marina cabraja: opgave 6bis: koffie,thee en cacao: seizoensinvloed

*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, 03 Apr 2011 16:14:49 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189.htm/, Retrieved Sun, 03 Apr 2011 18:17:25 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W12

Dataseries X:

» Textbox « » Textfile « » CSV «

106.42 106.22 106.32 105.81 105.92 107.54 107.34 107.24 107.74 105.71 105.41 106.22 106.32 106.12 106.22 105.92 105.71 105.71 105.92 105.71 105.41 104.49 101.35 99.72 99.01 97.89 95.86 94.95 95.35 95.15 95.46 95.56 95.05 94.64 93.63 93.12 93.53 97.18 96.27 95.15 97.08 101.95 103.07 103.68 102.87 102.56 103.38 103.27 102.89 102.69 101.54 102.9 101.53 101.96 101.99 101.11 101.75 101.71 104.11 103.57 103.32 103.64 103.68 103.79 103.01 101.54 101.9 103.68 104.62 104.11 105.04 104.83 105.05 104.68 107.32 109.9 109.77 110.69 110.54 110.89 110.95 109.73 110.85 110.39 110.58 110.4 111.07 110.86 111.38 111.44 110.36 110.06 108.34 107.94 107.39 107.1 107.61 107.74 106.9 106.71 106.6 108.21 110.54 110.91 109.51 110.27 111.39 112.13 111.64

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 'Herman Ole Andreas Wold' @ www.yougetit.org Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.225818 2.3468 0.01038 2 -0.030704 -0.3191 0.375139 3 0.013758 0.143 0.443286 4 0.151303 1.5724 0.059393 5 0.174962 1.8183 0.035898 6 -0.007929 -0.0824 0.467241 7 -0.013757 -0.143 0.443291 8 -0.058623 -0.6092 0.271826 9 -0.0205 -0.213 0.415847 10 -0.002007 -0.0209 0.491701 11 -0.085413 -0.8876 0.188354 12 0.046792 0.4863 0.313879 13 0.002817 0.0293 0.48835 14 -0.070466 -0.7323 0.232785 15 -0.245005 -2.5462 0.006151 16 0.0232 0.2411 0.404966 17 0.042742 0.4442 0.328899 18 -0.174487 -1.8133 0.03628 19 -0.131122 -1.3627 0.087913 20 -0.125212 -1.3012 0.097973 21 0.062703 0.6516 0.258011 22 -0.081246 -0.8443 0.200174 23 -0.056129 -0.5833 0.280451 24 -0.085386 -0.8874 0.188428 25 -0.031806 -0.3305 0.370816 26 0.163629 1.7005 0.045959 27 0.068771 0.7147 0.238173 28 -0.010673 -0.1109 0.455945 29 0.04571 0.475 0.317863 30 0.071529 0.7434 0.229442 31 0.034097 0.3543 0.361884 32 -0.044089 -0.4582 0.32387 33 0.132762 1.3797 0.085264 34 0.035378 0.3677 0.356925 35 0.076319 0.7931 0.21472 36 -0.058399 -0.6069 0.272594 37 0.018483 0.1921 0.424021 38 0.087075 0.9049 0.183765 39 0.035139 0.3652 0.357847 40 -0.015015 -0.156 0.438145 41 -0.060001 -0.6235 0.26712 42 -0.0267 -0.2775 0.390974 43 0.050099 0.5206 0.301839 44 -0.033976 -0.3531 0.362356 45 0.006455 0.0671 0.473321 46 -0.019727 -0.205 0.418976 47 -0.022562 -0.2345 0.407531 48 -0.068322 -0.71 0.23961 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.225818 2.3468 0.01038 2 -0.086087 -0.8946 0.186483 3 0.043238 0.4493 0.327043 4 0.143739 1.4938 0.069075 5 0.116357 1.2092 0.11461 6 -0.063616 -0.6611 0.254973 7 0.017201 0.1788 0.429232 8 -0.09207 -0.9568 0.170397 9 -0.028753 -0.2988 0.382828 10 -0.011355 -0.118 0.453141 11 -0.080608 -0.8377 0.202025 12 0.111272 1.1564 0.12504 13 -0.014001 -0.1455 0.442291 14 -0.061761 -0.6418 0.26117 15 -0.221022 -2.2969 0.011776 16 0.143834 1.4948 0.068946 17 -0.062157 -0.646 0.259839 18 -0.165733 -1.7224 0.043934 19 0.012993 0.135 0.446422 20 -0.072793 -0.7565 0.225502 21 0.084132 0.8743 0.191941 22 -0.127549 -1.3255 0.093897 23 0.058419 0.6071 0.272528 24 -0.100818 -1.0477 0.14855 25 0.037918 0.3941 0.347159 26 0.112675 1.171 0.122097 27 0.069904 0.7265 0.234565 28 -0.031744 -0.3299 0.371059 29 0.045659 0.4745 0.31805 30 -0.01279 -0.1329 0.447252 31 -0.022776 -0.2367 0.406671 32 -0.038806 -0.4033 0.343769 33 0.052326 0.5438 0.293855 34 0.002586 0.0269 0.489305 35 0.078178 0.8124 0.209161 36 -0.082507 -0.8574 0.196552 37 0.014526 0.151 0.440144 38 0.023575 0.245 0.403461 39 -0.034698 -0.3606 0.359555 40 -0.054225 -0.5635 0.287124 41 0.071563 0.7437 0.229336 42 -0.098577 -1.0244 0.153958 43 0.051017 0.5302 0.298537 44 0.002324 0.0242 0.490387 45 0.076783 0.7979 0.213326 46 -0.023122 -0.2403 0.40528 47 -0.056946 -0.5918 0.27761 48 0.020556 0.2136 0.41562

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189/1kcuf1301847287.png (open in new window) http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189/1kcuf1301847287.ps (open in new window) http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189/2g3e41301847287.png (open in new window) http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189/2g3e41301847287.ps (open in new window) http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189/3axra1301847287.png (open in new window) http://www.freestatistics.org/blog/date/2011/Apr/03/t1301847442uoif0c36wzx0189/3axra1301847287.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 (par8 != '') par8 <- as.numeric(par8) ox <- x if (par8 == '') { if (par2 == 0) { x <- log(x) } else { x <- (x ^ par2 - 1) / par2 } } else { x <- log(x,base=par8) } if (par3 > 0) x <- diff(x,lag=1,difference=par3) if (par4 > 0) x <- diff(x,lag=par5,difference=par4) bitmap(file='picts.png') op <- par(mfrow=c(2,1)) plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') if (par8=='') { mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') } else { mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') } plot(x,type='l', main=mytitle,xlab='time',ylab='value') par(op) dev.off() bitmap(file='pic1.png') racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) dev.off() bitmap(file='pic2.png') rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) 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')

Copyright

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.

Privacy Policy

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