Home » date » 2008 » Dec » 08 »

Opdracht 6 bis_Oefening 2_Stap 1_Evelien Verbist

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Mon, 08 Dec 2008 10:03:40 -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/08/t12287558608p2vk0oyd9ped11.htm/, Retrieved Mon, 08 Dec 2008 17:04:20 +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/08/t12287558608p2vk0oyd9ped11.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 «
0,60773 0,58933 0,60039 0,61342 0,6348 0,634 0,62915 0,62168 0,61328 0,6089 0,60857 0,62672 0,62291 0,62393 0,61838 0,62012 0,61659 0,6116 0,61573 0,61407 0,62823 0,64405 0,6387 0,63633 0,63059 0,62994 0,63709 0,64217 0,65711 0,66977 0,68255 0,68902 0,71322 0,70224 0,70045 0,69919 0,69693 0,69763 0,69278 0,70196 0,69215 0,6769 0,67124 0,66532 0,67157 0,66428 0,66576 0,66942 0,6813 0,69144 0,69862 0,695 0,69867 0,68968 0,69233 0,68293 0,68399 0,66895 0,68756 0,68527 0,6776 0,68137 0,67933 0,67922 0,68598 0,68297 0,68935 0,69463 0,6833 0,68666 0,68782 0,67669 0,67511 0,67254 0,67397 0,67286 0,66341 0,668 0,68021 0,67934 0,68136 0,67562 0,6744 0,67766 0,68887 0,69614 0,70896 0,72064
 
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
10.9266428.69270
20.8387767.86840
30.7557617.08970
40.6908536.48080
50.6542376.13730
60.6239225.85290
70.5932555.56520
80.5535855.19311e-06
90.503114.71964e-06
100.4462164.18593.4e-05
110.4021363.77240.000146
120.371773.48750.000382
130.3381373.1720.001042
140.321763.01840.001662
150.3057642.86830.002582
160.294332.76110.003506
170.2723272.55470.006174
180.2274782.13390.017815
190.1796911.68570.047703
200.1244221.16720.123144
210.073850.69280.245139
220.0383650.35990.359893
230.0062980.05910.476509
24-0.022415-0.21030.416973
25-0.05085-0.4770.317267
26-0.070201-0.65850.255953
27-0.096964-0.90960.182757
28-0.117153-1.0990.137385
29-0.145673-1.36650.087627
30-0.168753-1.5830.0585
31-0.171496-1.60880.055624
32-0.171181-1.60580.055948
33-0.153419-1.43920.076821
34-0.149259-1.40020.082489
35-0.144298-1.35360.08966
36-0.155263-1.45650.074407
37-0.163109-1.53010.06479
38-0.175285-1.64430.051839
39-0.190146-1.78370.038957
40-0.189164-1.77450.039718
41-0.187199-1.75610.041277
42-0.189189-1.77480.039699
43-0.183881-1.7250.044023
44-0.184797-1.73360.04325
45-0.171829-1.61190.055282
46-0.168605-1.58170.058658
47-0.171508-1.60890.055612
48-0.18332-1.71970.044502


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9266428.69270
2-0.140731-1.32020.0951
3-0.00331-0.03110.487648
40.075810.71120.239433
50.1429181.34070.091735
6-0.007552-0.07080.471842
7-0.007724-0.07250.471203
8-0.048198-0.45210.326142
9-0.058409-0.54790.292565
10-0.06067-0.56910.285357
110.0577340.54160.294735
120.0298750.28030.389969
13-0.085952-0.80630.211122
140.1128781.05890.146274
150.0024470.0230.490869
160.0446810.41910.338064
17-0.084298-0.79080.215597
18-0.134301-1.25990.105526
19-0.027886-0.26160.397122
20-0.103571-0.97160.16696
21-0.043954-0.41230.340551
220.022630.21230.416185
23-0.062667-0.58790.279063
24-0.013988-0.13120.447951
250.0163590.15350.439194
260.0786250.73760.231371
27-0.068168-0.63950.262088
280.0103110.09670.461583
29-0.087849-0.82410.206055
300.0201010.18860.425433
310.0673560.63190.264559
32-0.006672-0.06260.475118
330.0938060.880.190635
34-0.103713-0.97290.166632
350.1035080.9710.167106
36-0.096226-0.90270.184581
370.095720.89790.185837
38-0.124212-1.16520.123541
39-0.034873-0.32710.372172
400.0516250.48430.314694
41-0.003147-0.02950.488258
42-0.072008-0.67550.250566
430.0676730.63480.263594
44-0.027705-0.25990.397777
450.0967140.90730.183375
46-0.059488-0.5580.289115
47-0.061155-0.57370.283823
48-0.095015-0.89130.187595
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287558608p2vk0oyd9ped11/1q5j31228755816.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287558608p2vk0oyd9ped11/1q5j31228755816.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287558608p2vk0oyd9ped11/2epat1228755816.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287558608p2vk0oyd9ped11/2epat1228755816.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')
 




Copyright

Creative Commons License

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.


Privacy Policy

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