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Autocorrelatie 1 maal trend matig gedifferentieerd

*Unverified author*
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 06:06:41 -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/t1229864841ajctddbf1gz9k8v.htm/, Retrieved Sun, 21 Dec 2008 14:07:23 +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/t1229864841ajctddbf1gz9k8v.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:
Steven coomans
 
Dataseries X:
» Textbox « » Textfile « » CSV «
527 516 503 489 479 475 524 552 532 511 492 492 493 481 462 457 442 439 488 521 501 485 464 460 467 460 448 443 436 431 484 510 513 503 471 471 476 475 470 461 455 456 517 525 523 519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626
 
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'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.53940
10.2946842.81110.003023
2-0.180146-1.71850.955446
3-0.325412-3.10420.998729
4-0.311986-2.97620.998131
50.0234170.22340.41187
60.1564131.49210.069568
70.0338040.32250.373918
8-0.276872-2.64120.995138
9-0.270526-2.58070.994269
10-0.180112-1.71820.955416
110.2636462.5150.006829
120.8270357.88940
130.2440022.32760.011075
14-0.129818-1.23840.89062
15-0.28675-2.73540.996255
16-0.296054-2.82420.997088
170.0008410.0080.496806
180.1332531.27120.103457
190.0243290.23210.408496
20-0.240611-2.29530.987992
21-0.234943-2.24120.986278
22-0.161793-1.54340.936899
230.2500752.38560.009563
240.6793026.48010
250.1729411.64970.051221
26-0.101166-0.96510.831465
27-0.235893-2.25030.986579
28-0.261062-2.49040.992712
290.0043010.0410.483683
300.1033680.98610.163357
310.0149180.14230.443574
32-0.20656-1.97050.974087
33-0.223292-2.13010.982068
34-0.137461-1.31130.903472
350.2239272.13610.017677
360.5526635.27210
370.1044810.99670.160779
38-0.092884-0.88610.811038
39-0.188137-1.79470.96199
40-0.188658-1.79970.962388
410.0018760.01790.492879
420.0780490.74450.229233
430.0007670.00730.49709
44-0.175886-1.67780.951596
45-0.178138-1.69930.953663
46-0.10874-1.03730.848831
470.2006331.91390.029387
480.4369164.16793.5e-05
490.0865960.82610.205462
50-0.065879-0.62840.734358
51-0.164714-1.57130.940205
52-0.142652-1.36080.911533
53-0.00827-0.07890.531353
540.0534040.50940.305839
550.0084960.08110.46779
56-0.1314-1.25350.893378
57-0.138828-1.32430.905646
58-0.082551-0.78750.783477
590.158411.51110.067109


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2946842.81110.003023
1-0.292374-2.78910.996781
2-0.204342-1.94930.97283
3-0.232347-2.21640.985423
40.0896130.85490.197439
5-0.048649-0.46410.67815
6-0.128065-1.22170.887504
7-0.371458-3.54350.999687
8-0.140334-1.33870.907999
9-0.335097-3.19660.999044
100.1653911.57770.059049
110.687766.56080
12-0.205861-1.96380.973697
130.1726361.64680.05152
140.1262861.20470.115723
150.0104490.09970.460409
16-0.018373-0.17530.56937
17-0.001379-0.01320.505235
18-0.02915-0.27810.609207
19-0.020163-0.19230.57605
20-0.067404-0.6430.739078
210.040640.38770.349579
22-0.000899-0.00860.50341
23-0.055851-0.53280.702258
24-0.096347-0.91910.819762
250.0169720.16190.435872
260.01460.13930.444771
27-0.039335-0.37520.64582
280.0329210.3140.377103
29-0.041202-0.3930.652395
300.0333280.31790.375634
31-0.01632-0.15570.561688
32-0.090855-0.86670.805807
330.0547970.52270.301216
34-0.095443-0.91050.817511
35-0.039882-0.38040.64775
36-0.086988-0.82980.795592
37-0.067484-0.64380.739325
380.0081130.07740.469239
390.0554550.5290.299044
40-0.156116-1.48920.93006
410.0726870.69340.244917
42-0.048936-0.46680.679129
430.0171790.16390.435097
440.0506890.48350.314937
45-0.022229-0.21210.58373
460.0106950.1020.45948
47-0.004714-0.0450.517885
480.1124841.0730.143048
490.0048670.04640.481537
50-0.059911-0.57150.715469
510.0300680.28680.387448
52-0.049334-0.47060.680481
53-0.04461-0.42560.664282
540.0520830.49680.31025
550.0115310.110.456328
56-0.007718-0.07360.529265
57-0.008805-0.0840.533376
58-0.036192-0.34530.63465
59-0.11785-1.12420.868062
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229864841ajctddbf1gz9k8v/1a3681229864799.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229864841ajctddbf1gz9k8v/1a3681229864799.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229864841ajctddbf1gz9k8v/29hmf1229864799.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229864841ajctddbf1gz9k8v/29hmf1229864799.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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 




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