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Taak 10 deel 2 stap 2 ACF met d=0 en D=0

*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: Fri, 05 Dec 2008 06:18:35 -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/05/t1228483318jhr8qqzb6zoed9s.htm/, Retrieved Fri, 05 Dec 2008 13:21:58 +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/05/t1228483318jhr8qqzb6zoed9s.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 «

58.972 59.249 63.955 53.785 52.760 44.795 37.348 32.370 32.717 40.974 33.591 21.124 58.608 46.865 51.378 46.235 47.206 45.382 41.227 33.795 31.295 42.625 33.625 21.538 56.421 53.152 53.536 52.408 41.454 38.271 35.306 26.414 31.917 38.030 27.534 18.387 50.556 43.901 48.572 43.899 37.532 40.357 35.489 29.027 34.485 42.598 30.306 26.451 47.460 50.104 61.465 53.726 39.477 43.895 31.481 29.896 33.842 39.120 33.702 25.094

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.458592	3.5522	0.000375
2	0.210396	1.6297	0.0542
3	0.103312	0.8003	0.21336
4	-0.125776	-0.9743	0.16692
5	-0.273851	-2.1212	0.019021
6	-0.362472	-2.8077	0.003361
7	-0.328529	-2.5448	0.006763
8	-0.175149	-1.3567	0.08998
9	-0.041032	-0.3178	0.375858
10	-0.000388	-0.003	0.498805
11	0.206423	1.5989	0.057543
12	0.649892	5.034	2e-06
13	0.26275	2.0353	0.023125
14	0.09964	0.7718	0.221628
15	0.031356	0.2429	0.404463
16	-0.146257	-1.1329	0.130882
17	-0.207987	-1.6111	0.056208
18	-0.299245	-2.3179	0.01194
19	-0.276027	-2.1381	0.018296
20	-0.104384	-0.8086	0.210984
21	-0.012813	-0.0992	0.460637
22	0.027626	0.214	0.415639
23	0.221841	1.7184	0.045443
24	0.548841	4.2513	3.8e-05
25	0.265682	2.058	0.021973
26	0.127665	0.9889	0.163345
27	0.007247	0.0561	0.477711
28	-0.136443	-1.0569	0.1474
29	-0.180994	-1.402	0.083037
30	-0.279242	-2.163	0.017268
31	-0.246585	-1.91	0.030456
32	-0.120351	-0.9322	0.177476
33	-0.074887	-0.5801	0.28202
34	-0.05131	-0.3974	0.346225
35	0.062531	0.4844	0.314946
36	0.272905	2.1139	0.019344

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.458592	3.5522	0.000375
2	0.000113	9e-04	0.499652
3	0.008593	0.0666	0.473576
4	-0.223248	-1.7293	0.044452
5	-0.181824	-1.4084	0.082087
6	-0.198739	-1.5394	0.064479
7	-0.072114	-0.5586	0.289258
8	0.051943	0.4024	0.344427
9	0.048834	0.3783	0.353284
10	-0.076874	-0.5955	0.276887
11	0.149476	1.1578	0.12576
12	0.602391	4.6661	9e-06
13	-0.479722	-3.7159	0.000223
14	-0.111196	-0.8613	0.196245
15	-0.051653	-0.4001	0.345252
16	0.060066	0.4653	0.321713
17	0.063751	0.4938	0.311621
18	-0.030578	-0.2369	0.406787
19	-0.014323	-0.1109	0.456014
20	0.007428	0.0575	0.477155
21	0.060195	0.4663	0.321357
22	0.124322	0.963	0.169708
23	0.091495	0.7087	0.240622
24	-0.061442	-0.4759	0.317926
25	0.010708	0.0829	0.467086
26	-0.003474	-0.0269	0.489312
27	-0.092755	-0.7185	0.237627
28	0.079741	0.6177	0.269565
29	-0.035073	-0.2717	0.393404
30	0.033133	0.2566	0.399164
31	0.040653	0.3149	0.376966
32	-0.123179	-0.9541	0.17192
33	-0.025995	-0.2014	0.42055
34	-0.061093	-0.4732	0.318885
35	-0.167642	-1.2985	0.099534
36	-0.133358	-1.033	0.152878

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228483318jhr8qqzb6zoed9s/1qggg1228483110.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228483318jhr8qqzb6zoed9s/1qggg1228483110.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228483318jhr8qqzb6zoed9s/2a13y1228483110.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228483318jhr8qqzb6zoed9s/2a13y1228483110.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; 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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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