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Bootstrap Plot 200 - Studio 100 Max leeftijd kids - Niels Braspennincx

*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 14:13:13 -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/t1250628148wtniqrpg2if0wg7.htm/, Retrieved Tue, 18 Aug 2009 22:42:28 +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/t1250628148wtniqrpg2if0wg7.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 «

15.22 15.27 15.31 15.33 15.42 15.49 15.65 15.67 15.69 15.83 15.92 15.99 15.94 15.96 16.03 16.09 16.04 16.23 16.2 16.2 16.26 16.28 16.27 16.29 16.3 16.37 16.39 16.42 16.43 16.37 16.37 16.39 16.48 16.51 16.5 16.54 16.52 16.56 16.61 16.75 16.75 16.79 16.82 16.84 17.14 17.25 17.28 17.3 17.34 17.44 17.48 17.55 17.59 17.66 17.67 17.64 17.68 17.72 17.78 17.83 17.88 18.11 18.16 18.27 18.29 18.35 18.35 18.38 18.41 18.41 18.42 18.43 18.48 18.54 18.65 18.66 18.69 18.72 18.72 18.73 18.84 18.83 18.91 18.91 18.94 18.97 19 19.08 19.18 19.24 19.23 19.25 19.3 19.33 19.35 19.35 19.31 19.47 19.7 19.76 19.9 19.97 20.1 20.26 20.44 20.43 20.57 20.6 20.69 20.93 20.98 21.11 21.14 21.16 21.32 21.32 21.48 21.58 21.74 21.75 21.81 21.89 22.21 22.37 22.47 22.51 22.55 22.61 22.58 22.85 22.93 22.98

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.083487	0.9556	0.170528
2	0.119426	1.3669	0.087
3	0.006354	0.0727	0.471067
4	0.033748	0.3863	0.349963
5	0.207903	2.3796	0.009388
6	0.147307	1.686	0.047087
7	0.143315	1.6403	0.051669
8	0.069484	0.7953	0.213944
9	0.026815	0.3069	0.379697
10	-0.046725	-0.5348	0.296849
11	0.138951	1.5904	0.057082
12	0.12136	1.389	0.08359
13	0.132367	1.515	0.06609
14	0.054171	0.62	0.268163
15	0.005496	0.0629	0.474968
16	0.038195	0.4372	0.331358
17	0.027536	0.3152	0.376567
18	0.085416	0.9776	0.165028
19	0.05952	0.6812	0.248461
20	0.052889	0.6053	0.272999
21	0.026831	0.3071	0.379628
22	-0.024947	-0.2855	0.387845
23	-0.028862	-0.3303	0.370836
24	0.089063	1.0194	0.154953
25	-0.018081	-0.2069	0.418187
26	-0.015367	-0.1759	0.430329
27	-0.026953	-0.3085	0.379101
28	-0.097618	-1.1173	0.132957
29	0.042748	0.4893	0.312732
30	-0.032071	-0.3671	0.357079
31	-0.066348	-0.7594	0.224492
32	-0.103401	-1.1835	0.119382
33	-0.128571	-1.4716	0.071769
34	-0.044295	-0.507	0.30651
35	0.038542	0.4411	0.329923
36	0.052587	0.6019	0.274145
37	-0.036594	-0.4188	0.338011
38	-0.001569	-0.018	0.492849
39	-0.057411	-0.6571	0.256134
40	-0.007075	-0.081	0.46779
41	0.013651	0.1562	0.43804
42	0.020279	0.2321	0.408409
43	0.004879	0.0558	0.477777
44	0.004205	0.0481	0.480843
45	-0.067924	-0.7774	0.219154
46	-0.074518	-0.8529	0.197636
47	-0.020767	-0.2377	0.406247
48	0.05101	0.5838	0.280166

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.083487	0.9556	0.170528
2	0.113245	1.2961	0.098602
3	-0.012182	-0.1394	0.444664
4	0.021072	0.2412	0.404895
5	0.208759	2.3894	0.009151
6	0.118246	1.3534	0.089131
7	0.086711	0.9924	0.161404
8	0.037941	0.4343	0.33241
9	-0.002589	-0.0296	0.488204
10	-0.105068	-1.2026	0.115659
11	0.099999	1.1445	0.127243
12	0.072667	0.8317	0.203543
13	0.055715	0.6377	0.262394
14	0.00857	0.0981	0.461006
15	0.006272	0.0718	0.47144
16	0.00496	0.0568	0.477407
17	-0.020669	-0.2366	0.40668
18	0.014337	0.1641	0.434955
19	-0.000613	-0.007	0.497208
20	0.002144	0.0245	0.490232
21	0.020912	0.2394	0.405603
22	-0.039231	-0.449	0.327079
23	-0.06222	-0.7121	0.238823
24	0.063977	0.7323	0.232661
25	-0.066503	-0.7612	0.223963
26	-0.066178	-0.7574	0.225072
27	-0.0196	-0.2243	0.411426
28	-0.079388	-0.9086	0.182605
29	0.032089	0.3673	0.357003
30	-0.015081	-0.1726	0.431611
31	-0.086036	-0.9847	0.163288
32	-0.110272	-1.2621	0.104573
33	-0.085832	-0.9824	0.163859
34	0.006846	0.0784	0.468834
35	0.071442	0.8177	0.207508
36	0.093093	1.0655	0.144306
37	0.002101	0.024	0.490428
38	0.066968	0.7665	0.222384
39	0.039837	0.456	0.324587
40	0.008365	0.0957	0.461937
41	0.006657	0.0762	0.469692
42	0.012831	0.1469	0.441735
43	0.007716	0.0883	0.464881
44	0.066145	0.7571	0.225185
45	-0.019953	-0.2284	0.409857
46	-0.047479	-0.5434	0.29388
47	-0.027678	-0.3168	0.375952
48	0.05206	0.5959	0.276149

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250628148wtniqrpg2if0wg7/1lxxx1250626389.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250628148wtniqrpg2if0wg7/1lxxx1250626389.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250628148wtniqrpg2if0wg7/2z60h1250626389.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250628148wtniqrpg2if0wg7/2z60h1250626389.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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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