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ACF voor transformatie

*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: Wed, 10 Dec 2008 08:51:05 -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/10/t1228924333jfdldef580oqs9y.htm/, Retrieved Wed, 10 Dec 2008 15:52:13 +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/10/t1228924333jfdldef580oqs9y.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 «
5.7 5.7 5.6 5.8 5.6 5.6 5.6 5.5 5.4 5.4 5.5 5.4 5.4 5.2 5.4 5.2 5.1 5.1 5.0 5.0 4.9 5.1 5.0 5.0 4.8 4.7 4.7 4.7 4.7 4.7 4.6 4.7 4.7 4.5 4.4 4.5 4.4 4.6 4.5 4.4 4.5 4.5 4.6 4.7 4.7 4.7 4.8 4.7 5.0 4.9 4.8 5.1 5.0 5.5 5.5 5.7 6.1 6.1 6.5 6.7
 
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'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8667676.71390
20.7646715.92310
30.6760495.23671e-06
40.5556794.30433.1e-05
50.4854023.75990.000194
60.3992813.09280.001504
70.3143812.43520.008937
80.269812.08990.020435
90.2099861.62650.054537
100.1745981.35240.090656
110.1251570.96950.168103
120.0470390.36440.358433
130.004340.03360.486647
14-0.045061-0.3490.364141
15-0.100573-0.7790.21951
16-0.141422-1.09540.138849
17-0.196293-1.52050.066821
18-0.235901-1.82730.036316
19-0.266337-2.0630.021722
20-0.293112-2.27040.013393
21-0.299732-2.32170.011831
22-0.328348-2.54340.006787
23-0.358793-2.77920.003633
24-0.367254-2.84470.003036
25-0.368993-2.85820.002925
26-0.356679-2.76280.003798
27-0.348035-2.69590.004548
28-0.359547-2.7850.003576
29-0.366787-2.84110.003066
30-0.355103-2.75060.003926
31-0.3483-2.69790.004523
32-0.333576-2.58390.006111
33-0.324953-2.51710.007262
34-0.290684-2.25160.01401
35-0.257625-1.99560.025264
36-0.227637-1.76330.041473
37-0.204371-1.5830.059334
38-0.193328-1.49750.069752
39-0.174963-1.35530.090208
40-0.138263-1.0710.144233
41-0.098533-0.76320.224156
42-0.055753-0.43190.333695
43-0.022755-0.17630.430341
440.0132830.10290.459196
450.0450410.34890.364199
460.0578630.44820.327809
470.0914410.70830.240751
480.1170770.90690.184051
490.1286490.99650.161503
500.1444921.11920.133752
510.1695071.3130.097092
520.1926611.49230.070424
530.2133751.65280.051798
540.2023011.5670.061185
550.1985491.5380.064659
560.1850141.43310.078508
570.137251.06310.14599
580.1102520.8540.198249
590.0587970.45540.325219
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8667676.71390
20.0538210.41690.339121
30.009190.07120.471742
4-0.168497-1.30520.098408
50.1076980.83420.203732
6-0.091883-0.71170.239698
7-0.033783-0.26170.39723
80.0632070.48960.313103
9-0.041295-0.31990.37509
100.041430.32090.374694
11-0.109288-0.84650.200306
12-0.124793-0.96660.168801
130.022870.17710.429994
14-0.028506-0.22080.412995
15-0.063747-0.49380.311632
16-0.05247-0.40640.342936
17-0.057626-0.44640.328468
18-0.029993-0.23230.408539
19-0.044931-0.3480.364517
20-0.00586-0.04540.481974
210.0053640.04150.483499
22-0.100299-0.77690.220131
23-0.0813-0.62970.265626
24-0.014083-0.10910.456749
250.0376040.29130.38592
260.008390.0650.4742
27-0.049255-0.38150.35208
28-0.105558-0.81760.208397
29-0.078976-0.61170.27151
300.0339320.26280.39679
31-0.049916-0.38660.350193
32-0.01229-0.09520.462236
33-0.040657-0.31490.376955
340.0755930.58550.280191
35-0.06392-0.49510.311162
36-0.028865-0.22360.411918
37-0.073111-0.56630.286647
38-0.039585-0.30660.380097
390.0001650.00130.499493
400.0327450.25360.400321
410.0242470.18780.425827
420.007320.05670.477487
43-0.028668-0.22210.41251
440.0054180.0420.483333
45-0.039552-0.30640.380193
46-0.073062-0.56590.286773
470.0644150.4990.309818
480.0033430.02590.489714
49-0.012759-0.09880.460801
50-0.034686-0.26870.39455
510.0581770.45060.326937
52-0.00173-0.01340.494678
53-0.007503-0.05810.476924
54-0.115491-0.89460.18729
55-0.002453-0.0190.492451
56-0.042366-0.32820.371966
57-0.159467-1.23520.11078
58-0.008903-0.0690.472623
59-0.08433-0.65320.258056
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924333jfdldef580oqs9y/1duna1228924259.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924333jfdldef580oqs9y/1duna1228924259.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924333jfdldef580oqs9y/2fa5n1228924259.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924333jfdldef580oqs9y/2fa5n1228924259.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; 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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