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Autocorrelatie (zonder trend) 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 09:42:30 -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/t1263141826ye4839gxkrragjm.htm/, Retrieved Sun, 10 Jan 2010 17:43:49 +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/t1263141826ye4839gxkrragjm.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	-0.495368	-4.513	1e-05
2	-0.134184	-1.2225	0.112495
3	0.313582	2.8569	0.002703
4	-0.158681	-1.4457	0.076019
5	-0.012676	-0.1155	0.454171
6	0.025549	0.2328	0.408261
7	-0.015222	-0.1387	0.445019
8	-0.110996	-1.0112	0.157425
9	0.182778	1.6652	0.049823
10	-0.027249	-0.2482	0.402278
11	-0.209167	-1.9056	0.030082
12	0.368027	3.3529	0.000603
13	-0.266586	-2.4287	0.008656
14	0.016544	0.1507	0.440278
15	0.182068	1.6587	0.050473
16	-0.188574	-1.718	0.044763
17	0.035009	0.3189	0.375285
18	0.074635	0.68	0.249212
19	-0.056082	-0.5109	0.305379
20	-0.102012	-0.9294	0.177696
21	0.169367	1.543	0.063317
22	-0.075488	-0.6877	0.24677
23	-0.052039	-0.4741	0.318338
24	0.175102	1.5953	0.057228
25	-0.122972	-1.1203	0.132903
26	0.019938	0.1816	0.428152
27	0.041588	0.3789	0.35287
28	-0.058051	-0.5289	0.299153
29	0.000574	0.0052	0.497921
30	0.041667	0.3796	0.352603
31	-0.113102	-1.0304	0.152906
32	-0.016082	-0.1465	0.441934
33	0.170677	1.5549	0.061882
34	-0.074395	-0.6778	0.249901
35	-0.144203	-1.3137	0.096275
36	0.229478	2.0906	0.019809
37	-0.060933	-0.5551	0.290151
38	-0.07157	-0.652	0.25809
39	0.032054	0.292	0.385498
40	0.042453	0.3868	0.349961
41	-0.076125	-0.6935	0.244955
42	0.008438	0.0769	0.469454
43	0.022334	0.2035	0.419633
44	-0.024162	-0.2201	0.413157
45	0.029275	0.2667	0.395178
46	0.0276	0.2514	0.401044
47	-0.036992	-0.337	0.36848
48	0.018376	0.1674	0.433727

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.495368	-4.513	1e-05
2	-0.503006	-4.5826	8e-06
3	-0.062973	-0.5737	0.283859
4	-0.036076	-0.3287	0.371618
5	0.022063	0.201	0.420594
6	-0.0739	-0.6733	0.251327
7	-0.068617	-0.6251	0.266801
8	-0.266207	-2.4253	0.008733
9	-0.020211	-0.1841	0.427181
10	0.095556	0.8706	0.193252
11	-0.107456	-0.979	0.16522
12	0.220867	2.0122	0.023721
13	-0.059002	-0.5375	0.296167
14	-0.004971	-0.0453	0.481995
15	0.041978	0.3824	0.351557
16	0.017938	0.1634	0.435292
17	0.001606	0.0146	0.494182
18	0.036636	0.3338	0.369697
19	-0.00064	-0.0058	0.49768
20	-0.123001	-1.1206	0.132847
21	-0.041153	-0.3749	0.354339
22	-0.063593	-0.5794	0.281959
23	0.068797	0.6268	0.266266
24	0.070766	0.6447	0.260447
25	0.125135	1.14	0.128776
26	0.07466	0.6802	0.249141
27	-0.049127	-0.4476	0.327814
28	-0.025006	-0.2278	0.410174
29	-0.025181	-0.2294	0.409558
30	0.054623	0.4976	0.310027
31	-0.118336	-1.0781	0.142059
32	-0.18011	-1.6409	0.052303
33	-0.114003	-1.0386	0.151001
34	0.08848	0.8061	0.211248
35	-0.118046	-1.0754	0.142645
36	0.009905	0.0902	0.464156
37	0.043129	0.3929	0.347691
38	0.020359	0.1855	0.426654
39	-0.092208	-0.8401	0.201646
40	0.019417	0.1769	0.430008
41	0.02149	0.1958	0.42263
42	-0.05646	-0.5144	0.304178
43	-0.029405	-0.2679	0.394723
44	0.030586	0.2787	0.390602
45	-0.001421	-0.0129	0.494853
46	0.030934	0.2818	0.389389
47	0.115312	1.0505	0.14826
48	-0.03903	-0.3556	0.361529

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141826ye4839gxkrragjm/12j6g1263141748.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141826ye4839gxkrragjm/12j6g1263141748.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141826ye4839gxkrragjm/2lr2x1263141748.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/10/t1263141826ye4839gxkrragjm/2lr2x1263141748.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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