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autocorrelatie brandstof stationair

*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 10:04:51 -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/t1229015159xdd4hwxdmnffgys.htm/, Retrieved Thu, 11 Dec 2008 17:06:01 +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/11/t1229015159xdd4hwxdmnffgys.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:

» Textbox « » Textfile « » CSV «

124 118,63 121,86 119,97 125,03 130,09 126,65 121,7 119,24 122,63 116,66 114,12 113,11 112,61 113,4 115,18 121,01 119,44 116,68 117,07 117,41 119,58 120,92 117,09 116,77 119,39 122,49 124,08 118,29 112,94 113,79 114,43 118,7 120,36 118,27 118,34 117,82 117,65 118,18 121,02 124,78 131,16 130,14 131,75 134,73 135,35 140,32 136,35 131,6 128,9 133,89 138,25 146,23 144,76 149,3 156,8 159,08 165,12 163,14 153,43 151,01

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.227177	1.7597	0.041777
2	-0.078402	-0.6073	0.272973
3	-0.165531	-1.2822	0.102353
4	-0.158958	-1.2313	0.11151
5	0.109138	0.8454	0.200628
6	0.058185	0.4507	0.326915
7	-0.136608	-1.0582	0.147112
8	-0.240127	-1.86	0.033894
9	-0.080314	-0.6221	0.268114
10	0.085593	0.663	0.254936
11	0.339623	2.6307	0.005406
12	0.068612	0.5315	0.298529
13	-0.051068	-0.3956	0.346912
14	0.030285	0.2346	0.407664
15	-0.100416	-0.7778	0.219867
16	0.046049	0.3567	0.361287
17	0.056924	0.4409	0.330423
18	-0.061243	-0.4744	0.318472
19	0.01753	0.1358	0.446221
20	0.01716	0.1329	0.44735
21	-0.033187	-0.2571	0.399003
22	0.00028	0.0022	0.499139
23	-0.079349	-0.6146	0.270559
24	-0.012134	-0.094	0.462714
25	0.097599	0.756	0.226304
26	-0.098033	-0.7594	0.225306
27	-0.084306	-0.653	0.258115
28	-0.016583	-0.1285	0.449111
29	-0.054404	-0.4214	0.337479
30	0.16507	1.2786	0.102976
31	0.041193	0.3191	0.375386
32	-0.101367	-0.7852	0.217718
33	-0.163334	-1.2652	0.10535
34	-0.114816	-0.8894	0.188681
35	0.061999	0.4802	0.316401
36	0.142157	1.1011	0.137615

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.227177	1.7597	0.041777
2	-0.137086	-1.0619	0.146276
3	-0.122651	-0.9501	0.172949
4	-0.108428	-0.8399	0.202155
5	0.158032	1.2241	0.112848
6	-0.050818	-0.3936	0.347624
7	-0.172952	-1.3397	0.092701
8	-0.178479	-1.3825	0.085972
9	0.040741	0.3156	0.376708
10	0.027747	0.2149	0.415275
11	0.253575	1.9642	0.027073
12	-0.11255	-0.8718	0.193395
13	0.058126	0.4502	0.32708
14	0.115593	0.8954	0.187081
15	-0.12724	-0.9856	0.164144
16	-0.01883	-0.1459	0.442263
17	0.06694	0.5185	0.303002
18	0.012348	0.0956	0.462061
19	0.127458	0.9873	0.163734
20	0.008794	0.0681	0.472959
21	-0.058095	-0.45	0.327164
22	-0.061616	-0.4773	0.317449
23	-0.079826	-0.6183	0.269348
24	0.0254	0.1967	0.422344
25	0.04442	0.3441	0.365996
26	-0.110618	-0.8568	0.197471
27	-0.034523	-0.2674	0.395035
28	0.002285	0.0177	0.492969
29	-0.063803	-0.4942	0.31148
30	0.073154	0.5666	0.286533
31	-0.098154	-0.7603	0.225027
32	-0.026692	-0.2068	0.418451
33	-0.147226	-1.1404	0.129324
34	-0.023074	-0.1787	0.429375
35	0.020186	0.1564	0.438137
36	0.029481	0.2284	0.410073

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229015159xdd4hwxdmnffgys/1fcxp1229015090.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229015159xdd4hwxdmnffgys/1fcxp1229015090.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229015159xdd4hwxdmnffgys/21thj1229015090.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229015159xdd4hwxdmnffgys/21thj1229015090.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; 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')

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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