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Bruto schuld van de schatkist van België - Tom Janssens

*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 12:16:16 -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/t1244312199jesedh0js5ncvnw.htm/, Retrieved Sat, 06 Jun 2009 20:16:41 +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/t1244312199jesedh0js5ncvnw.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 «
266433 267722 266003 262971 265521 264676 270223 269508 268457 265814 266680 263018 269285 269829 270911 266844 271244 269907 271296 270157 271322 267179 264101 265518 269419 268714 272482 268351 268175 270674 272764 272599 270333 270846 270491 269160 274027 273784 276663 274525 271344 271115 270798 273911 273985 271917 273338 270601 273547 275363 281229 277793 279913 282500 280041 282166 290304 283519 287816 285226 287595 289741 289148 288301 290155 289648 288225 289351 294735 305333 309030 310215
 
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
1-0.173952-1.46570.073566
20.1022580.86160.195893
3-0.178831-1.50690.068142
4-0.030032-0.25310.400479
5-0.084543-0.71240.239284
60.2510322.11520.01896
7-0.066467-0.56010.2886
80.1472451.24070.109399
9-0.265662-2.23850.014162
100.0938160.79050.215932
11-0.172059-1.44980.075759
120.2432412.04960.02205
130.0714010.60160.274667
140.0921390.77640.220052
15-0.16219-1.36660.088026
16-0.09585-0.80760.210996
170.0410850.34620.365114
180.0820870.69170.245697
190.0902070.76010.224856
200.2384032.00880.02418
21-0.217885-1.83590.035277
220.0235020.1980.421793
23-0.07691-0.64810.25952
240.0754830.6360.263401
250.0232080.19560.42276
260.0961240.810.210335
27-0.061543-0.51860.302836
28-0.153278-1.29150.100351
29-0.136461-1.14980.127035
300.1131530.95340.1718
31-0.06952-0.58580.27994
320.2089111.76030.041331
33-0.087692-0.73890.231199
34-0.028432-0.23960.405678
35-0.125076-1.05390.14775
360.0733490.61810.26926
37-0.033857-0.28530.388129
380.0703810.5930.277518
39-0.082528-0.69540.24454
400.1146240.96580.168702
41-0.19118-1.61090.055818
420.0360440.30370.381118
43-0.014366-0.1210.451998
440.1673871.41040.08139
45-0.084396-0.71110.239666
460.079580.67060.252339
47-0.194163-1.6360.053128
48-0.033387-0.28130.38964


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.173952-1.46570.073566
20.0742450.62560.266791
3-0.154966-1.30580.097924
4-0.094312-0.79470.214723
5-0.084625-0.71310.239071
60.2209021.86140.033417
7-0.004713-0.03970.484217
80.0853540.71920.237186
9-0.190666-1.60660.056293
100.046480.39170.348244
11-0.09171-0.77280.221114
120.1395671.1760.121759
130.1510551.27280.103619
140.0294990.24860.402207
15-0.059791-0.50380.307978
16-0.162934-1.37290.087052
170.1966221.65680.05099
18-0.006062-0.05110.479701
190.0977070.82330.20655
200.1788421.50690.06813
21-0.091316-0.76940.222093
220.0474940.40020.345107
23-0.005133-0.04330.48281
240.1036530.87340.192697
25-0.107613-0.90680.183799
260.022780.19190.424166
27-0.010773-0.09080.463963
28-0.145979-1.230.111371
29-0.071326-0.6010.274876
30-0.019734-0.16630.434205
31-0.054039-0.45530.325127
32-0.014886-0.12540.450267
33-0.013067-0.11010.456319
34-0.038965-0.32830.371815
35-0.016997-0.14320.443262
360.0401310.33810.368124
37-0.123443-1.04010.1509
38-0.031307-0.26380.396349
39-0.128144-1.07980.141952
400.1281971.08020.141853
41-0.006929-0.05840.476803
42-0.079911-0.67330.251458
430.0342190.28830.386965
440.0636840.53660.296607
450.0465380.39210.348068
46-0.012916-0.10880.45682
47-0.008261-0.06960.472352
48-0.033042-0.27840.39075
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244312199jesedh0js5ncvnw/1xm3o1244312175.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244312199jesedh0js5ncvnw/1xm3o1244312175.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244312199jesedh0js5ncvnw/2s33w1244312175.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244312199jesedh0js5ncvnw/2s33w1244312175.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 = 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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Software written by Ed van Stee & Patrick Wessa


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