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ACF - inschrijving nieuwe personenwagens - (d=1)

*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 07:09:53 -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/t1229091048jos1byf5gr1ecmb.htm/, Retrieved Fri, 12 Dec 2008 15:10:50 +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/t1229091048jos1byf5gr1ecmb.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 «

17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698 31956 29506 34506 27165 26736 23691 18157 17328 18205 20995 17382 9367 31124 26551 30651 25859 25100 25778 20418 18688 20424 24776 19814 12738 31566 30111 30019 31934 25826 26835 20205 17789 20520 22518 15572

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.332994	-2.5794	0.006183
2	0.031227	0.2419	0.404847
3	-0.042574	-0.3298	0.371358
4	-0.072617	-0.5625	0.287939
5	0.116849	0.9051	0.184514
6	-0.365409	-2.8304	0.003158
7	0.132195	1.024	0.154978
8	-0.013418	-0.1039	0.458783
9	-0.055696	-0.4314	0.333855
10	-0.016517	-0.1279	0.449311
11	-0.249392	-1.9318	0.029057
12	0.744813	5.7693	0
13	-0.269392	-2.0867	0.020586
14	0.022938	0.1777	0.429787
15	-0.018276	-0.1416	0.443949
16	-0.030397	-0.2355	0.407328
17	0.099277	0.769	0.222455
18	-0.318227	-2.465	0.008291
19	0.137416	1.0644	0.145701
20	-0.069065	-0.535	0.297322
21	-0.030076	-0.233	0.408291
22	-0.040758	-0.3157	0.376659
23	-0.126683	-0.9813	0.165196
24	0.519406	4.0233	8.2e-05
25	-0.145041	-1.1235	0.132854
26	0.012366	0.0958	0.462006
27	-0.026872	-0.2081	0.41791
28	-0.012935	-0.1002	0.460261
29	0.037419	0.2898	0.386466
30	-0.214953	-1.665	0.050561
31	0.133548	1.0345	0.152537
32	-0.077034	-0.5967	0.276477
33	-0.006157	-0.0477	0.48106
34	-0.024336	-0.1885	0.425559
35	-0.094709	-0.7336	0.233022
36	0.310754	2.4071	0.009587
37	-0.080113	-0.6206	0.268622
38	-0.021574	-0.1671	0.433922
39	0.021757	0.1685	0.433367
40	-0.007649	-0.0592	0.476475
41	-0.007647	-0.0592	0.476482
42	-0.074485	-0.577	0.283063
43	0.054654	0.4233	0.336777
44	-0.043344	-0.3357	0.369119
45	-0.01576	-0.1221	0.451624
46	-0.020223	-0.1566	0.438024
47	-0.023416	-0.1814	0.428339
48	0.138826	1.0753	0.143263
49	-0.013067	-0.1012	0.459857
50	-0.008502	-0.0659	0.473856
51	0.02543	0.197	0.422255
52	-0.034484	-0.2671	0.395149
53	-0.015662	-0.1213	0.451923
54	-0.004741	-0.0367	0.485414
55	0.01197	0.0927	0.463218
56	-0.002383	-0.0185	0.492667
57	0.003661	0.0284	0.488734
58	-0.033302	-0.258	0.398663
59	0.005374	0.0416	0.483468
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.332994	-2.5794	0.006183
2	-0.089592	-0.694	0.245187
3	-0.069251	-0.5364	0.296828
4	-0.122821	-0.9514	0.172617
5	0.053937	0.4178	0.338796
6	-0.36473	-2.8252	0.003204
7	-0.15161	-1.1744	0.122445
8	-0.078218	-0.6059	0.273442
9	-0.17228	-1.3345	0.093545
10	-0.231032	-1.7896	0.039285
11	-0.511278	-3.9603	0.000101
12	0.512446	3.9694	9.8e-05
13	0.113312	0.8777	0.191801
14	-0.093549	-0.7246	0.235748
15	-0.094541	-0.7323	0.233415
16	0.075905	0.588	0.279383
17	0.03805	0.2947	0.384607
18	0.02812	0.2178	0.414156
19	0.006647	0.0515	0.479555
20	-0.241154	-1.868	0.033326
21	-0.100867	-0.7813	0.218845
22	0.010865	0.0842	0.466605
23	0.137834	1.0677	0.144976
24	-0.139732	-1.0824	0.141711
25	0.05514	0.4271	0.335414
26	0.049919	0.3867	0.350183
27	-0.01271	-0.0985	0.460951
28	-0.022694	-0.1758	0.430528
29	-0.078094	-0.6049	0.273758
30	0.035109	0.272	0.393296
31	0.050733	0.393	0.347866
32	0.105025	0.8135	0.209569
33	-0.029794	-0.2308	0.409135
34	0.097322	0.7539	0.226943
35	0.000361	0.0028	0.498888
36	-0.073356	-0.5682	0.286005
37	-0.062502	-0.4841	0.315026
38	-0.123958	-0.9602	0.17041
39	0.055552	0.4303	0.334259
40	-0.001157	-0.009	0.496441
41	-0.070162	-0.5435	0.29441
42	0.013144	0.1018	0.459623
43	-0.006154	-0.0477	0.481071
44	0.071577	0.5544	0.290672
45	0.043627	0.3379	0.368295
46	-0.05117	-0.3964	0.346622
47	0.005876	0.0455	0.481925
48	-0.01545	-0.1197	0.452571
49	0.002808	0.0218	0.491359
50	0.093979	0.728	0.234734
51	0.017925	0.1388	0.44502
52	-0.082571	-0.6396	0.262437
53	0.071648	0.555	0.290485
54	0.024831	0.1923	0.424062
55	-0.003135	-0.0243	0.490355
56	0.008852	0.0686	0.472782
57	0.120402	0.9326	0.177375
58	-0.047214	-0.3657	0.35793
59	-0.055191	-0.4275	0.33527
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229091048jos1byf5gr1ecmb/1akzk1229090991.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229091048jos1byf5gr1ecmb/1akzk1229090991.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229091048jos1byf5gr1ecmb/2cu9l1229090991.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229091048jos1byf5gr1ecmb/2cu9l1229090991.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; 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')

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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