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Autocorrelatie - gemiddelde bioscoopprijs (Jeroen Callebaut)

*Unverified author*
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 02:21:55 -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/t1228556944n4l2f3w9r2mvg4c.htm/, Retrieved Sat, 06 Dec 2008 09:49:04 +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/t1228556944n4l2f3w9r2mvg4c.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

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
5,6 5,6 5,6 5,6 5,6 5,67 5,67 5,67 5,67 5,67 5,67 5,67 5,67 5,67 5,82 5,82 5,95 5,95 5,95 5,95 5,95 5,95 6,02 6,02 6,05 6,05 6,05 6,12 6,12 6,12 6,12 6,12 6,12 6,12 6,12 6,17 6,17 6,17 6,17 6,17 6,28 6,27 6,28 6,28 6,27 6,27 6,28 6,59 6,59 6,59 6,59 6,59 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,63 6,79 6,79 6,79
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9556778.10920
20.9111667.73150
30.8644437.3350
40.8271087.01820
50.7898716.70230
60.754226.39980
70.7178816.09140
80.6781395.75420
90.6366765.40240
100.594235.04222e-06
110.5513024.6787e-06
120.5064264.29722.7e-05
130.4595943.89980.000107
140.4106273.48430.000422
150.3705663.14440.001209
160.3304362.80380.003243
170.2976412.52560.006876
180.2636352.2370.014191
190.2288431.94180.028037
200.1932051.63940.052747
210.1577181.33830.092508
220.1214941.03090.153017
230.0840730.71340.238958
240.045580.38680.350038
250.0073790.06260.475124
26-0.014929-0.12670.449775
27-0.038406-0.32590.372727
28-0.05777-0.49020.312744
29-0.077695-0.65930.255916
30-0.09935-0.8430.201006
31-0.121025-1.02690.153946
32-0.147244-1.24940.107782
33-0.167217-1.41890.080124
34-0.191764-1.62720.054035
35-0.217097-1.84210.034787
36-0.240242-2.03850.022586
37-0.263829-2.23870.014135
38-0.28458-2.41470.009144
39-0.30592-2.59580.005715
40-0.327191-2.77630.003501
41-0.341983-2.90180.00246
42-0.357432-3.03290.001683
43-0.375528-3.18650.001065
44-0.393623-3.340.000665
45-0.412308-3.49850.000403
46-0.427397-3.62660.000266
47-0.441896-3.74960.000177
48-0.439509-3.72940.00019


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9556778.10920
2-0.02482-0.21060.416896
3-0.048828-0.41430.339935
40.0836350.70970.240102
5-0.019653-0.16680.434012
6-0.008104-0.06880.472685
7-0.017616-0.14950.440798
8-0.061506-0.52190.301673
9-0.039896-0.33850.367974
10-0.03486-0.29580.384118
11-0.039086-0.33170.370558
12-0.053665-0.45540.325109
13-0.055756-0.47310.318786
14-0.058602-0.49730.310263
150.0678220.57550.283377
16-0.034048-0.28890.386742
170.0467350.39660.346432
18-0.019567-0.1660.434299
19-0.03981-0.33780.368249
20-0.015169-0.12870.448971
21-0.025396-0.21550.414998
22-0.045468-0.38580.350389
23-0.048655-0.41290.34047
24-0.054196-0.45990.323497
25-0.038305-0.3250.373051
260.1481121.25680.106449
27-0.053561-0.45450.325426
280.0068970.05850.476748
290.0125450.10640.457763
30-0.058908-0.49980.309353
310.0059080.05010.480077
32-0.083349-0.70720.24085
330.0282310.23950.405682
34-0.087412-0.74170.230336
35-0.065376-0.55470.290398
360.0018610.01580.493721
37-0.060845-0.51630.303617
38-0.021415-0.18170.42816
39-0.047206-0.40060.344966
40-0.012875-0.10920.456656
410.0428260.36340.358689
42-0.004238-0.0360.485705
43-0.073016-0.61960.268752
44-0.020866-0.17710.429982
45-0.042216-0.35820.360615
46-0.019303-0.16380.435178
47-0.016314-0.13840.445145
480.1357091.15150.126662
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228556944n4l2f3w9r2mvg4c/12yhp1228555308.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228556944n4l2f3w9r2mvg4c/12yhp1228555308.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228556944n4l2f3w9r2mvg4c/2l0jx1228555308.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228556944n4l2f3w9r2mvg4c/2l0jx1228555308.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')
 




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