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Bivariate EDA - Residu's

*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: Mon, 09 Nov 2009 03:46:55 -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/09/t1257763752eoz8e3fmgcy2enl.htm/, Retrieved Mon, 09 Nov 2009 11:49:21 +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/09/t1257763752eoz8e3fmgcy2enl.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 «
13399273401 12059745121 10859701126 10005764694 9514380467 9090122822 8572186156 7723105089 5807865939 5209527792 10806609378 12461012345 13208372519 12128558905 10919352536 10176482175 8255073229 7865594107 7207607915 6605156735 4973755371 4662617610 9601525821 10970781285 11456743879 9937330605 8640802605 7618578980 7712820073 7298467535 6714146057 6233231652 4485522296 4319286391 8674260755 9646185232 9644496082 8487272842 7332664121 7186449444 7044907020 6741808938 6167959359 5787829024 4405100393 4204846098 8139113373 8959021072 9091401548 7885004717 7188505382 7234885924 7128689838 7084192626 6976496845 6486423182 4945888429 4780415692 8706455469 9845353820 10248106158
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
13399312810 12059790361 10859741919 10005804318 9514417076 9090157995 8572220510 7723137889 5807899115 5209566834 10806655595 12461058857 13208416151 12128594650 10919384986 10176514004 8255106257 7865623363 7207634042 6605180508 4973779442 4662647930 9601565784 10970825642 11456779195 9937361218 8640828695 7618604532 7712842581 7298488037 6714167334 6233250865 4485541220 4319314309 8674299005 9646227837 9644528413 8487298626 7332687123 7186469492 7044926860 6741826421 6167977821 5787845097 4405118642 4204870000 8139145884 8959057996 9091425555 7885020695 7188514722 7234890535 7128689422 7084188570 6976487075 6486411791 4945877166 4780407920 8706456619 9845358652 10248100083
 
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'George Udny Yule' @ 72.249.76.132


Model: Y[t] = c + b X[t] + e[t]
c-3313.4291198844
b1.00000339997328


Descriptive Statistics about e[t]
# observations61
minimum-37604.8580101972
Q1-2125.54114271183
median1762.51191373586
mean8.05534145762127e-13
Q38274.400699006
maximum24643.1738146999
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/13pnp1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/13pnp1257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/2clfg1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/2clfg1257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/3oi161257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/3oi161257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/45rpm1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/45rpm1257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/5u2ws1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/5u2ws1257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/68tmd1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/68tmd1257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/7j8uy1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/7j8uy1257763610.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/8n4ag1257763610.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t1257763752eoz8e3fmgcy2enl/8n4ag1257763610.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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