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Spreidings-en gemiddelde grafiek Goudkoers Brussel

*Unverified author*
R Software Module: /rwasp_smp.wasp (opens new window with default values)
Title produced by software: Standard Deviation-Mean Plot
Date of computation: Thu, 19 May 2011 14:30:20 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/19/t1305815200kskf9nzpgclqsh0.htm/, Retrieved Thu, 19 May 2011 16:26:43 +0200
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
KEYWORD: KDGP2W83
 
Dataseries X:
» Textbox « » Textfile « » CSV «
32819 32700 32242 32810 33865 32226 31077 31293 30236 30160 32436 30695 27525 26434 25739 25204 24977 24320 22680 22052 21467 21383 21777 21928 21814 22937 23595 20830 19650 19195 19644 18483 18079 19178 18391 18441 18584 20108 20148 19394 17745 17696 17032 16438 15683 15594 15713 15937 16171 15928 16348 15579 15305 15648 14954 15137 15839 16050 15168 17064 16005 14886 14931 14544 13812 13031 12574 11964 11451 11346 11353 10702 10646 10556 10463 10407 10625 10872 10805 10653 10574 10431 10383 10296 10872 10635 10297 10570 10662 10709 10413 10846 10371 9924 9828
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 216.218.223.82


Standard Deviation-Mean Plot
SectionMeanStandard DeviationRange
131879.91666666671166.731289335793705
223790.52161.454876192936142
320019.751861.2958889885516
4175061721.294438919314554
515765.9166666667601.0434046243452110
613049.91666666671750.673244956375303
710559.25172.765803118767576


Regression: S.E.(k) = alpha + beta * Mean(k)
alpha645.4938638515
beta0.0370879953170466
S.D.0.0423545841802254
T-STAT0.875654808915873
p-value0.421284965086895


Regression: ln S.E.(k) = alpha + beta * ln Mean(k)
alpha-7.11178585171747
beta1.4376689308096
S.D.0.887442993530035
T-STAT1.62001271213028
p-value0.16615512459958
Lambda-0.437668930809604
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2011/May/19/t1305815200kskf9nzpgclqsh0/1zo8b1305815417.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/19/t1305815200kskf9nzpgclqsh0/1zo8b1305815417.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/May/19/t1305815200kskf9nzpgclqsh0/2z0ud1305815417.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/19/t1305815200kskf9nzpgclqsh0/2z0ud1305815417.ps (open in new window)


 
Parameters (Session):
par1 = 12 ;
 
Parameters (R input):
par1 = 12 ;
 
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

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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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