Home » date » 2008 » May » 11 » attachments

Referentiewisselkoersen - Sam De Cock

R Software Module: rwasp_smp.wasp (opens new window with default values)
Title produced by software: Standard Deviation-Mean Plot
Date of computation: Sun, 11 May 2008 14:55:13 -0600
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/May/11/t1210539350jkj9th9qdx83ikb.htm/, Retrieved Sun, 11 May 2008 22:55:50 +0200
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1,327 1,3231 1,3106 1,3084 1,3006 1,3018 1,2988 1,2984 1,2893 1,2941 1,2953 1,2909 1,2922 1,2958 1,2936 1,304 1,3005 1,2978 1,2901 1,2921 1,2972 1,2954 1,302 1,302 1,2925 1,2955 1,2987 1,2991 1,3007 1,2956 1,3022 1,3082 1,3137 1,3119 1,3132 1,3145 1,3145 1,3106 1,3134 1,316 1,323 1,3211 1,3225 1,3163 1,3083 1,31 1,3135 1,3152 1,3155 1,3156 1,3218 1,3183 1,3226 1,3325 1,3303 1,3296 1,3293 1,3351 1,3327 1,3265 1,3347 1,3348 1,3352 1,3318 1,3366 1,3358 1,3352 1,3373 1,3426 1,3418 1,3467 1,3532 1,355 1,3549 1,3577 1,3601 1,3606 1,3557 1,3582 1,3649 1,3596 1,3643 1,3605 1,3588 1,3613 1,3561 1,3615 1,3558 1,3535 1,3527 1,3486 1,3549 1,3538 1,3574 1,3516 1,3477 1,3444 1,3454 1,349 1,3448 1,3441 1,3453 1,3509 1,342 1,3453 1,3436 1,3482 1,3532 1,3513 1,347 1,3349 1,3355 1,3345 1,3287 1,3304 1,3314 1,3404 1,3403 1,3427 1,3397 1,3441 1,3461 1,346 1,3438 1,3467 1,3505 1,3588 1,3601 1,3618 1,364 1,3596 1,3621 1,3666 1,3753 1,3788 1,3782 1,3781 1,3771 1,3779 1,382 1,3803 1,3821 1,3833 1,3743 1,3722 1,3651 1,3659 1,3707 1,3663 1,3664 1,3694 1,3818 1,3794 1,3794 1,3729 1,365 1,3651 1,3591 1,3476 1,3405 1,3454 1,3476 1,3508 1,3493 1,3574 1,3615 1,3658 1,3664 1,3631 1,361 1,3705 1,3632 1,358 1,3588 1,3669 1,3696 1,3795 1,3824 1,3885 1,3897 1,386 1,3877 1,3867 1,3975 1,403 1,4049 1,4113 1,4106 1,4127 1,418 1,4179 1,4232 1,4165 1,4195 1,4109 1,4136 1,4089 1,4037 1,4146 1,4199 1,4173 1,4226 1,415 1,42 1,4299 1,4288 1,4166 1,4254 1,423 1,4309 1,4384 1,4391 1,4407 1,4447 1,4423 1,4479 1,4488 1,4547 1,4722 1,4666 1,4683 1,4579 1,4607 1,47 1,4639 1,4651 1,4654 1,4785 1,4814 1,4829 1,4809 1,4845 1,4874 1,4747 1,4738 1,4761 1,4666 1,4741 1,472 1,4554 1,4649 1,4718 1,4672 1,4675 1,4683 1,4509 1,4393 1,4416 1,4385 1,4349 1,438 1,4398 1,4516 1,4692 1,4721
 
Text written by user:
 
Output produced by software:


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


Standard Deviation-Mean Plot
SectionMeanStandard DeviationRange
11.3172750.009162013970738070.0185999999999999
21.29990.001587450786638790.00340000000000007
31.29240.002778488797889980.006
41.29640.005278888771954440.0118000000000000
51.2951250.004845874534075340.0104000000000000
61.299150.003371943060017480.00659999999999994
71.296450.003087069808086590.00659999999999994
81.3016750.005186761995696330.0125999999999999
91.3133250.001090489186863690.00259999999999994
101.3136250.002280898945591440.00540000000000007
111.3207250.003057640702676900.00669999999999993
121.311750.003158586181611360.0068999999999999
131.31780.002965355515504610.0063000000000002
141.328750.004282133424668910.00990000000000002
151.33090.00377712412645740.00859999999999994
161.3341250.001564981363041260.00339999999999985
171.3362250.0009178779875342730.00209999999999999
181.3460750.005212405075074860.0113999999999999
191.3569250.002482438317461320.00520000000000009
201.359850.003916205646626190.0092000000000001
211.36080.002434474618201400.00550000000000006
221.3586750.003149999999999980.00570000000000004
231.3524250.002707243370416950.00629999999999997
241.3526250.004061506288722630.00970000000000004
251.34590.002107130750570530.00459999999999994
261.3455750.003802959373961250.0088999999999999
271.3475750.004203470788130550.00960000000000005
281.3421750.00824676704331260.0164000000000000
291.331250.002436527583809940.00580000000000003
301.3407750.001320037878244430.00300000000000011
311.3450.001219289410544790.00229999999999997
321.3540250.006475273481998030.0134000000000001
331.3618750.001802544497832700.00440000000000018
341.3747250.005628128759484220.0122
351.3787750.002192981228069780.0048999999999999
361.380.003994996871087610.0089999999999999
371.3684750.003504639781775080.0071000000000001
381.3709750.007358611735012640.0154999999999998
391.3741750.006841235268575390.0144000000000000
401.3530750.01109064921454100.0246000000000000
411.3482750.002320021551624070.00540000000000007
421.3627750.004195533339159660.00900000000000012
431.364450.004158926143449410.00950000000000006
441.3633250.005801939330947830.0115999999999998
451.3850250.004876730462102660.0102000000000000
461.3894750.005395291156802080.0115000000000001
471.407450.004125126260693930.00829999999999997
481.417950.004286801449410330.0105000000000000
491.4151250.003706188518320850.00859999999999994
501.4117750.007011122116561180.0162
511.4187250.003293807320816860.00760000000000005
521.4251750.0060290270082880.0132999999999999
531.432850.007542987913729290.0161
541.44390.003132624033192170.00719999999999987
551.4605750.01071770342315300.0233999999999999
561.4642250.005842017345632090.0121
571.4682250.006880588637609380.0145999999999999
581.4824250.001623524971576700.00359999999999983
591.4780.006337717780610560.0136000000000001
601.4670250.008369139740737970.0186999999999999
611.467850.002878078062411290.0068999999999999
621.4500250.01317507115730310.0289999999999999
631.43780.002076856599125970.0048999999999999


Regression: S.E.(k) = alpha + beta * Mean(k)
alpha-0.0187013094929634
beta0.0168835822350529
S.D.0.00580115427991047
T-STAT2.91038324795482
p-value0.00503300846337504


Regression: ln S.E.(k) = alpha + beta * ln Mean(k)
alpha-7.14391792948849
beta4.98046988493984
S.D.1.85188030910744
T-STAT2.6894124098875
p-value0.00921851489043492
Lambda-3.98046988493984
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/11/t1210539350jkj9th9qdx83ikb/1fjzy1210539307.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/11/t1210539350jkj9th9qdx83ikb/1fjzy1210539307.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/11/t1210539350jkj9th9qdx83ikb/2y9fn1210539307.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/11/t1210539350jkj9th9qdx83ikb/2y9fn1210539307.ps (open in new window)


 
Parameters (Session):
par1 = 4 ;
 
Parameters (R input):
par1 = 4 ;
 
R code (references can be found in the software module):
par1 <- as.numeric(par1)
(n <- length(x))
(np <- floor(n / par1))
arr <- array(NA,dim=c(par1,np))
j <- 0
k <- 1
for (i in 1:(np*par1))
{
j = j + 1
arr[j,k] <- x[i]
if (j == par1) {
j = 0
k=k+1
}
}
arr
arr.mean <- array(NA,dim=np)
arr.sd <- array(NA,dim=np)
arr.range <- array(NA,dim=np)
for (j in 1:np)
{
arr.mean[j] <- mean(arr[,j],na.rm=TRUE)
arr.sd[j] <- sd(arr[,j],na.rm=TRUE)
arr.range[j] <- max(arr[,j],na.rm=TRUE) - min(arr[,j],na.rm=TRUE)
}
arr.mean
arr.sd
arr.range
(lm1 <- lm(arr.sd~arr.mean))
(lnlm1 <- lm(log(arr.sd)~log(arr.mean)))
(lm2 <- lm(arr.range~arr.mean))
bitmap(file='test1.png')
plot(arr.mean,arr.sd,main='Standard Deviation-Mean Plot',xlab='mean',ylab='standard deviation')
dev.off()
bitmap(file='test2.png')
plot(arr.mean,arr.range,main='Range-Mean Plot',xlab='mean',ylab='range')
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Standard Deviation-Mean Plot',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Section',header=TRUE)
a<-table.element(a,'Mean',header=TRUE)
a<-table.element(a,'Standard Deviation',header=TRUE)
a<-table.element(a,'Range',header=TRUE)
a<-table.row.end(a)
for (j in 1:np) {
a<-table.row.start(a)
a<-table.element(a,j,header=TRUE)
a<-table.element(a,arr.mean[j])
a<-table.element(a,arr.sd[j] )
a<-table.element(a,arr.range[j] )
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,'Regression: S.E.(k) = alpha + beta * Mean(k)',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'alpha',header=TRUE)
a<-table.element(a,lm1$coefficients[[1]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'beta',header=TRUE)
a<-table.element(a,lm1$coefficients[[2]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,summary(lm1)$coefficients[2,2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,summary(lm1)$coefficients[2,3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=TRUE)
a<-table.element(a,summary(lm1)$coefficients[2,4])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Regression: ln S.E.(k) = alpha + beta * ln Mean(k)',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'alpha',header=TRUE)
a<-table.element(a,lnlm1$coefficients[[1]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'beta',header=TRUE)
a<-table.element(a,lnlm1$coefficients[[2]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,summary(lnlm1)$coefficients[2,2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,summary(lnlm1)$coefficients[2,3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=TRUE)
a<-table.element(a,summary(lnlm1)$coefficients[2,4])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Lambda',header=TRUE)
a<-table.element(a,1-lnlm1$coefficients[[2]])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable2.tab')
 





Copyright

Creative Commons License

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.


Privacy Policy

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