Free Statistics

of Irreproducible Research!

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 13:13:58 -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/t1225134917oxgdsj5ycfwcjvd.htm/, Retrieved Sun, 19 May 2024 13:35:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=19435, Retrieved Sun, 19 May 2024 13:35:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Explorative Data Analysis] [Investigation Dis...] [2007-10-21 17:06:37] [b9964c45117f7aac638ab9056d451faa]
F    D  [Univariate Explorative Data Analysis] [Q2 Univariate exp...] [2008-10-27 18:42:20] [d134696a922d84037f02d49ded84b0bd]
F    D      [Univariate Explorative Data Analysis] [Univariate explor...] [2008-10-27 19:13:58] [db9a5fd0f9c3e1245d8075d8bb09236d] [Current]
-    D        [Univariate Explorative Data Analysis] [Univariate explor...] [2008-10-27 19:16:43] [d134696a922d84037f02d49ded84b0bd]
-   PD        [Univariate Explorative Data Analysis] [Q7] [2008-11-03 18:58:29] [d134696a922d84037f02d49ded84b0bd]
Feedback Forum
2008-11-03 19:05:34 [Stijn Van de Velde] [reply
Om te zien of de tijdreeks voldoet aan de voorwaarde 'tijdreeks = constante + random component' moeten we deze aan 4 voorwaarden onderwerpen, namelijk:

1. random drawings;
2. from a fixed distribution;
3. with the distribution having fixed location; and
4. with the distribution having fixed variation.

Om al deze voorwaarden te kunnen testen moest ik eerst als lag 36 invullen. Dat had ik niet gedaan dus op onderstaande link staat de nieuwe berekening.
link:http://www.freestatistics.org/blog/date/2008/Nov/03/t1225738753dbctr152l7qt31j.htm

1) De gegevens lijken mij niet random. De auto correlatie grafiek kent heel wat pieken, die niet altijd seizoensgebonden lijken te zijn. Ook de lagplot vertoond niet echt een 'punten wolk'.

2) Aan deze voorwaarde is ook niet voldaan. De gegevens zijn niet mooi symmetrisch verdeeld. Dat zie je aan het histogram en het density plot, maar ook aan het Q-Q plot, waar de gegevens niet mooi op 1 lijn liggen.

3) De run sequence plot kent op lange termijn duidelijk een stijgend verloop. Deze is dus niet constant en zo ook is aan deze voorwaarde niet voldaan.

4) Daarenboven fluctueren de waarde op de y-as steeds anders. Dus aan deze voorwaarde is ook niet voldaan.

Conclusie: het is duidelijk dat men hier niet kan spreken van 'tijdreeks = constante + random component'
  2008-11-03 19:07:41 [Stijn Van de Velde] [reply
Q10:

Ik denk inderdaad dat we hier wel van seizoensgebondenheid kunnen spreken. Dit kan je aan zowel de run sequence plot als aan de autocorrelatie grafiek zien.

Post a new message
Dataseries X:
9097,4
12639,8
13040,1
11687,3
11191,7
11391,9
11793,1
13933,2
12778,1
11810,3
13698,4
11956,6
10723,8
13938,9
13979,8
13807,4
12973,9
12509,8
12934,1
14908,3
13772,1
13012,6
14049,9
11816,5
11593,2
14466,2
13615,9
14733,9
13880,7
13527,5
13584
16170,2
13260,6
14741,9
15486,5
13154,5
12621,2
15031,6
15452,4
15428
13105,9
14716,8
14180
16202,2
14392,4
15140,6
15960,1
14351,3
13230,2
15202,1
17157,3
16159,1
13405,7
17224,7
17338,4
17370,6
18817,8
16593,2
17979,5
17015,2




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

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19435&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19435&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19435&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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Descriptive Statistics
# observations60
minimum9097.4
Q112963.95
median13906.95
mean14095.6066666667
Q315258.575
maximum18817.8

\begin{tabular}{lllllllll}
\hline
Descriptive Statistics \tabularnewline
# observations & 60 \tabularnewline
minimum & 9097.4 \tabularnewline
Q1 & 12963.95 \tabularnewline
median & 13906.95 \tabularnewline
mean & 14095.6066666667 \tabularnewline
Q3 & 15258.575 \tabularnewline
maximum & 18817.8 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19435&T=1

[TABLE]
[ROW][C]Descriptive Statistics[/C][/ROW]
[ROW][C]# observations[/C][C]60[/C][/ROW]
[ROW][C]minimum[/C][C]9097.4[/C][/ROW]
[ROW][C]Q1[/C][C]12963.95[/C][/ROW]
[ROW][C]median[/C][C]13906.95[/C][/ROW]
[ROW][C]mean[/C][C]14095.6066666667[/C][/ROW]
[ROW][C]Q3[/C][C]15258.575[/C][/ROW]
[ROW][C]maximum[/C][C]18817.8[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19435&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19435&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
# observations60
minimum9097.4
Q112963.95
median13906.95
mean14095.6066666667
Q315258.575
maximum18817.8



Parameters (Session):
par1 = 0 ; par2 = 0 ;
Parameters (R input):
par1 = 0 ; par2 = 0 ;
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')