Home » date » 2010 » Nov » 20 »

Verkoop cosmetica

*Unverified author*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sat, 20 Nov 2010 15:48:15 +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/Nov/20/t1290268000bebqcyac8viygyc.htm/, Retrieved Sat, 20 Nov 2010 16:46:42 +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/Nov/20/t1290268000bebqcyac8viygyc.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:

KDGP2W12

Dataseries X:

» Textbox « » Textfile « » CSV «

84,9 81,9 95,9 81 89,2 102,5 89,8 88,8 83,2 90,2 100,4 187,1 87,6 85,4 86,1 86,7 89,1 103,7 86,9 85,2 80,8 91,2 102,8 182,5 80,9 83,1 88,3 86,6 93 105,3 93,8 86,4 87 96,7 100,5 196,7 86,8 88,2 93,8 85 90,4 115,9 94,9 87,7 91,7 95,9 106,8 204,5 90,2 90,5 93,2 97,8 99,4 120 108,2 98,5 104,3 102,9 111,1 188,1 93,8 94,5 112,4 102,5 115,8 136,5 122,1 110,6 116,4 112,6 121,5 199,3

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.407087	-3.4302	0.000504
2	-0.065081	-0.5484	0.292575
3	0.018851	0.1588	0.437122
4	-0.077847	-0.6559	0.256988
5	-0.109014	-0.9186	0.180716
6	0.319738	2.6942	0.0044
7	-0.078201	-0.6589	0.256035
8	-0.092748	-0.7815	0.218552
9	0.047121	0.397	0.346263
10	-0.066455	-0.56	0.288634
11	-0.389797	-3.2845	0.000794
12	0.817685	6.8899	0
13	-0.332186	-2.7991	0.003297
14	-0.05413	-0.4561	0.324852
15	0.015273	0.1287	0.448981
16	-0.060685	-0.5113	0.305349
17	-0.093655	-0.7891	0.216327
18	0.259088	2.1831	0.016167
19	-0.052609	-0.4433	0.329453
20	-0.087804	-0.7398	0.230917
21	0.051754	0.4361	0.332049
22	-0.062808	-0.5292	0.299148
23	-0.326944	-2.7549	0.003727
24	0.639827	5.3913	0
25	-0.238622	-2.0107	0.02408
26	-0.038961	-0.3283	0.371828
27	0.008833	0.0744	0.470438
28	-0.040045	-0.3374	0.368397
29	-0.085623	-0.7215	0.236494
30	0.197983	1.6682	0.049837
31	-0.028952	-0.244	0.403986
32	-0.0776	-0.6539	0.257654
33	0.04712	0.397	0.346264
34	-0.056054	-0.4723	0.319074
35	-0.225879	-1.9033	0.030528
36	0.429923	3.6226	0.000272
37	-0.146947	-1.2382	0.10986
38	-0.031918	-0.2689	0.394377
39	0.002777	0.0234	0.490699
40	-0.020441	-0.1722	0.43187
41	-0.05577	-0.4699	0.319923
42	0.120137	1.0123	0.157418
43	-0.010961	-0.0924	0.463338
44	-0.055869	-0.4708	0.319628
45	0.043353	0.3653	0.357987
46	-0.042353	-0.3569	0.361124
47	-0.131156	-1.1051	0.136415
48	0.220336	1.8566	0.033759

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.407087	-3.4302	0.000504
2	-0.276647	-2.3311	0.011297
3	-0.16561	-1.3955	0.083614
4	-0.211144	-1.7791	0.039749
5	-0.351982	-2.9659	0.002055
6	0.066437	0.5598	0.288685
7	0.090821	0.7653	0.223324
8	-0.012226	-0.103	0.45912
9	0.013754	0.1159	0.454033
10	-0.021222	-0.1788	0.429296
11	-0.609382	-5.1347	1e-06
12	0.543431	4.579	1e-05
13	0.090772	0.7649	0.223445
14	-0.003234	-0.0272	0.489169
15	-0.002985	-0.0252	0.490002
16	-0.014864	-0.1252	0.450343
17	0.125991	1.0616	0.146003
18	-0.081204	-0.6842	0.248025
19	-0.054682	-0.4608	0.323191
20	0.015839	0.1335	0.447102
21	-0.06339	-0.5341	0.29746
22	-0.065131	-0.5488	0.292432
23	0.031141	0.2624	0.396889
24	-0.084823	-0.7147	0.238558
25	0.052245	0.4402	0.330557
26	0.032248	0.2717	0.393311
27	0.015854	0.1336	0.447054
28	0.075279	0.6343	0.263958
29	-0.015073	-0.127	0.449646
30	-0.009136	-0.077	0.469427
31	-0.008697	-0.0733	0.470894
32	-0.040734	-0.3432	0.36622
33	-0.035311	-0.2975	0.383464
34	-0.053834	-0.4536	0.325746
35	0.126509	1.066	0.145021
36	-0.12935	-1.0899	0.139716
37	-0.022433	-0.189	0.425307
38	0.003409	0.0287	0.488583
39	-0.011606	-0.0978	0.461186
40	0.027074	0.2281	0.4101
41	0.0134	0.1129	0.455209
42	-0.042108	-0.3548	0.361894
43	-0.019348	-0.163	0.435478
44	-0.026086	-0.2198	0.413328
45	0.0184	0.155	0.438614
46	0.047634	0.4014	0.344675
47	0.017177	0.1447	0.442666
48	-0.121309	-1.0222	0.155085

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290268000bebqcyac8viygyc/1vr8w1290268092.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290268000bebqcyac8viygyc/1vr8w1290268092.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290268000bebqcyac8viygyc/2vr8w1290268092.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290268000bebqcyac8viygyc/2vr8w1290268092.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

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