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aantal overnachtingen

*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: Sun, 21 Dec 2008 03:17:08 -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/21/t1229855093c0k5tksojuvvym4.htm/, Retrieved Sun, 21 Dec 2008 11:24:55 +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/21/t1229855093c0k5tksojuvvym4.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 «

655362 873127 1107897 1555964 1671159 1493308 2957796 2638691 1305669 1280496 921901 867888 652586 913831 1108544 1555827 1699283 1509458 3268975 2425016 1312703 1365498 934453 775019 651142 843192 1146766 1652601 1465906 1652734 2922334 2702805 1458956 1410363 1019279 936574 708917 885295 1099663 1576220 1487870 1488635 2882530 2677026 1404398 1344370 936865 872705 628151 953712 1160384 1400618 1661511 1495347 2918786 2775677 1407026 1370199 964526 850851 683118 847224 1073256 1514326 1503734 1507712 2865698 2788128 1391596 1366378 946295 859626

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	-0.316648	-2.4527	0.008551
2	0.190318	1.4742	0.072829
3	0.08748	0.6776	0.25031
4	-0.029326	-0.2272	0.410536
5	0.0762	0.5902	0.278621
6	-0.071919	-0.5571	0.289772
7	-0.176453	-1.3668	0.088394
8	-0.052345	-0.4055	0.34329
9	-0.043459	-0.3366	0.368784
10	-0.229343	-1.7765	0.040361
11	0.180567	1.3987	0.08353
12	-0.426667	-3.3049	0.000803
13	0.112804	0.8738	0.192861
14	-0.002854	-0.0221	0.491219
15	-0.010012	-0.0776	0.46922
16	0.012634	0.0979	0.461183
17	0.06757	0.5234	0.301313
18	0.170223	1.3185	0.096167
19	0.032824	0.2543	0.400083
20	0.032034	0.2481	0.40244
21	0.136064	1.0539	0.148066
22	-0.040764	-0.3158	0.376642
23	0.155522	1.2047	0.116531
24	-0.082881	-0.642	0.261662
25	-0.013864	-0.1074	0.457418
26	0.007819	0.0606	0.475954
27	-0.090578	-0.7016	0.242816
28	0.00922	0.0714	0.47165
29	-0.043179	-0.3345	0.369597
30	-0.197404	-1.5291	0.065749
31	0.064056	0.4962	0.310791
32	0.070366	0.5451	0.293868
33	-0.222103	-1.7204	0.045257
34	0.185405	1.4361	0.078078
35	-0.136896	-1.0604	0.146608
36	0.10523	0.8151	0.209116
37	0.007978	0.0618	0.475464
38	0.004154	0.0322	0.48722
39	0.031219	0.2418	0.40487
40	0.004909	0.038	0.484897
41	-0.013758	-0.1066	0.457744
42	0.074827	0.5796	0.282175
43	-0.034446	-0.2668	0.395263
44	-0.072221	-0.5594	0.288978
45	0.089686	0.6947	0.24496
46	-0.073629	-0.5703	0.285292
47	0.025728	0.1993	0.421356
48	-0.040912	-0.3169	0.37621
49	0.00284	0.022	0.49126
50	0.000115	9e-04	0.499645
51	-0.00539	-0.0417	0.483419
52	-0.009905	-0.0767	0.469548
53	6.1e-05	5e-04	0.499811
54	0.000376	0.0029	0.498844
55	-0.000598	-0.0046	0.49816
56	-0.000178	-0.0014	0.499452
57	-0.001019	-0.0079	0.496865
58	0.000555	0.0043	0.498291
59	-3.6e-05	-3e-04	0.499889
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.316648	-2.4527	0.008551
2	0.100087	0.7753	0.220613
3	0.194678	1.508	0.068405
4	0.034243	0.2652	0.395866
5	0.030074	0.233	0.408295
6	-0.07043	-0.5455	0.293699
7	-0.272883	-2.1137	0.019352
8	-0.222209	-1.7212	0.045182
9	-0.03703	-0.2868	0.387614
10	-0.184095	-1.426	0.079527
11	0.150914	1.169	0.123519
12	-0.295596	-2.2897	0.012786
13	-0.176761	-1.3692	0.088022
14	-0.025235	-0.1955	0.422844
15	0.066029	0.5115	0.305454
16	-0.051199	-0.3966	0.346539
17	0.024827	0.1923	0.424075
18	0.206611	1.6004	0.057381
19	-0.024439	-0.1893	0.425247
20	-0.196181	-1.5196	0.066931
21	0.125377	0.9712	0.167682
22	-0.131384	-1.0177	0.156454
23	0.244203	1.8916	0.031687
24	-0.070411	-0.5454	0.293749
25	-0.027725	-0.2148	0.415344
26	0.005305	0.0411	0.483678
27	-0.00351	-0.0272	0.4892
28	0.025105	0.1945	0.423235
29	0.053877	0.4173	0.338963
30	-0.027506	-0.2131	0.416
31	0.054997	0.426	0.335815
32	0.036324	0.2814	0.389698
33	-0.015275	-0.1183	0.453104
34	-0.07445	-0.5767	0.283154
35	0.088937	0.6889	0.24677
36	-0.039483	-0.3058	0.380395
37	-0.082713	-0.6407	0.26208
38	0.052888	0.4097	0.341753
39	-0.03166	-0.2452	0.403555
40	-0.104062	-0.8061	0.211696
41	-0.043039	-0.3334	0.370006
42	-0.012984	-0.1006	0.460111
43	-0.01296	-0.1004	0.460185
44	-0.030405	-0.2355	0.407306
45	-0.006174	-0.0478	0.481009
46	-0.088201	-0.6832	0.248554
47	0.028428	0.2202	0.41323
48	0.032265	0.2499	0.401751
49	-0.133266	-1.0323	0.153044
50	0.017254	0.1337	0.447063
51	0.049159	0.3808	0.352355
52	-0.090022	-0.6973	0.244153
53	-0.039831	-0.3085	0.379375
54	0.023194	0.1797	0.429013
55	-0.058578	-0.4537	0.325826
56	-0.002545	-0.0197	0.49217
57	-0.013454	-0.1042	0.458673
58	0.028274	0.219	0.413692
59	-0.016512	-0.1279	0.449329
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229855093c0k5tksojuvvym4/1vv6t1229854627.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229855093c0k5tksojuvvym4/1vv6t1229854627.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229855093c0k5tksojuvvym4/25nzk1229854627.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229855093c0k5tksojuvvym4/25nzk1229854627.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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')

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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