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zonder parameters aanpassen boven 25 j

*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: Thu, 11 Dec 2008 08:27:07 -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/11/t1229009275tn8ucwqr4y4ydbr.htm/, Retrieved Thu, 11 Dec 2008 15:27:57 +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/11/t1229009275tn8ucwqr4y4ydbr.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)

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

7,0 6,9 6,7 6,6 6,5 6,4 6,5 6,5 6,6 6,7 6,8 7,2 7,6 7,6 7,3 6,4 6,1 6,3 7,1 7,5 7,4 7,1 6,8 6,9 7,2 7,4 7,3 6,9 6,9 6,8 7,1 7,2 7,1 7,0 6,9 7,0 7,4 7,5 7,5 7,4 7,3 7,0 6,7 6,5 6,5 6,5 6,6 6,8 6,9 6,9 6,8 6,8 6,5 6,1 6,0 5,9 5,8 5,9 5,9 6,2 6,3 6,2 6,0 5,8 5,5 5,5 5,7 5,8

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.876487	7.2277	0
2	0.648016	5.3437	1e-06
3	0.436149	3.5966	0.000303
4	0.337802	2.7856	0.003458
5	0.351946	2.9022	0.002495
6	0.38969	3.2135	0.001003
7	0.391248	3.2263	0.000965
8	0.362161	2.9865	0.001961
9	0.340608	2.8087	0.003244
10	0.353726	2.9169	0.002393
11	0.377886	3.1161	0.001342
12	0.349789	2.8844	0.002624
13	0.241794	1.9939	0.025088
14	0.099639	0.8216	0.207076
15	-0.02643	-0.2179	0.414063
16	-0.075615	-0.6235	0.26751
17	-0.062017	-0.5114	0.305363
18	-0.036881	-0.3041	0.380978
19	-0.037428	-0.3086	0.379269
20	-0.068642	-0.566	0.286615
21	-0.105869	-0.873	0.192862
22	-0.13452	-1.1093	0.135608
23	-0.150586	-1.2418	0.109295
24	-0.161133	-1.3287	0.094188
25	-0.178735	-1.4739	0.072564
26	-0.195361	-1.611	0.055907
27	-0.210998	-1.7399	0.043197
28	-0.2206	-1.8191	0.036648
29	-0.232721	-1.9191	0.029587
30	-0.246851	-2.0356	0.022845
31	-0.266528	-2.1978	0.015684
32	-0.28068	-2.3145	0.011832
33	-0.285755	-2.3564	0.010671
34	-0.269217	-2.22	0.014877
35	-0.224553	-1.8517	0.034205
36	-0.174378	-1.438	0.077516
37	-0.138304	-1.1405	0.129043
38	-0.127343	-1.0501	0.148696
39	-0.145993	-1.2039	0.116403
40	-0.166653	-1.3743	0.086938
41	-0.195843	-1.615	0.055475
42	-0.217005	-1.7895	0.038996
43	-0.231622	-1.91	0.030176
44	-0.237672	-1.9599	0.027054
45	-0.217079	-1.7901	0.038947
46	-0.167348	-1.38	0.086056
47	-0.092532	-0.763	0.224039
48	-0.026293	-0.2168	0.4145

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.876487	7.2277	0
2	-0.518677	-4.2771	3e-05
3	0.166382	1.372	0.087283
4	0.324171	2.6732	0.004699
5	0.10402	0.8578	0.197016
6	-0.1634	-1.3474	0.091157
7	0.034982	0.2885	0.386933
8	0.202892	1.6731	0.049453
9	0.10413	0.8587	0.196768
10	0.007983	0.0658	0.473854
11	-0.055204	-0.4552	0.3252
12	-0.186753	-1.54	0.0641
13	-0.148664	-1.2259	0.112229
14	0.034205	0.2821	0.389378
15	-0.16007	-1.32	0.095635
16	-0.001298	-0.0107	0.495747
17	-0.053236	-0.439	0.331027
18	-0.064242	-0.5298	0.299004
19	-0.02799	-0.2308	0.409076
20	0.012725	0.1049	0.458371
21	-0.027662	-0.2281	0.410124
22	-0.105747	-0.872	0.193136
23	0.051581	0.4253	0.335963
24	0.113561	0.9364	0.176179
25	-0.020378	-0.168	0.433526
26	0.032841	0.2708	0.393677
27	-0.036712	-0.3027	0.381507
28	-0.058224	-0.4801	0.31634
29	-0.051294	-0.423	0.33682
30	0.003285	0.0271	0.489233
31	-0.091894	-0.7578	0.225602
32	-0.029371	-0.2422	0.404677
33	-0.022305	-0.1839	0.427306
34	0.082539	0.6806	0.249208
35	0.082412	0.6796	0.249536
36	-0.042431	-0.3499	0.363749
37	-0.044153	-0.3641	0.358458
38	0.01543	0.1272	0.449565
39	-0.000958	-0.0079	0.496861
40	0.052581	0.4336	0.332979
41	-0.186564	-1.5384	0.06429
42	-0.012715	-0.1049	0.458401
43	-0.036518	-0.3011	0.382114
44	-0.057117	-0.471	0.319576
45	0.0569	0.4692	0.320209
46	-0.004336	-0.0358	0.485793
47	0.051852	0.4276	0.335153
48	-0.047537	-0.392	0.348143

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229009275tn8ucwqr4y4ydbr/1fq5g1229009225.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229009275tn8ucwqr4y4ydbr/1fq5g1229009225.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229009275tn8ucwqr4y4ydbr/2sco21229009225.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229009275tn8ucwqr4y4ydbr/2sco21229009225.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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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Error 001_3: History of computation (impact.txt) is not saved due to a technical problem. We are sorry for this inconveniance and will correct it A.S.A.P.