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Autocorrelation consumptieprijzen plat water met trend

*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 16:55:04 +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/t1290272107g6ei0h3wtoddwrc.htm/, Retrieved Sat, 20 Nov 2010 17:55:09 +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/t1290272107g6ei0h3wtoddwrc.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 - Kristina Henderickx

Dataseries X:

» Textbox « » Textfile « » CSV «

0.65 0.65 0.65 0.65 0.65 0.65 0.66 0.66 0.66 0.65 0.65 0.65 0.65 0.65 0.65 0.65 0.66 0.67 0.66 0.67 0.66 0.66 0.66 0.66 0.71 0.74 0.75 0.75 0.75 0.75 0.7 0.69 0.69 0.68 0.68 0.68 0.67 0.66 0.66 0.67 0.67 0.67 0.67 0.68 0.68 0.67 0.67 0.67 0.67 0.67 0.69 0.69 0.69 0.69 0.69 0.69 0.7 0.69 0.68 0.7 0.7 0.71 0.69 0.7 0.7 0.71 0.71 0.71 0.71 0.7 0.7 0.71 0.71 0.71 0.71 0.7 0.69 0.7 0.7 0.7 0.71 0.7 0.7 0.69

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.147852	1.347	0.090824
2	0.047636	0.434	0.332714
3	-0.012986	-0.1183	0.453054
4	-0.092681	-0.8444	0.200446
5	-0.142801	-1.301	0.098433
6	-0.252554	-2.3009	0.011953
7	0.038466	0.3504	0.363448
8	-0.002118	-0.0193	0.492327
9	-0.003107	-0.0283	0.488744
10	0.006889	0.0628	0.475052
11	-0.04323	-0.3938	0.347352
12	-0.053273	-0.4853	0.314357
13	-0.10291	-0.9376	0.175597
14	-0.072875	-0.6639	0.254289
15	0.04685	0.4268	0.335305
16	-0.042864	-0.3905	0.348581
17	-0.002327	-0.0212	0.491568
18	0.067302	0.6132	0.270727
19	-0.001891	-0.0172	0.493149
20	-0.152687	-1.391	0.083965
21	0.068198	0.6213	0.268048
22	-0.012946	-0.1179	0.4532
23	-0.052563	-0.4789	0.316644
24	0.009944	0.0906	0.464018
25	0.042393	0.3862	0.350163
26	0.03235	0.2947	0.384471
27	0.081941	0.7465	0.228733
28	0.022284	0.203	0.419809
29	-0.097971	-0.8926	0.187338
30	-0.030273	-0.2758	0.391693
31	-0.010741	-0.0979	0.461143
32	0.069391	0.6322	0.264504
33	-0.101444	-0.9242	0.179031
34	0.009711	0.0885	0.464858
35	0.039746	0.3621	0.359099
36	0.019201	0.1749	0.430781
37	0.028714	0.2616	0.39714
38	-0.061483	-0.5601	0.288447
39	0.108822	0.9914	0.162182
40	0.038664	0.3522	0.362775
41	-0.071089	-0.6477	0.259498
42	0.0391	0.3562	0.361291
43	-0.030576	-0.2786	0.390638
44	0.019498	0.1776	0.429723
45	-0.000564	-0.0051	0.497955
46	0.079567	0.7249	0.235279
47	-0.011113	-0.1012	0.4598
48	0.028458	0.2593	0.398036

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.147852	1.347	0.090824
2	0.026352	0.2401	0.405432
3	-0.024287	-0.2213	0.412714
4	-0.090732	-0.8266	0.205415
5	-0.11894	-1.0836	0.140841
6	-0.219718	-2.0017	0.02429
7	0.112567	1.0255	0.154046
8	-0.015468	-0.1409	0.444137
9	-0.031869	-0.2903	0.386139
10	-0.042394	-0.3862	0.350158
11	-0.090669	-0.826	0.205576
12	-0.085672	-0.7805	0.218655
13	-0.056687	-0.5164	0.303459
14	-0.074932	-0.6827	0.24836
15	0.050722	0.4621	0.322609
16	-0.096105	-0.8756	0.191898
17	-0.059198	-0.5393	0.295555
18	0.022859	0.2083	0.417769
19	-0.066878	-0.6093	0.271998
20	-0.207085	-1.8866	0.031353
21	0.137344	1.2513	0.107176
22	-0.105893	-0.9647	0.168741
23	-0.085921	-0.7828	0.217993
24	0.005433	0.0495	0.48032
25	-0.045591	-0.4154	0.339478
26	-0.081529	-0.7428	0.229861
27	0.156683	1.4274	0.078601
28	-0.112369	-1.0237	0.154468
29	-0.164556	-1.4992	0.06881
30	0.005661	0.0516	0.479498
31	-0.02923	-0.2663	0.395334
32	0.06254	0.5698	0.285188
33	-0.151517	-1.3804	0.085587
34	-0.078637	-0.7164	0.237872
35	0.027242	0.2482	0.402303
36	-0.063744	-0.5807	0.281497
37	-0.000395	-0.0036	0.498568
38	-0.019109	-0.1741	0.431109
39	-0.015357	-0.1399	0.444537
40	-0.006721	-0.0612	0.475663
41	-0.023425	-0.2134	0.415764
42	-0.063841	-0.5816	0.281198
43	-0.056312	-0.513	0.304648
44	0.05926	0.5399	0.295362
45	-0.015669	-0.1428	0.443415
46	0.065544	0.5971	0.276021
47	-0.070895	-0.6459	0.260069
48	0.050898	0.4637	0.322038

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290272107g6ei0h3wtoddwrc/1td6d1290272102.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290272107g6ei0h3wtoddwrc/1td6d1290272102.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290272107g6ei0h3wtoddwrc/2td6d1290272102.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290272107g6ei0h3wtoddwrc/2td6d1290272102.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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