Home » date » 2009 » Nov » 04 »

Workshop 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 07:25:25 -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/t1257344814ttvxvrh3h17u682.htm/, Retrieved Wed, 04 Nov 2009 15:27:03 +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/t1257344814ttvxvrh3h17u682.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:
bhschhwstws5prt1
 
Dataseries X:
» Textbox « » Textfile « » CSV «
-10.07769062 -10.22784057 -10.4179572 -10.41801384 -10.82816379 -11.21831374 -11.38837705 -11.72847701 -11.86855365 -12.51880023 -12.50879023 -12.66884022 -12.78887687 -13.02890019 -13.02887354 -12.94886354 -15.22958662 -15.3796266 -15.4996366 -15.61969658 -15.86974989 -15.94981653 -16.05984319 -16.04987651 -16.1299165 -16.15993316 -16.19996648 -16.18996981 -16.09995982 -16.08000647 -16.29003646 -16.35006311 -16.41012309 -16.34016308 -16.20016974 -16.1502064 -15.97025638 -16.97073288 -17.68110274 -17.5411394 -17.44118938 -17.10127602 -16.16134932 -15.40140597 -13.43143929 -12.70149927 -12.25155258 -12.55169587 -12.73178584 -13.57205241 -16.28299207 -16.21308204 -15.82316868 -15.49322532 -14.85325198 -13.85326864 -13.64326531 -13.80328197 -14.09327864 -14.28327864
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
26.18358961 22.86693241 16.83731015 23.17035076 22.23369356 24.86703636 25.33866998 26.22756518 31.04638484 28.05432633 30.67143681 33.06588441 33.85314598 22.92322153 24.99884947 27.45595995 23.5683019 25.35985998 27.8027495 30.77008662 27.89883072 27.99476086 28.04913291 25.68209798 32.84365606 31.61513859 26.60810365 25.94240016 22.82951064 23.95966173 25.29833029 26.18270235 24.18003947 26.19159755 26.62019056 32.88745213 36.97189973 34.66630018 33.82321242 32.640474 29.2949216 33.37663077 36.20115391 35.77419453 35.20715959 36.88449671 35.82324082 32.00799061 36.60399629 36.93771682 32.09933169 29.98533737 23.28704655 26.86008716 29.35445921 26.99594174 24.71164524 25.94312777 25.66883126 30.22883126
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time8 seconds
R Server'George Udny Yule' @ 72.249.76.132


Model: Y[t] = c + b X[t] + e[t]
c21.4216345140074
b-0.504888129126506


Descriptive Statistics about e[t]
# observations60
minimum-9.84422728403543
Q1-3.49821752176148
median-1.26784090451673
mean3.91324704122435e-17
Q33.31401884141195
maximum9.0500259924606
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/1wj3t1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/1wj3t1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/2v37n1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/2v37n1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/3pyuf1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/3pyuf1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/4mx8p1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/4mx8p1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/5jmbr1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/5jmbr1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/63a1u1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/63a1u1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/76h2k1257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/76h2k1257344716.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/8o6y71257344716.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/04/t1257344814ttvxvrh3h17u682/8o6y71257344716.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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Software written by Ed van Stee & Patrick Wessa


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