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2MAR03A_Robbe Leys_Autocorrelation_bierproductie australië

*Unverified author*
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 15:50:18 -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/t1229035942p0tl9yudcdlv9b1.htm/, Retrieved Thu, 11 Dec 2008 22:52:22 +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/t1229035942p0tl9yudcdlv9b1.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 «
284.4 212.8 226.9 308.4 262 227.9 236.1 320.4 271.9 232.8 237 313.4 261.4 226.8 249.9 314.3 286.1 226.5 260.4 311.4 294.7 232.6 257.2 339.2 279.1 249.8 269.8 345.7 293.8 254.7 277.5 363.4 313.4 272.8 300.1 369.5 330.8 287.8 305.9 386.1 335.2 288 308.3 402.3 352.8 316.1 324.9 404.8 393 318.9 327 442.3 383.1 331.6 361.4 445.9 386.6 357.2 373.6 466.2 409.6 369.8 378.6 487 419.2 376.7 392.8 506.1 458.4 387.4 426.9 565 464.8 444.5 449.5 556.1 499.6 451.9 434.9 553.8 510 432.9 453.2 547.6 485.8 452.6 456.6 565.7 514.8 464.3 430.9 588.3 503.1 442.6 448 554.5 504.5 427.3 473.1 526.2 547.5 440.2 468.7 574.5 492.6 432.6 479.8 575.7 474.6 405.3 434.6 535.1 452.6 429.5 417.2 551.8 464 416.6 422.9 553.6 458.6 427.6 429.2 534.2 481.7 416 440.2 538.7 473.8 439.9 446.8 597.5 467.2 439.4 447.4 568.5 485.9 442.1 430.5 600 464.5 423.6 437 574 443 410 420 532 432 420 411 512 449 382
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7406689.19150
20.5861077.27340
30.7202278.93780
40.9403211.66910
50.6992888.67790
60.5408026.71120
70.6718568.33750
80.88182110.94310
90.6510028.07870
100.4883256.060
110.6195527.68840
120.81894510.16280
130.5875457.29120
140.4293295.32780
150.5588636.93530
160.7429299.21950
170.5196436.44860
180.3686124.57445e-06
190.4867016.03980
200.6673748.28190
210.4498735.58280
220.2971233.68720.000157
230.4175715.18190
240.5895277.31580
250.3765064.67233e-06
260.2314642.87240.002324
270.3459224.29281.6e-05
280.5148746.38940
290.3058883.7960.000106
300.1635722.02990.022046
310.2742793.40370.000424
320.4346065.39330
330.2369762.94080.00189
340.0933121.1580.124335
350.2047752.54120.006018
360.3591124.45658e-06
370.1672332.07530.019811
380.0270020.33510.369007
390.1385721.71960.043754
400.2846523.53240.000272
410.0974481.20930.1142
42-0.035308-0.43820.330942
430.0705780.87580.191238
440.2106032.61350.004925
450.0315790.39190.347844
46-0.09492-1.17790.120321
470.0036620.04540.481906
480.1414791.75570.040563


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7406689.19150
20.0831111.03140.15199
30.5814017.2150
40.8022949.95620
5-0.465592-5.77780
6-0.170996-2.1220.017718
70.026560.32960.371073
80.1877382.32980.010558
9-0.133573-1.65760.049718
10-0.104886-1.30160.097498
110.0317880.39450.346884
120.0371380.46090.322769
13-0.189629-2.35320.009937
140.0358470.44490.328525
150.0124990.15510.438471
16-0.090094-1.1180.132647
17-0.022332-0.27710.391026
180.0806531.00090.159228
19-0.151601-1.88130.030908
200.0443020.54980.291636
210.0012580.01560.49378
22-0.082092-1.01870.154964
230.0322550.40030.344753
24-0.000723-0.0090.496428
25-0.028319-0.35140.362872
260.0230120.28560.387796
27-0.073773-0.91550.180681
280.0920751.14260.127484
29-0.080456-0.99840.159818
30-0.048432-0.6010.274352
310.0369610.45870.323558
32-0.094618-1.17420.121068
330.0579010.71850.23676
34-0.026163-0.32470.372935
35-0.022069-0.27390.392275
360.0019110.02370.490557
37-0.021109-0.2620.396854
38-0.028434-0.35290.362339
390.0382060.47410.318043
40-0.056008-0.6950.244038
41-0.056193-0.69730.24332
420.0834181.03520.1511
43-0.093634-1.1620.123522
44-0.030139-0.3740.354456
450.0593630.73670.231219
46-0.024916-0.30920.378795
47-0.065592-0.8140.208458
480.0119360.14810.441219
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229035942p0tl9yudcdlv9b1/1pgut1229035813.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229035942p0tl9yudcdlv9b1/1pgut1229035813.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229035942p0tl9yudcdlv9b1/2aogz1229035813.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229035942p0tl9yudcdlv9b1/2aogz1229035813.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')
 




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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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