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(Partial) Autocorrelation voor het aantal faillissementen in het Vlaamse Gewest

*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: Fri, 12 Dec 2008 02:46:16 -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/12/t1229075211nwli8wnhvrxyues.htm/, Retrieved Fri, 12 Dec 2008 10:46:51 +0100

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/12/t1229075211nwli8wnhvrxyues.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 «

293 301 362 330 328 405 232 159 336 361 329 339 290 328 375 294 340 364 248 145 380 305 291 319 334 318 362 296 300 342 215 185 343 333 316 252 320 324 343 295 301 367 196 182 342 361 334 330 345 323 366 323 316 358 235 169 430 409 407 341 326 374 364 349 300 385 304 196 443 414 325 388 356 386 444 387 327 448 225 182 460 411 342 361 377 331 428 340 352 461 221 198 422 329 320 375 364 351 380 319 322 386 221 187 344 342 365 313 356 337 389 326 343 357 220 218 391 425 332 298

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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.084354	0.8766	0.191315
2	0.116117	1.2067	0.115089
3	0.107376	1.1159	0.133473
4	-0.026661	-0.2771	0.391127
5	0.121595	1.2637	0.104538
6	0.199409	2.0723	0.020308
7	0.177164	1.8411	0.034173
8	0.171239	1.7796	0.03898
9	0.177829	1.8481	0.033665
10	0.065018	0.6757	0.250342
11	0.177071	1.8402	0.034245
12	-0.154658	-1.6073	0.05546
13	-0.012916	-0.1342	0.446735
14	0.121131	1.2588	0.105404
15	0.151093	1.5702	0.059646
16	-0.016969	-0.1763	0.430177
17	0.056865	0.591	0.277891
18	0.019334	0.2009	0.420566
19	-0.113359	-1.1781	0.12068
20	0.060699	0.6308	0.264753
21	-0.021385	-0.2222	0.412273
22	-0.119275	-1.2395	0.108915
23	0.030333	0.3152	0.376597
24	-0.155883	-1.62	0.054076
25	-0.033343	-0.3465	0.364817
26	-0.042814	-0.4449	0.328627
27	-0.140593	-1.4611	0.073448
28	-0.065841	-0.6842	0.247646
29	-0.114288	-1.1877	0.118776
30	-0.13173	-1.369	0.086923
31	-0.136456	-1.4181	0.079522
32	-0.060417	-0.6279	0.265707
33	-0.137037	-1.4241	0.078646
34	0.010424	0.1083	0.456967
35	-0.125424	-1.3034	0.097598
36	-0.21016	-2.184	0.015561
37	-0.142083	-1.4766	0.071351
38	-0.097193	-1.0101	0.157362
39	-0.176775	-1.8371	0.034472
40	-0.016048	-0.1668	0.43393
41	-0.021628	-0.2248	0.411293
42	-0.133573	-1.3881	0.083977
43	0.053693	0.558	0.289003
44	-0.112522	-1.1694	0.122417
45	-0.117853	-1.2248	0.111665
46	-0.193441	-2.0103	0.023446
47	-0.149444	-1.5531	0.061667
48	-0.00874	-0.0908	0.463898
49	0.021976	0.2284	0.409891
50	0.005096	0.053	0.478933
51	-0.039759	-0.4132	0.340146
52	-0.080196	-0.8334	0.203223
53	-0.074719	-0.7765	0.219574
54	-0.071444	-0.7425	0.229708
55	0.026865	0.2792	0.390319
56	-0.020741	-0.2155	0.414873
57	-0.010013	-0.1041	0.458656
58	0.082661	0.859	0.196112
59	0.035707	0.3711	0.355651
60	-0.015091	-0.1568	0.437837

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.084354	0.8766	0.191315
2	0.109782	1.1409	0.12822
3	0.091135	0.9471	0.17285
4	-0.054783	-0.5693	0.285162
5	0.108707	1.1297	0.130549
6	0.189858	1.9731	0.025522
7	0.147491	1.5328	0.064128
8	0.103165	1.0721	0.143027
9	0.129383	1.3446	0.090788
10	0.024988	0.2597	0.397801
11	0.132411	1.3761	0.085825
12	-0.261377	-2.7163	0.003845
13	-0.111343	-1.1571	0.12489
14	0.041006	0.4262	0.335423
15	0.128057	1.3308	0.093028
16	-0.199273	-2.0709	0.020376
17	-0.058495	-0.6079	0.272266
18	0.055481	0.5766	0.282713
19	-0.058849	-0.6116	0.271051
20	0.002306	0.024	0.490462
21	-0.008335	-0.0866	0.465566
22	-0.147627	-1.5342	0.063954
23	0.09194	0.9555	0.170736
24	-0.224979	-2.338	0.010613
25	-0.054324	-0.5646	0.286774
26	-0.034322	-0.3567	0.361012
27	0.046649	0.4848	0.314405
28	-0.103308	-1.0736	0.142696
29	-0.111906	-1.163	0.123704
30	0.010898	0.1133	0.455018
31	-0.05725	-0.595	0.276557
32	0.025357	0.2635	0.396326
33	0.008733	0.0908	0.463929
34	0.074577	0.775	0.220008
35	0.012397	0.1288	0.448865
36	-0.212081	-2.204	0.014823
37	-0.048833	-0.5075	0.306424
38	0.050832	0.5283	0.2992
39	-0.039757	-0.4132	0.340153
40	-0.015265	-0.1586	0.437124
41	0.004133	0.0429	0.482912
42	0.062108	0.6454	0.260004
43	0.104027	1.0811	0.141036
44	0.013735	0.1427	0.443382
45	-0.037692	-0.3917	0.348024
46	-0.149537	-1.554	0.061551
47	-0.034129	-0.3547	0.361762
48	-0.100955	-1.0492	0.148225
49	-0.05761	-0.5987	0.275314
50	0.077798	0.8085	0.21029
51	-0.043391	-0.4509	0.326472
52	-0.080115	-0.8326	0.203459
53	0.038123	0.3962	0.346375
54	-0.009744	-0.1013	0.459765
55	0.079336	0.8245	0.205742
56	0.027426	0.285	0.388087
57	-0.00668	-0.0694	0.472391
58	-0.054913	-0.5707	0.284704
59	0.045171	0.4694	0.319854
60	-0.082021	-0.8524	0.197944

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229075211nwli8wnhvrxyues/1md4j1229075168.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229075211nwli8wnhvrxyues/1md4j1229075168.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229075211nwli8wnhvrxyues/2s49q1229075168.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229075211nwli8wnhvrxyues/2s49q1229075168.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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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