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Verkoop wagens Nederland

*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, 21 Nov 2010 10:20:45 +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/21/t1290334934f7sq0q0ododoe4y.htm/, Retrieved Sun, 21 Nov 2010 11:22:14 +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/21/t1290334934f7sq0q0ododoe4y.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 «
68897 38683 44720 39525 45315 50380 40600 36279 42438 38064 31879 11379 70249 39253 47060 41697 38708 49267 39018 32228 40870 39383 34571 12066 70938 34077 45409 40809 37013 44953 37848 32745 43412 34931 33008 8620 68906 39556 50669 36432 40891 48428 36222 33425 39401 37967 34801 12657 69116 41519 51321 38529 41547 52073 38401 40898 40439 41888 37898 8771 68184 50530 47221 41756 45633 48138 39486 39341 41117 41629 29722 7054 56676 34870 35117 30169 30936 35699 33228 27733 33666 35429 27438 8170
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.196763-1.80340.037459
20.0614670.56340.287349
3-0.017539-0.16070.43634
40.1356391.24310.108636
50.0819850.75140.227254
6-0.191074-1.75120.041779
70.0477440.43760.331406
80.1111971.01910.155531
9-0.056427-0.51720.3032
10-0.002992-0.02740.489093
11-0.323059-2.96090.001993
120.7973827.30810
13-0.218256-2.00030.024346
140.0023330.02140.491494
15-0.095624-0.87640.191653
160.0452620.41480.339661
170.0061230.05610.477689
18-0.236974-2.17190.016341
19-0.020867-0.19130.424395
200.02860.26210.396933
21-0.10416-0.95460.17125
22-0.04413-0.40450.343451
23-0.321717-2.94860.002067
240.6422445.88630
25-0.175412-1.60770.05583
26-0.008486-0.07780.469096
27-0.096938-0.88840.188418
280.0498730.45710.324393
29-0.005517-0.05060.479895
30-0.196006-1.79640.038011
31-0.003485-0.03190.487299
320.0283710.260.397742
33-0.064189-0.58830.278953
34-0.020842-0.1910.424486
35-0.273687-2.50840.007026
360.5091414.66646e-06
37-0.088309-0.80940.210295
380.0091030.08340.466854
39-0.065254-0.59810.275704
400.0729050.66820.252924
410.0178280.16340.435301
42-0.131436-1.20460.115864
430.0107340.09840.460932
440.0200240.18350.427415
45-0.024092-0.22080.41289
46-0.009845-0.09020.464161
47-0.207603-1.90270.030252
480.3929163.60110.000268


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.196763-1.80340.037459
20.0236670.21690.4144
3-0.001118-0.01020.495926
40.1359451.2460.108122
50.1416621.29840.098859
6-0.17076-1.5650.060666
7-0.036041-0.33030.370991
80.1228951.12630.131613
9-0.044777-0.41040.341283
100.0079930.07330.470886
11-0.323423-2.96420.001974
120.7793997.14330
13-0.229092-2.09970.01938
14-0.162831-1.49240.069675
15-0.165743-1.51910.066251
16-0.166551-1.52650.065325
17-0.178389-1.6350.0529
180.0132590.12150.451785
190.0059950.05490.478156
20-0.138917-1.27320.10323
21-0.016384-0.15020.440497
220.003650.03350.486695
230.2955432.70870.004092
24-0.090375-0.82830.204924
250.0966170.88550.189204
26-0.151405-1.38770.084456
27-0.048228-0.4420.329805
28-0.000413-0.00380.498494
29-0.029137-0.2670.395046
300.046590.4270.335234
31-0.065831-0.60330.273951
320.0156690.14360.443076
330.0284680.26090.397397
340.1491791.36720.087598
35-0.123672-1.13350.13012
36-0.153682-1.40850.081334
370.028270.25910.398097
38-0.039444-0.36150.359313
390.1003090.91930.180273
40-0.017514-0.16050.436428
410.1416031.29780.098952
42-0.059574-0.5460.293255
430.0057170.05240.479168
44-0.002794-0.02560.489816
450.0460290.42190.3371
46-0.112302-1.02930.153156
47-0.033738-0.30920.378964
480.0674850.61850.268956
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/21/t1290334934f7sq0q0ododoe4y/1qc5o1290334841.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/21/t1290334934f7sq0q0ododoe4y/1qc5o1290334841.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/21/t1290334934f7sq0q0ododoe4y/2qc5o1290334841.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/21/t1290334934f7sq0q0ododoe4y/2qc5o1290334841.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')
 





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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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