Home » date » 2009 » Nov » 03 »

*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 11:16:45 -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/03/t1257272285zcgwwspauaf3q9e.htm/, Retrieved Tue, 03 Nov 2009 19:18:07 +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/t1257272285zcgwwspauaf3q9e.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:
shwws5v1
 
Dataseries X:
» Textbox « » Textfile « » CSV «
2534 2605 2682 2755 2760 2735 2659 2654 2670 2785 2845 2723 2746 2767 2940 2977 2993 2892 2824 2771 2686 2738 2723 2731 2632 2606 2605 2646 2627 2535 2456 2404 2319 2519 2504 2382 2394 2381 2501 2532 2515 2429 2389 2261 2272 2439 2373 2327 2364 2388 2553 2663 2694 2679 2611 2580 2627 2732 2707 2633
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
10898 11078 11157 11203 11425 11368 11118 11041 10837 11018 11035 11220 11486 11553 11626 11861 11951 11935 11717 11841 11701 11842 11818 12088 11876 11839 11582 11848 11741 11455 11154 10922 10556 10923 11001 10702 10805 10831 10925 11220 11188 10752 10771 10274 10261 10600 10596 10556 10716 10958 11273 11806 11922 12127 11985 11805 11901 12217 12344 12314
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Model: Y[t] = c + b X[t] + e[t]
c5651.58583260878
b2.18226574410748


Descriptive Statistics about e[t]
# observations60
minimum-825.131874594549
Q1-253.659006059234
median-94.2403734801966
mean3.15858450505857e-15
Q3252.051554513126
maximum916.508463156236
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/11nsv1257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/11nsv1257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/2qtt71257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/2qtt71257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/3vaib1257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/3vaib1257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/4l3ke1257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/4l3ke1257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/5szh11257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/5szh11257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/6h5421257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/6h5421257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/7eln61257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/7eln61257272197.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/8t7iq1257272197.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/03/t1257272285zcgwwspauaf3q9e/8t7iq1257272197.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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