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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_smp.wasp
Title produced by softwareStandard Deviation-Mean Plot
Date of computationSun, 20 Dec 2009 03:58:55 -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/2009/Dec/20/t1261306836oxvfx0ghas4gqxd.htm/, Retrieved Sat, 27 Apr 2024 06:13:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69832, Retrieved Sat, 27 Apr 2024 06:13:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsHeteroskedasticiteit endogene tijdreeks
Estimated Impact128

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Standard Deviation-Mean Plot] [Identifying Integ...] [2009-11-22 12:50:05] [b98453cac15ba1066b407e146608df68]
-    D        [Standard Deviation-Mean Plot] [Standard deviatio...] [2009-11-24 16:43:36] [e2a6b1b31bd881219e1879835b4c60d0]
-    D            [Standard Deviation-Mean Plot] [Heteroskedasticity] [2009-12-20 10:58:55] [98a394f1ba36b7d222077a0ff8e761bd] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
31956
29506
34506
27165
26736
23691
18157
17328
18205
20995
17382
9367
31124
26551
30651
25859
25100
25778
20418
18688
20424
24776
19814
12738
31566
30111
30019
31934
25826
26835
20205
17789
20520
22518
15572
11509
25447
24090
27786
26195
20516
22759
19028
16971
20036
22485
18730

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=69832&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=69832&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69832&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






Standard Deviation-Mean Plot
SectionMeanStandard DeviationRange
122668.83333333335025.7197554784215936
223242.16666666676893.0083132156923808
322208.08333333336395.8882737744921757
424429.08333333336043.1840261771319196
521242.16666666674651.5477938840816277

\begin{tabular}{lllllllll}
\hline
Standard Deviation-Mean Plot \tabularnewline
Section & Mean & Standard Deviation & Range \tabularnewline
1 & 22668.8333333333 & 5025.71975547842 & 15936 \tabularnewline
2 & 23242.1666666667 & 6893.00831321569 & 23808 \tabularnewline
3 & 22208.0833333333 & 6395.88827377449 & 21757 \tabularnewline
4 & 24429.0833333333 & 6043.18402617713 & 19196 \tabularnewline
5 & 21242.1666666667 & 4651.54779388408 & 16277 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69832&T=1

[TABLE]
[ROW][C]Standard Deviation-Mean Plot[/C][/ROW]
[ROW][C]Section[/C][C]Mean[/C][C]Standard Deviation[/C][C]Range[/C][/ROW]
[ROW][C]1[/C][C]22668.8333333333[/C][C]5025.71975547842[/C][C]15936[/C][/ROW]
[ROW][C]2[/C][C]23242.1666666667[/C][C]6893.00831321569[/C][C]23808[/C][/ROW]
[ROW][C]3[/C][C]22208.0833333333[/C][C]6395.88827377449[/C][C]21757[/C][/ROW]
[ROW][C]4[/C][C]24429.0833333333[/C][C]6043.18402617713[/C][C]19196[/C][/ROW]
[ROW][C]5[/C][C]21242.1666666667[/C][C]4651.54779388408[/C][C]16277[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69832&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69832&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:

Standard Deviation-Mean Plot
SectionMeanStandard DeviationRange
122668.83333333335025.7197554784215936
223242.16666666676893.0083132156923808
322208.08333333336395.8882737744921757
424429.08333333336043.1840261771319196
521242.16666666674651.5477938840816277






Regression: S.E.(k) = alpha + beta * Mean(k)
alpha-3962.78112264399
beta0.429063281084947
S.D.0.38378223286928
T-STAT1.11798630665399
p-value0.345032225755363

\begin{tabular}{lllllllll}
\hline
Regression: S.E.(k) = alpha + beta * Mean(k) \tabularnewline
alpha & -3962.78112264399 \tabularnewline
beta & 0.429063281084947 \tabularnewline
S.D. & 0.38378223286928 \tabularnewline
T-STAT & 1.11798630665399 \tabularnewline
p-value & 0.345032225755363 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69832&T=2

[TABLE]
[ROW][C]Regression: S.E.(k) = alpha + beta * Mean(k)[/C][/ROW]
[ROW][C]alpha[/C][C]-3962.78112264399[/C][/ROW]
[ROW][C]beta[/C][C]0.429063281084947[/C][/ROW]
[ROW][C]S.D.[/C][C]0.38378223286928[/C][/ROW]
[ROW][C]T-STAT[/C][C]1.11798630665399[/C][/ROW]
[ROW][C]p-value[/C][C]0.345032225755363[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69832&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69832&T=2

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


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

Regression: S.E.(k) = alpha + beta * Mean(k)
alpha-3962.78112264399
beta0.429063281084947
S.D.0.38378223286928
T-STAT1.11798630665399
p-value0.345032225755363






Regression: ln S.E.(k) = alpha + beta * ln Mean(k)
alpha-9.76023899972568
beta1.83573742326266
S.D.1.50208622936639
T-STAT1.22212519319680
p-value0.308925114608067
Lambda-0.83573742326266

\begin{tabular}{lllllllll}
\hline
Regression: ln S.E.(k) = alpha + beta * ln Mean(k) \tabularnewline
alpha & -9.76023899972568 \tabularnewline
beta & 1.83573742326266 \tabularnewline
S.D. & 1.50208622936639 \tabularnewline
T-STAT & 1.22212519319680 \tabularnewline
p-value & 0.308925114608067 \tabularnewline
Lambda & -0.83573742326266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69832&T=3

[TABLE]
[ROW][C]Regression: ln S.E.(k) = alpha + beta * ln Mean(k)[/C][/ROW]
[ROW][C]alpha[/C][C]-9.76023899972568[/C][/ROW]
[ROW][C]beta[/C][C]1.83573742326266[/C][/ROW]
[ROW][C]S.D.[/C][C]1.50208622936639[/C][/ROW]
[ROW][C]T-STAT[/C][C]1.22212519319680[/C][/ROW]
[ROW][C]p-value[/C][C]0.308925114608067[/C][/ROW]
[ROW][C]Lambda[/C][C]-0.83573742326266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69832&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69832&T=3

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


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

Regression: ln S.E.(k) = alpha + beta * ln Mean(k)
alpha-9.76023899972568
beta1.83573742326266
S.D.1.50208622936639
T-STAT1.22212519319680
p-value0.308925114608067
Lambda-0.83573742326266


Figures (Output of Computation)

Input Parameters & R Code

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')