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autocor onder 25 zonder parameters

*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: Thu, 11 Dec 2008 08:12:23 -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/11/t1229008404kcmp6n1permbtr9.htm/, Retrieved Thu, 11 Dec 2008 15:13:27 +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/11/t1229008404kcmp6n1permbtr9.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)

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

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21,1 21,0 20,4 19,5 18,6 18,8 23,7 24,8 25,0 23,6 22,3 21,8 20,8 19,7 18,3 17,4 17,0 18,1 23,9 25,6 25,3 23,6 21,9 21,4 20,6 20,5 20,2 20,6 19,7 19,3 22,8 23,5 23,8 22,6 22,0 21,7 20,7 20,2 19,1 19,5 18,7 18,6 22,2 23,2 23,5 21,3 20,0 18,7 18,9 18,3 18,4 19,9 19,2 18,5 20,9 20,5 19,4 18,1 17,0 17,0 17,3 16,7 15,5 15,3 13,7 14,1 17,3 18,1

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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.832636	6.8661	0
2	0.557868	4.6003	9e-06
3	0.294921	2.432	0.008827
4	0.111586	0.9202	0.180371
5	0.032382	0.267	0.395126
6	0.004129	0.034	0.486469
7	0.015109	0.1246	0.450608
8	0.049098	0.4049	0.343422
9	0.133377	1.0999	0.137637
10	0.25097	2.0696	0.021148
11	0.395293	3.2597	0.000872
12	0.477637	3.9387	9.8e-05
13	0.344956	2.8446	0.002935
14	0.165775	1.367	0.088061
15	0.013097	0.108	0.457156
16	-0.07131	-0.588	0.279227
17	-0.096659	-0.7971	0.214092
18	-0.111394	-0.9186	0.180781
19	-0.114597	-0.945	0.174005
20	-0.105892	-0.8732	0.192811
21	-0.052973	-0.4368	0.331812
22	0.03317	0.2735	0.392639
23	0.155056	1.2786	0.102688
24	0.241785	1.9938	0.025093
25	0.159201	1.3128	0.096831
26	0.018635	0.1537	0.439163
27	-0.126746	-1.0452	0.149822
28	-0.214904	-1.7721	0.040425
29	-0.244694	-2.0178	0.02378
30	-0.241246	-1.9894	0.025343
31	-0.214134	-1.7658	0.040959
32	-0.176469	-1.4552	0.075107
33	-0.11422	-0.9419	0.174795
34	-0.054004	-0.4453	0.32875
35	0.017816	0.1469	0.441818
36	0.058696	0.484	0.314963
37	-0.016275	-0.1342	0.446819
38	-0.116053	-0.957	0.17098
39	-0.200261	-1.6514	0.051635
40	-0.226973	-1.8717	0.032777
41	-0.212239	-1.7502	0.0423
42	-0.187074	-1.5427	0.063778
43	-0.177671	-1.4651	0.073749
44	-0.171809	-1.4168	0.080557
45	-0.145683	-1.2013	0.116895
46	-0.103952	-0.8572	0.19717
47	-0.031272	-0.2579	0.39864
48	0.032054	0.2643	0.396164

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.832636	6.8661	0
2	-0.441498	-3.6407	0.000263
3	-0.028546	-0.2354	0.407306
4	0.049762	0.4103	0.341421
5	0.08649	0.7132	0.239078
6	-0.075025	-0.6187	0.2691
7	0.073215	0.6037	0.274009
8	0.051805	0.4272	0.335293
9	0.218699	1.8034	0.037875
10	0.116869	0.9637	0.1693
11	0.244455	2.0158	0.023886
12	-0.073026	-0.6022	0.274526
13	-0.548816	-4.5257	1.2e-05
14	0.382904	3.1575	0.001187
15	0.047533	0.392	0.348154
16	-0.146223	-1.2058	0.116039
17	-0.153034	-1.262	0.105638
18	0.025722	0.2121	0.416327
19	0.018985	0.1566	0.43803
20	-0.005874	-0.0484	0.480754
21	0.055309	0.4561	0.324888
22	0.028591	0.2358	0.407162
23	-0.067632	-0.5577	0.289438
24	0.097464	0.8037	0.212184
25	-0.127693	-1.053	0.148037
26	-0.144518	-1.1917	0.118755
27	-0.074226	-0.6121	0.271261
28	0.099344	0.8192	0.207764
29	-0.012871	-0.1061	0.457892
30	0.011163	0.0921	0.463462
31	-0.047077	-0.3882	0.349537
32	-0.015409	-0.1271	0.449632
33	-0.011009	-0.0908	0.463967
34	-0.038832	-0.3202	0.374892
35	-0.072984	-0.6018	0.27464
36	-0.049952	-0.4119	0.34085
37	0.051422	0.424	0.336438
38	0.077	0.635	0.263794
39	-0.003103	-0.0256	0.489831
40	-0.090292	-0.7446	0.22955
41	-0.017713	-0.1461	0.442152
42	-0.003756	-0.031	0.487691
43	-0.093454	-0.7706	0.221794
44	0.054577	0.4501	0.327051
45	-0.012213	-0.1007	0.460038
46	0.058223	0.4801	0.316341
47	-0.011294	-0.0931	0.463037
48	0.01891	0.1559	0.438272

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229008404kcmp6n1permbtr9/17w0n1229008342.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229008404kcmp6n1permbtr9/17w0n1229008342.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229008404kcmp6n1permbtr9/28i7j1229008342.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229008404kcmp6n1permbtr9/28i7j1229008342.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')

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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Error 001_3: History of computation (impact.txt) is not saved due to a technical problem. We are sorry for this inconveniance and will correct it A.S.A.P.