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opgave 6bis -oef 2- Van der Steen Vicky

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Sun, 07 Dec 2008 08:41:18 -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/07/t1228664526kgn3nfdzt3fcoga.htm/, Retrieved Sun, 07 Dec 2008 15:42:06 +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/07/t1228664526kgn3nfdzt3fcoga.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 «
2,13 1,87 2,23 3 2,12 1,6 1,17 1,02 1,22 1,8 2,13 2,21 2,38 1,99 1,82 2,47 1,94 1,39 1,11 0,97 1,38 2,39 1,88 2,11 2,11 2,17 2,54 3,13 2,25 1,39 1,36 1,33 1,6 1,95 2,23 2,53 2,36 1,95 2,16 2,76 2,09 1,49 1,17 1,3 1,26 2,17 2,03 2,18 2,61 2,58 3,86 3,81 2,41 1,47 1,33 1,38 1,57 2,6 2,18 2,36 2,24 2,41 2,51 2,98 1,87 1,9 1,47 1,45 2,71 2,9 2,11 2,18 2,24 2,05 2,42 2,77 1,99 1,47 1,09 0,93 1,32 2,03 2,04 2,78 2,8 3,03 3,11 2,75 2,78 1,76 1,29 1,28 1,43 1,71 1,89 1,84
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6585376.45230
20.2349732.30230.011741
3-0.086939-0.85180.198216
4-0.316433-3.10040.001268
5-0.346434-3.39430.000501
6-0.282608-2.7690.003375
7-0.351956-3.44840.000419
8-0.336184-3.29390.000692
9-0.16104-1.57790.058943
100.0702950.68870.246321
110.39613.8819.5e-05
120.5772025.65540
130.3859163.78120.000136
140.1231211.20630.115327
15-0.055657-0.54530.293397
16-0.191536-1.87670.031801
17-0.175539-1.71990.044334
18-0.103452-1.01360.156657
19-0.234249-2.29520.01195
20-0.238192-2.33380.010846
21-0.143346-1.40450.081699
220.0777920.76220.223904
230.3742473.66690.000201
240.5170245.06581e-06
250.3275663.20950.000904
260.0598160.58610.279599
27-0.134278-1.31560.095713
28-0.269785-2.64330.004794
29-0.260913-2.55640.006072
30-0.242338-2.37440.009783
31-0.295739-2.89760.002329
32-0.247332-2.42340.008626
33-0.062167-0.60910.271945
340.1410311.38180.085117
350.3740113.66450.000203
360.4701644.60666e-06
370.2995312.93480.002088
380.1024241.00350.15906
39-0.096678-0.94720.172946
40-0.202495-1.9840.025053
41-0.234843-2.3010.011778
42-0.243248-2.38330.009563
43-0.322734-3.16210.001048
44-0.284806-2.79050.003174
45-0.130071-1.27440.102794
460.0483070.47330.318532
470.2614282.56150.00599
480.3225273.16010.001055


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6585376.45230
2-0.350853-3.43760.000435
3-0.130721-1.28080.101675
4-0.208715-2.0450.021797
50.0300940.29490.384368
6-0.103021-1.00940.157661
7-0.409008-4.00746.1e-05
8-0.034417-0.33720.368346
90.0968390.94880.172547
100.0926210.90750.183208
110.2852592.7950.003134
120.0575030.56340.287232
13-0.244381-2.39440.009294
140.0071120.06970.472296
150.1019860.99930.160092
16-0.015991-0.15670.437912
170.0317760.31130.378109
180.1133081.11020.134847
19-0.226968-2.22380.014252
200.1651111.61780.054499
21-0.073837-0.72350.23558
220.2767872.7120.003963
230.0873320.85570.197154
240.0413380.4050.343181
25-0.072874-0.7140.238474
26-0.116937-1.14570.127376
270.0533090.52230.301327
28-0.09703-0.95070.172074
29-0.099653-0.97640.16566
30-0.094105-0.9220.17941
310.0444870.43590.331951
320.0429010.42030.337586
330.0613460.60110.274607
34-0.127319-1.24750.10763
35-0.033988-0.3330.369926
360.0415030.40660.342586
370.0511170.50080.308814
38-0.010986-0.10760.457255
39-0.089152-0.87350.192284
400.0069280.06790.473012
41-0.089083-0.87280.192468
42-0.005827-0.05710.477296
43-0.09618-0.94240.174184
440.0447490.43840.331023
45-0.049703-0.4870.313688
46-0.085888-0.84150.201071
47-0.04237-0.41510.339482
48-0.120579-1.18140.120176
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228664526kgn3nfdzt3fcoga/10egu1228664474.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228664526kgn3nfdzt3fcoga/10egu1228664474.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228664526kgn3nfdzt3fcoga/2de361228664474.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228664526kgn3nfdzt3fcoga/2de361228664474.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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Software written by Ed van Stee & Patrick Wessa


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