Home » date » 2008 » Dec » 10 »

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 13:56:24 -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/t1228942618q3vicbm3aajvrbn.htm/, Retrieved Wed, 10 Dec 2008 20:57:01 +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/t1228942618q3vicbm3aajvrbn.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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3347663.26290.000766
20.1206641.17610.12125
30.27672.69690.00414
40.0279920.27280.392787
5-0.187664-1.82910.035259
6-0.042536-0.41460.339688
7-0.078972-0.76970.221687
8-0.148172-1.44420.075987
90.0439270.42810.334757
10-0.053094-0.51750.303006
11-0.153164-1.49290.069394
120.0327470.31920.375147
130.0543310.52960.298829
140.0196880.19190.424117
150.1116531.08830.139617
160.215262.09810.019275
170.0833730.81260.209233
18-0.004054-0.03950.484282
190.0685680.66830.252776
200.0549070.53520.296892
21-0.041478-0.40430.343457
22-0.113277-1.10410.136172
230.0363730.35450.361867
240.0002280.00220.499115
25-0.001038-0.01010.495973
26-0.000818-0.0080.496826
27-0.089779-0.87510.191876
28-0.083354-0.81240.209286
29-0.068897-0.67150.251758
30-0.010745-0.10470.458405
31-0.043168-0.42070.337444
320.0042340.04130.483584
330.090720.88420.189403
34-0.017575-0.17130.432176
350.0136380.13290.447267
36-0.0043-0.04190.483329
37-0.068374-0.66640.253377
38-0.089475-0.87210.192677
39-0.037111-0.36170.359184
40-0.09101-0.88710.188645
41-0.080713-0.78670.216711
42-0.045517-0.44360.329154
43-0.096586-0.94140.174442
44-0.085987-0.83810.20204
450.0051850.05050.4799
460.0322720.31460.376896
47-0.038246-0.37280.355074
480.0918350.89510.186499


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3347663.26290.000766
20.009680.09440.462514
30.2629462.56290.005976
4-0.171468-1.67130.04898
5-0.192166-1.8730.032071
60.019560.19060.424606
7-0.042605-0.41530.339444
80.0003240.00320.498745
90.1163481.1340.12982
10-0.147245-1.43520.077262
11-0.087511-0.8530.197916
120.0586010.57120.284616
130.0559270.54510.293477
140.1144541.11560.133712
150.0213430.2080.417828
160.1151491.12230.132274
17-0.044288-0.43170.333482
18-0.115342-1.12420.131876
190.0613260.59770.27572
200.1095211.06750.144231
21-0.011762-0.11460.454487
22-0.156557-1.52590.065175
230.1018610.99280.161659
240.0106520.10380.458765
250.0866220.84430.200314
26-0.055681-0.54270.2943
27-0.114106-1.11220.134435
28-0.06595-0.64280.260952
29-0.084167-0.82040.207032
300.1628721.58750.057864
310.0178530.1740.431113
32-0.079042-0.77040.221486
330.0201880.19680.422214
34-0.099196-0.96680.168039
350.0665280.64840.259136
36-0.044803-0.43670.331665
37-0.025623-0.24970.401662
38-0.023709-0.23110.40887
39-0.115652-1.12720.13124
40-0.087963-0.85740.196704
410.0876440.85420.197559
42-0.012401-0.12090.452025
43-0.020826-0.2030.41979
44-0.10289-1.00280.159242
450.0364850.35560.361462
460.086330.84140.201106
47-0.048003-0.46790.320471
480.1380091.34510.09089
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942618q3vicbm3aajvrbn/1z9xb1228942582.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942618q3vicbm3aajvrbn/1z9xb1228942582.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942618q3vicbm3aajvrbn/25lbq1228942582.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942618q3vicbm3aajvrbn/25lbq1228942582.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 = 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')
 




Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by