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"invoer buitenlandse handel autocorr-sorcha de bolle"

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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 15:28:07 -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/t1228602545xuvw87o52swahj9.htm/, Retrieved Sat, 06 Dec 2008 22:29:07 +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/t1228602545xuvw87o52swahj9.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 «
11,9 13,6 15,2 12,5 14,9 13,7 12,5 13,1 14,5 15,2 16,1 14,8 15,1 14,8 16,1 14,3 15,2 14,9 13,1 12,6 13,6 14,4 14 12,9 13,4 13,5 14,8 14,3 14,3 14 13,2 12,2 14,3 15,7 14,2 14,6 14,5 14,3 15,3 14,4 13,7 14,2 13,5 11,9 14,6 15,6 14,1 14,9 14,2 14,6 17,2 15,4 14,3 17,5 14,5 14,4 16,6 16,7 16,6 16,9 15,7 16,4 18,4 16,9 16,5 18,3 15,1 15,7 18,1 16,8 18,9 19 18,1 17,8 21,5 17,1 18,7 19 16,4 16,9 18,6 19,3 19,4 17,6 18,6 18,1 20,4 18,1 19,6 19,9 19,2 17,8 19,2 22,1 21,2 19,5
 
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
10.7620287.46630
20.6831946.69390
30.7100616.95710
40.6308466.1810
50.6323166.19540
60.6706226.57070
70.5618015.50450
80.5395075.28610
90.5479015.36830
100.4480164.38961.5e-05
110.5046754.94482e-06
120.6107035.98360
130.4661654.56757e-06
140.4162894.07884.7e-05
150.4277574.19113.1e-05
160.3781633.70520.000177
170.405073.96897e-05
180.4334364.24682.5e-05
190.3581123.50880.000344
200.3357933.29010.000701
210.3217483.15250.00108
220.2233412.18830.015537
230.2810292.75350.003526
240.2930882.87170.002512
250.1767281.73160.043281
260.107361.05190.147741
270.0888160.87020.193177
280.0552660.54150.29471
290.0690860.67690.250047
300.0587440.57560.283126
310.0177160.17360.43128
32-0.006754-0.06620.473687
33-0.04419-0.4330.333002
34-0.08544-0.83710.202299
35-0.048093-0.47120.319278
36-0.015077-0.14770.441436
37-0.076771-0.75220.226887
38-0.14607-1.43120.077812
39-0.153414-1.50310.068043
40-0.160795-1.57550.05922
41-0.164688-1.61360.054948
42-0.173201-1.6970.046467
43-0.195793-1.91840.029018
44-0.224288-2.19760.015193
45-0.253518-2.4840.007363
46-0.275198-2.69640.00414
47-0.27598-2.7040.004052
48-0.22477-2.20230.01502


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7620287.46630
20.2444642.39530.009275
30.3308273.24140.000818
4-0.027132-0.26580.395468
50.1726521.69160.046979
60.1772731.73690.042805
7-0.162587-1.5930.057222
80.0156410.15330.439261
90.0084790.08310.466981
10-0.143347-1.40450.081697
110.2110462.06780.020673
120.3217073.15210.001082
13-0.258221-2.530.006516
14-0.160146-1.56910.059957
15-0.018965-0.18580.426489
160.0836070.81920.207356
170.0119560.11710.453494
180.0164340.1610.436207
190.0318340.31190.377895
20-0.098695-0.9670.167984
21-0.056233-0.5510.291468
22-0.075917-0.74380.229397
230.0762570.74720.228395
24-0.173961-1.70450.045765
25-0.109441-1.07230.143137
26-0.149399-1.46380.073257
270.0004570.00450.498217
280.0633850.6210.268022
29-0.020038-0.19630.422385
30-0.061388-0.60150.274471
310.042910.42040.337554
32-0.043687-0.4280.33479
33-0.048919-0.47930.316407
340.0452210.44310.329354
35-0.047095-0.46140.322764
360.0918780.90020.185128
37-0.030335-0.29720.383469
38-0.063211-0.61930.26858
390.0058380.05720.477253
40-0.024427-0.23930.405677
41-0.047797-0.46830.32031
42-0.039048-0.38260.351436
430.030350.29740.383415
440.0137320.13450.446626
450.0294490.28850.386779
46-0.01021-0.10.460262
47-0.058315-0.57140.284544
480.0513230.50290.308107
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602545xuvw87o52swahj9/1c0wq1228602485.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602545xuvw87o52swahj9/1c0wq1228602485.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602545xuvw87o52swahj9/27d2x1228602485.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602545xuvw87o52swahj9/27d2x1228602485.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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Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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