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Paper statistiek: stationair maken tijdreeks brood

*The author of this computation has been verified*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sun, 29 Nov 2009 05:53:12 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/29/t1259499257pshpu2xlhqwkrlu.htm/, Retrieved Sun, 29 Nov 2009 13:54:19 +0100

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/Nov/29/t1259499257pshpu2xlhqwkrlu.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:

ETSHWP(9)

Dataseries X:

» Textbox « » Textfile « » CSV «

1.43 1.43 1.43 1.43 1.43 1.43 1.44 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.57 1.58 1.58 1.58 1.58 1.59 1.6 1.6 1.61 1.61 1.61 1.62 1.63 1.63 1.64 1.64 1.64 1.64 1.64 1.65 1.65 1.65 1.65

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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.068076	0.5229	0.301501
2	-0.066275	-0.5091	0.306302
3	-0.057471	-0.4414	0.330252
4	-0.065306	-0.5016	0.3089
5	0.035526	0.2729	0.39295
6	0.037917	0.2912	0.385943
7	-0.040281	-0.3094	0.379051
8	0.040099	0.308	0.37958
9	-0.059763	-0.459	0.323944
10	-0.061184	-0.47	0.320056
11	0.04346	0.3338	0.369849
12	0.0254	0.1951	0.422991
13	-0.047599	-0.3656	0.357981
14	0.032782	0.2518	0.401034
15	-0.06708	-0.5153	0.304152
16	-0.068502	-0.5262	0.300371
17	-0.066111	-0.5078	0.306742
18	-0.053494	-0.4109	0.341319
19	0.026887	0.2065	0.418548
20	-0.066563	-0.5113	0.305532
21	-0.067985	-0.5222	0.301743
22	-0.065594	-0.5038	0.308127
23	-0.0327	-0.2512	0.401277
24	-0.034122	-0.2621	0.397081
25	-0.035543	-0.273	0.392898
26	-0.036965	-0.2839	0.388728
27	-0.038387	-0.2949	0.38457
28	-0.039808	-0.3058	0.380426
29	-0.04123	-0.3167	0.376296
30	0.325459	2.4999	0.007612
31	0.088855	0.6825	0.248794
32	-0.03527	-0.2709	0.393701
33	-0.046917	-0.3604	0.359926
34	-0.048339	-0.3713	0.355873
35	-0.008859	-0.0681	0.472988
36	-5.6e-05	-4e-04	0.49983
37	-0.008063	-0.0619	0.475412
38	0.025004	0.1921	0.424179
39	-0.007094	-0.0545	0.478365
40	-0.018741	-0.144	0.443014
41	0.020738	0.1593	0.43699
42	0.033355	0.2562	0.399342
43	-0.005155	-0.0396	0.484274
44	0.024099	0.1851	0.42689
45	-0.004186	-0.0322	0.48723
46	-0.015833	-0.1216	0.451809
47	-0.017255	-0.1325	0.447506
48	-0.014864	-0.1142	0.454746

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.068076	0.5229	0.301501
2	-0.071239	-0.5472	0.293152
3	-0.048256	-0.3707	0.356109
4	-0.063274	-0.486	0.314378
5	0.037728	0.2898	0.386494
6	0.021966	0.1687	0.433295
7	-0.046658	-0.3584	0.360667
8	0.050391	0.3871	0.350051
9	-0.065742	-0.505	0.307728
10	-0.049038	-0.3767	0.353885
11	0.040777	0.3132	0.377611
12	0.01426	0.1095	0.456575
13	-0.060163	-0.4621	0.322846
14	0.040953	0.3146	0.377101
15	-0.062511	-0.4802	0.316445
16	-0.06768	-0.5199	0.302554
17	-0.073215	-0.5624	0.287997
18	-0.048809	-0.3749	0.354535
19	0.001364	0.0105	0.495838
20	-0.099211	-0.7621	0.224531
21	-0.049264	-0.3784	0.353246
22	-0.087927	-0.6754	0.251037
23	-0.041985	-0.3225	0.374109
24	-0.063556	-0.4882	0.313614
25	-0.070263	-0.5397	0.295718
26	-0.064894	-0.4985	0.310006
27	-0.069285	-0.5322	0.298298
28	-0.068003	-0.5223	0.301694
29	-0.079213	-0.6084	0.272614
30	0.311176	2.3902	0.010026
31	0.012232	0.094	0.46273
32	-0.018958	-0.1456	0.44236
33	-0.034592	-0.2657	0.395697
34	-0.015083	-0.1159	0.454081
35	-0.061396	-0.4716	0.319478
36	-0.062913	-0.4832	0.315355
37	-0.015565	-0.1196	0.452621
38	-0.062092	-0.4769	0.317583
39	-0.016085	-0.1235	0.451046
40	-0.02663	-0.2045	0.419316
41	-0.032258	-0.2478	0.402582
42	-0.05206	-0.3999	0.345343
43	-0.017986	-0.1382	0.445295
44	-0.052894	-0.4063	0.343
45	-0.028501	-0.2189	0.413733
46	-0.004868	-0.0374	0.485148
47	-0.014828	-0.1139	0.454853
48	-0.005052	-0.0388	0.484589

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Nov/29/t1259499257pshpu2xlhqwkrlu/1rqi41259499190.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/29/t1259499257pshpu2xlhqwkrlu/1rqi41259499190.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/29/t1259499257pshpu2xlhqwkrlu/2auic1259499190.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/29/t1259499257pshpu2xlhqwkrlu/2auic1259499190.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'

par7 <- as.numeric(par7)

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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))

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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