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ACF bouwproductie zonder diff.

*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 06:31:29 -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/t1229089141f28lxhs9t4dwayx.htm/, Retrieved Fri, 12 Dec 2008 14:39:01 +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/t1229089141f28lxhs9t4dwayx.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},
}

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

82.7 88.9 105.9 100.8 94 105 58.5 87.6 113.1 112.5 89.6 74.5 82.7 90.1 109.4 96 89.2 109.1 49.1 92.9 107.7 103.5 91.1 79.8 71.9 82.9 90.1 100.7 90.7 108.8 44.1 93.6 107.4 96.5 93.6 76.5 76.7 84 103.3 88.5 99 105.9 44.7 94 107.1 104.8 102.5 77.7 85.2 91.3 106.5 92.4 97.5 107 51.1 98.6 102.2 114.3 99.4 72.5 92.3 99.4 85.9 109.4 97.6

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.078208	-0.6305	0.265279
2	-0.265699	-2.1421	0.017967
3	-0.241547	-1.9474	0.027904
4	-0.217806	-1.756	0.041899
5	0.25568	2.0614	0.021636
6	0.314059	2.532	0.006883
7	0.191291	1.5422	0.063935
8	-0.145807	-1.1755	0.122034
9	-0.254872	-2.0548	0.021959
10	-0.253423	-2.0432	0.022547
11	-0.014728	-0.1187	0.452924
12	0.732318	5.9041	0
13	-0.077601	-0.6256	0.266871
14	-0.169065	-1.363	0.088785
15	-0.209094	-1.6858	0.048318
16	-0.228395	-1.8414	0.035065
17	0.208931	1.6845	0.048445
18	0.226645	1.8273	0.036125
19	0.133234	1.0742	0.143359
20	-0.087307	-0.7039	0.242006
21	-0.23319	-1.88	0.032293
22	-0.249253	-2.0095	0.024318
23	0.003747	0.0302	0.487996
24	0.510944	4.1194	5.5e-05
25	-0.070906	-0.5717	0.284762
26	-0.089851	-0.7244	0.235708
27	-0.212191	-1.7107	0.045949
28	-0.168283	-1.3567	0.089778
29	0.166013	1.3384	0.092708
30	0.13861	1.1175	0.133944
31	0.080786	0.6513	0.258568
32	-0.044756	-0.3608	0.359698
33	-0.182686	-1.4729	0.072807
34	-0.175485	-1.4148	0.08095
35	0.015165	0.1223	0.451532
36	0.350553	2.8262	0.003125

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.078208	-0.6305	0.265279
2	-0.273489	-2.2049	0.015501
3	-0.314719	-2.5373	0.006789
4	-0.44451	-3.5838	0.000324
5	-0.093122	-0.7508	0.227748
6	0.098048	0.7905	0.216059
7	0.332192	2.6782	0.004681
8	0.280138	2.2585	0.013637
9	0.299674	2.416	0.009254
10	-0.043333	-0.3494	0.363973
11	-0.402641	-3.2462	0.000925
12	0.403952	3.2568	0.000896
13	-0.188534	-1.52	0.06668
14	-0.038551	-0.3108	0.378471
15	-0.04399	-0.3547	0.361997
16	0.04606	0.3713	0.355792
17	-0.056184	-0.453	0.326038
18	-0.055457	-0.4471	0.328141
19	-0.066939	-0.5397	0.295631
20	-0.055783	-0.4497	0.327198
21	-0.036469	-0.294	0.384839
22	-0.120924	-0.9749	0.166607
23	-0.101949	-0.8219	0.207059
24	-0.139673	-1.1261	0.132137
25	-0.137834	-1.1112	0.135277
26	-0.107097	-0.8634	0.195535
27	-0.157892	-1.273	0.103782
28	0.068432	0.5517	0.291518
29	0.074689	0.6022	0.27458
30	0.131486	1.0601	0.146518
31	0.050458	0.4068	0.342745
32	0.07958	0.6416	0.261696
33	0.001262	0.0102	0.495958
34	0.013549	0.1092	0.456675
35	-0.083125	-0.6702	0.252561
36	-0.081508	-0.6571	0.256706

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229089141f28lxhs9t4dwayx/1xcai1229088683.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229089141f28lxhs9t4dwayx/1xcai1229088683.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229089141f28lxhs9t4dwayx/2vwnn1229088683.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229089141f28lxhs9t4dwayx/2vwnn1229088683.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; 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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