PACF met aangepaste waarden PAPER

*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: Mon, 08 Dec 2008 07:08:36 -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/08/t1228745454lgviru23937wtrt.htm/, Retrieved Mon, 08 Dec 2008 14:10:54 +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/08/t1228745454lgviru23937wtrt.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 «

12300.00 12092.80 12380.80 12196.90 9455.00 13168.00 13427.90 11980.50 11884.80 11691.70 12233.80 14341.40 13130.70 12421.10 14285.80 12864.60 11160.20 14316.20 14388.70 14013.90 13419.00 12769.60 13315.50 15332.90 14243.00 13824.40 14962.90 13202.90 12199.00 15508.90 14199.80 15169.60 14058.00 13786.20 14147.90 16541.70 13587.50 15582.40 15802.80 14130.50 12923.20 15612.20 16033.70 16036.60 14037.80 15330.60 15038.30 17401.80 14992.50 16043.70 16929.60 15921.30 14417.20 15961.00 17851.90 16483.90 14215.50 17429.70 17839.50 17629.20

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 3 seconds R Server 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 -0.141783 -0.9823 0.165438 2 -0.001258 -0.0087 0.496541 3 0.247688 1.716 0.046303 4 0.047913 0.3319 0.370686 5 0.086289 0.5978 0.276383 6 0.254896 1.766 0.04188 7 -0.134942 -0.9349 0.177258 8 -0.017649 -0.1223 0.451596 9 0.146589 1.0156 0.157456 10 -0.063022 -0.4366 0.332168 11 -0.123043 -0.8525 0.199095 12 0.046379 0.3213 0.37468 13 -0.028433 -0.197 0.422333 14 -0.048512 -0.3361 0.369129 15 0.01598 0.1107 0.456153 16 -0.237169 -1.6432 0.053443 17 0.042016 0.2911 0.386117 18 -0.028755 -0.1992 0.421465 19 -0.018402 -0.1275 0.449542 20 -0.070134 -0.4859 0.314623 21 0.003717 0.0258 0.48978 22 -0.315615 -2.1866 0.016837 23 0.237758 1.6472 0.053021 24 -0.131424 -0.9105 0.183547 25 -0.131089 -0.9082 0.184153 26 0.132417 0.9174 0.181757 27 -0.116663 -0.8083 0.211462 28 -0.128745 -0.892 0.188429 29 0.119945 0.831 0.205043 30 -0.091004 -0.6305 0.265681 31 -0.047649 -0.3301 0.371373 32 0.076903 0.5328 0.298316 33 -0.014938 -0.1035 0.459 34 -0.039612 -0.2744 0.392463 35 -0.004697 -0.0325 0.487087 36 0.001077 0.0075 0.497037 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 -0.141783 -0.9823 0.165438 2 -0.021799 -0.151 0.440294 3 0.249547 1.7289 0.045126 4 0.128314 0.889 0.189223 5 0.1217 0.8432 0.20166 6 0.251227 1.7406 0.044085 7 -0.103635 -0.718 0.238118 8 -0.139368 -0.9656 0.16955 9 -0.025174 -0.1744 0.431138 10 -0.06326 -0.4383 0.331575 11 -0.175984 -1.2193 0.114352 12 -0.064065 -0.4439 0.329571 13 0.062124 0.4304 0.334414 14 0.043168 0.2991 0.383086 15 0.030611 0.2121 0.41647 16 -0.189339 -1.3118 0.097917 17 0.041196 0.2854 0.388278 18 -0.06943 -0.481 0.316342 19 0.050657 0.351 0.363575 20 -0.000309 -0.0021 0.49915 21 0.068325 0.4734 0.319049 22 -0.32924 -2.281 0.013512 23 0.140564 0.9739 0.167506 24 -0.110143 -0.7631 0.22457 25 -0.01741 -0.1206 0.452247 26 0.109078 0.7557 0.226757 27 -0.049777 -0.3449 0.365852 28 -0.030007 -0.2079 0.418096 29 -0.046868 -0.3247 0.373405 30 -0.000261 -0.0018 0.499283 31 0.006321 0.0438 0.482624 32 -0.064613 -0.4477 0.328209 33 0.045539 0.3155 0.376875 34 0.068701 0.476 0.318126 35 -0.074238 -0.5143 0.304688 36 -0.087385 -0.6054 0.273876

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228745454lgviru23937wtrt/1y4221228745311.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228745454lgviru23937wtrt/1y4221228745311.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228745454lgviru23937wtrt/2akcy1228745311.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228745454lgviru23937wtrt/2akcy1228745311.ps (open in new window)

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.6 ; par3 = 0 ; par4 = 1 ; 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')

Copyright

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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