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energie_Q2

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 27 Nov 2007 03:22:19 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/27/t11961583532mq5if261h2hy7j.htm/, Retrieved Tue, 27 Nov 2007 11:12:35 +0100
 
User-defined keywords:
groep MENS
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101.8 103.4 104.9 105.1 105.6 104.5 105.5 105.1 106.9 106.6 106.6 106.5 109.7 109.5 109.2 109.1 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.0 109.2 113.3 112.3 112.3 116.3 118.3 119.4 119.4 119.4 120.1 121.7 123.7 123.7 128.5 127.1 122.6 119.8 122.7 123.4 123.8 121.8 121.2 121.2 121.2 121.2 129.6 131.0 131.0 129.8 129.8 134.9 131.2 127.1 130.5 130.5 131.7 131.7 131.7
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.48530
1-0.004398-0.03730.514832
2-0.255988-2.17210.98343
3-0.063296-0.53710.703567
40.0610470.5180.303022
50.0913360.7750.220435
6-0.101473-0.8610.803958
7-0.117084-0.99350.838101
80.2140291.81610.036759
9-0.070096-0.59480.723074
10-0.230817-1.95860.97298
11-0.166349-1.41150.9188
120.2069921.75640.041638
130.0803760.6820.248711
14-0.117028-0.9930.837987
15-0.151513-1.28560.898654
160.1247931.05890.146592
170.114820.97430.16659


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.004398-0.03730.514832
1-0.256012-2.17230.983438
2-0.070455-0.59780.724085
3-0.006872-0.05830.523169
40.0627650.53260.297984
5-0.095419-0.80970.789598
6-0.085885-0.72880.765744
70.1874921.59090.058005
8-0.143012-1.21350.885547
9-0.173756-1.47440.927629
10-0.208764-1.77140.959639
110.123841.05080.148429
12-0.077647-0.65890.743956
13-0.051885-0.44030.669467
14-0.106231-0.90140.814808
150.0494390.41950.338049
160.0081340.0690.472582
17-0.09988-0.84750.800239
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t11961583532mq5if261h2hy7j/1lohp1196158937.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t11961583532mq5if261h2hy7j/1lohp1196158937.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t11961583532mq5if261h2hy7j/2k1r81196158937.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t11961583532mq5if261h2hy7j/2k1r81196158937.ps (open in new window)


 
Parameters:
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 





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