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Workshop5

*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 03:21:10 -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/t1257330124hq5awt07y2o429w.htm/, Retrieved Wed, 04 Nov 2009 11:22:04 +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/t1257330124hq5awt07y2o429w.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 «
10341 9690 10125 9349 9224 9224 9454 9347 9430 9933 10148 10677 10735 9760 10567 9333 9409.00 9502 9348 9319 9594 10160 10182 10810 11105 9874 10958 9311 9610 9398 9784 9425 9557 10166 10337 10770 11265 10183 10941 9628 9709 9637 9579 9741 9754 10508 10749 11079 11608 10668 10933 9703 9799 9656 9648 9712 9766 10540 10564 10911
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
412 602 613 482 241 277 252 383 506 366 473 581 688 792 761 592 251 162 183 164 223 237 567 778 888 1118 1275 419 324 197 172 220 98 122 303 750 745 293 534 318 72 67 256 82 337 596 1152 1028 1011 823 1545 1211 593 348 341 340 589 1095 788 432
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Model: Y[t] = c + b X[t] + e[t]
c-3052.10075387640
b0.355664041287041


Descriptive Statistics about e[t]
# observations60
minimum-441.579889847664
Q1-143.936097409943
median-48.7874231143046
mean1.44699067542812e-15
Q3117.956430089134
maximum812.092561268236
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/1awfl1257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/1awfl1257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/2ru041257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/2ru041257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/3llbe1257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/3llbe1257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/4fix41257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/4fix41257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/5w4ms1257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/5w4ms1257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/6hogn1257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/6hogn1257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/7hbto1257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/7hbto1257330063.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/8btht1257330063.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257330124hq5awt07y2o429w/8btht1257330063.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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