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correlatie van rijstbuiltjes

*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, 16 Dec 2009 10:14:43 -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/16/t1260983833x0ia0lcjlq9gcbr.htm/, Retrieved Wed, 16 Dec 2009 18:17:15 +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/16/t1260983833x0ia0lcjlq9gcbr.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:
KDGP2W21
 
Dataseries X:
» Textbox « » Textfile « » CSV «
2,46 2,46 2,45 2,45 2,46 2,43 2,44 2,44 2,43 2,43 2,42 2,43 2,43 2,42 2,41 2,42 2,39 2,4 2,39 2,4 2,41 2,41 2,41 2,41 2,42 2,43 2,43 2,43 2,44 2,42 2,44 2,42 2,42 2,42 2,43 2,44 2,43 2,44 2,44 2,45 2,45 2,43 2,44 2,45 2,46 2,44 2,43 2,42 2,41 2,43 2,41 2,43 2,43 2,44 2,43 2,44 2,43 2,44 2,44 2,43 2,43 2,43 2,43 2,44 2,47 2,48 2,49 2,5 2,51 2,49 2,49 2,48 2,48 2,48 2,5 2,5 2,5 2,5 2,5 2,48 2,49 2,48 2,5 2,5 2,49 2,48 2,47 2,46 2,43 2,42 2,43 2,45 2,45 2,46 2,44 2,45 2,45 2,42 2,41 2,39 2,39 2,38 2,37 2,37 2,38 2,39 2,41 2,42 2,48 2,53 2,56 2,56 2,53 2,57 2,56 2,57 2,58 2,57 2,6 2,63 2,72 2,83 2,9 2,92 2,94 2,95 2,98 3,02 3,16 3,2 3,18 3,17 3,19
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.93568210.79080
20.8659969.98720
30.7884849.09320
40.7047058.12710
50.6242157.19880
60.5620096.48140
70.5022925.79270
80.4419855.09721e-06
90.3787534.3681.3e-05
100.3165693.65090.000187
110.2557232.94910.001883
120.2040362.35310.010043
130.1672561.92890.027937
140.1405111.62040.053752
150.1166131.34480.090482
160.0947741.0930.138188
170.070410.8120.209119
180.0468220.540.295059
190.0224250.25860.398166
20-0.0057-0.06570.473846
21-0.028021-0.32320.373541
22-0.054218-0.62530.26643
23-0.079029-0.91140.181866
24-0.098319-1.13390.129445
25-0.108462-1.25080.106594
26-0.108135-1.24710.107281
27-0.105428-1.21590.113097
28-0.098993-1.14160.127826
29-0.090749-1.04660.148599
30-0.080815-0.9320.176512
31-0.069814-0.80510.21109
32-0.060193-0.69420.244392
33-0.050954-0.58760.278888
34-0.040823-0.47080.319281
35-0.03231-0.37260.355014
36-0.023858-0.27510.391816
37-0.020238-0.23340.407906
38-0.01585-0.18280.427622
39-0.010584-0.12210.451516
40-0.007526-0.08680.465484
41-0.002509-0.02890.488478
420.0030610.03530.485945
430.0119290.13760.445392
440.0224430.25880.398087
450.0315320.36360.358351
460.0350210.40390.343476
470.035830.41320.340059
480.034430.39710.345979


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.93568210.79080
2-0.076348-0.88050.190092
3-0.098898-1.14050.128054
4-0.090072-1.03880.150401
5-0.015966-0.18410.427098
60.1042671.20250.115661
7-0.030067-0.34680.364663
8-0.067641-0.78010.218367
9-0.083788-0.96630.167827
10-0.029167-0.33640.368562
11-0.00917-0.10570.45797
120.0330850.38160.351699
130.0662640.76420.223053
140.0186380.21490.415072
15-0.034492-0.39780.345714
16-0.029652-0.3420.366459
17-0.03666-0.42280.336569
180.0087350.10070.459958
19-0.017603-0.2030.419718
20-0.067506-0.77850.218824
210.0044030.05080.479789
22-0.070026-0.80760.210387
23-0.012316-0.1420.443635
240.0261620.30170.381669
250.0596610.6880.24631
260.0750150.86510.194268
27-0.023207-0.26760.394697
28-0.006288-0.07250.471151
29-0.001795-0.02070.491758
300.0275230.31740.375714
310.0205370.23680.40657
32-0.028459-0.32820.371636
33-0.020698-0.23870.405853
34-0.009055-0.10440.458493
35-0.010686-0.12320.451054
360.0201630.23250.408243
37-0.020933-0.24140.404804
380.0303110.34960.363608
390.0185760.21420.415346
40-0.021406-0.24690.402698
410.0224980.25950.397841
42-0.001484-0.01710.493187
430.0421920.48660.313678
440.0135870.15670.43786
45-0.023511-0.27110.393352
46-0.050165-0.57850.281941
47-0.030361-0.35010.363392
480.0060520.06980.472233
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260983833x0ia0lcjlq9gcbr/1l42h1260983682.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260983833x0ia0lcjlq9gcbr/1l42h1260983682.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260983833x0ia0lcjlq9gcbr/2d67m1260983682.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260983833x0ia0lcjlq9gcbr/2d67m1260983682.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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')
 




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