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Opgave6bis_geboortecijfers_hanne Jacobs

*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 08:09:52 -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/t12285762383yuppfb6ctulcmq.htm/, Retrieved Sat, 06 Dec 2008 15:10:39 +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/t12285762383yuppfb6ctulcmq.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 «
9.733 9.259 9.864 9.215 10.103 9.380 9.896 10.117 9.451 9.700 9.081 9.084 9.743 8.587 9.731 9.563 9.998 9.437 10.038 9.918 9.252 9.737 9.035 9.133 9.487 8.700 9.627 8.947 9.283 8.829 9.947 9.628 9.318 9.605 8.640 9.214 9.567 8.547 9.185 9.470 9.123 9.278 10.170 9.434 9.655 9.429 8.739 9.552 9.687 9.019 9.672 9.206 9.069 9.788 10.312 10.105 9.863 9.656 9.295 9.946 9.701 9.049 10.190 9.706 9.765 9.893 9.994 10.433 10.073 10.112 9.266 9.820 10.097 9.115 10.411 9.678 10.408 10.153 10.368 10.581 10.597 10.680 9.738 9.556
 
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
10.2619152.40050.009291
20.404223.70470.000189
30.3440733.15350.001119
40.0903850.82840.204897
50.217111.98980.02493
60.1010990.92660.178399
70.1228471.12590.131704
80.0527820.48380.31491
90.2630342.41070.009051
100.1853351.69860.046546
110.13511.23820.109544
120.6008585.5070
130.08680.79550.214271
140.2811182.57650.005865
150.1622251.48680.070403
16-0.047187-0.43250.333251
170.0650280.5960.276393
18-0.000764-0.0070.497216
19-0.054903-0.50320.308071
20-0.050604-0.46380.321999
210.0523240.47960.316394
22-0.010382-0.09510.462211
230.0366640.3360.368842
240.3016972.76510.003497
25-0.064335-0.58960.278509
260.094680.86780.193999
27-0.005899-0.05410.478508
28-0.200562-1.83820.034785
29-0.121471-1.11330.134378
30-0.204295-1.87240.032316
31-0.223846-2.05160.021663
32-0.119334-1.09370.138604
33-0.12171-1.11550.133911
34-0.143336-1.31370.096263
35-0.104272-0.95570.170992
360.0759630.69620.244108
37-0.135282-1.23990.109236
38-0.014282-0.13090.448085
39-0.108079-0.99060.162374
40-0.237352-2.17540.016206
41-0.128346-1.17630.121396
42-0.272006-2.4930.007315
43-0.208949-1.9150.029445
44-0.187666-1.720.044559
45-0.181203-1.66080.050246
46-0.097818-0.89650.186269
47-0.146075-1.33880.092124
480.0561910.5150.303953


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2619152.40050.009291
20.360343.30260.000704
30.224532.05790.021352
4-0.167203-1.53240.064586
50.0313580.28740.387257
60.029980.27480.392084
70.0701630.64310.260971
8-0.08132-0.74530.229082
90.2740112.51140.006971
100.1300171.19160.118381
11-0.0817-0.74880.228037
120.5290424.84873e-06
13-0.19414-1.77930.039402
14-0.183145-1.67860.048478
15-0.115626-1.05970.146153
16-0.052531-0.48150.315723
17-0.129425-1.18620.119444
180.0808590.74110.230353
19-0.0471-0.43170.333539
20-0.015234-0.13960.444646
21-0.119372-1.09410.138528
220.0570430.52280.301243
230.0577750.52950.298922
240.0156270.14320.44323
25-0.097826-0.89660.186251
26-0.120542-1.10480.136203
27-0.026486-0.24270.404396
28-0.07521-0.68930.246264
29-0.120077-1.10050.137124
30-0.100081-0.91730.180817
310.0780040.71490.238321
320.1137321.04240.150115
33-0.050985-0.46730.320753
34-0.038642-0.35420.362053
35-0.076128-0.69770.243637
36-0.043703-0.40050.344887
370.0382920.3510.36325
380.0455480.41750.338705
39-0.034885-0.31970.374985
40-0.005098-0.04670.481423
410.0572930.52510.300448
42-0.079272-0.72650.234764
430.0937040.85880.196444
44-0.13017-1.1930.118108
45-0.054101-0.49580.31065
460.1401611.28460.101232
47-0.001834-0.01680.493314
480.0390850.35820.360538
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285762383yuppfb6ctulcmq/1askt1228576190.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285762383yuppfb6ctulcmq/1askt1228576190.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285762383yuppfb6ctulcmq/25n871228576190.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285762383yuppfb6ctulcmq/25n871228576190.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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