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Opdracht 6 bis_Oefening 2_Stap 2_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 10:05:27 -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/t1228755970xtdv3uaut4q9xjy.htm/, Retrieved Mon, 08 Dec 2008 17:06:12 +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/t1228755970xtdv3uaut4q9xjy.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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.114811.07090.143594
20.1238061.15480.12567
3-0.085988-0.8020.212357
4-0.111271-1.03790.151103
5-0.074638-0.69620.244087
6-0.0598-0.55780.289215
7-0.006615-0.06170.47547
80.0765440.7140.238584
90.0250690.23380.407834
10-0.086647-0.80820.210592
110.0019770.01840.492664
12-0.085058-0.79340.214862
13-0.251698-2.34770.01058
14-0.056459-0.52660.299899
15-0.085033-0.79310.214929
160.08390.78260.218002
170.152461.4220.079294
180.0680420.63460.263661
190.0987280.92090.179833
20-0.057499-0.53630.296555
21-0.035882-0.33470.369334
22-0.053098-0.49530.310832
23-0.109671-1.02290.154585
24-0.011424-0.10660.457695
25-0.148284-1.38310.085087
260.1315231.22680.111611
27-0.026656-0.24860.402117
280.1664291.55230.062105
290.0058750.05480.478213
30-0.008349-0.07790.469052
31-0.124036-1.15690.125234
32-0.018784-0.17520.430662
330.0007040.00660.497389
34-0.010347-0.09650.461668
350.1198971.11830.133253
36-0.039775-0.3710.35577
370.0240470.22430.411528
380.0473520.44170.329911
39-0.053722-0.50110.308789
40-0.001939-0.01810.492805
41-0.056953-0.53120.298308
42-0.147147-1.37250.086719
43-0.043369-0.40450.343412
44-0.091116-0.84990.198865
450.0042880.040.484093
460.0333130.31070.378375
470.0040580.03790.484947
480.0114920.10720.457442


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.114811.07090.143594
20.1121021.04560.149316
3-0.114406-1.06710.144438
4-0.107721-1.00480.158902
5-0.027827-0.25960.397911
6-0.031278-0.29170.385589
7-0.00445-0.04150.483494
80.0721190.67270.251465
9-0.007178-0.0670.473385
10-0.127742-1.19150.11835
110.0301870.28160.389474
12-0.047876-0.44660.328152
13-0.273752-2.55340.006205
140.0010220.00950.496207
15-0.026337-0.24570.403265
160.0216470.20190.42023
170.1124861.04920.148497
180.0069590.06490.474197
190.0243880.22750.410292
20-0.070783-0.66020.25543
210.0306140.28550.387953
22-0.020736-0.19340.423542
23-0.160527-1.49730.068968
240.0255430.23830.406123
25-0.213392-1.99040.024844
260.0983210.91710.180818
27-0.029773-0.27770.390948
280.1045540.97520.166079
290.0311680.29070.385982
30-0.009819-0.09160.463619
31-0.070124-0.65410.257396
320.0533110.49720.310134
33-0.021448-0.20010.420953
34-0.066996-0.62490.266836
350.0428720.39990.345113
36-0.120526-1.12420.132012
37-0.025859-0.24120.404985
380.0462510.43140.333624
390.0197690.18440.427068
40-0.033439-0.31190.377933
410.0532750.49690.310252
42-0.110556-1.03120.152652
43-0.087651-0.81760.207922
44-0.102297-0.95420.171321
45-0.048442-0.45180.326255
46-0.045987-0.42890.334516
47-0.048438-0.45180.326268
480.0463420.43230.333314
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228755970xtdv3uaut4q9xjy/1gkmy1228755926.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228755970xtdv3uaut4q9xjy/1gkmy1228755926.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228755970xtdv3uaut4q9xjy/2xo0v1228755926.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228755970xtdv3uaut4q9xjy/2xo0v1228755926.ps (open in new window)


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