Home » date » 2010 » Dec » 14 »

Faillissementen Wallonie

*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: Tue, 14 Dec 2010 10:11:32 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/14/t12923214058xoucq41z2yl5sv.htm/, Retrieved Tue, 14 Dec 2010 11:10:07 +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/2010/Dec/14/t12923214058xoucq41z2yl5sv.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

182 213 227 209 219 221 114 97 205 215 224 189 182 201 198 173 238 258 122 101 259 243 188 173 224 215 196 159 187 208 131 93 210 228 176 195 188 188 190 188 176 225 93 79 235 247 195 197 211 156 209 180 185 303 129 85 249 231 212 240 234 217 287 221 208 241 156 96 320 242 227 200

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	0.104112	0.8834	0.189975
2	-0.37147	-3.152	0.001182
3	0.070607	0.5991	0.275488
4	0.063144	0.5358	0.296875
5	-0.051179	-0.4343	0.332695
6	0.082463	0.6997	0.243178
7	-0.016466	-0.1397	0.444637
8	0.099753	0.8464	0.200059
9	0.091566	0.777	0.219864
10	-0.333	-2.8256	0.003052
11	0.037382	0.3172	0.376005
12	0.643888	5.4636	0
13	-0.001795	-0.0152	0.493946
14	-0.384532	-3.2629	0.000844
15	0.062667	0.5317	0.29827
16	0.051866	0.4401	0.330593
17	-0.068818	-0.5839	0.280542
18	-0.025533	-0.2167	0.414544
19	-0.085032	-0.7215	0.236464
20	0.019948	0.1693	0.433033
21	-0.003805	-0.0323	0.487166
22	-0.268638	-2.2795	0.012802
23	0.036377	0.3087	0.379233
24	0.46156	3.9165	0.000101
25	0.015879	0.1347	0.446598
26	-0.337063	-2.8601	0.002769
27	-0.045491	-0.386	0.350317
28	0.010517	0.0892	0.46457
29	-0.066294	-0.5625	0.287754
30	-0.045519	-0.3862	0.350229
31	-0.033618	-0.2853	0.388132
32	-0.013495	-0.1145	0.454577
33	-0.010193	-0.0865	0.46566
34	-0.200711	-1.7031	0.046433
35	0.00407	0.0345	0.486273
36	0.356838	3.0279	0.001708
37	0.034192	0.2901	0.386276
38	-0.238431	-2.0232	0.023385
39	-0.05633	-0.478	0.317058
40	0.023609	0.2003	0.420893
41	-0.074085	-0.6286	0.265791
42	0.01079	0.0916	0.463652
43	0.033676	0.2857	0.387945
44	0.016519	0.1402	0.44446
45	0.003526	0.0299	0.488107
46	-0.111877	-0.9493	0.17282
47	-0.024814	-0.2106	0.416916
48	0.248661	2.11	0.019169

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.104112	0.8834	0.189975
2	-0.386499	-3.2796	0.000802
3	0.19547	1.6586	0.050772
4	-0.156672	-1.3294	0.093955
5	0.086892	0.7373	0.231667
6	0.042153	0.3577	0.360815
7	-0.057153	-0.485	0.31459
8	0.243671	2.0676	0.021135
9	-0.070291	-0.5964	0.276376
10	-0.264598	-2.2452	0.013914
11	0.272686	2.3138	0.011768
12	0.451554	3.8316	0.000135
13	-0.148435	-1.2595	0.105957
14	-0.09232	-0.7834	0.217992
15	0.021811	0.1851	0.426847
16	-0.04965	-0.4213	0.337398
17	-0.006882	-0.0584	0.476797
18	-0.183317	-1.5555	0.062106
19	-0.072881	-0.6184	0.269126
20	-0.143636	-1.2188	0.11345
21	-0.141825	-1.2034	0.116377
22	0.059253	0.5028	0.308328
23	-0.026446	-0.2244	0.411542
24	0.063432	0.5382	0.296035
25	0.143051	1.2138	0.11439
26	-0.030581	-0.2595	0.398
27	-0.072261	-0.6132	0.270854
28	-0.053693	-0.4556	0.325024
29	-0.001598	-0.0136	0.494611
30	-0.028283	-0.24	0.405511
31	0.005163	0.0438	0.482589
32	-0.157126	-1.3333	0.093324
33	0.075788	0.6431	0.261107
34	-0.106407	-0.9029	0.184796
35	-0.002215	-0.0188	0.492527
36	0.088338	0.7496	0.227977
37	-0.090454	-0.7675	0.222638
38	0.145674	1.2361	0.110222
39	-0.079541	-0.6749	0.250941
40	0.005589	0.0474	0.481154
41	-0.065313	-0.5542	0.29058
42	0.090169	0.7651	0.223354
43	0.06562	0.5568	0.289693
44	0.02821	0.2394	0.40575
45	-0.020523	-0.1741	0.431122
46	0.003727	0.0316	0.487431
47	-0.06583	-0.5586	0.28909
48	-0.106871	-0.9068	0.18376

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/14/t12923214058xoucq41z2yl5sv/1dq471292321489.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/14/t12923214058xoucq41z2yl5sv/1dq471292321489.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/14/t12923214058xoucq41z2yl5sv/2dq471292321489.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/14/t12923214058xoucq41z2yl5sv/2dq471292321489.ps (open in new window)

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by