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='Zwitserse Frank',ylab='Australische Dollar')
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='Zwitserse Frank',ylab='Australische Dollar')
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')
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