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Q2 inschrijvingen ACF

*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: Sun, 07 Dec 2008 07:47:46 -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/07/t1228661335t3lbrbst8hybmpj.htm/, Retrieved Sun, 07 Dec 2008 14:48:57 +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/07/t1228661335t3lbrbst8hybmpj.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 «
22780 17351 21382 24561 17409 11514 31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698 31956 29506 34506 27165 26736 23691 18157 17328 18205 20995 17382 9367 31124 26551 30651 25859 25100 25778 20418 18688 20424 24776 19814 12738 31566 30111 30019 31934 25826 26835
 
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
10.2014931.70970.045812
2-0.009941-0.08430.466507
3-0.057442-0.48740.313725
4-0.093853-0.79640.214217
5-0.179758-1.52530.065783
6-0.383728-3.2560.000862
7-0.179423-1.52250.066138
8-0.092858-0.78790.216663
9-0.074445-0.63170.264795
10-0.038199-0.32410.373389
110.1526311.29510.099708
120.7635896.47930
130.1649371.39950.082973
14-0.008433-0.07160.471576
15-0.065492-0.55570.290062
16-0.115028-0.9760.166155
17-0.155094-1.3160.096172
18-0.356465-3.02470.001724
19-0.157806-1.3390.092387
20-0.124112-1.05310.147903
21-0.102158-0.86680.194454
22-0.036687-0.31130.378237
230.1150.97580.166214
240.5745344.87513e-06
250.1538961.30580.09788
26-0.004098-0.03480.486179
27-0.017991-0.15270.439548
28-0.036686-0.31130.378241
29-0.112222-0.95220.172082
30-0.268438-2.27780.012855
31-0.102027-0.86570.194757
32-0.118628-1.00660.15875
33-0.100388-0.85180.198568
34-0.028715-0.24370.404094
350.0652650.55380.290718
360.4254593.61010.000281
370.1275751.08250.141319
38-0.032471-0.27550.39185
39-0.009765-0.08290.467096
400.003830.03250.487081
41-0.107201-0.90960.183026
42-0.154914-1.31450.096426
43-0.066102-0.56090.288305
44-0.065904-0.55920.288876
45-0.059038-0.5010.308965
46-0.024512-0.2080.417913
470.0445490.3780.353268
480.3124312.65110.00493
490.0965610.81930.207647
50-0.020173-0.17120.432284
510.0133010.11290.455228
520.0221660.18810.425668
53-0.063411-0.53810.296097
54-0.071377-0.60570.273324
55-0.032903-0.27920.390451
56-0.006723-0.0570.477333
57-0.010129-0.08590.465874
58-0.02417-0.20510.419041
590.0124290.10550.45815
600.1421161.20590.115903


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2014931.70970.045812
2-0.052679-0.4470.32811
3-0.046741-0.39660.346414
4-0.076277-0.64720.259769
5-0.155935-1.32320.094986
6-0.350738-2.97610.001986
7-0.094057-0.79810.213719
8-0.135037-1.14580.12783
9-0.165513-1.40440.082246
10-0.171063-1.45150.07549
11-0.004871-0.04130.483574
120.6870645.82990
13-0.155204-1.3170.096016
14-0.050679-0.430.334231
15-0.085927-0.72910.234148
16-0.094795-0.80440.211918
170.0216740.18390.427301
18-0.039538-0.33550.369115
19-0.011564-0.09810.461055
20-0.154219-1.30860.097417
21-0.091118-0.77320.220978
22-0.009921-0.08420.466573
23-0.066242-0.56210.287902
24-0.085963-0.72940.234054
25-0.025354-0.21510.415135
26-0.108585-0.92140.179965
270.0443580.37640.353868
280.1253951.0640.145439
29-0.067489-0.57270.28433
300.0542220.46010.32342
31-0.009442-0.08010.468181
32-0.017591-0.14930.440881
330.016050.13620.446026
34-0.007339-0.06230.475259
35-0.085518-0.72560.235205
36-0.068933-0.58490.280217
37-0.041128-0.3490.364059
38-0.113865-0.96620.168596
39-0.0961-0.81540.208756
40-0.06013-0.51020.305729
41-0.150586-1.27780.102719
420.0698270.59250.277684
43-0.055913-0.47440.318312
440.0804440.68260.248528
450.0298150.2530.400498
46-0.019199-0.16290.435523
470.0399830.33930.367698
480.0050260.04270.483049
490.0216320.18360.427439
500.0823960.69920.243354
510.0182260.15470.438763
52-0.025341-0.2150.415177
530.0591890.50220.308518
54-0.039542-0.33550.369103
550.0067440.05720.477261
560.0187080.15870.437158
570.0350570.29750.383481
580.0136710.1160.453987
59-0.059348-0.50360.308044
60-0.121557-1.03140.152893
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661335t3lbrbst8hybmpj/1cmeb1228661265.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661335t3lbrbst8hybmpj/1cmeb1228661265.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661335t3lbrbst8hybmpj/2h7q41228661265.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661335t3lbrbst8hybmpj/2h7q41228661265.ps (open in new window)


 
Parameters (Session):
par1 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -0.4 ; 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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