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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_univariatedataseries.wasp
Title produced by softwareUnivariate Data Series
Date of computationMon, 01 Dec 2008 14:25:31 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/01/t1228166793pmjzxjlkip0l1cr.htm/, Retrieved Sun, 05 May 2024 17:13:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27419, Retrieved Sun, 05 May 2024 17:13:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F    D    [Univariate Data Series] [Q5] [2008-12-01 21:25:31] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
- RMP       [Standard Deviation-Mean Plot] [Q5 verbetering] [2008-12-04 15:58:11] [547636b63517c1c2916a747d66b36ebf]
-             [Standard Deviation-Mean Plot] [verbetering Q5 ta...] [2008-12-07 10:16:36] [077ffec662d24c06be4c491541a44245]
-             [Standard Deviation-Mean Plot] [Q5 verbetering] [2008-12-08 19:10:43] [005293453b571dbccb80b45226e44173]
Feedback Forum
2008-12-04 16:14:42 [Olivier Uyttendaele] [reply] 

Bij deze vraag dien je de tijdreeks te interpreteren met de grafiek Box Jenkins maar ook opnieuw te reproducen en dit model te analyseren, nl. het Standard Deviation-Mean Plot]. Zie link : http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/04/t1228406332p1smdu9839tc51k.htm Belangrijk is hier zeker de seasonal period te veranderen in 12.

Het gemiddelde neemt jaar na jaar toe, dit is logisch want er is een lange termijn trend, de standaard fout neemt dan ook jaar na jaar toe. Naarmate het niveau stijgt, stijgt ook de volatiliteit. Dit kan je zien omdat de spreiding vergroot. (grafiek Box Jenkins)

Bij het standard deviation – Mean Plot is de gevonden lambda waarde dan gelijk aan -0.31… We kunnen de Lambda coëfficiënt berekenen wanneer we 1 verminderen met de beta coëfficiënt. Hier is dat 1 – 1.31 en dit geeft een optimale Lambda van-0.31. M.a.w. bij een transformatie met -0.31 krijg je een optimale variantie. Deze transformatie moeten we enkel uitvoeren als om de spreiding optimaal te stabiliseren.
2008-12-08 19:22:05 [Kim De Vos] [reply] 
grafiek van Standard Deviation-Mean Plot http://www.freestatistics.org/blog/date/2008/Dec/08/t1228763486b4hk3amupw7hvsp.htm

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242
209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306
315
301
356
348
355
422
465
467
404
347
305
336
340
318
362
348
363
435
491
505
404
359
310
337
360
342
406
396
420
472
548
559
463
407
362
405
417
391
419
461
472
535
622
606
508
461
390
432

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27419&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27419&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27419&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Univariate Dataseries
Name of dataseriesAirline
SourceBox-Jenkins
DescriptionAirline Passengers
Number of observations144

\begin{tabular}{lllllllll}
\hline
Univariate Dataseries \tabularnewline
Name of dataseries & Airline \tabularnewline
Source & Box-Jenkins \tabularnewline
Description & Airline Passengers \tabularnewline
Number of observations & 144 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27419&T=1

[TABLE]
[ROW][C]Univariate Dataseries[/C][/ROW]
[ROW][C]Name of dataseries[/C][C]Airline[/C][/ROW]
[ROW][C]Source[/C][C]Box-Jenkins[/C][/ROW]
[ROW][C]Description[/C][C]Airline Passengers[/C][/ROW]
[ROW][C]Number of observations[/C][C]144[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27419&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27419&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Univariate Dataseries
Name of dataseriesAirline
SourceBox-Jenkins
DescriptionAirline Passengers
Number of observations144


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Airline ; par2 = Box-Jenkins ; par3 = Airline Passengers ;
Parameters (R input):
par1 = Airline ; par2 = Box-Jenkins ; par3 = Airline Passengers ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
R code (references can be found in the software module):
bitmap(file='test1.png')
plot(x,col=2,type='b',main=main,xlab=xlab,ylab=ylab)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Univariate Dataseries',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Name of dataseries',header=TRUE)
a<-table.element(a,par1)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Source',header=TRUE)
a<-table.element(a,par2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,par3)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Number of observations',header=TRUE)
a<-table.element(a,length(x))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')