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bananen nu met 48 lags - Waerlop Jeroen

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 10 Dec 2008 06:14:39 -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/10/t1228914943965tv1qfs3yvsbm.htm/, Retrieved Wed, 10 Dec 2008 13:15:45 +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/10/t1228914943965tv1qfs3yvsbm.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 «
1.83 1.89 1.9 2.01 2.04 2.04 2.03 2.04 1.87 1.85 1.82 1.79 1.88 2.01 1.9 1.96 1.94 1.92 1.79 1.77 1.74 1.75 1.86 1.84 1.77 1.98 1.94 1.85 1.84 1.82 1.83 1.91 1.85 1.81 1.83 1.79 1.8 1.82 1.88 2.01 1.97 1.92 1.98 2.02 1.9 1.94 1.96 1.84 1.87 1.84 2.07 2.08 2.14 2.15 2.05 2.05 1.95 2.02 2.02 1.88 1.96 1.93 2.03 2.1 1.95 2.07 2.09 2.01 1.92 1.99 2.11 2
 
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'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6804065.77340
20.4709723.99637.7e-05
30.3559133.020.001748
40.1927151.63520.053182
50.1180851.0020.159854
60.0808650.68620.247407
70.1591051.35010.090614
80.2769882.35030.01075
90.3331612.8270.00304
100.3739943.17340.001108
110.3369572.85920.002776
120.3824873.24550.00089
130.2769422.34990.010761
140.1577311.33840.09249
150.0683930.58030.281749
16-0.009043-0.07670.469524
17-0.02003-0.170.432758
18-0.01297-0.11010.456336
19-0.023067-0.19570.422687
20-0.041622-0.35320.362495
21-0.118339-1.00410.159336
22-0.167356-1.42010.079953
23-0.121069-1.02730.153858
24-0.065138-0.55270.291085
25-0.085177-0.72270.236088
26-0.048837-0.41440.339907
27-0.036642-0.31090.378382
28-0.134969-1.14530.127948
29-0.231054-1.96060.0269
30-0.275137-2.33460.011178
31-0.321944-2.73180.003959
32-0.327546-2.77930.003472
33-0.322596-2.73730.003899
34-0.30683-2.60350.005599
35-0.181233-1.53780.064239
36-0.126351-1.07210.143623
37-0.08204-0.69610.244295
38-0.065909-0.55930.288861
39-0.104207-0.88420.189759
40-0.114244-0.96940.167797
41-0.198534-1.68460.048197
42-0.288163-2.44510.008463
43-0.264801-2.24690.013856
44-0.184375-1.56450.061046
45-0.111143-0.94310.174396
46-0.093729-0.79530.214522
47-0.016842-0.14290.443382
480.0190570.16170.435995


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6804065.77340
20.0149310.12670.449766
30.0560330.47550.31795
4-0.136399-1.15740.125471
50.03840.32580.372747
60.007450.06320.474885
70.2213621.87830.032193
80.1812971.53840.064173
90.0831210.70530.241449
100.0605490.51380.304492
11-0.046605-0.39550.346838
120.2259541.91730.029585
13-0.142151-1.20620.115847
14-0.006911-0.05860.476701
15-0.150736-1.2790.102496
16-0.031323-0.26580.395582
17-0.0401-0.34030.367325
180.0060460.05130.479615
19-0.122404-1.03860.151226
20-0.193578-1.64260.052417
21-0.241163-2.04630.022188
22-0.172116-1.46050.074257
230.1867851.58490.058683
240.067120.56950.285385
25-0.039542-0.33550.369103
26-0.013446-0.11410.454739
27-0.000219-0.00190.499261
28-0.113896-0.96640.16853
29-0.015349-0.13020.448369
300.0509070.4320.333529
31-0.055135-0.46780.320657
32-0.004221-0.03580.485764
33-0.026007-0.22070.412983
340.0212160.180.42882
350.1474361.2510.107486
36-0.099412-0.84350.200862
370.0727750.61750.269421
38-0.059145-0.50190.308647
390.0375580.31870.375443
400.153941.30620.097817
41-0.000974-0.00830.496714
42-0.183811-1.55970.06161
43-0.049789-0.42250.336968
440.1312031.11330.134642
450.0924610.78460.217643
460.0448230.38030.352407
47-0.092592-0.78570.21732
48-0.048498-0.41150.340958
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228914943965tv1qfs3yvsbm/1vb7o1228914877.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228914943965tv1qfs3yvsbm/1vb7o1228914877.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228914943965tv1qfs3yvsbm/2zosz1228914877.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228914943965tv1qfs3yvsbm/2zosz1228914877.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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