can be found in the software module):
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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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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