JJ Workshop 5, model 3, e3'(t) = c3 + b3 e"(t) + e3(t) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| *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: Mon, 02 Nov 2009 07:58:53 -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/Nov/02/t1257174005jzrvoge2iozk4td.htm/, Retrieved Mon, 02 Nov 2009 16:00:15 +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/Nov/02/t1257174005jzrvoge2iozk4td.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: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Dataseries X: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| -11.152 -1.5796 13.16 11.1072 -5.6192 -3.8776 13.7234 7.109 10.9492 7.6378 2.6788 2.4724 -10.7344 0.574 15.1298 4.6936 -11.3734 -18.5268 1.4216 -4.6246 -4.2308 8.5854 -2.922 0.5006 -9.2324 0.2036 5.65 4.1602 -15.015 -20.315 2.9446 -6.449 -7.137 3.139 -9.8002 -4.357 -6.117 0.6406 0.589 2.3694 -15.0224 -19.9452 6.3754 -5.8596 -3.3378 -1.0326 -4.4502 -4.275 -3.768 11.3846 18.4804 18.5824 -4.7104 -2.5836 5.172 4.139 9.136 15.4814 1.9896 2.7668 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Dataseries Y: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| -1911,724 -1092,9502 2107,62 1781,9164 -2191,0104 -3196,1112 1042,9483 -510,7845 1350,1454 -310,0889 528,2906 213,2038 -1599,2628 1127,863 3179,2851 938,3232 -867,7033 -3318,9066 1899,2492 -28,0477 -706,9446 2361,3973 -531,939 -326,1803 -1150,7638 1250,9782 2070,885 1756,2899 -1364,0325 -4171,1225 1808,3077 598,8945 -1071,6315 2335,7905 -846,1699 -1114,4615 -301,8415 1165,2397 581,1755 2189,5053 -1432,1288 -3959,7774 2481,9723 -904,7102 -68,7611 292,8563 -1419,0249 -1625,1425 -95,996 360,3377 1786,0998 2683,3188 -953,3848 -2681,8982 2139,734 -776,0495 258,852 2343,5493 -914,6248 -1193,5834 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Output produced by software: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Charts produced by software: |
| 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') | Copyright
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