Home » date » 2008 » Dec » 21 »

(P)ACF inschrijvingen nieuwe personenwagens (d=0, 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: Sun, 21 Dec 2008 07:39:27 -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/t1229870504mw19m3brbvhxiz2.htm/, Retrieved Sun, 21 Dec 2008 15:41:45 +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/t1229870504mw19m3brbvhxiz2.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 «

11514 31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 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

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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.382439	2.6771	0.005037
2	0.208457	1.4592	0.075446
3	-0.059489	-0.4164	0.33946
4	-0.133735	-0.9361	0.176895
5	-0.086596	-0.6062	0.273598
6	-0.001291	-0.009	0.496413
7	0.000887	0.0062	0.497537
8	0.105858	0.741	0.231112
9	0.063905	0.4473	0.328301
10	-0.25681	-1.7977	0.039196
11	-0.356737	-2.4972	0.007964
12	-0.484783	-3.3935	0.000687
13	-0.273348	-1.9134	0.030772
14	0.016682	0.1168	0.45376
15	0.061486	0.4304	0.334395
16	0.102376	0.7166	0.238502
17	0.086423	0.605	0.273998
18	0.032676	0.2287	0.410016
19	-0.060618	-0.4243	0.336593
20	-0.021032	-0.1472	0.44178
21	0.059049	0.4133	0.34058
22	0.077006	0.539	0.296149
23	0.289955	2.0297	0.023918
24	0.128942	0.9026	0.185578
25	0.156381	1.0947	0.139507
26	0.033416	0.2339	0.408015
27	-0.025301	-0.1771	0.430077
28	-0.08869	-0.6208	0.268795
29	0.015003	0.105	0.458394
30	-0.107659	-0.7536	0.227343
31	-0.06228	-0.436	0.33239
32	-0.114046	-0.7983	0.214268
33	-0.136906	-0.9583	0.171297
34	-0.073454	-0.5142	0.30472
35	-0.128062	-0.8964	0.187203
36	-0.152808	-1.0697	0.145008
37	-0.068941	-0.4826	0.315768
38	-0.048184	-0.3373	0.368671
39	-0.011063	-0.0774	0.469295
40	0.039431	0.276	0.391848
41	0.000261	0.0018	0.499276
42	0.090142	0.631	0.265488
43	0.107718	0.754	0.227221
44	0.090625	0.6344	0.264393
45	0.050498	0.3535	0.362621
46	0.029623	0.2074	0.418293
47	-0.006243	-0.0437	0.48266
48	0.028837	0.2019	0.420431
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.382439	2.6771	0.005037
2	0.072852	0.51	0.306182
3	-0.1899	-1.3293	0.094953
4	-0.083579	-0.585	0.280599
5	0.042711	0.299	0.383112
6	0.055641	0.3895	0.349301
7	-0.046729	-0.3271	0.372492
8	0.100451	0.7032	0.242643
9	0.005936	0.0416	0.483512
10	-0.391361	-2.7395	0.004279
11	-0.214222	-1.4996	0.070073
12	-0.223406	-1.5638	0.062146
13	-0.006588	-0.0461	0.481704
14	0.166459	1.1652	0.124786
15	-0.076376	-0.5346	0.297662
16	-0.044598	-0.3122	0.378111
17	-0.000852	-0.006	0.497634
18	0.052636	0.3685	0.357062
19	-0.040981	-0.2869	0.387712
20	0.039005	0.273	0.392986
21	0.124992	0.8749	0.192936
22	-0.290936	-2.0366	0.023559
23	0.085073	0.5955	0.277122
24	-0.070461	-0.4932	0.312029
25	0.104723	0.7331	0.233507
26	0.112161	0.7851	0.218079
27	-0.038233	-0.2676	0.395054
28	-0.060291	-0.422	0.337421
29	0.057185	0.4003	0.34534
30	-0.123539	-0.8648	0.195689
31	-0.082382	-0.5767	0.2834
32	-0.114708	-0.803	0.212938
33	0.089885	0.6292	0.266071
34	-0.108334	-0.7583	0.22594
35	-0.060283	-0.422	0.337443
36	-0.036662	-0.2566	0.399269
37	-0.00227	-0.0159	0.493693
38	0.037224	0.2606	0.397759
39	-0.031539	-0.2208	0.413094
40	-0.005993	-0.042	0.483353
41	-0.067834	-0.4748	0.318507
42	-0.017442	-0.1221	0.451663
43	-0.086174	-0.6032	0.274573
44	-0.061922	-0.4335	0.333294
45	0.083619	0.5853	0.280506
46	-0.139007	-0.9731	0.167653
47	-0.088972	-0.6228	0.268151
48	-0.043006	-0.301	0.382329
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229870504mw19m3brbvhxiz2/1woi61229870365.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229870504mw19m3brbvhxiz2/1woi61229870365.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229870504mw19m3brbvhxiz2/2wcko1229870365.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229870504mw19m3brbvhxiz2/2wcko1229870365.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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