Home » date » 2009 » Jun » 03 »

opgave 6bis oefening 2 stap 2

*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, 03 Jun 2009 12:00:57 -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/03/t1244052101q4dgzoxk41rz77a.htm/, Retrieved Wed, 03 Jun 2009 20:01:44 +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/03/t1244052101q4dgzoxk41rz77a.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 «
41 39 50 40 43 38 44 35 39 35 29 49 50 59 63 32 47 53 60 57 52 70 90 74 62 55 84 94 70 108 139 120 97 126 149 158 124 140 109 114 77 120 133 110 92 97 78 99 107 112 90 98 125 155 190 236 189 174 178 136 161 171 149 184 155 276 224 213 279 268 287 238 213 257 293 212 246 353 339 308 247 257 322 298 273 312 249 286 279 309 401 309 328 353 354 327 324 285 243 241 287 355 460 364 487 452 391 500 451 375 372 302 316 398 394 431 431
 
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
1-0.260508-2.80580.002944
2-0.136572-1.47090.07201
30.155221.67180.048633
4-0.236712-2.54950.006047
50.1143431.23150.110311
6-0.059128-0.63680.262747
7-0.216179-2.32830.010814
80.1833821.97510.025317
9-0.093745-1.00970.157379
10-0.203214-2.18870.015312
110.1061151.14290.127719
120.1893052.03890.021868
130.0501040.53960.295241
140.0657190.70780.24024
15-0.080153-0.86330.194885
16-0.073423-0.79080.215341
170.131671.41810.079417
18-0.165402-1.78140.03873
190.0209980.22620.410738
200.1137621.22530.11148
21-0.241543-2.60150.005246
220.0714650.76970.221522
230.0296380.31920.375069
24-0.005623-0.06060.475905
250.1789231.92710.028209
26-0.114134-1.22930.110731
27-0.016394-0.17660.430076
280.0953261.02670.153351
29-0.129298-1.39260.083204
300.0243790.26260.396676
310.065420.70460.241237
32-0.078184-0.84210.200741
33-0.075262-0.81060.20963
340.0069140.07450.470384
350.0184870.19910.421263
360.1152541.24130.108495
370.0373580.40240.344079
38-0.156297-1.68340.047497
390.2029372.18570.015423
40-0.035722-0.38470.350568
41-0.05016-0.54020.295032
420.0287470.30960.378704
43-0.059948-0.64570.259888
440.0162970.17550.430487
45-0.092236-0.99340.161288
46-0.099895-1.07590.142101
470.1413571.52250.065307
480.0466320.50220.308225


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.260508-2.80580.002944
2-0.21932-2.36220.009917
30.0616530.6640.253998
4-0.227082-2.44570.007979
50.0280830.30250.381422
6-0.127917-1.37770.085473
7-0.239425-2.57870.005584
8-0.038615-0.41590.339127
9-0.129656-1.39640.082624
10-0.327097-3.52290.000306
11-0.262047-2.82230.002806
120.0926350.99770.160248
130.0635820.68480.247419
140.0763230.8220.206376
15-0.005136-0.05530.47799
16-0.127184-1.36980.086695
17-0.007286-0.07850.468795
18-0.099439-1.0710.143197
190.0219070.23590.406947
200.046710.50310.307929
21-0.133746-1.44050.076211
22-0.000123-0.00130.499471
230.051910.55910.288589
240.0737440.79420.214337
250.0250320.26960.393974
26-0.072797-0.78410.217304
27-0.055973-0.60280.273895
280.0038260.04120.483601
29-0.011063-0.11920.452679
300.0070080.07550.469981
310.0178840.19260.423799
32-0.036659-0.39480.346848
33-0.136981-1.47530.071416
34-0.053821-0.57970.281631
350.0178540.19230.423926
360.0304260.32770.371867
370.0075880.08170.467505
38-0.131954-1.42120.078973
390.114981.23840.109038
400.0658360.70910.239849
410.1630931.75660.040815
42-0.048729-0.52480.300353
43-0.014194-0.15290.439384
44-0.034722-0.3740.354557
45-0.047542-0.5120.304796
460.0413490.44530.328453
470.0474070.51060.305306
480.0202720.21830.413775
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244052101q4dgzoxk41rz77a/10rwf1244052056.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244052101q4dgzoxk41rz77a/10rwf1244052056.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244052101q4dgzoxk41rz77a/258uw1244052056.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244052101q4dgzoxk41rz77a/258uw1244052056.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')
 




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