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ACF Inflatie before

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Sun, 06 Jan 2008 06:48:56 -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/Jan/06/t1199627649agmlpqjmztqxq1u.htm/, Retrieved Sun, 06 Jan 2008 14:54:11 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1.1 1.3 1.2 1.6 1.7 1.5 0.9 1.5 1.4 1.6 1.7 1.4 1.8 1.7 1.4 1.2 1 1.7 2.4 2 2.1 2 1.8 2.7 2.3 1.9 2 2.3 2.8 2.4 2.3 2.7 2.7 2.9 3 2.2 2.3 2.8 2.8 2.8 2.2 2.6 2.8 2.5 2.4 2.3 1.9 1.7 2 2.1 1.7 1.8 1.8 1.8 1.3 1.3 1.3 1.2 1.4 2.2
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.7688215.95530
20.6093994.72047e-06
30.5761114.46251.8e-05
40.5626934.35862.6e-05
50.5863424.54181.4e-05
60.4968583.84860.000145
70.3625072.8080.003359
80.3508342.71760.004292
90.3182512.46520.008287
100.3333212.58190.006143
110.2261951.75210.042433
12-0.010816-0.08380.533244
13-0.014094-0.10920.543285
140.0224810.17410.431173
15-0.05263-0.40770.657516
16-0.148093-1.14710.872058
17-0.297895-2.30750.987753
18-0.307673-2.38320.989828
19-0.259139-2.00730.975385
20-0.272037-2.10720.980355
21-0.308483-2.38950.989985
22-0.389239-3.0150.998119
23-0.448861-3.47690.999525
24-0.381385-2.95420.997764
25-0.361635-2.80120.996579
26-0.41758-3.23460.999008
27-0.433413-3.35720.999314
28-0.414406-3.210.998933
29-0.346558-2.68440.995311
30-0.312286-2.4190.990693
31-0.315342-2.44260.991229
32-0.303207-2.34860.988922
33-0.289214-2.24020.985605
34-0.24432-1.89250.968374
35-0.189397-1.46710.92621
36-0.183019-1.41770.919268
37-0.18964-1.46890.926464
38-0.11611-0.89940.813977
39-0.057027-0.44170.669864
400.0001240.0010.499619
410.0362530.28080.38991
420.0251750.1950.423025
430.0226390.17540.430693
440.0477740.37010.356322
450.0659630.5110.30563
460.0939210.72750.234871
470.0992970.76910.222411


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.7688215.95530
10.0447860.34690.364935
20.2306871.78690.039503
30.1142580.8850.189834
40.2080551.61160.05615
5-0.160226-1.24110.890301
6-0.150187-1.16330.875352
70.0947780.73410.23286
8-0.093247-0.72230.763538
90.1406111.08920.140218
10-0.27769-2.1510.982242
11-0.391647-3.03370.998216
120.2005491.55340.062788
130.0100590.07790.469077
14-0.210037-1.62690.945505
15-0.135024-1.04590.850096
16-0.094813-0.73440.767222
170.1161180.89940.186006
18-0.041026-0.31780.624124
190.0728960.56470.287208
20-0.023292-0.18040.571283
210.0784750.60790.272785
22-0.142854-1.10650.863545
23-0.16594-1.28540.898198
240.1923481.48990.070742
25-0.028398-0.220.58668
26-0.006122-0.04740.518832
27-0.087606-0.67860.749997
28-0.076458-0.59220.722043
290.0774810.60020.275328
300.0557610.43190.333673
31-0.038174-0.29570.615757
32-0.108272-0.83870.797509
330.0327080.25340.40043
34-0.089474-0.69310.754529
35-0.043314-0.33550.630794
360.0817920.63360.264388
370.1117820.86590.195009
38-0.038355-0.29710.61629
39-0.001692-0.01310.505207
400.0054260.0420.483307
41-0.089286-0.69160.754073
42-0.052036-0.40310.655835
43-0.006505-0.05040.52001
44-0.082914-0.64220.73842
450.0152340.1180.453231
46-0.013222-0.10240.540618
47-0.039098-0.30290.618474
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/06/t1199627649agmlpqjmztqxq1u/1l92k1199627334.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/06/t1199627649agmlpqjmztqxq1u/1l92k1199627334.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/06/t1199627649agmlpqjmztqxq1u/2d8lr1199627334.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/06/t1199627649agmlpqjmztqxq1u/2d8lr1199627334.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; 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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