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broodprijs d=1 & D=0

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 29 Nov 2007 12:59:03 -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/29/t1196365922g197vw7mwh2la32.htm/, Retrieved Thu, 29 Nov 2007 20:52:05 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1,43 1,43 1,43 1,43 1,43 1,43 1,44 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,48 1,57 1,58 1,58 1,58 1,58 1,59 1,6 1,6 1,61 1,61 1,61 1,62 1,63 1,63 1,64 1,64 1,64 1,64 1,64 1,65 1,65 1,65 1,65
 
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
017.68110
10.0680760.52290.301501
2-0.066275-0.50910.693698
3-0.057471-0.44140.669748
4-0.065306-0.50160.6911
50.0355260.27290.39295
60.0379170.29120.385943
7-0.040281-0.30940.620949
80.0400990.3080.37958
9-0.059763-0.4590.676056
10-0.061184-0.470.679944
110.043460.33380.369849
120.02540.19510.422991
13-0.047599-0.36560.642019
140.0327820.25180.401034
15-0.06708-0.51530.695848
16-0.068502-0.52620.699629
17-0.066111-0.50780.693258
18-0.053494-0.41090.658681
190.0268870.20650.418548
20-0.066563-0.51130.694468
21-0.067985-0.52220.698257
22-0.065594-0.50380.691873
23-0.0327-0.25120.598723
24-0.034122-0.26210.602919
25-0.035543-0.2730.607102
26-0.036965-0.28390.611272
27-0.038387-0.29490.61543
28-0.039808-0.30580.619574
29-0.04123-0.31670.623704
300.3254592.49990.007612
310.0888550.68250.248794
32-0.03527-0.27090.606299
33-0.046917-0.36040.640074
34-0.048339-0.37130.644127
35-0.008859-0.06810.527012
36-5.6e-05-4e-040.50017
37-0.008063-0.06190.524588
380.0250040.19210.424179
39-0.007094-0.05450.521635
40-0.018741-0.1440.556986
410.0207380.15930.43699
420.0333550.25620.399342
43-0.005155-0.03960.515726
440.0240990.18510.42689
45-0.004186-0.03220.51277
46-0.015833-0.12160.548191
47-0.017255-0.13250.552494
48-0.014864-0.11420.545254
490.0284290.21840.413949
50-0.003669-0.02820.511194
51-0.011503-0.08840.535054
52-0.012925-0.09930.539373
530.0009050.00690.497239
540.0032960.02530.489944
550.0018740.01440.494282
560.0042650.03280.486988
570.0028430.02180.491324
580.0014220.01090.495662
59NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0680760.52290.301501
1-0.071239-0.54720.706848
2-0.048256-0.37070.643891
3-0.063274-0.4860.685622
40.0377280.28980.386494
50.0219660.16870.433295
6-0.046658-0.35840.639333
70.0503910.38710.350051
8-0.065742-0.5050.692272
9-0.049038-0.37670.646115
100.0407770.31320.377611
110.014260.10950.456575
12-0.060163-0.46210.677154
130.0409530.31460.377101
14-0.062511-0.48020.683555
15-0.06768-0.51990.697446
16-0.073215-0.56240.712003
17-0.048809-0.37490.645465
180.0013640.01050.495838
19-0.099211-0.76210.775469
20-0.049264-0.37840.646754
21-0.087927-0.67540.748963
22-0.041985-0.32250.625891
23-0.063556-0.48820.686386
24-0.070263-0.53970.704282
25-0.064894-0.49850.689994
26-0.069285-0.53220.701702
27-0.068003-0.52230.698306
28-0.079213-0.60840.727386
290.3111762.39020.010026
300.0122320.0940.46273
31-0.018958-0.14560.55764
32-0.034592-0.26570.604303
33-0.015083-0.11590.545919
34-0.061396-0.47160.680522
35-0.062913-0.48320.684645
36-0.015565-0.11960.547379
37-0.062092-0.47690.682417
38-0.016085-0.12350.548954
39-0.02663-0.20450.580684
40-0.032258-0.24780.597418
41-0.05206-0.39990.654657
42-0.017986-0.13820.554705
43-0.052894-0.40630.657
44-0.028501-0.21890.586267
45-0.004868-0.03740.514852
46-0.014828-0.11390.545147
47-0.005052-0.03880.515411
48-0.022167-0.17030.567309
490.0011220.00860.496577
50-0.020897-0.16050.563488
510.0117070.08990.464328
52-0.013289-0.10210.540479
53-0.002051-0.01580.506259
540.0102740.07890.468684
550.0018510.01420.494352
56-0.000445-0.00340.501357
57-0.005063-0.03890.515444
58NANANA
59NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196365922g197vw7mwh2la32/125561196366341.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196365922g197vw7mwh2la32/125561196366341.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196365922g197vw7mwh2la32/2y7my1196366341.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196365922g197vw7mwh2la32/2y7my1196366341.ps (open in new window)


 
Parameters:
par1 = 60 ; par2 = 1 ; par3 = 1 ; 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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