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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_edauni.wasp
Title produced by softwareUnivariate Explorative Data Analysis
Date of computationMon, 27 Oct 2008 05:06:36 -0600
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/Oct/27/t1225105639qqxo0ep9m70orxk.htm/, Retrieved Sun, 19 May 2024 16:32:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=19224, Retrieved Sun, 19 May 2024 16:32:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Explorative Data Analysis] [Investigating dis...] [2007-10-22 19:45:25] [b9964c45117f7aac638ab9056d451faa]
F   PD    [Univariate Explorative Data Analysis] [Q7] [2008-10-27 11:06:36] [54ae75b68e6a45c6d55fa4235827d5b3] [Current]
-   P       [Univariate Explorative Data Analysis] [Q7] [2008-11-01 09:49:13] [4396f984ebeab43316cd6baa88a4fd40]
Feedback Forum
2008-11-03 10:00:20 [66991d38d6a4b2d9fe97b6c889f3689c] [reply
voor de werkwijze voor het aantonen van de assumties kijk je best terug naar Q2.
2008-11-03 10:15:56 [66991d38d6a4b2d9fe97b6c889f3689c] [reply
er is inderdaad geen terugkerend patroon te zien.
2008-11-03 11:01:44 [Astrid Sniekers] [reply
Ik heb de oefening niet helemaal correct uitgevoerd, maar hieronder vindt u hoe het wel zou moeten.

Om de validiteit van een model na te gaan moeten de volgende 4 assumptie getest worden.

- Assumptie 1 (are the data autocorrelated? (the model assumes no autocorrelation))

http://www.freestatistics.org/blog/date/2008/Nov/01/t1225532983mo2tw5d732a6jrz.htm

Om autocorrelatie te kunnen aflezen, kijken we niet naar de Run Sequence Plot (eerste grafiek). Wel kijken we naar de laatste twee grafieken, namelijk: de Lag plot en de Autocorrelation Function.

De rechte lijn in de Lag plot-grafiek heeft een stijgend verloop. De puntenwolk ligt vrij dicht rond de lijn. Dit betekent dat de autocorrelatie redelijk positief is. Als de autocorrelatie nul was, betekent dit dat er geen autocorrelatie is en dat de tijdreeks random zou zijn.

Als we bij het aantal lags (# lags) 36 ingeven, zien we op Autocorrelation Function-grafiek (de laatste grafiek) dat de autocorrelatie sterk positief is!

 De tijdreeks heeft sterke positieve autocorrelatie en is niet random.

- Assumptie 2 (is the random component generated by a fixed distribution? (the model assumes a fixed distribution))
http://www.freestatistics.org/blog/date/2008/Nov/01/t1225532983mo2tw5d732a6jrz.htm

De uitleg van de student is goed.

Ik kon nog gezegd hebben:
Op de Normal Q-Q Plot-grafiek zien we dat de punten niet allemaal mooi op een rechte lijn liggen. Dit betekent dat we niet te maken hebben met een normale verdeling.

- Assumptie 3 (is the deterministic component constant? (the model assumes that the distribution has a fixed location))
http://www.freestatistics.org/blog/date/2008/Nov/01/t1225532983mo2tw5d732a6jrz.htm

We kijken naar de Run Sequence Plot-grafiek. We kijken naar de lange termijn trend. Blijft het niveau constant? We zien een vooruitgang. Dit betekent dat het niveau niet constant blijft. Er is een stijgende trend.

- Assumptie 4 (does the random component have a fixed variation? (the model assumes a distribution with fixed variation))


==> Besluit: het model is niet geldig, omdat niet aan alle validiteitvoorwaarden is voldaan.
2008-11-03 11:03:35 [Astrid Sniekers] [reply
Vraag Q10: Dit is helemaal juist.

Post a new message
Dataseries X:
1
1
1
1.001035197
1.000999001
1
1.005464481
1.006134969
1
1.001702128
1.00094697
1.001026694
1.004020101
1.002040816
1.001917546
1.001988072
1.003956479
1
1.027863777
1.030366492
1.039667897
1.011965812
1.041425819
1.045634921
1.036166365
1.027884615
1.029307282
1.023299161
1.029322548
1.04007286
1.056244042
1.060665362
1.02905569
1.029623699
1.034605146
1.04511895
1.043737575
1.038350911
1.03820598
1.038139535
1.034985423
1.037420382
1.069767442
1.067095588
1.043613707
1.044591247
1.052719665
1.05982906
1.057037718
1.051184834
1.047579299
1.049415993
1.056057866
1.044962531
1.068717949
1.068709378
1.043205027
1.052047782
1.041736227
1.049913941
1.057657658
1.048932384
1.052067381
1.050412466
1.0496633
1.046004843
1.076771654
1.071808511
1.05390625
1.051697531
1.058823529
1.064435146




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' @ 72.249.76.132

\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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19224&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19224&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19224&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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132







Descriptive Statistics
# observations72
minimum1
Q11.01050810125
median1.0407493395
mean1.03542678618056
Q31.05178509375
maximum1.076771654

\begin{tabular}{lllllllll}
\hline
Descriptive Statistics \tabularnewline
# observations & 72 \tabularnewline
minimum & 1 \tabularnewline
Q1 & 1.01050810125 \tabularnewline
median & 1.0407493395 \tabularnewline
mean & 1.03542678618056 \tabularnewline
Q3 & 1.05178509375 \tabularnewline
maximum & 1.076771654 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19224&T=1

[TABLE]
[ROW][C]Descriptive Statistics[/C][/ROW]
[ROW][C]# observations[/C][C]72[/C][/ROW]
[ROW][C]minimum[/C][C]1[/C][/ROW]
[ROW][C]Q1[/C][C]1.01050810125[/C][/ROW]
[ROW][C]median[/C][C]1.0407493395[/C][/ROW]
[ROW][C]mean[/C][C]1.03542678618056[/C][/ROW]
[ROW][C]Q3[/C][C]1.05178509375[/C][/ROW]
[ROW][C]maximum[/C][C]1.076771654[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19224&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19224&T=1

As an alternative you can also use a QR Code:  

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

Descriptive Statistics
# observations72
minimum1
Q11.01050810125
median1.0407493395
mean1.03542678618056
Q31.05178509375
maximum1.076771654



Parameters (Session):
par1 = 0 ; par2 = 12 ;
Parameters (R input):
par1 = 0 ; par2 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
par2 <- as.numeric(par2)
x <- as.ts(x)
library(lattice)
bitmap(file='pic1.png')
plot(x,type='l',main='Run Sequence Plot',xlab='time or index',ylab='value')
grid()
dev.off()
bitmap(file='pic2.png')
hist(x)
grid()
dev.off()
bitmap(file='pic3.png')
if (par1 > 0)
{
densityplot(~x,col='black',main=paste('Density Plot bw = ',par1),bw=par1)
} else {
densityplot(~x,col='black',main='Density Plot')
}
dev.off()
bitmap(file='pic4.png')
qqnorm(x)
grid()
dev.off()
if (par2 > 0)
{
bitmap(file='lagplot.png')
dum <- cbind(lag(x,k=1),x)
dum
dum1 <- dum[2:length(x),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Lag plot, lowess, and regression line'))
lines(lowess(z))
abline(lm(z))
dev.off()
bitmap(file='pic5.png')
acf(x,lag.max=par2,main='Autocorrelation Function')
grid()
dev.off()
}
summary(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Descriptive Statistics',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'# observations',header=TRUE)
a<-table.element(a,length(x))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'minimum',header=TRUE)
a<-table.element(a,min(x))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Q1',header=TRUE)
a<-table.element(a,quantile(x,0.25))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'median',header=TRUE)
a<-table.element(a,median(x))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'mean',header=TRUE)
a<-table.element(a,mean(x))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Q3',header=TRUE)
a<-table.element(a,quantile(x,0.75))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'maximum',header=TRUE)
a<-table.element(a,max(x))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')