Home » date » 2009 » Jun » 02 »

JUISTE REEKS Autocorrelatie trend eruit - Nieuwe geregistreerde domeinnamen - Dorien Dhanis

*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, 02 Jun 2009 08:57:07 -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/Jun/02/t1243954663odi5ob2m432avhk.htm/, Retrieved Tue, 02 Jun 2009 16:57:45 +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/Jun/02/t1243954663odi5ob2m432avhk.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 «

8166 7102 6047 5854 5764 5209 5616 5597 6251 7024 7237 9230 9016 8201 7630 7107 6820 6082 6019 6576 8086 8323 7842 9077 10737 10176 10416 9807 9565 10439 9115 9535 10790 11340 11196 12132 12013 12692 13330 11926 11356 11221 9999 11772 12543 14176 2924 2322 15557 13381 13145 12448 12178 11836 9815 12382 12662 12767 13136 13533 17808 15892 16830 14444 15550 15092 16364 14314 15874 17846 18504 15130 19845 18137 18898 19573 17368 18938 16713 16379 19139 21461 19796 16668

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.194172	-1.769	0.040284
2	-0.334218	-3.0449	0.001559
3	0.002899	0.0264	0.489497
4	0.045647	0.4159	0.339292
5	0.068721	0.6261	0.26649
6	-0.127763	-1.164	0.123884
7	0.066641	0.6071	0.272712
8	0.047557	0.4333	0.332973
9	-0.113966	-1.0383	0.151077
10	0.019912	0.1814	0.428244
11	-0.047258	-0.4305	0.333958
12	0.221407	2.0171	0.023458
13	-0.049355	-0.4496	0.32707
14	-0.116221	-1.0588	0.146377
15	0.015614	0.1423	0.443613
16	0.02295	0.2091	0.417449
17	0.077953	0.7102	0.23979
18	-0.109095	-0.9939	0.161578
19	-0.031587	-0.2878	0.387118
20	0.008878	0.0809	0.467866
21	0.104329	0.9505	0.172312
22	-0.024934	-0.2272	0.41043
23	-0.239046	-2.1778	0.016129
24	0.214736	1.9563	0.026894
25	0.08561	0.7799	0.218822
26	-0.14769	-1.3455	0.091061
27	0.059543	0.5425	0.294478
28	-0.078189	-0.7123	0.239127
29	0.098637	0.8986	0.185727
30	-0.071103	-0.6478	0.259457
31	-0.059182	-0.5392	0.295604
32	0.141524	1.2893	0.100429
33	0.055738	0.5078	0.306472
34	-0.093404	-0.8509	0.198623
35	-0.20259	-1.8457	0.034252
36	0.070826	0.6453	0.260272
37	0.170712	1.5553	0.061845
38	-0.049291	-0.4491	0.327277
39	0.003865	0.0352	0.485998
40	0.014027	0.1278	0.44931
41	0.002065	0.0188	0.492516
42	-0.014262	-0.1299	0.448468
43	-0.022908	-0.2087	0.417597
44	0.029147	0.2655	0.395625
45	0.016704	0.1522	0.439706
46	-0.009973	-0.0909	0.46391
47	-0.064513	-0.5877	0.279152
48	0.035823	0.3264	0.372484

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.194172	-1.769	0.040284
2	-0.386493	-3.5211	0.00035
3	-0.198063	-1.8044	0.037395
4	-0.176495	-1.6079	0.055822
5	-0.043655	-0.3977	0.34593
6	-0.196106	-1.7866	0.038826
7	-0.009612	-0.0876	0.465216
8	-0.040588	-0.3698	0.356248
9	-0.121531	-1.1072	0.135704
10	-0.06219	-0.5666	0.286266
11	-0.173633	-1.5819	0.058741
12	0.149666	1.3635	0.088203
13	-0.001103	-0.01	0.496003
14	0.044732	0.4075	0.342333
15	-0.016039	-0.1461	0.44209
16	0.029492	0.2687	0.394418
17	0.070231	0.6398	0.262021
18	-0.027754	-0.2529	0.400503
19	-0.032292	-0.2942	0.384671
20	-0.122356	-1.1147	0.134095
21	0.112411	1.0241	0.154379
22	-0.049223	-0.4484	0.327501
23	-0.226649	-2.0649	0.021028
24	0.003606	0.0329	0.486935
25	-0.026541	-0.2418	0.404765
26	-0.076224	-0.6944	0.244676
27	0.055226	0.5031	0.308101
28	-0.141042	-1.285	0.101192
29	0.001469	0.0134	0.494676
30	-0.046552	-0.4241	0.336292
31	-0.086791	-0.7907	0.215686
32	0.031344	0.2856	0.387964
33	0.124066	1.1303	0.130804
34	-0.009546	-0.087	0.465454
35	-0.105547	-0.9616	0.169528
36	-0.129859	-1.1831	0.120079
37	-0.099246	-0.9042	0.184261
38	-0.026268	-0.2393	0.405728
39	-0.006012	-0.0548	0.478227
40	0.072698	0.6623	0.254802
41	0.007491	0.0683	0.472875
42	0.055597	0.5065	0.306919
43	0.016667	0.1518	0.439838
44	0.017745	0.1617	0.435981
45	-0.007168	-0.0653	0.474046
46	0.000824	0.0075	0.497013
47	0.108748	0.9907	0.162345
48	0.048152	0.4387	0.331015

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954663odi5ob2m432avhk/1ubsf1243954624.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954663odi5ob2m432avhk/1ubsf1243954624.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954663odi5ob2m432avhk/2yxo21243954624.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954663odi5ob2m432avhk/2yxo21243954624.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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