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Autocorrelation Function-Degree of non-seasonal differencing-omzetcijfers droge voeding carrefour-Angelique Vigar

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sat, 06 Jun 2009 03:06:59 -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/06/t12442792912nag8jsfaxb1gzk.htm/, Retrieved Sat, 06 Jun 2009 11:08:13 +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/06/t12442792912nag8jsfaxb1gzk.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 «

831581 808744 899237 929532 883165 908232 955613 937590 849396 978630 868513 1156102 1505713 1415151 1545021 1681193 1457973 1638575 1688972 1563924 1596359 1722061 1549332 2264959 1420268 1415099 1597279 1605693 1575400 1654752 1553966 1570959 1642414 1664774 1551560 2304365 1644081 1425600 1569344 1456489 1610786 1601519 1496600 1486452 1637939 1605759 1504221 1993384 1507620 1477037 1679184 1504731 1570141 1734191 1657498 1652164 1610941 1813765 1711573 2165466 1492778 1385488 1470589 1514657 1641395 1606185 1581162 1517847 1630080 1604623 1548973 2125558

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	-0.439557	-3.7038	0.000208
2	-0.049638	-0.4183	0.338511
3	0.155327	1.3088	0.09741
4	-0.167	-1.4072	0.08187
5	-0.00258	-0.0217	0.491358
6	0.193215	1.6281	0.053971
7	-0.131998	-1.1122	0.134894
8	-0.063278	-0.5332	0.297783
9	0.188608	1.5892	0.058225
10	-0.112842	-0.9508	0.172461
11	-0.322257	-2.7154	0.004153
12	0.605353	5.1008	1e-06
13	-0.379045	-3.1939	0.001047
14	0.043744	0.3686	0.356764
15	0.116222	0.9793	0.165378
16	-0.180968	-1.5249	0.065867
17	0.045591	0.3842	0.351004
18	0.133605	1.1258	0.132026
19	-0.091677	-0.7725	0.221196
20	-0.039407	-0.3321	0.370414
21	0.117414	0.9893	0.162926
22	-0.094583	-0.797	0.214063
23	-0.146951	-1.2382	0.109854
24	0.431112	3.6326	0.000263
25	-0.319072	-2.6886	0.004468
26	0.02509	0.2114	0.416587
27	0.0559	0.471	0.319534
28	-0.092143	-0.7764	0.220042
29	0.034112	0.2874	0.387309
30	0.059679	0.5029	0.308307
31	-0.072689	-0.6125	0.271086
32	0.033739	0.2843	0.388509
33	0.039958	0.3367	0.36867
34	-0.083467	-0.7033	0.242083
35	-0.133679	-1.1264	0.131894
36	0.296924	2.5019	0.007329
37	-0.186138	-1.5684	0.060614
38	0.060068	0.5061	0.307164
39	-0.018487	-0.1558	0.438327
40	-0.047447	-0.3998	0.345255
41	0.05266	0.4437	0.329296
42	0.026498	0.2233	0.411982
43	-0.059275	-0.4995	0.3095
44	0.01167	0.0983	0.460971
45	0.05822	0.4906	0.312622
46	-0.042934	-0.3618	0.3593
47	-0.067362	-0.5676	0.286048
48	0.074435	0.6272	0.26627

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.439557	-3.7038	0.000208
2	-0.301006	-2.5363	0.006702
3	-0.007317	-0.0617	0.475506
4	-0.131121	-1.1048	0.136479
5	-0.148015	-1.2472	0.108212
6	0.109127	0.9195	0.180468
7	0.043558	0.367	0.357345
8	-0.099184	-0.8357	0.203053
9	0.085849	0.7234	0.235911
10	0.065763	0.5541	0.290617
11	-0.450471	-3.7957	0.000154
12	0.32586	2.7457	0.003822
13	-0.026602	-0.2241	0.411642
14	-0.037095	-0.3126	0.377763
15	-0.071028	-0.5985	0.275707
16	0.003776	0.0318	0.487353
17	-0.018618	-0.1569	0.437892
18	-0.06945	-0.5852	0.280135
19	0.109936	0.9263	0.178705
20	0.016654	0.1403	0.444399
21	-0.096944	-0.8169	0.208369
22	-0.048679	-0.4102	0.341455
23	0.074933	0.6314	0.264904
24	0.119671	1.0084	0.158352
25	0.006996	0.0589	0.47658
26	-0.085258	-0.7184	0.237436
27	-0.110989	-0.9352	0.176426
28	0.032331	0.2724	0.393043
29	-0.042763	-0.3603	0.359835
30	-0.065594	-0.5527	0.291102
31	-0.039101	-0.3295	0.371384
32	0.090072	0.759	0.225196
33	-0.057946	-0.4883	0.313434
34	-0.039104	-0.3295	0.371376
35	-0.060673	-0.5112	0.305383
36	-0.056935	-0.4797	0.316442
37	-0.030779	-0.2594	0.398057
38	0.040451	0.3408	0.367112
39	-0.011938	-0.1006	0.460078
40	-0.050835	-0.4283	0.334849
41	0.011831	0.0997	0.460435
42	0.001706	0.0144	0.494287
43	-0.030165	-0.2542	0.400047
44	-0.070351	-0.5928	0.277602
45	0.062941	0.5303	0.298763
46	-0.021015	-0.1771	0.429976
47	0.016116	0.1358	0.446184
48	-0.203537	-1.715	0.045351

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t12442792912nag8jsfaxb1gzk/16fw01244279217.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t12442792912nag8jsfaxb1gzk/16fw01244279217.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t12442792912nag8jsfaxb1gzk/2z7lx1244279217.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t12442792912nag8jsfaxb1gzk/2z7lx1244279217.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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