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ACF inschr. personenwagens

*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 06:57:40 -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/t1229867954ixniw04cvgo1pfh.htm/, Retrieved Sun, 21 Dec 2008 14:59:15 +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/t1229867954ixniw04cvgo1pfh.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 «
58608 46865 51378 46235 47206 45382 41227 33795 31295 42625 33625 21538 56421 53152 53536 52408 41454 38271 35306 26414 31917 38030 27534 18387 50556 43901 48572 43899 37532 40357 35489 29027 34485 42598 30306 26451 47460 50104 61465 53726 39477 43895 31481 29896 33842 39120 33702 25094 51442 45594 52518 48564 41745 49585 32747 33379 35645 37034 35681 20972 58552 54955 65540 51570 51145 46641 35704 33253 35193 41668 34865 21210 56126 49231 59723 48103 47472 50497 40059 34149 36860 46356 36577 23872
 
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
10.4752624.03276.8e-05
20.3931733.33620.000673
30.148311.25850.106147
40.0636490.54010.295406
50.0880460.74710.228719
60.109760.93130.177394
70.0532240.45160.32645
80.0845520.71740.23771
90.0476540.40440.343574
10-0.244977-2.07870.020604
11-0.3637-3.08610.001439
12-0.48208-4.09065.5e-05
13-0.3697-3.1370.001236
14-0.178271-1.51270.067369
15-0.079298-0.67290.251594
16-0.093431-0.79280.215252
17-0.037305-0.31650.376253
18-0.047235-0.40080.344876
19-0.108901-0.92410.179272
20-0.047169-0.40020.345082
21-0.033885-0.28750.387269
220.0674580.57240.284417
230.3199292.71470.004149
240.2639472.23970.014101
250.2771752.35190.010708
260.1758551.49220.07001
270.0560030.47520.318042
280.0546470.46370.322132
290.088260.74890.228176
300.0164140.13930.444808
310.0803670.68190.248734
320.0358080.30380.381063
330.002310.01960.492207
34-0.120718-1.02430.154556
35-0.221505-1.87950.032109
36-0.307305-2.60760.005539
37-0.254463-2.15920.017084
38-0.135231-1.14750.127492
39-0.136496-1.15820.125304
40-0.028453-0.24140.404953
41-0.104515-0.88680.189059
42-0.081004-0.68730.247038
43-0.071231-0.60440.273734
44-0.108423-0.920.180324
45-0.065483-0.55560.290089
460.0328730.27890.390548
470.1026880.87130.193233
480.1215981.03180.152811
490.1646641.39720.083319
500.0285620.24240.404596
510.0752210.63830.26266
52-0.000914-0.00780.496917
530.0016470.0140.494445
540.0233380.1980.42179
550.0159320.13520.44642
560.0188280.15980.43676
570.0148890.12630.449908
58-0.014334-0.12160.451765
59-0.060955-0.51720.303292
60-0.069257-0.58770.279299


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4752624.03276.8e-05
20.2161141.83380.035409
3-0.136696-1.15990.12496
4-0.049728-0.4220.337157
50.1257351.06690.144792
60.0808770.68630.247376
7-0.091099-0.7730.221025
80.043730.37110.35584
90.0349030.29620.383979
10-0.424121-3.59880.000292
11-0.298418-2.53220.006759
12-0.110835-0.94050.175062
130.0503490.42720.335245
140.1094090.92840.178159
150.0679550.57660.282998
16-0.037629-0.31930.375215
170.0598320.50770.306611
180.1162280.98620.163662
19-0.046738-0.39660.346422
200.0150530.12770.449361
210.0011160.00950.496236
22-0.156127-1.32480.094716
230.1444241.22550.112194
240.0129020.10950.456565
250.0545910.46320.322302
260.0150840.1280.449256
27-0.076908-0.65260.258051
280.0065720.05580.477841
290.0823080.69840.243587
30-0.054536-0.46280.322468
31-0.049878-0.42320.336695
32-0.118183-1.00280.159653
330.0534160.45330.325866
34-0.113624-0.96410.169104
35-0.027274-0.23140.408818
36-0.000385-0.00330.498701
37-0.055978-0.4750.318116
380.072090.61170.271331
39-0.001805-0.01530.493911
400.0930090.78920.21629
41-0.049768-0.42230.337033
42-0.035389-0.30030.382412
430.012020.1020.459522
44-0.116479-0.98840.163144
450.0145480.12340.451049
46-0.088961-0.75490.226399
47-0.041205-0.34960.363816
48-0.087683-0.7440.229643
490.0582520.49430.311306
500.0397320.33710.368498
510.040760.34590.365227
52-0.062502-0.53030.298751
53-0.031536-0.26760.394888
54-0.009375-0.07950.46841
55-0.031126-0.26410.396225
56-0.099908-0.84770.199694
570.0332480.28210.389331
58-0.017513-0.14860.441141
590.0751920.6380.26274
600.0252210.2140.415574
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229867954ixniw04cvgo1pfh/191a81229867858.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229867954ixniw04cvgo1pfh/191a81229867858.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229867954ixniw04cvgo1pfh/28ple1229867858.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229867954ixniw04cvgo1pfh/28ple1229867858.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')
 




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