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Autocorrelatie (trend gezuiverd)- gemiddelde bioscoopprijs (Jeroen Callebaut)

*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 08:53:42 -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/t1228579073weiby2gu4qisl25.htm/, Retrieved Sat, 06 Dec 2008 15:57:55 +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/t1228579073weiby2gu4qisl25.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 «
5.6 5.6 5.6 5.6 5.6 5.67 5.67 5.67 5.67 5.67 5.67 5.67 5.67 5.67 5.82 5.82 5.95 5.95 5.95 5.95 5.95 5.95 6.02 6.02 6.05 6.05 6.05 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.12 6.17 6.17 6.17 6.17 6.17 6.28 6.27 6.28 6.28 6.27 6.27 6.28 6.59 6.59 6.59 6.59 6.59 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.63 6.79 6.79 6.79
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.105714-0.89080.188033
20.0114970.09690.461548
3-0.109637-0.92380.179355
4-0.111834-0.94230.174609
50.0479090.40370.343827
6-0.062159-0.52380.301037
70.0954310.80410.212007
8-0.004831-0.04070.483822
9-0.049715-0.41890.338274
10-0.080755-0.68050.249215
110.0035750.03010.488026
120.0025320.02130.491521
130.0112940.09520.462225
14-0.105038-0.88510.189554
15-0.098583-0.83070.204472
16-0.072636-0.6120.271232
17-0.02234-0.18820.425612
18-0.048765-0.41090.341191
19-0.046925-0.39540.346869
200.0331970.27970.390251
21-0.052643-0.44360.329347
220.2213171.86480.033168
23-0.029504-0.24860.402193
24-0.004573-0.03850.484687
250.0618510.52120.301937
260.0392770.3310.370827
27-0.057678-0.4860.31423
28-0.061996-0.52240.301513
290.0390630.32910.371506
30-0.027929-0.23530.407314
310.1667671.40520.08216
32-0.048036-0.40480.343435
330.2099261.76890.040605
34-0.013782-0.11610.453939
35-0.012299-0.10360.458877
36-0.032379-0.27280.392889
37-0.051085-0.43050.334085
38-0.022133-0.18650.426295
39-0.062402-0.52580.30033
40-0.049349-0.41580.339396
41-0.047899-0.40360.343859
420.1371941.1560.125775
43-0.054211-0.45680.324609
44-0.056798-0.47860.316851
45-0.023962-0.20190.420284
46-0.052304-0.44070.330376
470.0568060.47870.316827
48-0.022673-0.1910.424517


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.105714-0.89080.188033
20.0003250.00270.49891
3-0.109613-0.92360.179408
4-0.138058-1.16330.124302
50.0206930.17440.431038
6-0.070463-0.59370.277291
70.0543150.45770.324294
80.0043840.03690.485317
9-0.058495-0.49290.311806
10-0.095692-0.80630.211376
110.0050460.04250.483102
12-0.020743-0.17480.430873
13-0.015761-0.13280.447361
14-0.13537-1.14070.128924
15-0.141156-1.18940.119122
16-0.124147-1.04610.149536
17-0.078397-0.66060.255508
18-0.150728-1.27010.104105
19-0.165903-1.39790.083244
20-0.091745-0.77310.221027
21-0.148534-1.25160.107417
220.1353281.14030.128998
23-0.037841-0.31890.375388
24-0.098359-0.82880.205001
250.0291740.24580.403262
260.0856090.72140.23653
27-0.120635-1.01650.156424
28-0.124425-1.04840.148999
29-0.081645-0.6880.246862
30-0.16528-1.39270.084032
310.0666850.56190.287977
32-0.093257-0.78580.217301
330.0992590.83640.202877
340.013210.11130.455844
350.0353010.29750.383495
360.0277410.23380.407924
370.0583010.49130.312381
38-0.060426-0.50920.306111
39-0.052314-0.44080.330345
40-0.050031-0.42160.337308
41-0.066355-0.55910.288921
420.1099520.92650.17867
43-0.012813-0.1080.457163
44-0.162959-1.37310.087019
45-0.016448-0.13860.44508
46-0.009735-0.0820.467426
470.0318830.26870.394488
48-0.009538-0.08040.468086
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579073weiby2gu4qisl25/1lymn1228578820.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579073weiby2gu4qisl25/1lymn1228578820.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579073weiby2gu4qisl25/2h07d1228578820.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579073weiby2gu4qisl25/2h07d1228578820.ps (open in new window)


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