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taak 8 werklozen vlaams gewest

*The author of this computation has been verified*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 03 Dec 2008 09:39:57 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/03/t1228322448x1lwzx4gzm7t9cy.htm/, Retrieved Wed, 03 Dec 2008 16:40:50 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/03/t1228322448x1lwzx4gzm7t9cy.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:
2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213587 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580
 
Output produced by software:


Summary of computational 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
10.8509796.64640
20.6353874.96253e-06
30.4926183.84750.000144
40.4349713.39720.000602
50.4220613.29640.000818
60.3978623.10740.001432
70.362062.82780.003166
80.3022942.3610.010719
90.2902122.26660.013485
100.3367362.630.005397
110.4791773.74250.000203
120.5608634.38052.4e-05
130.415983.24890.000943
140.2128361.66230.050792
150.0807560.63070.265289
160.0284570.22230.412429
170.0133860.10450.458539
18-0.004298-0.03360.486665
19-0.041698-0.32570.372892
20-0.097112-0.75850.225546
21-0.116861-0.91270.182493
22-0.084649-0.66110.25551
230.0296170.23130.408922
240.099940.78060.219042
250.0064160.05010.4801
26-0.135997-1.06220.146173
27-0.226177-1.76650.041158
28-0.26377-2.06010.021831
29-0.272342-2.12710.018734
30-0.282602-2.20720.015536
31-0.300415-2.34630.011113
32-0.334528-2.61270.005647
33-0.34713-2.71120.004348
34-0.320392-2.50230.007517
35-0.23565-1.84050.035281
36-0.170162-1.3290.094398
37-0.213651-1.66870.050154
38-0.279457-2.18260.016461
39-0.312766-2.44280.008743
40-0.305995-2.38990.009979
41-0.285905-2.2330.014615
42-0.268142-2.09430.0202
43-0.251955-1.96780.026819
44-0.250669-1.95780.027417
45-0.239586-1.87120.033056
46-0.212781-1.66190.050835
47-0.149765-1.16970.123336
48-0.096462-0.75340.227057
49-0.096985-0.75750.225841
50-0.108473-0.84720.200097
51-0.111927-0.87420.192726
52-0.091396-0.71380.23903
53-0.078727-0.61490.27046
54-0.066705-0.5210.302133
55-0.064335-0.50250.308572
56-0.066746-0.52130.30202
57-0.065682-0.5130.304904
58-0.057741-0.4510.326805
59-0.031739-0.24790.402528
60-0.011236-0.08780.46518


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8509796.64640
2-0.321855-2.51380.0073
30.2094181.63560.053536
40.0998450.77980.219259
50.0740910.57870.282471
6-0.02757-0.21530.415116
70.0518360.40490.3435
8-0.092606-0.72330.236137
90.2275131.77690.040283
100.0974050.76080.224866
110.4660233.63980.000282
12-0.294016-2.29630.012553
13-0.608435-4.7526e-06
140.1000490.78140.218793
150.0958090.74830.22858
16-0.215232-1.6810.048937
170.0716970.560.288776
18-0.076209-0.59520.276953
190.0138210.10790.457198
20-0.010461-0.08170.467576
210.0124090.09690.461556
22-0.026213-0.20470.419233
23-0.12044-0.94070.175294
240.0607730.47470.318364
250.1769941.38240.08595
26-0.156588-1.2230.113018
27-0.07007-0.54730.293098
28-0.112623-0.87960.191261
290.0357990.27960.390365
30-0.085321-0.66640.25384
310.1299921.01530.156994
32-0.138914-1.0850.141105
33-0.067731-0.5290.299364
34-0.05129-0.40060.345062
350.0122460.09560.46206
360.0087990.06870.472717
370.0807090.63040.265408
38-0.024237-0.18930.425243
390.0859310.67110.252332
400.0166480.130.448489
410.0660320.51570.303955
42-0.079826-0.62350.267654
430.0220880.17250.431802
440.0084650.06610.473752
450.0184870.14440.442835
46-0.076286-0.59580.276752
470.0271220.21180.416474
48-0.054839-0.42830.33497
490.1466481.14540.128267
50-0.118888-0.92850.178392
51-0.020131-0.15720.437791
520.0115950.09060.46407
53-0.052064-0.40660.342851
540.0097660.07630.469724
55-0.109358-0.85410.198193
56-0.000588-0.00460.498174
570.031020.24230.40469
58-0.03227-0.2520.400931
590.0324650.25360.400346
60-0.041995-0.3280.372021
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322448x1lwzx4gzm7t9cy/1i6jh1228322396.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322448x1lwzx4gzm7t9cy/1i6jh1228322396.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322448x1lwzx4gzm7t9cy/2owy71228322396.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322448x1lwzx4gzm7t9cy/2owy71228322396.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
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 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')
 




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