Home » date » 2009 » Oct » 28 »

Workshop 4: Part 2 ln Y[t] = c + b ln X[t] + e[t]

*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, 28 Oct 2009 08:57:24 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh.htm/, Retrieved Wed, 28 Oct 2009 15:58:32 +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/Oct/28/t1256741909fuedng62c2jhhsh.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:

ln Y[t] = c + b ln X[t] + e[t] cvm

Dataseries X:

» Textbox « » Textfile « » CSV «

519,8622445 535,3388599 601,2979826 589,7562418 571,7244696 569,2697397 547,4548004 551,5261802 578,9954301 567,0140671 553,7261802 591,518182 506,3011098 533,0479684 598,9424426 573,1043459 588,2562418 570,4333307 553,4215901 565,5498382 595,5161661 560,200865 581,5291007 594,0562418 506,0805807 540,2180184 590,1165031 596,0964686 581,9551603 558,1387446 562,1387446 559,8944185 586,7789998 555,0362368 563,3751829 587,7759383 522,0173321 547,9559209 580,9413968 610,9060133 582,2020143 547,1117561 568,3633973 570,1262601 568,9688714 591,8880552 565,918767 575,897135 543,1117561 526,5163276 588,5787988 583,5244696 535,9474061 526,3459532 508,4268452 525,4542799 553,1177226 532,6388599 528,5480492 558,1548364 490,4666761

Dataseries Y:

» Textbox « » Textfile « » CSV «

87,4 96,8 114,1 110,3 103,9 101,6 94,6 95,9 104,7 102,8 98,1 113,9 80,9 95,7 113,2 105,9 108,8 102,3 99 100,7 115,5 100,7 109,9 114,6 85,4 100,5 114,8 116,5 112,9 102 106 105,3 118,8 106,1 109,3 117,2 92,5 104,2 112,5 122,4 113,3 100 110,7 112,8 109,8 117,3 109,1 115,9 96 99,8 116,8 115,7 99,4 94,3 91 93,2 103,1 94,1 91,8 102,7 82,6

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Model: Y[t] = c + b X[t] + e[t]
c	-80.0272799495916
b	0.328732662006928

Descriptive Statistics about e[t]
# observations	61
minimum	-5.6074290770275
Q1	-3.42904166044200
median	0.497002320074879
mean	7.96408704011975e-17
Q3	2.78862825519221
maximum	6.74416598753193

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/1xgab1256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/1xgab1256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/2bvs51256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/2bvs51256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/387lt1256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/387lt1256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/4e8y71256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/4e8y71256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/5shsd1256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/5shsd1256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/6pzgs1256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/6pzgs1256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/7ard61256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/7ard61256741837.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/86pha1256741837.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256741909fuedng62c2jhhsh/86pha1256741837.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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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