Home » date » 2009 » Dec » 12 »

aantal bouwvergunningen

*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: Sat, 12 Dec 2009 13:26:32 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/12/t126064963794yeawh1snelpgc.htm/, Retrieved Sat, 12 Dec 2009 21:27:19 +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/2009/Dec/12/t126064963794yeawh1snelpgc.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 «

2360 2214 2825 2355 2333 3016 2155 2172 2150 2533 2058 2160 2260 2498 2695 2799 2947 2930 2318 2540 2570 2669 2450 2842 3440 2678 2981 2260 2844 2546 2456 2295 2379 2479 2057 2280 2351 2276 2548 2311 2201 2725 2408 2139 1898 2537 2069 2063 2524 2437 2189 2793 2074 2622 2278 2144 2427 2139 1828 2072 1800

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	-0.51351	-3.5577	0.000427
2	0.131834	0.9134	0.182806
3	-0.111059	-0.7694	0.222701
4	0.138352	0.9585	0.171299
5	-0.116163	-0.8048	0.212451
6	-0.042263	-0.2928	0.385466
7	0.015315	0.1061	0.457971
8	0.138925	0.9625	0.17031
9	-0.068382	-0.4738	0.318908
10	0.043762	0.3032	0.381528
11	0.090087	0.6241	0.267746
12	-0.296238	-2.0524	0.022803
13	0.121462	0.8415	0.202116
14	-0.084623	-0.5863	0.280216
15	0.154156	1.068	0.145427
16	-0.257832	-1.7863	0.040183
17	0.213739	1.4808	0.072593
18	-0.038852	-0.2692	0.394474
19	0.077938	0.54	0.295857
20	-0.210732	-1.46	0.075403
21	0.068286	0.4731	0.319143
22	-0.0084	-0.0582	0.476918
23	0.044382	0.3075	0.379902
24	-0.099791	-0.6914	0.246331
25	0.069129	0.4789	0.317077
26	0.070944	0.4915	0.312652
27	-0.025111	-0.174	0.431308
28	-0.001348	-0.0093	0.496293
29	-0.031881	-0.2209	0.413063
30	0.051281	0.3553	0.361967
31	-0.094619	-0.6555	0.257625
32	0.087272	0.6046	0.274134
33	0.092995	0.6443	0.261227
34	-0.148665	-1.03	0.154091
35	0.093679	0.649	0.259708
36	0.06309	0.4371	0.332

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.51351	-3.5577	0.000427
2	-0.17908	-1.2407	0.110373
3	-0.172861	-1.1976	0.118474
4	0.023594	0.1635	0.435421
5	-0.038379	-0.2659	0.395728
6	-0.166342	-1.1524	0.127422
7	-0.132911	-0.9208	0.180871
8	0.102665	0.7113	0.240176
9	0.106095	0.735	0.232944
10	0.115594	0.8009	0.213579
11	0.241504	1.6732	0.050398
12	-0.257746	-1.7857	0.040232
13	-0.249162	-1.7262	0.045368
14	-0.193673	-1.3418	0.092986
15	0.045303	0.3139	0.37749
16	-0.161948	-1.122	0.13372
17	-0.072426	-0.5018	0.309058
18	-0.092288	-0.6394	0.262804
19	-0.011409	-0.079	0.468663
20	-0.040015	-0.2772	0.391396
21	-0.097276	-0.6739	0.251788
22	-0.047783	-0.3311	0.371023
23	0.082522	0.5717	0.285087
24	-0.076763	-0.5318	0.298649
25	-0.166572	-1.154	0.127097
26	-0.038475	-0.2666	0.395473
27	0.066591	0.4614	0.323314
28	-0.031578	-0.2188	0.413874
29	-0.008743	-0.0606	0.475977
30	0.030595	0.212	0.416514
31	-0.024993	-0.1732	0.431629
32	-0.082021	-0.5683	0.286255
33	0.199092	1.3794	0.08709
34	-0.056226	-0.3895	0.349297
35	0.026243	0.1818	0.428246
36	0.063797	0.442	0.330238

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/12/t126064963794yeawh1snelpgc/10ut21260649591.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/12/t126064963794yeawh1snelpgc/10ut21260649591.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/12/t126064963794yeawh1snelpgc/2w2671260649591.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/12/t126064963794yeawh1snelpgc/2w2671260649591.ps (open in new window)

Parameters (Session):

par1 = 1 ; par2 = 2 ; par3 = 2 ; par4 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'

par7 <- as.numeric(par7)

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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))

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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by