Home » date » 2011 » Apr » 08 »

Cijfergegevens coca cola

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Fri, 08 Apr 2011 10:13:06 +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/08/t13022573725yiapxh888z2snf.htm/, Retrieved Fri, 08 Apr 2011 12:09:33 +0200
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
KDGP2W12
 
Dataseries X:
» Textbox « » Textfile « » CSV «
189 229 249 289 260 431 660 777 915 613 485 277 244 296 319 370 313 556 831 960 1152 759 607 371 298 378 373 443 374 660 1004 1153 1388 904 715 441
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7771964.66322.1e-05
20.4383082.62980.006244
30.0239620.14380.443242
4-0.257333-1.5440.065667
5-0.383101-2.29860.013721
6-0.441384-2.64830.005967
7-0.377151-2.26290.014885
8-0.275625-1.65370.053437
9-0.024564-0.14740.441826
100.2632631.57960.061476
110.4833112.89990.003163
120.587863.52720.000583
130.4343422.60610.006619
140.2104081.26240.107452
15-0.056723-0.34030.367791
16-0.236161-1.4170.082545
17-0.325383-1.95230.029357
18-0.36026-2.16160.018689
19-0.314806-1.88880.033496
20-0.24315-1.45890.076632
21-0.080507-0.4830.315996
220.0785960.47160.320037
230.1940871.16450.125936
240.2368141.42090.081977
250.1500350.90020.186996
260.0393410.2360.407368
27-0.091671-0.550.292848
28-0.168826-1.0130.15892
29-0.216905-1.30140.10069
30-0.221135-1.32680.096463
31-0.180571-1.08340.142911
32-0.129688-0.77810.220789
33-0.041493-0.2490.402403
34-0.004697-0.02820.488836
350.0136120.08170.467681
36NANANA
37NANANA
38NANANA
39NANANA
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
48NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7771964.66322.1e-05
2-0.418536-2.51120.00833
3-0.410221-2.46130.009384
40.0898380.5390.296593
50.0438040.26280.397092
6-0.378158-2.26890.014682
70.0875990.52560.301197
80.0720050.4320.334149
90.3174171.90450.03243
100.186761.12060.134948
11-0.099911-0.59950.276308
120.1631340.97880.167105
13-0.234639-1.40780.083878
140.0101190.06070.475962
150.1232470.73950.232204
16-0.098511-0.59110.279085
17-0.012519-0.07510.47027
180.0308810.18530.427023
19-0.120445-0.72270.237275
20-0.02079-0.12470.450711
21-0.068846-0.41310.341
22-0.139856-0.83910.203466
23-0.014923-0.08950.464574
24-0.020142-0.12090.45224
25-0.068635-0.41180.34146
260.0156780.09410.462788
27-0.032566-0.19540.423091
28-0.023718-0.14230.443816
29-0.048514-0.29110.386328
300.0365450.21930.41384
310.0177890.10670.457796
32-0.059967-0.35980.36055
33-0.046633-0.27980.390618
34-0.155868-0.93520.177956
350.0046180.02770.489024
36NANANA
37NANANA
38NANANA
39NANANA
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
48NANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2011/Apr/08/t13022573725yiapxh888z2snf/1svhj1302257582.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Apr/08/t13022573725yiapxh888z2snf/1svhj1302257582.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/Apr/08/t13022573725yiapxh888z2snf/2kl7k1302257582.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Apr/08/t13022573725yiapxh888z2snf/2kl7k1302257582.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/Apr/08/t13022573725yiapxh888z2snf/31p5z1302257582.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Apr/08/t13022573725yiapxh888z2snf/31p5z1302257582.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 (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

Creative Commons License

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