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opgave 6 bis_geboortecijfers_hanne jacobs

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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 14:19:20 -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/t1228944152q9ahnh4hpxs3wyr.htm/, Retrieved Wed, 10 Dec 2008 21:22:36 +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/t1228944152q9ahnh4hpxs3wyr.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 «
9.733 9.259 9.864 9.215 10.103 9.380 9.896 10.117 9.451 9.700 9.081 9.084 9.743 8.587 9.731 9.563 9.998 9.437 10.038 9.918 9.252 9.737 9.035 9.133 9.487 8.700 9.627 8.947 9.283 8.829 9.947 9.628 9.318 9.605 8.640 9.214 9.567 8.547 9.185 9.470 9.123 9.278 10.170 9.434 9.655 9.429 8.739 9.552 9.687 9.019 9.672 9.206 9.069 9.788 10.312 10.105 9.863 9.656 9.295 9.946 9.701 9.049 10.190 9.706 9.765 9.893 9.994 10.433 10.073 10.112 9.266 9.820 10.097 9.115 10.411 9.678 10.408 10.153 10.368 10.581 10.597 10.680 9.738 9.556
 
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
1-0.594422-5.41540
20.1366041.24450.108405
30.1338221.21920.113116
4-0.261539-2.38270.009735
50.1671951.52320.065753
6-0.095917-0.87380.192363
70.0618330.56330.287365
8-0.188648-1.71870.044702
90.1956221.78220.039187
10-0.018554-0.1690.43309
11-0.347809-3.16870.001072
120.6609066.02110
13-0.476404-4.34022e-05
140.2092291.90620.030045
150.0620150.5650.286805
16-0.219093-1.9960.024605
170.1221761.11310.134444
18-0.010597-0.09650.461661
19-0.039377-0.35870.360348
20-0.064179-0.58470.280168
210.111231.01340.156919
22-0.073693-0.67140.251924
23-0.146871-1.33810.092266
240.4268033.88840.000101
25-0.353859-3.22380.000905
260.172821.57450.059592
270.0670560.61090.271466
28-0.186434-1.69850.046581
290.112141.02160.15496
30-0.048551-0.44230.329704
31-0.084209-0.76720.222574
320.0739910.67410.251065
330.0127590.11620.453871
34-0.038379-0.34960.363744
35-0.096752-0.88150.19031
360.2636342.40180.009273
37-0.222548-2.02750.02291
380.1443011.31460.096126
390.0233110.21240.416169
40-0.160489-1.46210.073741
410.1721071.5680.060347
42-0.145613-1.32660.09414
430.0310370.28280.389032
440.009780.08910.464609
45-0.05178-0.47170.319176
460.0908390.82760.205141
47-0.171222-1.55990.061294
480.2645232.40990.009083


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.594422-5.41540
2-0.335157-3.05340.00152
30.0749320.68270.248362
4-0.134008-1.22090.112796
5-0.116257-1.05920.146302
6-0.143316-1.30570.097636
70.0120170.10950.456545
8-0.324321-2.95470.002036
9-0.152766-1.39180.083856
100.0606860.55290.290918
11-0.528474-4.81463e-06
120.2019361.83970.034692
130.1799281.63920.052476
140.0953790.86890.193691
150.0151960.13840.445113
160.0961420.87590.191807
17-0.111744-1.0180.15581
180.0133260.12140.45183
19-0.01673-0.15240.439612
200.088320.80460.211665
21-0.094508-0.8610.195856
22-0.090592-0.82530.205775
23-0.043549-0.39670.346286
240.0799070.7280.234334
250.0845160.770.221751
26-0.019233-0.17520.430668
270.0422760.38520.350555
280.0857410.78110.218473
290.0510910.46550.32141
30-0.133038-1.2120.114468
31-0.152191-1.38650.08465
320.0166850.1520.439774
333.1e-053e-040.499887
340.0352760.32140.374364
350.0022530.02050.491838
36-0.086274-0.7860.217056
37-0.087311-0.79540.214312
380.0108590.09890.460716
39-0.022557-0.20550.418839
40-0.08929-0.81350.209139
410.0449680.40970.34155
42-0.126351-1.15110.126495
430.0977180.89020.187953
440.01890.17220.431856
45-0.169795-1.54690.062845
46-0.030439-0.27730.391114
47-0.064522-0.58780.279123
480.0471850.42990.334199
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228944152q9ahnh4hpxs3wyr/1q01y1228943958.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228944152q9ahnh4hpxs3wyr/1q01y1228943958.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228944152q9ahnh4hpxs3wyr/24zcc1228943958.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228944152q9ahnh4hpxs3wyr/24zcc1228943958.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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Software written by Ed van Stee & Patrick Wessa


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