Home » date » 2009 » Jun » 07 »

autocorrelation -- vracht (in ton) Antwerp Airport 2002-2007

*Unverified author*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sun, 07 Jun 2009 11:36:09 -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/07/t1244396238ncmzifsns5dtuto.htm/, Retrieved Sun, 07 Jun 2009 19:37:21 +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/07/t1244396238ncmzifsns5dtuto.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 «

517 540 454 292 445 483 545 355 370 372 422 445 471 413 307 308 389 377 521 420 413 384 466 434 263 334 334 416 309 334 350 337 277 439 433 455 372 409 471 382 417 405 410 357 360 329 359 393 448 593 535 449 742 631 513 526 677 631 547 533 433 427 470 418 485 464 439 452 423 537 384 380

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.566718	4.8088	4e-06
2	0.362598	3.0767	0.001479
3	0.346861	2.9432	0.002185
4	0.413316	3.5071	0.000392
5	0.313852	2.6631	0.004773
6	0.209628	1.7788	0.039751
7	0.181222	1.5377	0.06425
8	0.071838	0.6096	0.272035
9	-0.012717	-0.1079	0.457184
10	0.020098	0.1705	0.432531
11	0.041235	0.3499	0.363722
12	0.06897	0.5852	0.28011
13	-0.016284	-0.1382	0.445244
14	-0.016032	-0.136	0.446085
15	0.063256	0.5367	0.29655
16	0.080854	0.6861	0.247437
17	0.112549	0.955	0.171384
18	-0.021029	-0.1784	0.429441
19	-0.045879	-0.3893	0.349105
20	-0.113158	-0.9602	0.170091
21	-0.088472	-0.7507	0.227636
22	-0.084926	-0.7206	0.236739
23	-0.157595	-1.3372	0.092677
24	-0.264636	-2.2455	0.013903
25	-0.230792	-1.9583	0.027032
26	-0.232268	-1.9709	0.026292
27	-0.210448	-1.7857	0.039178
28	-0.24965	-2.1184	0.018799
29	-0.117788	-0.9995	0.160459
30	-0.120351	-1.0212	0.155287
31	-0.117428	-0.9964	0.161194
32	-0.151358	-1.2843	0.101575
33	-0.138089	-1.1717	0.122585
34	-0.046521	-0.3947	0.347099
35	-0.11905	-1.0102	0.157897
36	-0.078712	-0.6679	0.25317
37	-0.106453	-0.9033	0.184695
38	-0.109784	-0.9315	0.177342
39	-0.099744	-0.8464	0.20008
40	-0.09205	-0.7811	0.218661
41	-0.125745	-1.067	0.144772
42	-0.124345	-1.0551	0.147454
43	-0.115473	-0.9798	0.165228
44	-0.082451	-0.6996	0.24321
45	-0.116297	-0.9868	0.163519
46	-0.007564	-0.0642	0.474501
47	0.015313	0.1299	0.448489
48	-0.013138	-0.1115	0.455774

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.566718	4.8088	4e-06
2	0.061029	0.5179	0.303075
3	0.176437	1.4971	0.069367
4	0.220373	1.8699	0.03278
5	-0.038311	-0.3251	0.373031
6	-0.033317	-0.2827	0.389109
7	0.002857	0.0242	0.490364
8	-0.181577	-1.5407	0.063883
9	-0.095397	-0.8095	0.210456
10	0.064501	0.5473	0.292929
11	0.015847	0.1345	0.446706
12	0.137385	1.1658	0.123781
13	-0.044254	-0.3755	0.354194
14	0.011353	0.0963	0.461763
15	0.110234	0.9354	0.176363
16	-0.021209	-0.18	0.428844
17	0.079642	0.6758	0.250672
18	-0.209305	-1.776	0.039978
19	-0.084427	-0.7164	0.238036
20	-0.158817	-1.3476	0.091006
21	-0.023255	-0.1973	0.422065
22	0.006663	0.0565	0.477534
23	-0.059234	-0.5026	0.308382
24	-0.11557	-0.9806	0.165026
25	0.110296	0.9359	0.176229
26	-0.073576	-0.6243	0.267197
27	0.009064	0.0769	0.469453
28	-0.05432	-0.4609	0.323121
29	0.127403	1.0811	0.14164
30	0.008978	0.0762	0.469744
31	0.012364	0.1049	0.45837
32	-0.153387	-1.3015	0.098613
33	-0.113737	-0.9651	0.168865
34	0.059443	0.5044	0.307765
35	-0.101399	-0.8604	0.196214
36	0.12543	1.0643	0.145372
37	-0.072619	-0.6162	0.269854
38	-0.004752	-0.0403	0.483973
39	0.085455	0.7251	0.235368
40	0.011448	0.0971	0.461443
41	-0.108366	-0.9195	0.180448
42	-0.007168	-0.0608	0.475833
43	-0.047662	-0.4044	0.343551
44	-0.044096	-0.3742	0.354689
45	-0.034838	-0.2956	0.38419
46	0.019725	0.1674	0.433772
47	0.077044	0.6537	0.257681
48	-0.066051	-0.5605	0.288452

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244396238ncmzifsns5dtuto/1cj1i1244396168.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244396238ncmzifsns5dtuto/1cj1i1244396168.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244396238ncmzifsns5dtuto/2zs571244396168.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244396238ncmzifsns5dtuto/2zs571244396168.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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