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Parameter 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 15:44:49 -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/t1228949135nmp4ic5af1i8ren.htm/, Retrieved Wed, 10 Dec 2008 22:45:37 +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/t1228949135nmp4ic5af1i8ren.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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0699050.63690.262983
2-0.117679-1.07210.143389
3-0.246576-2.24640.013667
4-0.02069-0.18850.425475
5-0.054379-0.49540.310809
6-0.109434-0.9970.160834
7-0.080015-0.7290.234035
80.0358750.32680.372309
90.0763920.6960.244199
10-0.042354-0.38590.350293
110.0813240.74090.230424
120.0331670.30220.381639
13-0.036151-0.32940.371359
14-0.109262-0.99540.161212
150.0216790.19750.421957
160.043470.3960.34655
170.0459360.41850.338333
18-0.038069-0.34680.364799
19-0.116547-1.06180.145704
20-0.032554-0.29660.383765
21-0.009348-0.08520.466167
220.1936981.76470.040649
230.0567510.5170.303255
24-0.057721-0.52590.300193
250.0190680.17370.431255
260.0753220.68620.247246
270.0939470.85590.197258
280.0229950.20950.417287
29-0.077009-0.70160.24245
30-0.105491-0.96110.169654
31-0.075446-0.68730.246891
32-0.102615-0.93490.176284
330.0522730.47620.31758
340.035590.32420.373285
350.0196950.17940.42902
36-0.000416-0.00380.498492
370.1388381.26490.104728
380.0365730.33320.369913
39-0.049955-0.45510.325107
40-0.136119-1.24010.109216
41-0.080332-0.73190.233158
42-0.017603-0.16040.43649
430.0902360.82210.20669
440.0839660.7650.223229
450.0640160.58320.280665
46-0.08909-0.81170.209657
47-0.039414-0.35910.360224
480.0578950.52740.299645


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0699050.63690.262983
2-0.123168-1.12210.132525
3-0.23339-2.12630.018225
4-0.004792-0.04370.48264
5-0.11488-1.04660.149159
6-0.17706-1.61310.05526
7-0.108205-0.98580.163549
8-0.044271-0.40330.343871
9-0.032262-0.29390.384776
10-0.125834-1.14640.127462
110.0662490.60360.273891
12-0.014823-0.1350.446453
13-0.096858-0.88240.190049
14-0.081836-0.74560.22902
150.0220.20040.420817
16-0.019852-0.18090.428457
170.0016570.01510.493995
18-0.019468-0.17740.429829
19-0.138765-1.26420.104847
20-0.081128-0.73910.230962
21-0.06746-0.61460.270254
220.1470331.33950.092027
230.0022030.02010.492017
24-0.087575-0.79780.213619
250.1155061.05230.147855
260.0642320.58520.280005
270.1056210.96230.169359
280.1541161.40410.082016
290.0561660.51170.305113
300.0039040.03560.485858
31-0.015813-0.14410.442899
32-0.056088-0.5110.305358
330.0415410.37850.353029
34-0.032287-0.29410.384689
35-0.00704-0.06410.474509
360.0235090.21420.415467
370.1018810.92820.178002
38-0.006489-0.05910.4765
39-0.023727-0.21620.414696
40-0.049026-0.44660.328146
41-0.018593-0.16940.432951
42-0.054008-0.4920.311996
430.0790620.72030.236685
440.0322440.29380.384837
450.001330.01210.495179
46-0.078265-0.7130.238913
47-0.002468-0.02250.491059
480.0242210.22070.412948
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228949135nmp4ic5af1i8ren/1p40v1228949086.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228949135nmp4ic5af1i8ren/1p40v1228949086.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228949135nmp4ic5af1i8ren/21uh51228949086.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228949135nmp4ic5af1i8ren/21uh51228949086.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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