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opgave 6 bis oefenig 1 stap 2 Esther Blangenois

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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 11:26:45 -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/t1229020114dtxkbce9keulnt7.htm/, Retrieved Thu, 11 Dec 2008 18:28:36 +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/t1229020114dtxkbce9keulnt7.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 «
1,27 1,23 1,27 1,22 1,29 1,36 1,44 1,62 1,57 1,22 1,14 1,14 1,17 1,16 1,14 1,15 1,16 1,21 1,22 1,22 1,17 0,95 1 1,01 1,01 1 1 1 1,06 1,22 1,24 1,34 1,3 1,05 1 1 1,01 1,02 1,06 1,09 1,09 1,15 1,25 1,37 1,51 1,35 1,32 1,3 1,39 1,4 1,39 1,42 1,44 1,44 1,45 1,39 1,48 1,32 1,29 1,31 1,27 1,38 1,38 1,45 1,5 1,63 1,73 1,84 1,75 1,34 1,36 1,33 1,37 1,39 1,4 1,4 1,43 1,52 1,54 1,85 1,83 1,29 1,2 1,2 1,21 1,21 1,19 1,18 1,17 1,22 1,25 1,3 1,33 1,18 1,18 1,19
 
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
10.8401638.23190
20.6242136.1160
30.4641024.54738e-06
40.3551123.47940.000379
50.3061482.99960.001722
60.2665162.61130.005233
70.2354952.30740.011591
80.212852.08550.019839
90.2442132.39280.009333
100.3018242.95730.001953
110.4044423.96277.1e-05
120.4966514.86622e-06
130.4070243.9886.5e-05
140.2684912.63070.004964
150.1510951.48040.071017
160.070120.6870.246859
170.0275270.26970.39398
18-0.009045-0.08860.464784
19-0.03997-0.39160.348102
20-0.062453-0.61190.271022
21-0.044194-0.4330.33299
22-0.005326-0.05220.479246
230.0471660.46210.322515
240.0711310.69690.243762
25-0.022814-0.22350.411797
26-0.125603-1.23070.11073
27-0.210626-2.06370.020872
28-0.262675-2.57370.005796
29-0.281153-2.75470.003514
30-0.286366-2.80580.003039
31-0.280578-2.74910.00357
32-0.275005-2.69450.004161
33-0.251269-2.46190.007802
34-0.199583-1.95550.026716
35-0.129134-1.26520.104422
36-0.089151-0.87350.192286
37-0.162357-1.59080.057475
38-0.254177-2.49040.007239
39-0.323979-3.17430.001009
40-0.36041-3.53130.000319
41-0.356014-3.48820.000368
42-0.345718-3.38730.000512
43-0.326599-3.20.000932
44-0.294089-2.88150.002442
45-0.25152-2.46440.007751
46-0.192562-1.88670.03111
47-0.112203-1.09940.13718
48-0.039687-0.38890.349123


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8401638.23190
2-0.277641-2.72030.003872
30.1006410.98610.163288
40.0005620.00550.497809
50.1155251.13190.130247
6-0.055542-0.54420.293784
70.0574770.56320.287321
80.0059870.05870.476671
90.2174672.13070.017833
100.0492850.48290.315134
110.3004592.94390.002032
120.0353490.34630.364919
13-0.458852-4.49581e-05
140.0815170.79870.213219
15-0.082066-0.80410.211668
16-0.010199-0.09990.460304
17-0.062592-0.61330.270572
18-0.014811-0.14510.44246
19-0.018715-0.18340.427449
200.0052820.05170.479418
21-0.030608-0.29990.382452
220.0424850.41630.339071
23-0.125354-1.22820.111185
24-0.145596-1.42650.078477
25-0.110355-1.08120.141147
260.0685890.6720.251587
27-0.10932-1.07110.143401
280.0069950.06850.472749
29-0.021869-0.21430.415396
300.0512230.50190.308451
31-0.015666-0.15350.439164
32-0.0261-0.25570.399353
33-0.055763-0.54640.293043
340.0912760.89430.186693
35-0.013115-0.12850.44901
360.0260810.25550.399428
37-0.154171-1.51060.067093
38-0.008742-0.08570.465959
39-0.012502-0.12250.451381
40-0.013554-0.13280.447315
410.0317540.31110.378189
42-0.063376-0.6210.268049
43-0.013799-0.13520.446367
440.0634360.62150.267857
45-0.02122-0.20790.417869
460.0040510.03970.484209
470.0350610.34350.365975
480.0495370.48540.314264
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229020114dtxkbce9keulnt7/13hwe1229020004.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229020114dtxkbce9keulnt7/13hwe1229020004.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229020114dtxkbce9keulnt7/2gvb61229020004.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229020114dtxkbce9keulnt7/2gvb61229020004.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')
 




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


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