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Paper, hoofdstuk 4.3 (P)ACF met d=1, nieuwe wagens

*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: Sat, 06 Dec 2008 09:56:09 -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/t1228582613u8zlr6jk3mzum14.htm/, Retrieved Sat, 06 Dec 2008 16:56:55 +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/t1228582613u8zlr6jk3mzum14.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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.277261-2.12970.01869
2-0.143529-1.10250.137367
30.1349551.03660.152073
4-0.089698-0.6890.246767
5-0.036615-0.28120.389753
6-0.074884-0.57520.283673
7-0.116684-0.89630.186876
80.0523790.40230.344446
90.0912380.70080.243088
10-0.172544-1.32530.095085
11-0.209298-1.60760.056626
120.6841925.25541e-06
13-0.1873-1.43870.077762
14-0.080116-0.61540.270335
150.102780.78950.216499
16-0.133505-1.02550.154664
170.0475170.3650.358213
18-0.09379-0.72040.237057
19-0.136577-1.04910.149212
200.1014730.77940.21942
210.0319830.24570.403395
22-0.141688-1.08830.140438
23-0.085184-0.65430.257728
240.4432713.40480.000598


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.277261-2.12970.01869
2-0.238757-1.83390.035855
30.0223560.17170.432123
4-0.081643-0.62710.266503
5-0.065302-0.50160.30891
6-0.162573-1.24870.108345
7-0.236368-1.81560.037259
8-0.135242-1.03880.151564
90.006180.04750.481149
10-0.193628-1.48730.071133
11-0.485186-3.72680.000218
120.4835583.71430.000227
130.104440.80220.212823
140.056860.43680.331942
15-0.071526-0.54940.2924
16-0.07717-0.59280.277805
17-0.003057-0.02350.490672
18-0.048462-0.37220.355524
19-0.008624-0.06620.473703
20-0.094421-0.72530.235579
21-0.13857-1.06440.145747
22-0.090022-0.69150.24599
230.0818450.62870.265997
240.030670.23560.407287
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228582613u8zlr6jk3mzum14/1ch851228582568.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228582613u8zlr6jk3mzum14/1ch851228582568.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228582613u8zlr6jk3mzum14/2t3lf1228582568.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228582613u8zlr6jk3mzum14/2t3lf1228582568.ps (open in new window)


 
Parameters (Session):
par1 = 24 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 24 ; 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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