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autocorrelation2 niet werkende-werkzoekende 25-40jaar/FilizAydemir

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 04 Jun 2009 02:12:26 -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/04/t12441032141plw49ig2drg8je.htm/, Retrieved Thu, 04 Jun 2009 10:13:37 +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/04/t12441032141plw49ig2drg8je.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 «
233084 233898 231355 232662 230037 231814 246796 247891 248291 245766 238776 242541 246861 246843 246947 241679 240085 241514 250525 250567 252145 251877 245817 248269 246310 246733 245028 240022 238614 238096 248530 248381 247567 241783 235000 237384 238020 236412 232279 230408 230254 229217 239658 239906 236558 223566 216054 214685 216086 211692 204681 203075 198401 191246 206750 209611 199573 195635 190062 193134 194795 190835 185045 184425 177293 180549 195344 196597 189102 185749 185145 192243 197356
 
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
10.1691591.43540.077757
2-0.251057-2.13030.018283
3-0.251874-2.13720.017988
4-0.222127-1.88480.031746
50.217831.84840.034329
60.333262.82780.003033
70.1317061.11760.133734
8-0.194949-1.65420.05122
9-0.284041-2.41020.009251
10-0.209521-1.77780.039826
110.2174931.84550.034539
120.6311185.35520
130.0390550.33140.370655
14-0.207332-1.75930.04139
15-0.220831-1.87380.032507
16-0.16596-1.40820.081685
170.1717281.45720.07471
180.2015491.71020.045767
190.1007520.85490.197718
20-0.253554-2.15150.017397
21-0.286862-2.43410.008705
22-0.093114-0.79010.216032
230.1476971.25320.107085
240.4138153.51130.000387
250.0337230.28620.387792
26-0.224541-1.90530.030367
27-0.251893-2.13740.017982
28-0.125413-1.06420.145404
290.1240271.05240.148068
300.1593921.35250.090226
310.066390.56330.287479
32-0.228322-1.93740.028311
33-0.187776-1.59330.057733
34-0.020796-0.17650.430213
350.080010.67890.249687
360.2991962.53880.006643
370.0484770.41130.341022
38-0.203772-1.72910.044042
39-0.226279-1.920.029407
40-0.072892-0.61850.269095
410.0748190.63490.263767
420.1115580.94660.173503
430.0342640.29070.386042
44-0.21402-1.8160.036765
45-0.105944-0.8990.185834
46-0.008822-0.07490.470267
470.0101560.08620.465782
480.2214771.87930.032126


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1691591.43540.077757
2-0.28791-2.4430.00851
3-0.166665-1.41420.080806
4-0.24744-2.09960.019635
50.2188191.85670.03372
60.1414311.20010.117021
70.1182171.00310.159584
8-0.136598-1.15910.125129
9-0.054171-0.45970.323575
10-0.209255-1.77560.040014
110.1823581.54740.063081
120.4721464.00637.4e-05
13-0.129191-1.09620.138317
140.0663510.5630.28759
150.0078180.06630.473645
160.0205820.17460.430925
17-0.143777-1.220.113225
18-0.104535-0.8870.189013
190.0571910.48530.314476
20-0.221836-1.88230.031915
210.0019020.01610.493585
220.0209970.17820.429545
23-0.097186-0.82470.206147
240.0276380.23450.407626
250.0832780.70660.241036
26-0.082227-0.69770.243799
27-0.163685-1.38890.08457
280.0203650.17280.431646
29-0.05196-0.44090.330306
30-0.099788-0.84670.199976
31-0.019243-0.16330.435375
320.1118770.94930.172819
330.0313910.26640.39536
340.0222860.18910.425272
350.0042240.03580.485755
36-0.00592-0.05020.480039
370.0009210.00780.496892
38-0.041497-0.35210.36289
39-0.071882-0.60990.271913
40-0.031067-0.26360.396415
41-0.091576-0.7770.219838
42-0.001757-0.01490.494073
43-0.073072-0.620.268595
44-0.083534-0.70880.240367
450.0297070.25210.400853
46-0.05016-0.42560.335828
47-0.14867-1.26150.105598
48-0.063044-0.53490.297168
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441032141plw49ig2drg8je/1ob3h1244103145.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441032141plw49ig2drg8je/1ob3h1244103145.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441032141plw49ig2drg8je/2my291244103145.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441032141plw49ig2drg8je/2my291244103145.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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