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Opgave 6bis-oefening2-corralation-veerle van rompay

*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 08:59:26 -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/t1228579203dldizh84occm8f2.htm/, Retrieved Sat, 06 Dec 2008 16:00:05 +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/t1228579203dldizh84occm8f2.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 «
113,9000 112,0000 113,8500 113,0800 111,7200 110,6900 113,5300 113,9900 112,7400 112,1500 115,8200 118,3800 118,8100 123,8500 117,9600 120,1600 118,7400 119,8400 124,8100 121,3300 120,2000 118,3200 129,5800 130,2000 127,1900 133,1000 129,1200 123,2800 123,3600 124,1300 126,9700 127,1400 123,7000 123,6700 130,1900 134,0100 124,9600 129,9600 128,3200 132,3800 126,2500 128,9100 131,4200 129,4400 126,8600 126,7100 131,6300 132,7800 126,6100 132,8400 123,1400 128,1300 125,4900 126,4800 130,8600 127,3200 126,5600 126,6400 129,2600 126,4700 135,4000 135,5000 132,2200 122,6200 125,1600 128,5000 133,8600 128,8700 125,0700 125,2500 132,1600 130,2400
 
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
10.772696.55650
20.6585475.5880
30.6090575.1681e-06
40.6359845.39650
50.5997965.08941e-06
60.506474.29752.7e-05
70.4674013.9668.5e-05
80.421673.5780.000312
90.3870593.28430.00079
100.3326492.82260.003077
110.3131482.65710.00485
120.344062.91940.002339
130.2516262.13510.018077
140.1852621.5720.060167
150.1559271.32310.094997
160.1293931.09790.137945
170.1001470.84980.199134
180.0409340.34730.364675
190.0746090.63310.264345
200.0206570.17530.430675
21-0.01029-0.08730.465332
22-0.044769-0.37990.352577
230.0023320.01980.492133
240.0156310.13260.447427
25-0.056071-0.47580.317836
26-0.054571-0.4630.322364
27-0.046185-0.39190.348148
28-0.092732-0.78690.216974
29-0.107709-0.91390.1819
30-0.154905-1.31440.09644
31-0.115126-0.97690.16595
32-0.148593-1.26090.105717
33-0.210446-1.78570.03918
34-0.224984-1.90910.03012
35-0.16022-1.35950.089114
36-0.107684-0.91370.181955
37-0.201038-1.70590.046172
38-0.21833-1.85260.03402
39-0.21986-1.86560.033087
40-0.206849-1.75520.041742
41-0.215577-1.82920.035753
42-0.201693-1.71140.045654
43-0.18178-1.54250.063673
44-0.185033-1.57010.060393
45-0.204742-1.73730.043306
46-0.221554-1.87990.03208
47-0.173521-1.47240.072638
48-0.149814-1.27120.103872


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.772696.55650
20.1526171.2950.099729
30.1522951.29230.100198
40.2570962.18150.016205
50.019770.16780.433624
6-0.114716-0.97340.166808
70.042250.35850.360509
8-0.074289-0.63040.265226
9-0.036714-0.31150.378151
10-0.027407-0.23260.408384
110.043150.36610.357668
120.1582641.34290.091758
13-0.207969-1.76470.040929
14-0.055387-0.470.319897
150.0222970.18920.425235
16-0.139691-1.18530.119895
17-0.003411-0.02890.488493
18-0.013161-0.11170.455697
190.1597851.35580.089696
20-0.12236-1.03830.151312
21-0.018925-0.16060.436434
220.0269410.22860.409912
230.1142960.96980.167689
24-0.064944-0.55110.291647
25-0.088562-0.75150.227408
260.1369811.16230.124472
27-0.034437-0.29220.385483
28-0.254174-2.15670.017183
290.1213641.02980.153274
30-0.079068-0.67090.25221
31-0.027343-0.2320.408593
32-0.036197-0.30710.379812
33-0.099869-0.84740.199784
340.0936340.79450.214754
350.085130.72230.23621
360.0253780.21530.415054
37-0.088268-0.7490.228154
38-0.059916-0.50840.306362
39-0.061038-0.51790.303048
40-0.006721-0.0570.477341
410.0149830.12710.449594
420.1191421.0110.157711
43-0.019232-0.16320.435413
440.029530.25060.40143
45-0.016639-0.14120.444058
46-0.149713-1.27040.104024
470.0648940.55060.291792
48-0.080771-0.68540.247657
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579203dldizh84occm8f2/1vkqx1228579165.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579203dldizh84occm8f2/1vkqx1228579165.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579203dldizh84occm8f2/2jr0a1228579165.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228579203dldizh84occm8f2/2jr0a1228579165.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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