Home » date » 2009 » Oct » 28 »

bivariate EDA tussen e(t) en 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 14:45:10 -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/t1256762783pnbb6odh8ew9lt4.htm/, Retrieved Wed, 28 Oct 2009 21:46:32 +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/t1256762783pnbb6odh8ew9lt4.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 «

5877.641004 5264.324975 6142.177029 10268.13606 10473.95003 11975.11389 27071.77554 39415.43061 17684.58436 18056.32275 14220.73908 19910.88099 20825.80839 17078.14492 15893.85256 16587.08554 15452.75508 16634.15379 30075.88387 30024.98807 10837.18097 18212.88846 9612.37698 15383.76942 -10793.78215 -2665.770597 -2747.627613 5616.223003 3604.418271 -2472.739559 1060.469578 -8354.360115 -19737.63012 -29682.41175 -31450.81059 -26654.75529 -33207.92652 -38530.07447 -28833.33473 -39506.72592 -28597.11427 -2341.826355 343.2037971 -13047.16234 -26584.87934 -26927.22357 -18923.29632 -13025.37249 -24270.05651 -29451.89576 -10651.68425 -13617.95194 -4687.142289 1547.342007 -3588.856605 -9350.202187 -17243.26871 -6501.430206 -6826.935843 600.2497751 5685.935602 7979.577494 10909.68967 7336.861697 15319.24875 23453.89399 18322.6577 15060.75058 10453.76214

Dataseries Y:

» Textbox « » Textfile « » CSV «

12759.67629 10622.97664 10308.72729 14324.40815 14766.20241 15482.80982 32045.46369 47967.4267 16954.41759 19078.51507 16119.42199 22381.18044 23681.8785 17447.24575 16518.34184 18164.67245 16311.81215 18389.41422 32616.54318 37136.81187 8887.473886 15353.85271 8311.578885 13271.94069 -12610.00173 -5753.20383 -6392.730644 4072.838634 97.67948377 -3302.437027 -349.966368 -9077.38537 -22399.95763 -30889.52098 -29794.84033 -25229.06177 -31107.64024 -36194.88959 -27783.31195 -36208.22571 -26169.46189 -2433.81936 -324.3648547 -13694.31753 -27975.766 -28540.55489 -20562.5741 -14825.48688 -24696.80327 -27729.30797 -9923.327593 -12574.73706 -3445.486919 2484.396362 -2379.636843 -8368.905883 -16495.70087 -8069.129444 -8234.645685 -1098.922628 3114.041771 4665.292196 6553.747945 1644.27573 11190.37869 17827.49059 13036.98367 8499.203837 2547.001736

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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Model: Y[t] = c + b X[t] + e[t]
c	5.45446904841e-08
b	1.00805734791398

Descriptive Statistics about e[t]
# observations	69
minimum	-7990.99000262656
Q1	-1704.00882442782
median	-73.1240953581747
mean	-2.47209660149868e-13
Q3	1909.38038304590
maximum	8234.4122523412

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/1s7my1256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/1s7my1256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/2db7i1256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/2db7i1256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/3g1501256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/3g1501256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/43i4d1256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/43i4d1256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/575cq1256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/575cq1256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/6lagq1256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/6lagq1256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/7mnfx1256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/7mnfx1256762706.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/89gx11256762706.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Oct/28/t1256762783pnbb6odh8ew9lt4/89gx11256762706.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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