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autocorr invoer met trend- 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 15:30:59 -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/t1228602704qdo75bpwosou9w6.htm/, Retrieved Sat, 06 Dec 2008 22:31:46 +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/t1228602704qdo75bpwosou9w6.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
1-0.379037-3.69440.000184
2-0.240107-2.34030.010681
30.2485482.42250.008654
4-0.126739-1.23530.109883
5-0.13488-1.31470.095896
60.3145463.06580.001413
7-0.193021-1.88130.031494
8-0.024543-0.23920.405726
90.2311722.25320.013274
10-0.320178-3.12070.001195
11-0.151408-1.47570.07166
120.6181146.02460
13-0.262767-2.56110.006004
14-0.122441-1.19340.117841
150.1221421.19050.11841
16-0.139198-1.35670.08904
17-0.00182-0.01770.492944
180.1690581.64780.051351
19-0.133409-1.30030.09832
200.0229140.22330.411878
210.1405181.36960.08702
22-0.320957-3.12830.001167
230.08120.79140.215329
240.2978872.90340.002295
25-0.111292-1.08470.140392
26-0.064499-0.62870.26554
270.0031630.03080.487736
28-0.074969-0.73070.233377
290.0607120.59170.277712
300.0033760.03290.486908
31-0.030763-0.29980.382477
320.0608980.59360.277108
330.008180.07970.468311
34-0.18389-1.79230.038131
350.0276860.26980.393931
360.2024331.97310.025697
370.0174710.17030.432573
38-0.132705-1.29340.099496
39-0.016679-0.16260.435602
400.0134960.13150.447811
410.0172180.16780.433543
42-0.031066-0.30280.381354
430.0350990.34210.366513
440.0315480.30750.379572
45-0.031099-0.30310.381233
46-0.036202-0.35290.362491
47-0.103913-1.01280.15686
480.197731.92720.028469


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.379037-3.69440.000184
2-0.448164-4.36821.6e-05
3-0.077622-0.75660.22559
4-0.189532-1.84730.033906
5-0.278543-2.71490.003937
60.0697230.67960.249214
7-0.116568-1.13620.129372
8-0.011457-0.11170.455659
90.1510351.47210.072149
10-0.189433-1.84640.033977
11-0.434234-4.23242.7e-05
120.2713952.64520.004777
130.185011.80330.037259
140.148551.44790.07547
15-0.11367-1.10790.135348
16-0.113747-1.10870.135187
170.0177210.17270.431618
18-0.08583-0.83660.202466
190.0104560.10190.459521
20-0.066944-0.65250.257832
21-0.078992-0.76990.221629
22-0.190324-1.85510.033345
230.0991370.96630.168182
240.0354530.34560.365221
250.1410411.37470.086229
260.0320780.31270.377614
27-0.039948-0.38940.34894
280.0549810.53590.296646
290.0431310.42040.337575
30-0.077173-0.75220.2269
31-0.103107-1.0050.158733
32-0.092932-0.90580.183669
33-0.093326-0.90960.182659
340.039650.38650.35001
35-0.225593-2.19880.015159
36-0.04253-0.41450.33971
370.0326840.31860.375379
38-0.049197-0.47950.316339
390.0230090.22430.411517
40-0.011096-0.10810.457053
410.0316060.30810.379358
42-0.024429-0.23810.406157
43-0.004489-0.04380.482595
44-0.022318-0.21750.41413
45-0.054782-0.53390.297313
460.009010.08780.465103
47-0.093482-0.91110.182261
48-0.061609-0.60050.274804
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602704qdo75bpwosou9w6/11yu21228602657.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602704qdo75bpwosou9w6/11yu21228602657.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602704qdo75bpwosou9w6/2508k1228602657.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228602704qdo75bpwosou9w6/2508k1228602657.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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