Home » date » 2009 » Nov » 04 »

WS5 et= c + b*e't + e''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: Wed, 04 Nov 2009 09:11:12 -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/t1257354146j786lnk3wjowi4x.htm/, Retrieved Wed, 04 Nov 2009 18:02:26 +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/t1257354146j786lnk3wjowi4x.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:

bivariate eda van de 2 uitgezuiverde reeksen x en y

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

-15975.67604 -14514.8268 -12591.1438 -14717.13276 -7304.58168 -3366.39172 1869.75072 739.1108 9434.7392 6513.61384 4098.975 1722.70552 1246.28364 -1119.50704 1035.24612 1475.90432 1430.10088 2227.26764 3082.96116 2130.3416 2343.5122 2394.64196 1479.49948 2361.13668 2329.83848 4045.326 5874.74956 6620.93012 7590.9036 7364.18576 8324.84448 9076.68984 5808.96428 6877.20116 5692.935 2797.38888 1059.81904 -2037.97004 -4867.37424 -7569.57136 -6467.31848 -6381.37648 -7000.7376 -7183.33452 -6764.14456 -7865.50736 -7432.70284 -6092.07008 -4929.9784 -3041.54276 563.45944 2291.88628 4155.45556 3729.79628 2979.27116 3049.03092 2785.15356 3285.4484 3563.5296 2634.7742 1056.15632 2286.0812 1908.63672 -634.99884 -1767.1126 -1276.34392 -1126.308 -1312.72048

Dataseries Y:

» Textbox « » Textfile « » CSV «

-12011.80885 -10860.90867 -10228.25785 -12424.73337 -7256.044942 -2980.778143 1568.402868 2431.21277 8987.59798 7192.509546 4225.956625 1131.693238 389.361541 18.071624 1841.188503 3030.184708 2682.350922 4633.906141 433.775579 2660.61504 1231.438555 992.126599 -1180.079863 2276.504567 999.267362 1405.38915 1875.714789 2539.425603 4410.75159 6444.507944 6246.810012 6660.416446 552.610757 5091.606579 6322.305625 965.548122 448.773176 -4151.573701 -5533.456056 -7863.953584 -8428.502362 -10017.78131 -9519.20294 -7903.983213 -7442.716414 -10586.13198 -10721.66102 -7795.701652 -5291.51796 1982.943881 1849.243686 -8226.493693 -3433.050061 2997.316557 4610.970829 5846.987123 2276.469889 900.71921 1311.70974 3881.267605 6436.101008 12509.70403 3579.017518 -742.598421 7104.168935 2929.460802 5862.6908 10831.91509

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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Model: Y[t] = c + b X[t] + e[t]
c	0.0233454296212197
b	0.852799047062178

Descriptive Statistics about e[t]
# observations	68
minimum	-10181.0354739885
Q1	-1808.83214381397
median	-269.273547023204
mean	1.50206644508109e-15
Q3	1479.83916440833
maximum	11951.3785189734

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/10uaz1257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/10uaz1257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/26auz1257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/26auz1257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/3fy191257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/3fy191257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/4gu4y1257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/4gu4y1257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/51v521257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/51v521257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/62onq1257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/62onq1257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/7q8ou1257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/7q8ou1257351066.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/8bqqq1257351066.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/04/t1257354146j786lnk3wjowi4x/8bqqq1257351066.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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