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Autocorrelation function-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 03:09:28 -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/t1244279437nsx05w5lrtomfd7.htm/, Retrieved Sat, 06 Jun 2009 11:10:39 +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/t1244279437nsx05w5lrtomfd7.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	0.624723	5.301	1e-06
2	0.572301	4.8561	3e-06
3	0.553012	4.6925	6e-06
4	0.434421	3.6862	0.000219
5	0.424753	3.6041	0.000287
6	0.411695	3.4933	0.00041
7	0.27704	2.3508	0.010739
8	0.218902	1.8574	0.033669
9	0.201296	1.708	0.045968
10	0.07883	0.6689	0.25285
11	0.022845	0.1939	0.423419
12	0.186556	1.583	0.058905
13	-0.059106	-0.5015	0.308763
14	-0.036386	-0.3087	0.379202
15	-0.039241	-0.333	0.370062
16	-0.085859	-0.7285	0.234325
17	-0.043849	-0.3721	0.355467
18	-0.015044	-0.1277	0.44939
19	-0.073385	-0.6227	0.267728
20	-0.072351	-0.6139	0.270601
21	-0.038494	-0.3266	0.372445
22	-0.082835	-0.7029	0.2422
23	-0.06709	-0.5693	0.28547
24	0.106442	0.9032	0.184717
25	-0.115205	-0.9775	0.165786
26	-0.095357	-0.8091	0.210553
27	-0.084265	-0.715	0.238458
28	-0.111754	-0.9483	0.173084
29	-0.07198	-0.6108	0.271636
30	-0.048136	-0.4084	0.34208
31	-0.081867	-0.6947	0.244752
32	-0.070451	-0.5978	0.275925
33	-0.06143	-0.5212	0.301897
34	-0.086498	-0.734	0.232678
35	-0.058368	-0.4953	0.31096
36	0.105731	0.8972	0.186312
37	-0.039178	-0.3324	0.370264
38	-0.024442	-0.2074	0.418141
39	-0.045902	-0.3895	0.349033
40	-0.066571	-0.5649	0.286957
41	-0.038499	-0.3267	0.37243
42	-0.044839	-0.3805	0.352358
43	-0.088672	-0.7524	0.227129
44	-0.091434	-0.7758	0.22019
45	-0.091961	-0.7803	0.21888
46	-0.133566	-1.1333	0.130414
47	-0.143815	-1.2203	0.113165
48	-0.06704	-0.5689	0.285612

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.624723	5.301	1e-06
2	0.298533	2.5331	0.006742
3	0.208355	1.7679	0.040653
4	-0.041944	-0.3559	0.361475
5	0.068134	0.5781	0.282488
6	0.07676	0.6513	0.258452
7	-0.143942	-1.2214	0.112961
8	-0.103236	-0.876	0.191975
9	0.011128	0.0944	0.462517
10	-0.123929	-1.0516	0.148256
11	-0.106847	-0.9066	0.183814
12	0.358377	3.0409	0.001644
13	-0.326897	-2.7738	0.003526
14	0.010723	0.091	0.463879
15	-0.002154	-0.0183	0.492736
16	0.100406	0.852	0.198526
17	-0.009534	-0.0809	0.467875
18	0.029854	0.2533	0.400372
19	0.018193	0.1544	0.438873
20	-0.066235	-0.562	0.287922
21	-0.004593	-0.039	0.48451
22	0.014624	0.1241	0.450795
23	0.035414	0.3005	0.382331
24	0.122803	1.042	0.150446
25	-0.263555	-2.2363	0.014214
26	-0.107601	-0.913	0.182138
27	0.03664	0.3109	0.378389
28	0.05796	0.4918	0.312177
29	-0.038491	-0.3266	0.372455
30	0.019872	0.1686	0.433285
31	0.105085	0.8917	0.187768
32	-0.017029	-0.1445	0.442756
33	-0.078393	-0.6652	0.254029
34	0.091184	0.7737	0.220814
35	0.060634	0.5145	0.304241
36	0.041598	0.353	0.36257
37	-0.048158	-0.4086	0.342012
38	-0.095638	-0.8115	0.209871
39	-0.103812	-0.8809	0.190659
40	-0.043699	-0.3708	0.355939
41	-0.026599	-0.2257	0.411038
42	-0.040686	-0.3452	0.365464
43	-0.005287	-0.0449	0.482171
44	0.002771	0.0235	0.490654
45	0.007121	0.0604	0.475991
46	-0.002318	-0.0197	0.49218
47	-0.006553	-0.0556	0.477906
48	-0.096037	-0.8149	0.208907

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244279437nsx05w5lrtomfd7/18amq1244279366.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244279437nsx05w5lrtomfd7/18amq1244279366.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244279437nsx05w5lrtomfd7/2c27j1244279366.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244279437nsx05w5lrtomfd7/2c27j1244279366.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')

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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