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opgave6bis - eigen reeks (autocorrelatie zonder trend) - Ines S'Jongers

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 09 Dec 2008 14:36:06 -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/09/t1228858642n9zr8gn2xh7djm3.htm/, Retrieved Tue, 09 Dec 2008 21:37:24 +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/09/t1228858642n9zr8gn2xh7djm3.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 «
0.7200 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7400 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7500 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7600 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.7800 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8100 0.8100 0.8100 0.8100 0.8100 0.8100 0.8100 0.8100 0.8100 0.8100 0.8100
 
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
1-0.054962-0.50070.308944
2-0.055801-0.50840.306272
3-0.056639-0.5160.303611
4-0.057477-0.52360.300961
5-0.058316-0.53130.298321
6-0.059154-0.53890.295692
7-0.059993-0.54660.293074
8-0.060831-0.55420.290467
9-0.061669-0.56180.287871
10-0.062508-0.56950.285287
11-0.055614-0.50670.306865
120.4426884.03316.1e-05
13-0.049559-0.45150.326402
14-0.050397-0.45910.323666
15-0.051236-0.46680.32094
16-0.052074-0.47440.318223
17-0.052913-0.48210.315517
18-0.053751-0.48970.312821
19-0.054589-0.49730.310134
20-0.055428-0.5050.307458
21-0.056266-0.51260.304793
22-0.057105-0.52020.302138
23-0.042479-0.3870.349872
240.5271294.80243e-06
25-0.036424-0.33180.370424
26-0.037262-0.33950.367554
27-0.038101-0.34710.364692
28-0.038939-0.35480.361837
29-0.039778-0.36240.35899
30-0.040616-0.370.356151
31-0.041454-0.37770.353321
32-0.042293-0.38530.350498
33-0.043131-0.39290.347684
34-0.04397-0.40060.344878
35-0.044808-0.40820.342081
360.52484.78124e-06
37-0.031021-0.28260.389088
38-0.031859-0.29030.386173
39-0.032698-0.29790.383265
40-0.033536-0.30550.380364
41-0.034375-0.31320.377469
42-0.035213-0.32080.374582
43-0.036051-0.32840.371702
44-0.03689-0.33610.368828
45-0.037728-0.34370.365963
46-0.038567-0.35140.363105
47-0.023941-0.21810.413938
480.1891381.72310.044294


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.054962-0.50070.308944
2-0.059-0.53750.296176
3-0.063542-0.57890.282114
4-0.068699-0.62590.266557
5-0.074614-0.67980.249273
6-0.081479-0.74230.229997
7-0.089559-0.81590.208441
8-0.099223-0.9040.184316
9-0.111011-1.01140.157393
10-0.125736-1.14550.127645
11-0.136366-1.24240.108802
120.3887123.54130.000328
13-0.052964-0.48250.315352
14-0.057964-0.52810.299427
15-0.061395-0.55930.288719
16-0.065237-0.59430.276951
17-0.069585-0.63390.263929
18-0.07455-0.67920.249455
19-0.080281-0.73140.233298
20-0.086976-0.79240.215197
21-0.094907-0.86460.194864
22-0.104535-0.95240.17184
23-0.10521-0.95850.170295
240.3459833.15210.001128
25-0.029256-0.26650.395246
26-0.034826-0.31730.375915
27-0.034477-0.31410.377115
28-0.03387-0.30860.379212
29-0.03304-0.3010.382079
30-0.031956-0.29110.385837
31-0.030581-0.27860.390622
32-0.028872-0.2630.396586
33-0.026787-0.2440.4039
34-0.02446-0.22280.412105
35-0.044651-0.40680.342605
360.2812862.56260.006097
370.0144930.1320.447636
380.0116360.1060.457916
390.0156710.14280.44341
400.0201320.18340.42746
410.0249890.22770.410235
420.0302750.27580.391687
430.0360330.32830.371765
440.042320.38560.350408
450.0492190.44840.327514
460.0567150.51670.303371
470.0685910.62490.266878
48-0.296377-2.70010.004199
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228858642n9zr8gn2xh7djm3/1jcmu1228858565.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228858642n9zr8gn2xh7djm3/1jcmu1228858565.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228858642n9zr8gn2xh7djm3/214t81228858565.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228858642n9zr8gn2xh7djm3/214t81228858565.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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