Home » date » 2009 » Nov » 04 »

WS 5: Bivariate EDA: Residuwaarden

*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: Wed, 04 Nov 2009 08:23:45 -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/04/t1257348330nkxmmgt73ade41s.htm/, Retrieved Wed, 04 Nov 2009 16:25:39 +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/04/t1257348330nkxmmgt73ade41s.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 «

109,44073 111,43416 148,43580 157,43416 156,43087 144,44567 134,43909 130,43251 125,43416 122,43909 117,44731 112,44073 107,43909 108,44567 144,44567 152,44895 152,45060 142,43745 132,43909 127,44731 120,44731 118,44731 112,43745 109,44402 106,44731 107,44238 139,44073 145,43909 144,43251 129,42923 118,43416 111,43580 112,42923 106,43087 100,43087 97,43087 90,42265 88,42265 119,42265 125,42101 119,42429 110,43745 101,44895 100,45224 100,45882 96,46046 90,47361 88,46868 79,48512 82,49663 111,49827 115,49005 112,49170 104,48019 100,45389 102,44567 104,43580 104,43251 103,41114 102,41279

Dataseries Y:

» Textbox « » Textfile « » CSV «

412,06293 416,05528 430,05719 438,05528 441,05145 451,06867 444,06102 450,05337 450,05528 452,06102 451,07058 445,06293 444,06102 445,06867 461,06867 461,07249 460,07441 454,05910 448,06102 454,07058 457,07058 456,07058 452,05910 449,06676 451,07058 450,06484 465,06293 465,06102 460,05337 442,04954 432,05528 431,05719 433,04954 427,05145 416,05145 413,05145 405,04189 395,04189 420,04189 423,03997 407,04380 401,05910 393,07249 398,07632 401,08397 395,08589 387,10119 386,09545 374,11458 379,12797 402,12988 402,12032 390,12223 386,10884 386,07823 398,06867 408,05719 413,05337 417,02850 419,03041

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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Model: Y[t] = c + b X[t] + e[t]
c	308.744311369004
b	1.01401295708544

Descriptive Statistics about e[t]
# observations	60
minimum	-32.690122733573
Q1	-12.9794012260326
median	-0.0624509054974372
mean	1.72391036630988e-15
Q3	10.3216138461719
maximum	34.3873170441047

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/1pl5f1257348222.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/1pl5f1257348222.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/21l761257348222.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/21l761257348222.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/31vq21257348222.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/31vq21257348222.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/4mqwz1257348222.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/4mqwz1257348222.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/5oros1257348222.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/5oros1257348222.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/61vmi1257348222.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/61vmi1257348222.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/74tcn1257348223.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/74tcn1257348223.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/8siax1257348223.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257348330nkxmmgt73ade41s/8siax1257348223.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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