Home » date » 2009 » Nov » 02 »

ln op reeksen toegepast

*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, 02 Nov 2009 09:30:30 -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/02/t125717950768u28y31cal70pl.htm/, Retrieved Mon, 02 Nov 2009 17:31:56 +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/02/t125717950768u28y31cal70pl.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 «

11.57467886 11.60253762 11.66544052 11.72235136 11.65106 11.67780411 11.74772878 11.78474489 11.6997867 11.72634994 11.77385023 11.80157956 11.71983394 11.73940744 11.77681933 11.7982247 11.70729087 11.71213691 11.76222787 11.7871879 11.695472 11.71994776 11.77614321 11.79451904 11.72595403 11.73551686 11.80294979 11.82449739 11.75594223 11.76714124 11.82912939 11.84736707 11.76821089 11.78755269 11.84519603 11.87147365 11.80520694 11.82858256 11.88355065 11.91355892 11.84076051 11.87240248 11.91861721 11.94929475 11.88371631 11.91010299 11.96081129 11.98970608 11.93670189 11.97041993 12.0034545 12.04337135 11.99701073 12.0183264 12.04707691 12.07071673 12.02193344 12.04496449 12.07909118 12.11206961 12.0565164 12.08872951 12.11315111 12.14467585 12.0831307 12.11873212 12.14403233 12.17895835 12.11743813 12.15222873 12.17460778 12.20856454 12.14495228 12.17423104 12.1915984 12.23144795 12.16395293 12.189435 12.20499206 12.24221169 etc...

Dataseries Y:

» Textbox « » Textfile « » CSV «

4.608165695 4.62399194 4.625952725 4.636668853 4.641502115 4.665324109 4.679349584 4.699570861 4.715816706 4.744062185 4.753590191 4.773223771 4.790819533 4.836281907 4.852811209 4.868303386 4.873669439 4.894850261 4.899331225 4.90897164 4.914124394 4.935193099 4.934473933 4.93878119 4.932313327 4.948050419 4.95088529 4.954417614 4.955827058 4.973279508 4.97397131 4.980176087 4.989071116 5.007296393 5.009968405 5.011301739 5.016617366 5.029129877 5.031091303 5.036952602 5.042779747 5.05560866 5.065123479 5.073297055 5.076423035 5.094976443 5.098035484 5.102302483 5.098035484 5.108971195 5.109575242 5.11679549 5.120983351 5.139321635 5.14107859 5.147494477 5.14633101 5.158480421 5.159055299 5.157905213 5.158480421 5.170483995 5.173887288 5.182906515 5.188502501 5.200153118 5.202907182 5.208939555 5.21384821 5.227358278 5.23324537 5.242804657 5.245443877 5.256974403 5.260615499 5.26631057 5.268888556 5.286244785 5.294811227 5.3052929 etc...

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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Model: Y[t] = c + b X[t] + e[t]
c	-6.67687199305052
b	0.981718152841215

Descriptive Statistics about e[t]
# observations	90
minimum	-0.194504278044386
Q1	-0.0351358846960069
median	0.00642475872363349
mean	2.98385237476992e-18
Q3	0.0415675771100746
maximum	0.112876851873847

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/1k14r1257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/1k14r1257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/2d9nv1257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/2d9nv1257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/3tzmj1257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/3tzmj1257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/4bnm41257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/4bnm41257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/51mtj1257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/51mtj1257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/6hetp1257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/6hetp1257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/724yo1257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/724yo1257179426.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/8mqh61257179426.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/02/t125717950768u28y31cal70pl/8mqh61257179426.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by