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P(ACF) Tijdreeks 2 (juiste waarden lambda, d en D)

*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 05:17:09 -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/t1229084281aj6hodfenpfnk2w.htm/, Retrieved Fri, 12 Dec 2008 13:18:01 +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/t1229084281aj6hodfenpfnk2w.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 «
2220.6 2161.5 1863.6 1955.1 1907.4 1889.4 2246.3 2213 1965 2285.6 1983.8 1872.4 2371.4 2287 2198.2 2330.4 2014.4 2066.1 2355.8 2232.5 2091.7 2376.5 1931.9 2025.7 2404.9 2316.1 2368.1 2282.5 2158.6 2174.8 2594.1 2281.4 2547.9 2606.3 2190.8 2262.3 2423.8 2520.4 2482.9 2215.9 2441.9 2333.8 2670.2 2431 2559.3 2661.4 2404.6 2378.3 2489.2 2941 2700.9 2335.6 2770 2764.2 2784.9 2898.8 2853.4 3022.6 2851.4 2630.8
 
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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1608231.11420.135368
20.2506631.73660.044432
30.4309222.98550.002223
40.0042010.02910.48845
50.0191680.13280.447455
60.2142981.48470.072081
7-0.179766-1.24550.109505
8-0.050754-0.35160.363326
90.1010370.70.243651
10-0.310381-2.15040.018295
11-0.17143-1.18770.120398
12-0.033674-0.23330.408261
13-0.296248-2.05250.022799
14-0.105688-0.73220.233795
150.0630560.43690.332084
16-0.147309-1.02060.156283
170.1990641.37920.08712
180.133830.92720.17923
19-0.035557-0.24630.403233
200.1916261.32760.095291
210.0811880.56250.288202
22-0.086258-0.59760.276455
230.2387561.65420.052311
24-0.049166-0.34060.367433
250.0269680.18680.426286
260.0991310.68680.247757
27-0.087669-0.60740.273227
28-0.177134-1.22720.112862
29-0.080615-0.55850.289544
30-0.218494-1.51380.068321
31-0.228721-1.58460.059809
32-0.054622-0.37840.353388
33-0.220138-1.52520.066891
34-0.128218-0.88830.189399
35-0.018031-0.12490.450552
36-0.152194-1.05440.148481
37-0.091583-0.63450.264383
380.0441280.30570.380566
39-0.050307-0.34850.36448
40-0.00048-0.00330.49868
410.0655110.45390.325983
420.0310520.21510.415287
430.0770160.53360.298046
440.0578340.40070.345214
45-0.003377-0.02340.490716
46-0.010569-0.07320.470966
47-0.00189-0.01310.494804
48NANANA
49NANANA
50NANANA
51NANANA
52NANANA
53NANANA
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1608231.11420.135368
20.2307681.59880.058213
30.3933812.72540.004468
4-0.152526-1.05670.147962
5-0.193063-1.33760.093669
60.1193940.82720.206113
7-0.141018-0.9770.166734
8-0.056104-0.38870.349608
90.0895240.62020.269017
10-0.211663-1.46640.074525
11-0.184465-1.2780.103695
120.0125280.08680.465598
130.0241830.16750.433823
140.0150840.10450.458601
150.1089450.75480.227031
160.05480.37970.352934
170.23131.60250.057804
18-0.023521-0.1630.435618
19-0.075926-0.5260.300643
20-0.004898-0.03390.486534
21-0.094988-0.65810.25681
22-0.107925-0.74770.229137
230.1588241.10040.13833
24-0.136659-0.94680.174241
250.0966370.66950.253185
26-0.074176-0.51390.304837
270.0010270.00710.497176
28-0.11215-0.7770.220487
29-0.166948-1.15670.12657
300.0488490.33840.368257
31-0.012828-0.08890.464774
32-0.040374-0.27970.390448
33-0.026653-0.18470.427137
34-0.07015-0.4860.314584
35-0.032806-0.22730.410584
360.0053470.0370.485301
37-0.025801-0.17880.429441
380.0237440.16450.435012
390.0835620.57890.282671
40-0.172527-1.19530.11892
41-0.044086-0.30540.380676
42-0.0072-0.04990.480212
430.0051240.03550.485915
44-0.028355-0.19640.422544
450.0012390.00860.496592
46-0.043458-0.30110.382324
470.0343410.23790.406479
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/t1229084281aj6hodfenpfnk2w/1t2vh1229084217.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229084281aj6hodfenpfnk2w/1t2vh1229084217.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229084281aj6hodfenpfnk2w/2hy3b1229084217.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229084281aj6hodfenpfnk2w/2hy3b1229084217.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 0.6 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 0.6 ; par3 = 0 ; 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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