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Corrolation citroenen - Lotte Kenis

*Unverified author*
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 15:41:58 -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/t1228948963ou13pmjve9hqwiv.htm/, Retrieved Wed, 10 Dec 2008 22:42:43 +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/t1228948963ou13pmjve9hqwiv.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 «
1.82 1.76 1.79 1.74 1.78 1.80 1.80 1.80 1.79 1.82 1.82 1.83 1.77 1.77 1.77 1.77 1.74 1.78 1.78 1.78 1.78 1.81 1.84 1.80 1.78 1.76 1.74 1.72 1.73 1.77 1.81 1.83 1.87 1.89 1.82 1.79 1.79 1.82 1.82 1.81 1.81 1.78 1.80 1.79 1.83 1.82 1.80 1.82 1.84 1.82 1.81 1.79 1.87 1.89 1.92 1.9 1.91 1.95 2.04 1.99 1.94 1.93 1.89 1.87 1.89 1.9 1.93 1.94 1.88 1.89 1.92 1.91 1.89 1.89 1.98 2.02 2.02 1.99 1.97 1.96 1.95 1.98 2.00 2.00
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8990598.240
20.7827317.17390
30.6914586.33730
40.6436295.8990
50.5977095.47810
60.5578695.1131e-06
70.5286614.84533e-06
80.5024984.60557e-06
90.4691194.29962.3e-05
100.4361193.99716.9e-05
110.4349823.98677.1e-05
120.4213223.86150.00011
130.3926593.59880.00027
140.3660863.35520.000596
150.3645593.34120.000623
160.361893.31680.000673
170.3326583.04890.001536
180.3005862.75490.003598
190.2823612.58790.005688
200.2846322.60870.005378
210.2971472.72340.003929
220.3066362.81040.003078
230.2755272.52520.00672
240.2296072.10440.019167
250.1762911.61570.054951
260.1032450.94630.173366
270.0417510.38270.351472
28-0.025261-0.23150.408737
29-0.093411-0.85610.197181
30-0.153767-1.40930.08122
31-0.187359-1.71720.044816
32-0.202732-1.85810.033331
33-0.17693-1.62160.054319
34-0.163835-1.50160.068479
35-0.163469-1.49820.068913
36-0.174113-1.59580.057148
37-0.179447-1.64470.051889
38-0.199393-1.82750.03559
39-0.231102-2.11810.018562
40-0.258825-2.37220.009985
41-0.254102-2.32890.011134
42-0.241793-2.21610.014695
43-0.220184-2.0180.02339
44-0.222295-2.03740.022381
45-0.235594-2.15930.016841
46-0.262747-2.40810.009112
47-0.277569-2.5440.006396
48-0.27683-2.53720.006511


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8990598.240
2-0.13342-1.22280.11241
30.0732870.67170.251814
40.1562531.43210.077916
5-0.04209-0.38580.350323
60.0485560.4450.328722
70.0651890.59750.275903
8-0.005152-0.04720.481227
9-0.022934-0.21020.417013
100.0176930.16220.435784
110.155571.42580.078812
12-0.100353-0.91980.180169
13-0.032263-0.29570.384098
140.0636380.58320.280644
150.0734640.67330.251299
16-0.028799-0.26390.396234
17-0.097376-0.89250.187347
180.03090.28320.388858
190.0183910.16860.433274
200.0614830.56350.287297
210.1005990.9220.179583
22-0.017978-0.16480.434761
23-0.210436-1.92870.028574
24-0.018897-0.17320.431457
25-0.03752-0.34390.3659
26-0.256429-2.35020.010554
27-0.032685-0.29960.382624
28-0.122392-1.12170.132584
29-0.148569-1.36170.088474
30-0.048448-0.4440.329079
310.0375410.34410.365828
32-0.008181-0.0750.470204
330.1706791.56430.060753
34-0.002831-0.02590.489682
350.0203070.18610.426401
36-0.041568-0.3810.352091
370.007860.0720.471371
38-0.102964-0.94370.174019
39-0.065322-0.59870.275496
40-0.021095-0.19330.423581
410.1464581.34230.091556
42-0.01288-0.1180.453156
430.1133991.03930.150819
44-0.111472-1.02170.154939
45-0.005487-0.05030.480006
46-0.082819-0.75910.224973
470.0941670.86310.195281
480.0715580.65580.25686
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228948963ou13pmjve9hqwiv/1mfj91228948912.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228948963ou13pmjve9hqwiv/1mfj91228948912.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228948963ou13pmjve9hqwiv/287wf1228948912.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228948963ou13pmjve9hqwiv/287wf1228948912.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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