Home » date » 2009 » Jun » 03 »

Opdracht 6 bis deel 1 Filip Bosschaerts eigen reeks

*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 13:08:31 -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/t1244056147g0om1t3i5wrv5tu.htm/, Retrieved Wed, 03 Jun 2009 21:09:09 +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/t1244056147g0om1t3i5wrv5tu.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:
Filip Bosschaerts
 
Dataseries X:
» Textbox « » Textfile « » CSV «
516141 501866 506174 517945 533590 528379 477580 469357 490243 492622 507561 516922 514258 509846 527070 541657 564591 555362 498662 511038 525919 531673 548854 560576 557274 565742 587625 619916 625809 619567 572942 572775 574205 579799 590072 593408 597141 595404 612117 628232 628884 620735 569028 567456 573100 584428 589379 590865 595454 594167 611324 612613 610763 593530 542722 536662 543599 555332 560854 562325 554788 547344 565464 577992 579714 569323 506971 500857 509127 509933 517009 519164
 
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'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8826757.48970
20.7075126.00340
30.5731624.86343e-06
40.5046514.28212.8e-05
50.4937064.18923.9e-05
60.4667973.96098.7e-05
70.4062513.44720.000475
80.3374752.86360.002742
90.3239462.74880.003778
100.3640173.08880.001427
110.4357493.69750.000211
120.4601923.90490.000105
130.3291812.79320.003341
140.1607621.36410.08839
150.0295090.25040.401497
16-0.04737-0.4020.344455
17-0.075751-0.64280.261209
18-0.117059-0.99330.16195
19-0.180674-1.53310.064821
20-0.239712-2.0340.022817
21-0.246553-2.09210.019979
22-0.205468-1.74350.042762
23-0.147031-1.24760.108111
24-0.124544-1.05680.14707
25-0.22022-1.86860.032872
26-0.33822-2.86990.002693
27-0.41435-3.51590.000381
28-0.431178-3.65870.00024
29-0.414224-3.51480.000383
30-0.408806-3.46880.000443
31-0.416797-3.53660.000357
32-0.423985-3.59760.000293
33-0.391319-3.32040.000707
34-0.333-2.82560.003052
35-0.264408-2.24360.013968
36-0.221267-1.87750.032249
37-0.266898-2.26470.013271
38-0.331636-2.8140.003152
39-0.359441-3.050.001601
40-0.338986-2.87640.002644
41-0.295512-2.50750.007207
42-0.262201-2.22480.014613
43-0.246414-2.09090.020034
44-0.228319-1.93740.028313
45-0.178829-1.51740.066771
46-0.116553-0.9890.162992
47-0.047776-0.40540.343197
480.003130.02660.489442


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8826757.48970
2-0.324171-2.75070.003758
30.1636611.38870.084601
40.1276531.08320.141173
50.1439751.22170.112909
6-0.14112-1.19740.11753
7-0.023402-0.19860.421577
80.0170470.14460.442697
90.2390952.02880.023089
100.0693060.58810.279159
110.1719981.45940.074396
12-0.156981-1.3320.093527
13-0.564176-4.78724e-06
140.0599350.50860.306305
15-0.089148-0.75640.225924
16-0.120858-1.02550.154276
17-0.037165-0.31540.376703
18-0.032849-0.27870.390623
190.0011510.00980.496117
20-0.005124-0.04350.482719
210.0023510.020.492069
220.0150030.12730.449528
23-0.066437-0.56370.287341
240.0280140.23770.406392
25-0.160679-1.36340.088502
260.0252960.21460.415328
270.0148560.12610.45002
280.08680.73650.231904
29-0.098127-0.83260.203902
300.0921430.78190.21843
310.0311910.26470.396012
32-0.051932-0.44070.33039
33-0.049333-0.41860.338375
34-0.082126-0.69690.244065
350.0229040.19430.423226
36-0.000596-0.00510.497989
37-0.049393-0.41910.338192
38-0.016742-0.14210.443715
390.0087670.07440.470454
40-0.019066-0.16180.435965
41-0.022267-0.18890.425336
42-0.014807-0.12560.450184
43-0.06468-0.54880.29241
440.0435450.36950.356422
45-0.024864-0.2110.416751
46-0.019696-0.16710.43387
470.0664550.56390.28729
480.0255370.21670.414531
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244056147g0om1t3i5wrv5tu/141r81244056109.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244056147g0om1t3i5wrv5tu/141r81244056109.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244056147g0om1t3i5wrv5tu/2awh01244056109.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244056147g0om1t3i5wrv5tu/2awh01244056109.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; 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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