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Melkprijs d=0 & 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 13:14:41 -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/t1196366894a9ytikxmpopa9z6.htm/, Retrieved Thu, 29 Nov 2007 21:08:14 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
0,65 0,65 0,66 0,66 0,66 0,66 0,68 0,69 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,71 0,7 0,71 0,7 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,71 0,71 0,7 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,7 0,7
 
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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.8581086.64690
20.729735.65250
30.6081084.71048e-06
40.4932433.82060.000159
50.3581082.77390.003686
60.2162161.67480.049589
70.1351351.04680.149706
80.0878380.68040.249438
90.0743240.57570.283481
100.0608110.4710.319661
110.0472970.36640.357691
120.0135140.10470.458491
130.0067570.05230.479217
14-0.013514-0.10470.541509
15-0.033784-0.26170.602771
16-0.060811-0.4710.680339
17-0.087838-0.68040.750562
18-0.081081-0.62810.733823
19-0.101351-0.78510.782248
20-0.094595-0.73270.766711
21-0.121622-0.94210.825034
22-0.114865-0.88970.81142
23-0.114865-0.88970.81142
24-0.108108-0.83740.797155
25-0.108108-0.83740.797155
26-0.114865-0.88970.81142
27-0.108108-0.83740.797155
28-0.108108-0.83740.797155
29-0.081081-0.62810.733823
30-0.060811-0.4710.680339
31-0.040541-0.3140.622705
32-0.02027-0.1570.562119
330.0067570.05230.479217
340.0337840.26170.397229
350.0270270.20940.417442
360.0135140.10470.458491
37-0.006757-0.05230.520783
38-0.027027-0.20940.582558
39-0.054054-0.41870.661535
40-0.067568-0.52340.69868
41-0.101351-0.78510.782248
42-0.135135-1.04680.850294
43-0.168919-1.30840.902143
44-0.162162-1.25610.893026
45-0.162162-1.25610.893026
46-0.195946-1.51780.932841
47-0.195946-1.51780.932841
48-0.195946-1.51780.932841
49-0.195946-1.51780.932841
50-0.195946-1.51780.932841
51-0.189189-1.46550.925991
52-0.175676-1.36080.910663
53-0.148649-1.15140.872938
54-0.121622-0.94210.825034
55-0.094595-0.73270.766711
56-0.067568-0.52340.69868
57-0.033784-0.26170.602771
58000.5
59000.5


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8581086.64690
1-0.025108-0.19450.576774
2-0.046514-0.36030.640055
3-0.047896-0.3710.644028
4-0.151862-1.17630.877943
5-0.130661-1.01210.842222
60.118940.92130.180291
70.0714140.55320.291101
80.1006360.77950.219367
9-0.005711-0.04420.517568
10-0.062832-0.48670.685875
11-0.161476-1.25080.892066
120.0506470.39230.348111
13-0.039953-0.30950.620983
140.0372010.28820.387111
15-0.001032-0.0080.503175
16-0.036174-0.28020.609856
170.0490110.37960.352776
18-0.113523-0.87930.80864
190.0534020.41360.340303
20-0.127925-0.99090.837143
210.083980.65050.258923
22-0.028867-0.22360.588088
230.0348380.26990.394098
24-0.035807-0.27740.608773
25-0.03183-0.24660.596951
26-0.019131-0.14820.558655
27-0.022252-0.17240.568135
280.0883350.68420.248229
290.0479920.37170.355697
30-0.020494-0.15870.562799
310.0292420.22650.410787
32-0.038931-0.30160.617985
330.024990.19360.423584
34-0.104368-0.80840.788982
35-0.01014-0.07850.53117
36-0.009418-0.0730.528956
37-0.043942-0.34040.632617
380.0343940.26640.395417
39-0.010882-0.08430.533449
40-0.074468-0.57680.716893
41-0.120522-0.93360.822863
42-0.064362-0.49850.690039
430.1072980.83110.204598
44-0.017561-0.1360.553874
45-0.079882-0.61880.730794
460.0295340.22880.409912
47-0.068127-0.52770.700177
48-0.093637-0.72530.764459
490.0289360.22410.411705
500.0421630.32660.372556
51-0.010691-0.08280.532861
520.0953270.73840.231574
53-0.046794-0.36250.640861
54-0.016083-0.12460.549364
55-0.009709-0.07520.529849
560.0375410.29080.386108
57-0.004738-0.03670.514577
58-0.06348-0.49170.687641
59NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196366894a9ytikxmpopa9z6/11gpa1196367276.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196366894a9ytikxmpopa9z6/11gpa1196367276.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196366894a9ytikxmpopa9z6/2uh1w1196367276.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196366894a9ytikxmpopa9z6/2uh1w1196367276.ps (open in new window)


 
Parameters:
par1 = 60 ; 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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