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WS 5

*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 20:39:48 -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/05/t1257392756dv0ikja0cmsebqu.htm/, Retrieved Thu, 05 Nov 2009 04:46:05 +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/05/t1257392756dv0ikja0cmsebqu.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 «
-705.0084872 -202.9003768 -759.5994856 -453.6981186 -596.9524877 -303.9108648 509.5501548 273.2294983 1125.974397 955.525251 -718.4957424 41.88905895 290.9786539 -85.65812042 -270.4611865 962.3077913 978.9971442 303.8052559 1414.485331 242.9932982 714.7695571 922.9782038 -256.9610079 -174.539615 133.3852059 574.4007144 -474.9035694 44.22325619 139.5762583 -321.877373 656.5372456 -227.1966048 -240.6808641 799.9645768 -271.7164591 -37.44939178 -697.7733622 1088.349218 -109.0324021 -546.9392933 4.43696275 480.7953962 134.5859782 305.8592089 -58.16950155 590.8646403 -529.8536656 -675.5467323 10.58933136 -316.6321065 -218.2180341 402.1378426 -1280.109699 -879.0355445 -578.4927039 -304.5020347 -558.1934767 -293.9809305 -541.6000177 -413.1001712
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
-546.2822267 1826.31645 -2364.368971 -7683.034989 8098.450913 3896.416493 7234.713659 4239.293805 -27.74271189 4664.187374 -2668.810117 -1634.428903 -702.3820934 -1143.982814 -3012.718515 -10735.23279 10397.07509 7834.750176 12488.85274 4959.499749 4482.35088 1442.97386 -2521.137305 -3139.965807 -2461.386288 -758.6416306 -5108.454014 -13408.57613 8459.603987 3491.91794 7013.424426 2027.684151 767.6328743 1028.926296 -2421.954199 -3841.208803 -2877.408922 983.4389398 -4558.502407 -11485.94799 7431.75032 5661.560414 5066.556246 6901.454036 90.21117925 1376.084013 -3543.486326 -5784.029152 -3579.80472 -1978.140623 -9069.1933 -12651.54637 1693.2274 484.9164955 4304.958758 2721.130582 -3393.498839 -725.6776606 -2761.164048 -4480.650575
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'George Udny Yule' @ 72.249.76.132


Model: Y[t] = c + b X[t] + e[t]
c1.10999714484442e-07
b3.2083692854146


Descriptive Statistics about e[t]
# observations60
minimum-13941.7530728117
Q1-2585.36651052072
median-579.161124767555
mean-1.60900922215509e-13
Q34134.21530270976
maximum10013.6949392775
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/1pdx71257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/1pdx71257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/2ikyt1257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/2ikyt1257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/3bxlk1257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/3bxlk1257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/4jcg51257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/4jcg51257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/5hw8n1257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/5hw8n1257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/699641257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/699641257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/7njrj1257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/7njrj1257392385.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/8te921257392385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/05/t1257392756dv0ikja0cmsebqu/8te921257392385.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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