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autocorrelatiefunctie gn trend- huur niet-sociale woning- olivier bosiers

*Unverified author*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Tue, 18 Aug 2009 08:28:04 -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/18/t1250605762qlep9dseoni1pxw.htm/, Retrieved Tue, 18 Aug 2009 16:29:24 +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/18/t1250605762qlep9dseoni1pxw.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 «

102.2 102.4 102.4 102.5 102.5 102.6 102.8 102.9 102.9 103.1 103.2 103.3 103.6 103.7 103.8 104 104 104.1 104.2 104.3 104.4 104.5 104.7 104.7 104.9 105 105.2 105.3 105.4 105.5 105.7 105.8 105.9 106 106.1 106.2 106.6 106.8 107 107.1 107.3 107.4 107.6 107.7 107.9 108.2 108.3 108.5 108.92 109.23 109.41 109.65 109.91 110.01 110.2 110.49 110.57 110.72 110.94 111.09 111.28 111.41 111.62 111.76 111.89 112.04 112.12 112.3 112.47 112.59 112.78 112.73 112.99 113.1 113.33 113.38 113.68 113.65 113.81 113.88 114.02 114.25 114.28 114.38 114.73 114.97 115.05 115.29 115.37 115.54 115.76 115.92 116.02 116.21 116.26 116.51

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	-0.120614	-1.1756	0.121345
2	0.1336	1.3022	0.098002
3	0.145959	1.4226	0.079058
4	0.118876	1.1587	0.124749
5	-0.051594	-0.5029	0.308107
6	0.250644	2.443	0.008207
7	-0.03548	-0.3458	0.365122
8	0.032015	0.312	0.377844
9	0.083239	0.8113	0.209608
10	0.008519	0.083	0.467002
11	0.117147	1.1418	0.128202
12	0.214489	2.0906	0.019618
13	-0.033367	-0.3252	0.372863
14	0.064072	0.6245	0.266899
15	0.086065	0.8389	0.201827
16	-0.079344	-0.7733	0.220619
17	-0.019654	-0.1916	0.424248
18	-0.013437	-0.131	0.448041
19	0.008248	0.0804	0.468049
20	-0.186295	-1.8158	0.036279
21	0.051288	0.4999	0.309153
22	-0.112105	-1.0927	0.138653
23	-0.005848	-0.057	0.477332
24	0.003938	0.0384	0.48473
25	0.016499	0.1608	0.43629
26	-0.059264	-0.5776	0.28244
27	-0.021413	-0.2087	0.417561
28	-0.128132	-1.2489	0.10739
29	-0.104636	-1.0199	0.155191
30	-0.002447	-0.0239	0.490511
31	-0.130657	-1.2735	0.102976
32	-0.091031	-0.8873	0.18859
33	-0.012661	-0.1234	0.451025
34	-0.169497	-1.6521	0.050913
35	-0.116008	-1.1307	0.130514
36	0.223209	2.1756	0.016034
37	-0.055507	-0.541	0.294881
38	-0.01164	-0.1135	0.454954
39	0.002179	0.0212	0.491549
40	0.024723	0.241	0.405048
41	-0.185866	-1.8116	0.036604
42	0.013052	0.1272	0.449519
43	-0.031478	-0.3068	0.37983
44	-0.108812	-1.0606	0.145788
45	-0.053018	-0.5168	0.303265
46	-0.053443	-0.5209	0.301824
47	-0.093358	-0.9099	0.182578
48	0.155147	1.5122	0.066903

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.120614	-1.1756	0.121345
2	0.12081	1.1775	0.120966
3	0.179903	1.7535	0.041373
4	0.149564	1.4578	0.074101
5	-0.064356	-0.6273	0.265996
6	0.186831	1.821	0.035877
7	-0.00672	-0.0655	0.473958
8	-0.02775	-0.2705	0.393692
9	0.033716	0.3286	0.371582
10	-0.02607	-0.2541	0.399985
11	0.141002	1.3743	0.086288
12	0.208616	2.0333	0.022404
13	-0.010296	-0.1004	0.460138
14	-0.02236	-0.2179	0.413972
15	-0.016437	-0.1602	0.43653
16	-0.115812	-1.1288	0.130912
17	-0.107978	-1.0524	0.147635
18	-0.130027	-1.2673	0.104065
19	0.051562	0.5026	0.308219
20	-0.164365	-1.602	0.056234
21	-0.011858	-0.1156	0.454117
22	-0.05507	-0.5368	0.296345
23	-0.04376	-0.4265	0.335348
24	0.042137	0.4107	0.341107
25	0.024334	0.2372	0.406516
26	0.022091	0.2153	0.414989
27	-0.039967	-0.3896	0.348869
28	-0.087496	-0.8528	0.197955
29	-0.094176	-0.9179	0.180493
30	0.013533	0.1319	0.44767
31	-0.03299	-0.3215	0.37425
32	0.023444	0.2285	0.409873
33	0.03582	0.3491	0.363881
34	-0.083867	-0.8174	0.207864
35	-0.111476	-1.0865	0.139995
36	0.227924	2.2215	0.014345
37	0.119249	1.1623	0.124013
38	0.027661	0.2696	0.394025
39	-0.008207	-0.08	0.468205
40	0.05534	0.5394	0.295441
41	-0.119409	-1.1639	0.123699
42	-0.184174	-1.7951	0.037909
43	0.032439	0.3162	0.376283
44	-0.073882	-0.7201	0.23661
45	-0.030941	-0.3016	0.381817
46	0.008439	0.0823	0.467309
47	-0.111776	-1.0895	0.139353
48	0.081741	0.7967	0.213802

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250605762qlep9dseoni1pxw/1psm01250605682.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250605762qlep9dseoni1pxw/1psm01250605682.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250605762qlep9dseoni1pxw/2aup11250605682.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250605762qlep9dseoni1pxw/2aup11250605682.ps (open in new window)

Parameters (Session):

par1 = 0 ;

Parameters (R input):

par1 = 48 ; 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 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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