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Energieverbruik

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 05 May 2010 19:38:09 +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/May/05/t1273088338pl7ljmvnextn4kd.htm/, Retrieved Wed, 05 May 2010 21:39:00 +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/2010/May/05/t1273088338pl7ljmvnextn4kd.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:
KDGP2W21
 
Dataseries X:
» Textbox « » Textfile « » CSV «
5.074 4.643 5.451 5.397 5.635 5.708 5.578 5.574 5.352 5.302 4.923 4.982 5.101 4.763 5.505 5.385 5.794 5.695 5.798 5.705 5.422 5.311 4.968 5.053 5.236 4.782 5.531 5.566 5.961 5.868 5.872 5.908 5.594 5.526 5.111 5.177 5.835 5.348 6.038 6.039 6.408 6.214 6.138 6.529 6.058 6.026 5.678 5.733 6.488 5.936 6.84 6.694 7.193 6.991 7.209 7.104 6.83 6.848 6.396 6.414 7.151 6.882 7.698 7.626 7.936 8.054 8.128 8.062 7.708 7.574 7.039 7.146 7.07 6.607 7.699 7.663 7.988 7.723 8.087 8.028 7.362
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.385061-3.44410.000457
20.3152022.81930.003033
3-0.043611-0.39010.348762
4-0.167699-1.49990.068782
50.0589150.5270.299842
6-0.49533-4.43041.5e-05
70.1091980.97670.165831
8-0.208964-1.8690.032639
9-0.006169-0.05520.478068
100.2802212.50640.007112
11-0.294522-2.63430.00506
120.7337626.5630
13-0.31584-2.8250.002984
140.3386533.0290.001651
15-0.08116-0.72590.235005
16-0.139038-1.24360.108641
170.0576020.51520.303914
18-0.3877-3.46770.000424
190.0790520.70710.24079
20-0.19401-1.73530.043271
21-0.021782-0.19480.423011
220.2721962.43460.008567
23-0.280328-2.50730.007095
240.6055595.41630
25-0.269606-2.41140.009091
260.2528812.26180.013211
27-0.069311-0.61990.268532
28-0.104296-0.93290.176851
290.0248650.22240.412285
30-0.336599-3.01060.001744
310.1187851.06240.145615
32-0.169242-1.51370.067016
33-0.014728-0.13170.447765
340.2273152.03320.022676
35-0.194659-1.74110.042757
360.4481834.00876.8e-05
37-0.228834-2.04680.021983
380.2017511.80450.037457
39-0.036936-0.33040.370993
40-0.089575-0.80120.212698
41-0.001814-0.01620.493549
42-0.245478-2.19560.015508
430.0761820.68140.248797
44-0.139597-1.24860.107728
450.0013780.01230.495097
460.1852381.65680.050736
47-0.136824-1.22380.112312
480.3342342.98950.001856


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.385061-3.44410.000457
20.195991.7530.041718
30.1580461.41360.080678
4-0.249067-2.22770.014354
5-0.129825-1.16120.124509
6-0.511977-4.57938e-06
7-0.327794-2.93190.002196
8-0.1367-1.22270.11252
9-0.148637-1.32940.093739
100.2365882.11610.018722
11-0.347942-3.11210.001288
120.3477493.11040.001295
130.0408280.36520.357972
140.0798940.71460.238471
150.0615410.55040.291777
16-0.014008-0.12530.450305
17-0.027784-0.24850.402188
180.1315741.17680.121375
19-0.02646-0.23670.406761
200.0459830.41130.340982
21-0.070299-0.62880.265644
220.0711130.63610.263279
23-0.076155-0.68120.248871
240.0596290.53330.29764
250.0132570.11860.452956
26-0.189081-1.69120.047346
27-0.123126-1.10130.13704
280.0075870.06790.473034
29-0.103487-0.92560.178715
30-0.098988-0.88540.189304
31-0.02026-0.18120.428331
32-0.07788-0.69660.244043
33-0.015976-0.14290.443366
34-0.080649-0.72130.236401
350.05780.5170.303297
36-0.105527-0.94390.174041
37-0.050854-0.45490.325224
38-0.075762-0.67760.249979
390.0867780.77620.21997
400.0786260.70330.24197
41-0.011117-0.09940.460521
42-0.048276-0.43180.333527
43-0.079395-0.71010.239844
44-0.082888-0.74140.230318
450.0613180.54840.292456
460.0041760.03730.48515
470.0019320.01730.493128
48-0.083627-0.7480.228331
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/May/05/t1273088338pl7ljmvnextn4kd/1zmj11273088288.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/05/t1273088338pl7ljmvnextn4kd/1zmj11273088288.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/05/t1273088338pl7ljmvnextn4kd/29vil1273088288.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/05/t1273088338pl7ljmvnextn4kd/29vil1273088288.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')
 




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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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