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(Partial) Autocorrelation voor het aantal faillissementen in het Vlaamse Gewest

*The author of this computation has been verified*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sat, 06 Dec 2008 01:40:42 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/06/t12285529168dwb1bp5reu07pv.htm/, Retrieved Sat, 06 Dec 2008 08:41:56 +0000

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/06/t12285529168dwb1bp5reu07pv.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

Feedback Forum:

2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

293 301 362 330 328 405 232 159 336 361 329 339 290 328 375 294 340 364 248 145 380 305 291 319 334 318 362 296 300 342 215 185 343 333 316 252 320 324 343 295 301 367 196 182 342 361 334 330 345 323 366 323 316 358 235 169 430 409 407 341 326 374 364 349 300 385 304 196 443 414 325 388 356 386 444 387 327 448 225 182 460 411 342 361 377 331 428 340 352 461 221 198 422 329 320 375 364 351 380 319 322 386 221 187 344 342 365 313 356 337 389 326 343 357 220 218 391 425 332 298

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.003321	-0.0345	0.486266
2	0.099594	1.035	0.151488
3	-0.005642	-0.0586	0.476676
4	-0.047858	-0.4973	0.309977
5	0.070073	0.7282	0.234029
6	0.094323	0.9802	0.164582
7	0.220053	2.2869	0.012077
8	0.092588	0.9622	0.169049
9	0.16622	1.7274	0.043476
10	0.053319	0.5541	0.290325
11	0.051837	0.5387	0.295599
12	-0.251442	-2.6131	0.005126
13	0.034804	0.3617	0.359145
14	0.094322	0.9802	0.164583
15	0.135515	1.4083	0.080955
16	0.013967	0.1452	0.44243
17	0.00712	0.074	0.470578
18	0.016294	0.1693	0.432926
19	-0.086071	-0.8945	0.186529
20	0.135077	1.4038	0.08163
21	-0.014012	-0.1456	0.442249
22	-0.131226	-1.3637	0.087743
23	0.101026	1.0499	0.148056
24	-0.152358	-1.5834	0.058132
25	0.049546	0.5149	0.303837
26	-0.052163	-0.5421	0.294436
27	-0.068855	-0.7156	0.237904
28	-0.095991	-0.9976	0.16036
29	-0.083423	-0.867	0.193945
30	-0.01866	-0.1939	0.4233
31	-0.216898	-2.2541	0.013105
32	-0.121608	-1.2638	0.104514
33	-0.126754	-1.3173	0.095269
34	0.032544	0.3382	0.367933
35	-0.026454	-0.2749	0.391953
36	-0.094994	-0.9872	0.162873
37	-0.199256	-2.0707	0.020384
38	-0.101507	-1.0549	0.146913
39	-0.186046	-1.9334	0.027899
40	0.031981	0.3324	0.370132
41	0.016599	0.1725	0.431682
42	-0.108048	-1.1229	0.131992
43	0.140204	1.457	0.074002
44	-0.055825	-0.5802	0.28151
45	-0.092625	-0.9626	0.168953
46	-0.140632	-1.4615	0.073392
47	-0.211691	-2.2	0.01497
48	0.028551	0.2967	0.38363
49	0.065061	0.6761	0.250201
50	0.043229	0.4493	0.327075
51	0.00069	0.0072	0.497145
52	-0.074958	-0.779	0.218846
53	-0.065513	-0.6808	0.248718
54	-0.075964	-0.7894	0.215792
55	-0.005489	-0.057	0.477309
56	-0.042197	-0.4385	0.33094
57	0.051353	0.5337	0.29733
58	0.083324	0.8659	0.194225
59	0.063378	0.6586	0.255762
60	-0.014214	-0.1477	0.44142

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.003321	-0.0345	0.486266
2	0.099584	1.0349	0.151512
3	-0.005064	-0.0526	0.479064
4	-0.058386	-0.6068	0.27264
5	0.071816	0.7463	0.228543
6	0.107221	1.1143	0.133818
7	0.211357	2.1965	0.015097
8	0.082575	0.8581	0.196358
9	0.149237	1.5509	0.061923
10	0.06818	0.7085	0.240067
11	0.055005	0.5716	0.28438
12	-0.305226	-3.172	0.000986
13	-0.043133	-0.4483	0.327434
14	0.064709	0.6725	0.251358
15	0.087051	0.9047	0.18383
16	-0.13716	-1.4254	0.078462
17	-0.041494	-0.4312	0.333584
18	0.05397	0.5609	0.288021
19	0.021266	0.221	0.412754
20	0.128424	1.3346	0.092403
21	0.040812	0.4241	0.336158
22	-0.196601	-2.0431	0.021737
23	0.104369	1.0846	0.14025
24	-0.268451	-2.7898	0.003118
25	-0.000668	-0.0069	0.497237
26	-0.019073	-0.1982	0.421624
27	-0.024573	-0.2554	0.399462
28	-0.218528	-2.271	0.012565
29	-0.079302	-0.8241	0.20584
30	0.007758	0.0806	0.467947
31	-0.161583	-1.6792	0.048001
32	-0.090312	-0.9386	0.175027
33	-0.018473	-0.192	0.424061
34	-0.002204	-0.0229	0.490884
35	0.138096	1.4351	0.077068
36	-0.162439	-1.6881	0.047137
37	-0.112067	-1.1646	0.123366
38	0.039424	0.4097	0.341416
39	-0.036644	-0.3808	0.352045
40	-0.024509	-0.2547	0.399717
41	0.044743	0.465	0.32144
42	0.066591	0.692	0.2452
43	0.129634	1.3472	0.090368
44	0.050034	0.52	0.302074
45	-0.022769	-0.2366	0.406698
46	-0.052985	-0.5506	0.291511
47	-0.069588	-0.7232	0.235568
48	-0.041401	-0.4303	0.333933
49	-0.005471	-0.0569	0.477383
50	-0.037382	-0.3885	0.349209
51	-0.002072	-0.0215	0.491429
52	-0.015336	-0.1594	0.436834
53	0.004665	0.0485	0.48071
54	0.025782	0.2679	0.39463
55	0.010481	0.1089	0.456732
56	-0.002398	-0.0249	0.490083
57	0.034901	0.3627	0.358766
58	-0.019976	-0.2076	0.417967
59	-0.021157	-0.2199	0.413194
60	-0.079987	-0.8313	0.203832

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285529168dwb1bp5reu07pv/14svj1228552837.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285529168dwb1bp5reu07pv/14svj1228552837.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285529168dwb1bp5reu07pv/2pjh51228552837.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285529168dwb1bp5reu07pv/2pjh51228552837.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = -0.8 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.8 ; par3 = 0 ; 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 2:(par1+1)) {

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(abs(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,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(abs(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

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