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(P)ACF tabaksproductie

*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: Fri, 12 Dec 2008 03:09:30 -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/12/t12290767051bufadsnlpd0c2t.htm/, Retrieved Fri, 12 Dec 2008 11:11:51 +0100
 
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/12/t12290767051bufadsnlpd0c2t.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},
}
 
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
44.9 48.1 52.3 48.9 52.6 60.3 50.5 41.6 56 51.4 52.9 54.9 43.9 51 51.9 54.3 50.3 57.2 48.8 41.1 58 63 53.8 54.7 55.5 56.1 69.6 69.4 57.2 68 53.3 47.9 60.8 61.7 57.8 51.4 50.5 48.1 58.7 54 56.1 60.4 51.2 50.7 56.4 53.3 52.6 47.7 49.5 48.5 55.3 49.8 57.4 64.6 53 41.5 55.9 58.4 53.5 50.6 58.5
 
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
1-0.39879-2.76290.004049
2-0.103064-0.71410.239327
30.1622311.1240.133308
4-0.085086-0.58950.279147
50.0457660.31710.376282
60.0089550.0620.475392
7-0.020158-0.13970.444756
8-0.072118-0.49960.309803
90.0600520.4160.339614
100.0002340.00160.499357
110.0445920.30890.379351
12-0.11691-0.810.210976
13-0.012402-0.08590.465941
140.1687151.16890.12411
15-0.314821-2.18110.017052
160.2238241.55070.063771
17-0.022262-0.15420.439036
18-0.078323-0.54260.294944
190.1647521.14140.129676
20-0.070487-0.48830.313764
21-0.112352-0.77840.220079
220.1236810.85690.197883
230.0886010.61380.271108
24-0.276507-1.91570.030686
250.112510.77950.219759
26-0.059655-0.41330.340612
27-0.001275-0.00880.496495
280.0856860.59370.277766
29-0.099391-0.68860.247194
300.0929910.64430.261238
31-0.161207-1.11690.134804
320.0428780.29710.383849
330.1505271.04290.151113
34-0.151932-1.05260.148894
350.0062540.04330.482809
360.0753430.5220.302039
37-0.019768-0.1370.445819
38-0.02289-0.15860.43733
390.1121710.77710.220443
40-0.105495-0.73090.2342
410.0582580.40360.344141
42-0.035925-0.24890.402252
43-0.003638-0.02520.489998
440.0058080.04020.484036
450.0016390.01140.495492
46-0.005821-0.04030.483999
470.0148090.10260.459355
48NANANA
49NANANA
50NANANA
51NANANA
52NANANA
53NANANA
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.39879-2.76290.004049
2-0.311662-2.15930.017929
3-0.02103-0.14570.442384
4-0.053766-0.37250.35558
50.0386150.26750.395103
60.0294530.20410.419587
70.0240050.16630.434306
8-0.101105-0.70050.243505
9-0.030861-0.21380.415799
10-0.016582-0.11490.454508
110.0903430.62590.267169
12-0.081179-0.56240.288223
13-0.103767-0.71890.237837
140.090620.62780.266544
15-0.260535-1.8050.038672
160.0220780.1530.439536
17-0.020154-0.13960.444769
180.0299760.20770.418179
190.1430120.99080.163372
200.0653170.45250.326462
21-0.116323-0.80590.212135
220.0051390.03560.485872
230.1183110.81970.208225
24-0.200069-1.38610.086058
25-0.105041-0.72770.235153
26-0.162863-1.12830.132391
27-0.119826-0.83020.205273
28-0.020924-0.1450.442673
290.0092970.06440.474456
300.0310430.21510.415312
31-0.065008-0.45040.32723
32-0.112138-0.77690.220511
330.0413310.28630.387922
340.018290.12670.449847
35-0.009018-0.06250.475221
36-0.06156-0.42650.335826
37-0.008061-0.05580.477847
38-0.020594-0.14270.44357
39-0.06116-0.42370.336828
400.0103550.07170.471552
410.0228230.15810.437513
42-0.069576-0.4820.315985
430.0679950.47110.319858
44-0.061987-0.42950.334756
450.0222170.15390.439158
46-0.057687-0.39970.345587
470.0097230.06740.473287
48NANANA
49NANANA
50NANANA
51NANANA
52NANANA
53NANANA
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290767051bufadsnlpd0c2t/1ff6w1229076569.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290767051bufadsnlpd0c2t/1ff6w1229076569.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290767051bufadsnlpd0c2t/2ast31229076569.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290767051bufadsnlpd0c2t/2ast31229076569.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -1.3 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -1.3 ; par3 = 1 ; par4 = 1 ; 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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