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Autocorrelatie Retail sales gedifferentieerd

*Unverified author*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Mon, 22 Nov 2010 01:36:43 +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/22/t1290389846nyoczbre66wqc6v.htm/, Retrieved Mon, 22 Nov 2010 02:37:28 +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/22/t1290389846nyoczbre66wqc6v.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 «

89.3 88.1 93.6 79.7 83.8 62.3 62.3 77.6 80.3 97 94 75.1 74 77.6 75.1 85 75.4 63.2 64.7 77 82.6 97.6 99 75.3 71.6 76.8 83.9 79.7 77.5 73.1 65.6 85.2 98.3 98 100.6 84.1 76.7 82.4 95.5 79.9 82.4 83.6 73.1 91.1 118.6 102.9 111.8 93.9 91.6 92 91.1 97.5 94.7 96.7 78.7 103.5 113.8 106.1 120.3 114.2 106.3 98.8 113.1 97.7 116.3 107.2 94.5 123.5 126.6 126.5 141.4 124.3 124.9 108.9 126.7 107.7 121.8 118.3 122.8 149.5 147 139.3 162.1 142.2 141.4 124.7 114 126.6 121.9 125.1 122.1 135.9 148.4 137.5 145.3 139.9 128.2 115.4 124.7 111.5 121.1 122.5 127.4 143.7 157.8 148.8 162.9 153.9

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	-0.244582	-2.53	0.006432
2	-0.003056	-0.0316	0.487419
3	0.018156	0.1878	0.425692
4	-0.294942	-3.0509	0.001438
5	-0.014981	-0.155	0.438569
6	0.143527	1.4847	0.070288
7	-0.077463	-0.8013	0.212371
8	-0.160463	-1.6598	0.049937
9	-0.039575	-0.4094	0.341545
10	-0.042795	-0.4427	0.329446
11	-0.017348	-0.1794	0.428963
12	0.550703	5.6965	0
13	-0.020567	-0.2127	0.415966
14	-0.075731	-0.7834	0.217571
15	-0.004758	-0.0492	0.48042
16	-0.200287	-2.0718	0.020345
17	-0.089275	-0.9235	0.178922
18	0.120067	1.242	0.10848
19	-0.027822	-0.2878	0.387032
20	-0.126452	-1.308	0.096833
21	-0.060206	-0.6228	0.267379
22	0.005975	0.0618	0.475415
23	-0.019333	-0.2	0.420939
24	0.421543	4.3605	1.5e-05
25	-0.013299	-0.1376	0.445421
26	-0.027254	-0.2819	0.389276
27	-0.044983	-0.4653	0.321328
28	-0.133981	-1.3859	0.084328
29	-0.108668	-1.1241	0.13175
30	0.112904	1.1679	0.122725
31	0.00529	0.0547	0.478232
32	-0.115581	-1.1956	0.117252
33	-0.050872	-0.5262	0.299912
34	0.074302	0.7686	0.221915
35	-0.104986	-1.086	0.139962
36	0.391277	4.0474	4.9e-05
37	-0.039855	-0.4123	0.340486
38	-0.006936	-0.0717	0.471468
39	-0.032869	-0.34	0.367261
40	-0.115052	-1.1901	0.11832
41	-0.098822	-1.0222	0.154491
42	0.065074	0.6731	0.251157
43	0.016601	0.1717	0.43199
44	-0.072873	-0.7538	0.226312
45	-0.020316	-0.2102	0.416974
46	0.032033	0.3314	0.370512
47	-0.025945	-0.2684	0.394464
48	0.181444	1.8769	0.03163

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.244582	-2.53	0.006432
2	-0.066878	-0.6918	0.245285
3	0.00107	0.0111	0.495595
4	-0.309996	-3.2066	0.000886
5	-0.19657	-2.0333	0.022247
6	0.074915	0.7749	0.220047
7	-0.045515	-0.4708	0.319365
8	-0.355281	-3.6751	0.000187
9	-0.325664	-3.3687	0.000525
10	-0.160412	-1.6593	0.049991
11	-0.242397	-2.5074	0.006833
12	0.35417	3.6636	0.000194
13	0.28065	2.9031	0.002244
14	0.024135	0.2497	0.401667
15	-0.06141	-0.6352	0.263316
16	0.079734	0.8248	0.205668
17	-0.039538	-0.409	0.341685
18	-0.134173	-1.3879	0.084026
19	-0.015144	-0.1567	0.437906
20	0.0374	0.3869	0.34981
21	-0.088944	-0.92	0.179808
22	-0.02122	-0.2195	0.413337
23	-0.07383	-0.7637	0.223361
24	0.057783	0.5977	0.275647
25	-0.085216	-0.8815	0.190016
26	0.003751	0.0388	0.484562
27	-0.027162	-0.281	0.38964
28	0.041452	0.4288	0.334472
29	-0.030325	-0.3137	0.377188
30	0.0204	0.211	0.416635
31	0.051298	0.5306	0.298386
32	0.004438	0.0459	0.481737
33	-0.042765	-0.4424	0.329558
34	0.138283	1.4304	0.077757
35	-0.092834	-0.9603	0.169538
36	0.041828	0.4327	0.333061
37	-0.041772	-0.4321	0.333273
38	0.063597	0.6579	0.256022
39	-0.038251	-0.3957	0.34657
40	0.04521	0.4677	0.320491
41	0.009225	0.0954	0.462079
42	-0.062949	-0.6512	0.258172
43	-0.061126	-0.6323	0.264273
44	0.047164	0.4879	0.313322
45	0.049945	0.5166	0.303237
46	-0.06385	-0.6605	0.255186
47	0.048437	0.501	0.308687
48	-0.067646	-0.6997	0.242806

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/22/t1290389846nyoczbre66wqc6v/1vu7b1290389801.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/22/t1290389846nyoczbre66wqc6v/1vu7b1290389801.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/22/t1290389846nyoczbre66wqc6v/2vu7b1290389801.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/22/t1290389846nyoczbre66wqc6v/2vu7b1290389801.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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