Home » date » 2009 » Aug » 05 »

Autocorrelatie gemiddelde prijs roze zalm - Kenis Lotte

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 05 Aug 2009 09:44:40 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Aug/05/t1249487178ivfo6sjwe6vypmo.htm/, Retrieved Wed, 05 Aug 2009 17:46:20 +0200

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/2009/Aug/05/t1249487178ivfo6sjwe6vypmo.htm/},
    year = {2009},
}
@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 = {2009},
    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 «

11,73 11,74 11,65 11,38 11,53 11,75 11,82 11,83 11,63 11,55 11,4 11,4 11,63 11,46 11,35 11,7 11,52 11,64 11,9 11,73 11,7 11,54 11,97 11,64 11,98 11,79 11,66 11,96 11,83 12,36 12,53 12,55 12,53 12,24 12,34 12,05 12,22 12,23 11,92 12,13 12,1 12,15 12,23 12,08 12,02 11,93 12,16 11,87 11,93 11,79 11,43 11,63 11,93 11,89 11,83 11,59 12,04 11,81 11,9 11,72 11,91 11,94 11,91 11,84 12,01 11,89 11,8 11,7 11,5 11,76 11,61 11,27 11,64 11,39 11,54 11,62 11,59 11,44 11,31 11,56 11,4 11,51 11,5 11,24 11,8

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.741391	6.8353	0
2	0.69086	6.3694	0
3	0.613854	5.6595	0
4	0.516628	4.7631	4e-06
5	0.528243	4.8702	3e-06
6	0.428399	3.9496	8e-05
7	0.409614	3.7765	0.000147
8	0.313571	2.891	0.002437
9	0.292199	2.6939	0.004253
10	0.299762	2.7637	0.003503
11	0.204231	1.8829	0.031566
12	0.243877	2.2484	0.013568
13	0.091726	0.8457	0.200055
14	0.021705	0.2001	0.420937
15	-0.015093	-0.1392	0.44483
16	-0.077738	-0.7167	0.237758
17	-0.101042	-0.9316	0.177102
18	-0.166063	-1.531	0.064738
19	-0.209123	-1.928	0.028596
20	-0.223938	-2.0646	0.021004
21	-0.209722	-1.9335	0.028249
22	-0.154832	-1.4275	0.078553
23	-0.135583	-1.25	0.107363
24	-0.104528	-0.9637	0.168965
25	-0.174542	-1.6092	0.055641
26	-0.204822	-1.8884	0.031194
27	-0.201253	-1.8555	0.033498
28	-0.196149	-1.8084	0.03704
29	-0.210291	-1.9388	0.027923
30	-0.19521	-1.7997	0.037725
31	-0.217262	-2.0031	0.024179
32	-0.208787	-1.9249	0.028792
33	-0.190846	-1.7595	0.041045
34	-0.215248	-1.9845	0.025214
35	-0.247366	-2.2806	0.012537
36	-0.26441	-2.4377	0.008432
37	-0.312514	-2.8812	0.002507
38	-0.295987	-2.7289	0.003861
39	-0.314775	-2.9021	0.00236
40	-0.29177	-2.69	0.0043
41	-0.319495	-2.9456	0.002079
42	-0.298489	-2.7519	0.00362
43	-0.294873	-2.7186	0.003973
44	-0.290515	-2.6784	0.004439
45	-0.221531	-2.0424	0.022105
46	-0.250417	-2.3087	0.011693
47	-0.217066	-2.0013	0.024278
48	-0.218024	-2.0101	0.023797

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.741391	6.8353	0
2	0.313541	2.8907	0.002439
3	0.073375	0.6765	0.250286
4	-0.066541	-0.6135	0.270598
5	0.174467	1.6085	0.055716
6	-0.09547	-0.8802	0.19062
7	0.032745	0.3019	0.381736
8	-0.141873	-1.308	0.097199
9	0.077436	0.7139	0.238616
10	0.089104	0.8215	0.206831
11	-0.133163	-1.2277	0.111474
12	0.098347	0.9067	0.183561
13	-0.272382	-2.5112	0.006961
14	-0.126552	-1.1668	0.123287
15	-0.027082	-0.2497	0.401717
16	0.025697	0.2369	0.406646
17	-0.108044	-0.9961	0.16101
18	-0.000529	-0.0049	0.49806
19	-0.103583	-0.955	0.171145
20	0.086993	0.802	0.212384
21	0.075794	0.6988	0.243296
22	0.09514	0.8771	0.19144
23	0.145158	1.3383	0.092185
24	0.016527	0.1524	0.439626
25	-0.18713	-1.7252	0.044058
26	-0.095652	-0.8819	0.190168
27	-0.026955	-0.2485	0.402169
28	0.024818	0.2288	0.409784
29	-0.062277	-0.5742	0.283686
30	0.051475	0.4746	0.318152
31	-0.056942	-0.525	0.300483
32	-0.052093	-0.4803	0.316134
33	-0.110426	-1.0181	0.155766
34	-0.166472	-1.5348	0.064274
35	-0.158255	-1.459	0.07412
36	-0.039823	-0.3672	0.35721
37	-0.040349	-0.372	0.355408
38	0.100062	0.9225	0.179432
39	-0.053774	-0.4958	0.310668
40	0.037602	0.3467	0.364846
41	0.006188	0.0571	0.47732
42	0.089194	0.8223	0.206596
43	-0.007221	-0.0666	0.473539
44	0.008533	0.0787	0.468739
45	0.065607	0.6049	0.273439
46	-0.121807	-1.123	0.132299
47	0.028903	0.2665	0.395261
48	-0.09901	-0.9128	0.181957

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/05/t1249487178ivfo6sjwe6vypmo/1po1z1249487078.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/05/t1249487178ivfo6sjwe6vypmo/1po1z1249487078.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/05/t1249487178ivfo6sjwe6vypmo/2j08l1249487078.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/05/t1249487178ivfo6sjwe6vypmo/2j08l1249487078.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 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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