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tijdreeks - evolutie graan - marie-laure van thielen

*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: Wed, 10 Dec 2008 13:53:33 -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/t1228942455mzeh935sqhrzce8.htm/, Retrieved Wed, 10 Dec 2008 20:54:18 +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/t1228942455mzeh935sqhrzce8.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 «
93,4 98,5 100,8 102,3 104,7 101,1 101,4 99,5 98,4 96,3 100,7 101,2 100,3 97,8 97,4 98,6 99,7 99 98,1 97 98,5 103,8 114,4 124,5 134,2 131,8 125,6 119,9 114,9 115,5 112,5 111,4 115,3 110,8 103,7 111,1 113 111,2 117,6 121,7 127,3 129,8 137,1 141,4 137,4 130,7 117,2 110,8 111,4 108,2 108,8 110,2 109,5 109,5 116 111,2 112,1 114 119,1 114,1 115,1 115,4 110,8 116 119,2 126,5 127,8 131,3 140,3 137,3 143 134,5 139,9 159,3 170,4 175 175,8 180,9 180,3 169,6 172,3 184,8 177,7 184,6 211,4 215,3 215,9 244,7 259,3 289 310,9 321 315,1 333,2 314,1 284,7
 
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
10.9529079.33650
20.8847818.6690
30.8043547.8810
40.7248257.10180
50.6410026.28050
60.5638645.52470
70.4962264.8622e-06
80.4421974.33261.8e-05
90.3967373.88729.3e-05
100.3620013.54690.000302
110.3285043.21870.000879
120.2993342.93290.0021
130.2806022.74930.003568
140.2627272.57420.005788
150.2404662.35610.010251
160.2208792.16420.016466
170.1973271.93340.028066
180.1663481.62990.053203
190.1343081.31590.095664
200.102151.00090.159704
210.0686440.67260.251419
220.0382060.37430.354488
230.0162230.15890.437022
240.0032330.03170.487397
25-0.006203-0.06080.475831
26-0.020158-0.19750.421924
27-0.03288-0.32220.374019
28-0.046305-0.45370.325537
29-0.055098-0.53980.295277
30-0.061179-0.59940.27515
31-0.067361-0.660.255418
32-0.069947-0.68530.247392
33-0.071021-0.69590.244099
34-0.072842-0.71370.23857
35-0.0779-0.76330.223589
36-0.082482-0.80820.2105
37-0.0867-0.84950.198862
38-0.092447-0.90580.183657
39-0.093464-0.91580.181044
40-0.092643-0.90770.183152
41-0.089001-0.8720.192684
42-0.085799-0.84070.201314
43-0.077968-0.76390.223393
44-0.067729-0.66360.254267
45-0.056911-0.55760.289204
46-0.047015-0.46060.323046
47-0.0401-0.39290.347634
48-0.035335-0.34620.364971


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9529079.33650
2-0.252822-2.47710.007496
3-0.127806-1.25220.106763
40.0122880.12040.452209
5-0.099073-0.97070.167066
60.0389920.3820.351636
70.0426580.4180.338454
80.0547690.53660.296384
90.0009110.00890.496448
100.037870.3710.355711
11-0.064683-0.63380.263871
120.0056680.05550.477913
130.103071.00990.157548
14-0.060082-0.58870.278727
15-0.061291-0.60050.274786
160.0581720.570.285016
17-0.080932-0.7930.214877
18-0.090915-0.89080.187637
190.0429230.42060.337508
20-0.022463-0.22010.413134
21-0.048096-0.47120.319269
220.0433460.42470.336003
230.0391890.3840.350925
240.0161280.1580.437386
25-0.000722-0.00710.497186
26-0.118907-1.1650.123443
27-0.006175-0.06050.47594
280.0132470.12980.448502
290.0273870.26830.394508
300.0036460.03570.485789
310.0006520.00640.497457
320.033780.3310.370691
33-0.046244-0.45310.32575
34-0.013622-0.13350.44705
35-0.023261-0.22790.4101
360.020820.2040.419394
370.001950.01910.492396
38-0.043027-0.42160.337139
390.0679170.66540.25368
40-0.016882-0.16540.434486
41-0.003783-0.03710.485254
42-0.008929-0.08750.465234
430.0461160.45180.326199
440.0191290.18740.425861
45-0.0039-0.03820.484798
46-0.001379-0.01350.494625
47-0.041413-0.40580.342912
480.0024960.02450.490269
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942455mzeh935sqhrzce8/1shva1228942411.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942455mzeh935sqhrzce8/1shva1228942411.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942455mzeh935sqhrzce8/28iau1228942411.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942455mzeh935sqhrzce8/28iau1228942411.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 = 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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