Home » date » 2007 » Dec » 17 » attachments

autocorrelatie vervoer

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Mon, 17 Dec 2007 04:17:00 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Dec/17/t1197889239bbb51jc0s6hlcha.htm/, Retrieved Mon, 17 Dec 2007 12:00:41 +0100

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

101.17 101.93 102.05 102.08 102.14 102.15 95.42 95.43 95.43 95.43 95.43 95.57 95.71 94.58 94.6 94.61 94.62 94.66 94.66 94.69 94.79 94.79 94.79 94.79 94.8 95.46 95.49 95.74 95.74 95.74 95.75 95.83 95.83 95.84 95.81 95.81 95.8 97.06 97.15 97.14 97.48 97.48 97.48 97.5 97.63 97.86 97.87 97.87 97.84 98.72 100.49 100.54 100.54 100.54 100.55 100.59 100.60 100.62 100.68 100.68

Text written by user:

Output produced by software:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.8557	0
1	-0.038152	-0.2616	0.602597
2	-0.038575	-0.2645	0.603708
3	-0.032316	-0.2216	0.587188
4	-0.05004	-0.3431	0.633458
5	-0.277065	-1.8995	0.968175
6	-0.031389	-0.2152	0.584726
7	0.191847	1.3152	0.097405
8	-0.011809	-0.081	0.532091
9	0.007795	0.0534	0.478804
10	0.0054	0.037	0.485312
11	-0.028481	-0.1953	0.576982
12	-0.065089	-0.4462	0.671259
13	0.016128	0.1106	0.456216
14	-0.042111	-0.2887	0.612958
15	-0.001062	-0.0073	0.50289
16	-0.015417	-0.1057	0.541863
17	-0.011449	-0.0785	0.531114
18	-0.018786	-0.1288	0.550963
19	0.068509	0.4697	0.320379
20	0.001598	0.011	0.495652
21	-0.045818	-0.3141	0.622588
22	0.024489	0.1679	0.433695
23	-0.006244	-0.0428	0.516982
24	-0.047463	-0.3254	0.626836
25	0.033901	0.2324	0.408614
26	0.010327	0.0708	0.47193
27	-0.014142	-0.0969	0.538411
28	-0.00809	-0.0555	0.521998
29	-0.014169	-0.0971	0.538485
30	-0.013066	-0.0896	0.535497
31	-0.070787	-0.4853	0.685137
32	0.176249	1.2083	0.116487
33	-0.005468	-0.0375	0.514872
34	-0.05837	-0.4002	0.654576
35	-0.009848	-0.0675	0.52677
36	6.1e-05	4e-04	0.499835
37	-0.069777	-0.4784	0.682696
38	-0.02499	-0.1713	0.567648
39	-0.023317	-0.1599	0.56316
40	-0.004311	-0.0296	0.511726
41	-0.011075	-0.0759	0.5301
42	0.009789	0.0671	0.473389
43	0.014352	0.0984	0.461019
44	0.015897	0.109	0.456839
45	0.005664	0.0388	0.484594
46	0.006668	0.0457	0.481865
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.038152	-0.2616	0.602597
1	-0.040089	-0.2748	0.607676
2	-0.035485	-0.2433	0.595574
3	-0.054558	-0.374	0.644969
4	-0.286253	-1.9625	0.972177
5	-0.071865	-0.4927	0.687735
6	0.169832	1.1643	0.125087
7	-0.021327	-0.1462	0.557809
8	-0.022751	-0.156	0.561638
9	-0.073399	-0.5032	0.691412
10	-0.043662	-0.2993	0.616995
11	0.030655	0.2102	0.417226
12	0.020471	0.1403	0.444494
13	-0.096681	-0.6628	0.744657
14	-0.032322	-0.2216	0.587204
15	-0.044008	-0.3017	0.617896
16	-0.022544	-0.1546	0.561083
17	-0.013889	-0.0952	0.537727
18	0.034796	0.2385	0.406247
19	-0.022846	-0.1566	0.561895
20	-0.054275	-0.3721	0.64425
21	0.005595	0.0384	0.484783
22	-0.002309	-0.0158	0.506281
23	-0.022106	-0.1515	0.559905
24	0.029699	0.2036	0.41977
25	-0.048048	-0.3294	0.628341
26	-0.017725	-0.1215	0.5481
27	-0.001564	-0.0107	0.504256
28	-0.044356	-0.3041	0.618799
29	-0.005679	-0.0389	0.515445
30	-0.084826	-0.5815	0.718172
31	0.155407	1.0654	0.146066
32	0.015507	0.1063	0.457893
33	-0.092355	-0.6332	0.735149
34	-0.030732	-0.2107	0.582979
35	-0.015343	-0.1052	0.541662
36	0.015889	0.1089	0.456861
37	-0.00547	-0.0375	0.514878
38	-0.163217	-1.119	0.865578
39	-0.045092	-0.3091	0.620708
40	-0.004039	-0.0277	0.510987
41	-0.00797	-0.0546	0.521672
42	-0.004319	-0.0296	0.511749
43	-0.045743	-0.3136	0.622393
44	-0.040249	-0.2759	0.608095
45	0.045942	0.315	0.377092
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/17/t1197889239bbb51jc0s6hlcha/1xrp11197890217.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/17/t1197889239bbb51jc0s6hlcha/1xrp11197890217.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/17/t1197889239bbb51jc0s6hlcha/2zycn1197890217.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/17/t1197889239bbb51jc0s6hlcha/2zycn1197890217.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {

par1 = 10*log10(length(x))

} else {

par1 <- as.numeric(par1)

}

par2 <- as.numeric(par2)

par3 <- as.numeric(par3)

par4 <- as.numeric(par4)

par5 <- as.numeric(par5)

if (par2 == 0) {

x <- log(x)

} else {

x <- (x ^ par2 - 1) / par2

}

if (par3 > 0) x <- diff(x,lag=1,difference=par3)

if (par4 > 0) x <- diff(x,lag=par5,difference=par4)

bitmap(file='pic1.png')

racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')

dev.off()

bitmap(file='pic2.png')

rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')

dev.off()

(myacf <- c(racf$acf))

(mypacf <- c(rpacf$acf))

lengthx <- length(x)

sqrtn <- sqrt(lengthx)

load(file='createtable')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Autocorrelation Function',4,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Time lag k',header=TRUE)

a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)

a<-table.element(a,'T-STAT',header=TRUE)

a<-table.element(a,'P-value',header=TRUE)

a<-table.row.end(a)

for (i in 1:par1) {

a<-table.row.start(a)

a<-table.element(a,i-1,header=TRUE)

a<-table.element(a,round(myacf[i],6))

mytstat <- myacf[i]*sqrtn

a<-table.element(a,round(mytstat,4))

a<-table.element(a,round(1-pt(mytstat,lengthx),6))

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,'Partial Autocorrelation Function',4,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Time lag k',header=TRUE)

a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)

a<-table.element(a,'T-STAT',header=TRUE)

a<-table.element(a,'P-value',header=TRUE)

a<-table.row.end(a)

for (i in 1:par1) {

a<-table.row.start(a)

a<-table.element(a,i-1,header=TRUE)

a<-table.element(a,round(mypacf[i],6))

mytstat <- mypacf[i]*sqrtn

a<-table.element(a,round(mytstat,4))

a<-table.element(a,round(1-pt(mytstat,lengthx),6))

a<-table.row.end(a)

}

a<-table.end(a)

table.save(a,file='mytable1.tab')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by