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Autocorrelatie Toegekende bouwvergunningen voor het aantal woningen

*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, 10 Jan 2010 09:37:08 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141521j3bjahm93754qmj.htm/, Retrieved Sun, 10 Jan 2010 17:38:43 +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/Jan/10/t1263141521j3bjahm93754qmj.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:

KDGP2W22

Dataseries X:

» Textbox « » Textfile « » CSV «

2766 3851 3289 3848 3348 3682 4058 3655 3811 3341 3032 3475 3353 3186 3902 4164 3499 4145 3796 3711 3949 3740 3243 4407 4814 3908 5250 3937 4004 5560 3922 3759 4138 4634 3996 4308 4143 4429 5219 4929 5761 5592 4163 4962 5208 4755 4491 5732 5731 5040 6102 4904 5369 5578 4619 4731 5011 5299 4146 4625 4736 4219 5116 4205 4121 5103 4300 4578 3809 5526 4248 3830 4430 4837 4408 4569 4104 4807 3944 3794 4390 4041 4104 4823

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	0.481492	4.4129	1.5e-05
2	0.492471	4.5136	1e-05
3	0.612761	5.6161	0
4	0.445501	4.0831	5e-05
5	0.419684	3.8465	0.000116
6	0.416875	3.8207	0.000127
7	0.393404	3.6056	0.000264
8	0.376902	3.4544	0.000433
9	0.468345	4.2924	2.4e-05
10	0.365671	3.3514	0.000603
11	0.271884	2.4919	0.007337
12	0.401588	3.6806	0.000205
13	0.17559	1.6093	0.05565
14	0.196674	1.8025	0.037523
15	0.213446	1.9563	0.026879
16	0.082234	0.7537	0.226573
17	0.0997	0.9138	0.181728
18	0.110236	1.0103	0.15762
19	0.025311	0.232	0.408561
20	0.001915	0.0175	0.49302
21	0.085144	0.7804	0.218687
22	-0.015047	-0.1379	0.445323
23	-0.051699	-0.4738	0.318426
24	-0.000209	-0.0019	0.499238
25	-0.102382	-0.9383	0.175378
26	-0.11454	-1.0498	0.148416
27	-0.1086	-0.9953	0.161215
28	-0.19034	-1.7445	0.042365
29	-0.210955	-1.9334	0.028275
30	-0.172156	-1.5778	0.059181
31	-0.247463	-2.268	0.012947
32	-0.218213	-2	0.024368
33	-0.154872	-1.4194	0.079738
34	-0.253056	-2.3193	0.011404
35	-0.292471	-2.6805	0.004423
36	-0.189101	-1.7331	0.04337
37	-0.316174	-2.8978	0.002396
38	-0.360241	-3.3017	0.000706
39	-0.308261	-2.8253	0.00295
40	-0.304037	-2.7865	0.003292
41	-0.307089	-2.8145	0.003042
42	-0.233575	-2.1408	0.017596
43	-0.239252	-2.1928	0.015544
44	-0.239468	-2.1948	0.01547
45	-0.198282	-1.8173	0.03637
46	-0.206695	-1.8944	0.030807
47	-0.243781	-2.2343	0.01406
48	-0.194819	-1.7855	0.038891

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.481492	4.4129	1.5e-05
2	0.339298	3.1097	0.001279
3	0.430649	3.947	8.2e-05
4	0.059825	0.5483	0.292469
5	0.003931	0.036	0.485671
6	-0.030073	-0.2756	0.391758
7	0.055616	0.5097	0.30579
8	0.063574	0.5827	0.28084
9	0.245034	2.2458	0.013672
10	-0.002156	-0.0198	0.492142
11	-0.194589	-1.7834	0.039063
12	0.015292	0.1402	0.444437
13	-0.259982	-2.3828	0.00972
14	-0.012888	-0.1181	0.453127
15	-0.017717	-0.1624	0.435698
16	-0.065211	-0.5977	0.275834
17	-0.068758	-0.6302	0.265145
18	-0.04078	-0.3738	0.354765
19	-0.104038	-0.9535	0.171531
20	-0.031224	-0.2862	0.387727
21	0.117172	1.0739	0.142971
22	0.055982	0.5131	0.304621
23	0.025558	0.2342	0.407685
24	-0.06548	-0.6001	0.275017
25	-0.046557	-0.4267	0.335344
26	-0.069057	-0.6329	0.264252
27	-0.008969	-0.0822	0.46734
28	-0.025552	-0.2342	0.407704
29	-0.086726	-0.7949	0.214468
30	-0.059419	-0.5446	0.293741
31	-0.111786	-1.0245	0.154262
32	0.037995	0.3482	0.364268
33	0.097491	0.8935	0.187065
34	0.024609	0.2255	0.411053
35	-0.163342	-1.4971	0.069064
36	0.008221	0.0753	0.470058
37	-0.100971	-0.9254	0.1787
38	-0.061143	-0.5604	0.288355
39	-0.023407	-0.2145	0.415328
40	0.134626	1.2339	0.110347
41	0.089943	0.8243	0.20604
42	0.062603	0.5738	0.283831
43	0.03373	0.3091	0.37899
44	-0.028891	-0.2648	0.395911
45	-0.038387	-0.3518	0.362925
46	0.069611	0.638	0.262608
47	0.059884	0.5488	0.292284
48	-0.027671	-0.2536	0.40021

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141521j3bjahm93754qmj/1g4zb1263141426.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141521j3bjahm93754qmj/1g4zb1263141426.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141521j3bjahm93754qmj/2ol0y1263141426.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141521j3bjahm93754qmj/2ol0y1263141426.ps (open in new window)

Parameters (Session):

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

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

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