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ACF - inschrijving nieuwe personenwagens - (d=1;D=1)

*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 07:13:00 -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/t12290913078gynk8z8ky2rhqt.htm/, Retrieved Fri, 12 Dec 2008 15:15:07 +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/t12290913078gynk8z8ky2rhqt.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 «

17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698 31956 29506 34506 27165 26736 23691 18157 17328 18205 20995 17382 9367 31124 26551 30651 25859 25100 25778 20418 18688 20424 24776 19814 12738 31566 30111 30019 31934 25826 26835 20205 17789 20520 22518 15572

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.447812	-3.1025	0.001606
2	0.254752	1.765	0.041965
3	-0.230984	-1.6003	0.058046
4	-0.01852	-0.1283	0.44922
5	-0.079887	-0.5535	0.291253
6	0.056764	0.3933	0.34793
7	-0.045471	-0.315	0.377051
8	0.135024	0.9355	0.177114
9	0.092941	0.6439	0.261349
10	-0.058636	-0.4062	0.343186
11	-0.050147	-0.3474	0.364895
12	-0.094945	-0.6578	0.256906
13	-0.10746	-0.7445	0.2301
14	0.030222	0.2094	0.417518
15	-0.02828	-0.1959	0.422746
16	0.136789	0.9477	0.174014
17	-0.041888	-0.2902	0.386454
18	0.022351	0.1549	0.438792
19	0.01643	0.1138	0.454925
20	-0.121978	-0.8451	0.201126
21	0.19947	1.382	0.08669
22	-0.288589	-1.9994	0.025621
23	0.269999	1.8706	0.033752
24	-0.12767	-0.8845	0.190412
25	0.148657	1.0299	0.154103
26	-0.070952	-0.4916	0.312631
27	0.072857	0.5048	0.308015
28	-0.129058	-0.8941	0.187854
29	0.107697	0.7462	0.229608
30	-0.049722	-0.3445	0.365992
31	-0.060747	-0.4209	0.337866
32	0.05322	0.3687	0.356979
33	-0.084221	-0.5835	0.281144
34	0.034232	0.2372	0.406767
35	0.042863	0.297	0.383889
36	-0.067197	-0.4656	0.321821
37	0.041941	0.2906	0.386313
38	-0.119653	-0.829	0.20561
39	0.146734	1.0166	0.157219
40	-0.079557	-0.5512	0.292031
41	0.022839	0.1582	0.437469
42	-0.046361	-0.3212	0.374728
43	-0.000822	-0.0057	0.49774
44	0.054394	0.3769	0.353972
45	-0.003104	-0.0215	0.491467
46	0.000527	0.0037	0.49855
47	0.012957	0.0898	0.464423
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.447812	-3.1025	0.001606
2	0.067816	0.4698	0.320298
3	-0.118463	-0.8207	0.207927
4	-0.217703	-1.5083	0.069017
5	-0.170433	-1.1808	0.121751
6	-0.041676	-0.2887	0.387013
7	-0.085547	-0.5927	0.278086
8	0.040396	0.2799	0.390389
9	0.220046	1.5245	0.06697
10	0.048419	0.3355	0.369371
11	-0.091599	-0.6346	0.264346
12	-0.088434	-0.6127	0.271487
13	-0.172184	-1.1929	0.119381
14	-0.142842	-0.9896	0.163656
15	-0.143395	-0.9935	0.162731
16	-0.003852	-0.0267	0.489409
17	-0.091218	-0.632	0.265201
18	-0.145336	-1.0069	0.159512
19	0.050878	0.3525	0.363006
20	-0.055894	-0.3872	0.350144
21	0.241978	1.6765	0.050074
22	-0.086078	-0.5964	0.276867
23	0.073178	0.507	0.30724
24	0.054365	0.3767	0.354046
25	-0.005463	-0.0378	0.484984
26	-0.001654	-0.0115	0.495451
27	0.022443	0.1555	0.438545
28	-0.068229	-0.4727	0.319282
29	-0.021057	-0.1459	0.442311
30	0.039583	0.2742	0.392539
31	-0.088302	-0.6118	0.271788
32	-0.071152	-0.493	0.312145
33	-0.083072	-0.5755	0.283808
34	-0.060662	-0.4203	0.338079
35	0.005831	0.0404	0.48397
36	-0.005277	-0.0366	0.485494
37	-0.027518	-0.1907	0.424802
38	-0.113921	-0.7893	0.216919
39	0.095814	0.6638	0.254991
40	0.088034	0.6099	0.272397
41	-0.024417	-0.1692	0.43319
42	-0.099502	-0.6894	0.246955
43	-0.042075	-0.2915	0.385961
44	-0.100635	-0.6972	0.244514
45	-0.052163	-0.3614	0.359694
46	-0.098775	-0.6843	0.248527
47	-0.013334	-0.0924	0.463389
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290913078gynk8z8ky2rhqt/1s0xa1229091175.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290913078gynk8z8ky2rhqt/1s0xa1229091175.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290913078gynk8z8ky2rhqt/2she11229091175.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t12290913078gynk8z8ky2rhqt/2she11229091175.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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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