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Opgave 6bis - 2/1 - Consumptieprijzen Pakketreizen - Chloë De Rijck

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Sat, 06 Dec 2008 07:57:34 -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/06/t1228575574ezbsmogz8psni34.htm/, Retrieved Sat, 06 Dec 2008 14:59:36 +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/06/t1228575574ezbsmogz8psni34.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 «
105,6 110,2 104,9 102,9 102,6 103,6 107,8 106,6 106 105,2 107,9 107,5 107,5 113,3 107,8 104,5 105,1 104,2 106,6 103,8 107,7 106,4 110 113,2 113,9 112 113,9 113,1 111,7 110,7 113,5 114 112,7 112,2 115,8 118,4 118,8 123,9 118 120,2 118,7 119,8 124,8 121,3 120,2 118,3 129,6 130,2 127,19 133,1 129,12 123,28 123,36 124,13 126,96 127,14 123,7 123,67 130,19 134,01 124,96 129,96 128,32 132,38 126,25 128,91 131,42 129,44 126,86 126,71 131,63 132,78 126,61 132,84 123,14 128,13 125,49 126,48 130,86 127,32 126,56 126,64 129,26 126,47 135,38 135,5 132,22 122,62 125,16 128,5 133,86 128,87 125,07 125,25 132,16 130,24
 
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
10.9034198.85170
20.8588588.41510
30.8297978.13030
40.8252518.08580
50.8010027.84820
60.7558937.40620
70.7379317.23020
80.7126276.98230
90.6977546.83660
100.6739186.6030
110.6569116.43640
120.6548226.41590
130.60625.93950
140.5666785.55230
150.5363125.25480
160.5013094.91182e-06
170.4717734.62246e-06
180.418534.10074.3e-05
190.402383.94257.7e-05
200.3522043.45090.000416
210.3238223.17280.001014
220.2966092.90620.002271
230.2830992.77380.003329
240.2657432.60370.005343
250.2088072.04590.021752
260.1722171.68740.047389
270.1404181.37580.086041
280.1024281.00360.159051
290.0783430.76760.222304
300.0297570.29160.385628
310.0151940.14890.440984
32-0.022001-0.21560.414894
33-0.058662-0.57480.283396
34-0.083344-0.81660.208088
35-0.08425-0.82550.205574
36-0.08245-0.80780.210589
37-0.145063-1.42130.079233
38-0.172272-1.68790.047337
39-0.193122-1.89220.030739
40-0.209156-2.04930.02158
41-0.226378-2.2180.014455
42-0.250251-2.45190.008008
43-0.25913-2.53890.006363
44-0.282744-2.77030.003362
45-0.292351-2.86440.002566
46-0.31695-3.10550.001249
47-0.312364-3.06050.001433
48-0.303536-2.9740.001858


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9034198.85170
20.2322352.27540.012552
30.1395861.36770.087307
40.2004561.96410.026208
50.0088620.08680.465496
6-0.119694-1.17280.121897
70.0745810.73070.23336
8-0.034075-0.33390.369603
90.0318880.31240.377691
100.0155350.15220.43967
110.0258050.25280.400468
120.0973430.95380.171299
13-0.214816-2.10480.018962
14-0.103812-1.01710.155821
15-0.011714-0.11480.454434
16-0.138872-1.36070.088403
170.0079980.07840.468851
18-0.094344-0.92440.178803
190.0808940.79260.214983
20-0.144051-1.41140.080679
21-0.004464-0.04370.482602
220.0436860.4280.334793
230.0631430.61870.268798
24-0.006835-0.0670.473374
25-0.135674-1.32930.093445
26-0.044242-0.43350.332817
27-0.033382-0.32710.37216
28-0.12067-1.18230.119999
290.1056231.03490.15166
30-0.064893-0.63580.263204
310.0623940.61130.271211
32-0.025184-0.24680.402813
33-0.102808-1.00730.15816
340.0099140.09710.46141
350.1344371.31720.095452
360.0420080.41160.340778
37-0.183477-1.79770.037685
38-0.018077-0.17710.429895
390.0088430.08660.465567
40-0.061286-0.60050.274801
410.0589660.57770.282393
420.0794880.77880.218999
430.0012130.01190.495271
44-0.053116-0.52040.301983
450.0288040.28220.389193
46-0.156857-1.53690.063806
470.0884690.86680.194103
480.0318910.31250.377681
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575574ezbsmogz8psni34/102a51228575448.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575574ezbsmogz8psni34/102a51228575448.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575574ezbsmogz8psni34/2ivnr1228575448.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575574ezbsmogz8psni34/2ivnr1228575448.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; 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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