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Data:
11554.5 13182.1 14800.1 12150.7 14478.2 13253.9 12036.8 12653.2 14035.4 14571.4 15400.9 14283.2 14485.3 14196.3 15559.1 13767.4 14634 14381.1 12509.9 12122.3 13122.3 13908.7 13456.5 12441.6 12953 13057.2 14350.1 13830.2 13755.5 13574.4 12802.6 11737.3 13850.2 15081.8 13653.3 14019.1 13962 13768.7 14747.1 13858.1 13188 13693.1 12970 11392.8 13985.2 14994.7 13584.7 14257.8 13553.4 14007.3 16535.8 14721.4 13664.6 16805.9 13829.4 13735.6 15870.5 15962.4 15744.1 16083.7 14863.9 15533.1 17473.1 15925.5 15573.7 17495 14155.8 14913.9 17250.4 15879.8 17647.8 17749.9 17111.8 16934.8 20280 16238.2 17896.1 18089.3 15660 16162.4 17850.1 18520.4 18524.7 16843.7
Type of transformation
1
Full Box-Cox transform
Simple Box-Cox transform
Minimum lambda
Include Monthly Dummies
-2
-8
-7
-6
-5
-4
-3
-2
-1
Maximum lambda
Linear Trend
2
1
2
3
4
5
6
7
8
Constant term to be added before analysis is performed
(?)
Display table with original and transformed data?
No
Yes
Chart options
R Code
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(qnorm(ppoints(x), mean=0, sd=1),x1) if (mx < c[i]) { mx <- c[i] mxli <- l[i] } } c mx mxli if (mxli != 0) { x1 <- (x^mxli - 1) / mxli } else { x1 <- log(x) } bitmap(file='test1.png') plot(l,c,main='Box-Cox Normality Plot',xlab='Lambda',ylab='correlation') mtext(paste('Optimal Lambda =',mxli)) grid() dev.off() bitmap(file='test2.png') hist(x,main='Histogram of Original Data',xlab='X',ylab='frequency') grid() dev.off() bitmap(file='test3.png') hist(x1,main='Histogram of Transformed Data',xlab='X',ylab='frequency') grid() dev.off() bitmap(file='test4.png') qqnorm(x) qqline(x) grid() mtext('Original Data') dev.off() bitmap(file='test5.png') qqnorm(x1) qqline(x1) grid() mtext('Transformed Data') dev.off() load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Box-Cox Normality 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',header=TRUE) a<-table.element(a,mxli) a<-table.row.end(a) a<-table.end(a) table.save(a,file='mytable.tab')
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Raw Input
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Raw Output
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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