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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_boxcoxlin.wasp
Title produced by softwareBox-Cox Linearity Plot
Date of computationTue, 11 Nov 2008 07:39:44 -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/Nov/11/t1226414438z3qv6bha4g1jifw.htm/, Retrieved Mon, 20 May 2024 10:05:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=23541, Retrieved Mon, 20 May 2024 10:05:57 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Box-Cox Linearity Plot] [Q3] [2008-11-11 14:39:44] [541f63fa3157af9df10fc4d202b2a90b] [Current]
Feedback Forum
2008-11-22 11:16:48 [Kenny Simons] [reply
Een Box-Cox linearity plot is een manier om een tijdreeks te transformeren, zodat je een verband lineair kan maken. Om nu een verband lineair te maken, moet je gaan zoeken of er een lambda parameter bestaat, zodat je de tijdreeks op een juiste manier kan transformeren.

Grafisch moet je de lambdawaarde kiezen met de maximumwaarde, als je geen maximum kan aflezen, dan kan je uiteraard ook geen conclusies trekken.

Hier zien we grafisch zo goed als geen verschil op de 2 grafieken. Er is met andere woorden zo goed als geen transformatie gebeurd.

Post a new message
Dataseries X:
103,3
101,2
107,7
110,4
101,9
115,9
89,9
88,6
117,2
123,9
100
103,6
94,1
98,7
119,5
112,7
104,4
124,7
89,1
97
121,6
118,8
114
111,5
97,2
102,5
113,4
109,8
104,9
126,1
80
96,8
117,2
112,3
117,3
111,1
102,2
104,3
122,9
107,6
121,3
131,5
89
104,4
128,9
135,9
133,3
121,3
120,5
120,4
137,9
126,1
133,2
151,1
105
119
140,4
156,6
137,1
122,7
Dataseries Y:
93,5
98,8
106,2
98,3
102,1
117,1
101,5
80,5
105,9
109,5
97,2
114,5
93,5
100,9
121,1
116,5
109,3
118,1
108,3
105,4
116,2
111,2
105,8
122,7
99,5
107,9
124,6
115
110,3
132,7
99,7
96,5
118,7
112,9
130,5
137,9
115
116,8
140,9
120,7
134,2
147,3
112,4
107,1
128,4
137,7
135
151
137,4
132,4
161,3
139,8
146
166,5
143,3
121
152,6
154,4
154,6
158




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=23541&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=23541&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=23541&T=0

As an alternative you can also use a 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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Box-Cox Linearity Plot
# observations x60
maximum correlation0.819116809729895
optimal lambda(x)1.78
Residual SD (orginial)11.4122947001525
Residual SD (transformed)11.3396981479104

\begin{tabular}{lllllllll}
\hline
Box-Cox Linearity Plot \tabularnewline
# observations x & 60 \tabularnewline
maximum correlation & 0.819116809729895 \tabularnewline
optimal lambda(x) & 1.78 \tabularnewline
Residual SD (orginial) & 11.4122947001525 \tabularnewline
Residual SD (transformed) & 11.3396981479104 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=23541&T=1

[TABLE]
[ROW][C]Box-Cox Linearity Plot[/C][/ROW]
[ROW][C]# observations x[/C][C]60[/C][/ROW]
[ROW][C]maximum correlation[/C][C]0.819116809729895[/C][/ROW]
[ROW][C]optimal lambda(x)[/C][C]1.78[/C][/ROW]
[ROW][C]Residual SD (orginial)[/C][C]11.4122947001525[/C][/ROW]
[ROW][C]Residual SD (transformed)[/C][C]11.3396981479104[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=23541&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=23541&T=1

As an alternative you can also use a QR Code:  

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

Box-Cox Linearity Plot
# observations x60
maximum correlation0.819116809729895
optimal lambda(x)1.78
Residual SD (orginial)11.4122947001525
Residual SD (transformed)11.3396981479104



Parameters (Session):
Parameters (R input):
R code (references can be found in the software module):
n <- length(x)
c <- array(NA,dim=c(401))
l <- array(NA,dim=c(401))
mx <- 0
mxli <- -999
for (i in 1:401)
{
l[i] <- (i-201)/100
if (l[i] != 0)
{
x1 <- (x^l[i] - 1) / l[i]
} else {
x1 <- log(x)
}
c[i] <- cor(x1,y)
if (mx < abs(c[i]))
{
mx <- abs(c[i])
mxli <- l[i]
}
}
c
mx
mxli
if (mxli != 0)
{
x1 <- (x^mxli - 1) / mxli
} else {
x1 <- log(x)
}
r<-lm(y~x)
se <- sqrt(var(r$residuals))
r1 <- lm(y~x1)
se1 <- sqrt(var(r1$residuals))
bitmap(file='test1.png')
plot(l,c,main='Box-Cox Linearity Plot',xlab='Lambda',ylab='correlation')
grid()
dev.off()
bitmap(file='test2.png')
plot(x,y,main='Linear Fit of Original Data',xlab='x',ylab='y')
abline(r)
grid()
mtext(paste('Residual Standard Deviation = ',se))
dev.off()
bitmap(file='test3.png')
plot(x1,y,main='Linear Fit of Transformed Data',xlab='x',ylab='y')
abline(r1)
grid()
mtext(paste('Residual Standard Deviation = ',se1))
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Box-Cox Linearity Plot',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'# observations x',header=TRUE)
a<-table.element(a,n)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'maximum correlation',header=TRUE)
a<-table.element(a,mx)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'optimal lambda(x)',header=TRUE)
a<-table.element(a,mxli)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual SD (orginial)',header=TRUE)
a<-table.element(a,se)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual SD (transformed)',header=TRUE)
a<-table.element(a,se1)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')