Home » date » 2009 » Nov » 03 »

WS5 E't(y) E't(x)

*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, 03 Nov 2009 13:51:33 -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/03/t1257281583pim316kj6w3zvrw.htm/, Retrieved Tue, 03 Nov 2009 21:53:05 +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/03/t1257281583pim316kj6w3zvrw.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 «

8959,322857 12764,92385 12802,46231 13571,86 14240,76818 10476,96571 12874,52667 11803,59 15271,95 12292,77 11445,59 13835,04091 9870,108571 13825,61615 10885,59 10985,8125 9666,351176 14978,13182 10149,375 15264,30846 9154,41 11204,1875 10698,76294 8304,177368 8035,097778 9298,756316 11512,0625 12362,05667 9894,125 10882,125 9980,351176 9729,44 8351,44 9487,440526 11315,82176 9965,542222 8388,651053 10709,46882 10134,14 8894,192857 6502,696667 7416,29 7519,33 7274,523077 9486,823636 7591,09 7588,884286 7050,884286 5354,743793 6648,806667 6253,633871 5205,812759 5117,769259 6323,869091 5632,13 6762,13087 5454,753846 6095,913478 7350,369091 8667,653333

Dataseries Y:

» Textbox « » Textfile « » CSV «

9339,18 11846,77 11878,38538 12900,52667 14390,58636 10243,18 12688,11 11353,05667 14408,58636 11750,92385 11268,52333 12738,67727 10268,82286 13005,00077 10233,72333 10856,375 10243,23353 15511,22273 10164,5625 15585,46231 9092,821765 10735,75 10203,29235 7685,23 8440,764444 8818,966842 11098,25 12002,65667 10041,625 10702,8125 9687,762941 9273,44 8091,74 9350,545789 10759,82176 9736,264444 8417,177368 10360,76294 10038,59 9116,669048 7172,363333 7921,17 7400,41 7582,907692 9751,141818 7645,53 7749,027143 7178,991429 6063,088621 6936,706667 6580,795161 5817,088621 5735,843333 6909,641818 5792,57 6949,304783 5415,484615 5989,826522 7398,414545 8162,264444

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Model: Y[t] = c + b X[t] + e[t]
c	852.170750747656
b	0.903007941333262

Descriptive Statistics about e[t]
# observations	60
minimum	-665.678860291605
Q1	-236.151253857401
median	-33.0188696979244
mean	-6.21724893790088e-15
Q3	238.473837150922
maximum	1133.67999945592

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/1ah171257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/1ah171257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/2f5up1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/2f5up1257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/3xe8z1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/3xe8z1257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/484hh1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/484hh1257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/525gh1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/525gh1257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/6vbnf1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/6vbnf1257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/7f92s1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/7f92s1257281486.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/8xcha1257281486.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/03/t1257281583pim316kj6w3zvrw/8xcha1257281486.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')

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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