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Duurzame consumptie goederen ACF c)

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sun, 14 Dec 2008 05:28:09 -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/14/t1229257764ke0j9xx3knuiivr.htm/, Retrieved Sun, 14 Dec 2008 13:29:26 +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/14/t1229257764ke0j9xx3knuiivr.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 «

98.1 101.1 111.1 93.3 100 108 70.4 75.4 105.5 112.3 102.5 93.5 86.7 95.2 103.8 97 95.5 101 67.5 64 106.7 100.6 101.2 93.1 84.2 85.8 91.8 92.4 80.3 79.7 62.5 57.1 100.8 100.7 86.2 83.2 71.7 77.5 89.8 80.3 78.7 93.8 57.6 60.6 91 85.3 77.4 77.3 68.3 69.9 81.7 75.1 69.9 84 54.3 60 89.9 77 85.3 77.6 69.2 75.5 85.7 72.2 79.9 85.3 52.2 61.2 82.4 85.4 78.2 70.2 70.2 69.3 77.5 66.1 69 79.2 56.2 63.3 77.8 92 78.1 65.1 71.1 70.9 72 81.9 70.6 72.5 65.1 54.9 80

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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.103567	0.9321	0.177026
2	0.224821	2.0234	0.023165
3	0.352567	3.1731	0.001066
4	-0.092364	-0.8313	0.20413
5	0.148625	1.3376	0.092382
6	0.121858	1.0967	0.138007
7	0.017002	0.153	0.439384
8	0.120524	1.0847	0.140632
9	0.096211	0.8659	0.194551
10	0.001019	0.0092	0.496352
11	-0.053095	-0.4779	0.317021
12	-0.178984	-1.6109	0.055551
13	-0.110233	-0.9921	0.162052
14	-0.082951	-0.7466	0.228745
15	0.035433	0.3189	0.375314
16	-0.027285	-0.2456	0.403321
17	0.129168	1.1625	0.124221
18	0.236127	2.1251	0.018311
19	-0.022459	-0.2021	0.420159
20	0.138832	1.2495	0.107543
21	0.205031	1.8453	0.034326
22	-0.083231	-0.7491	0.227989
23	0.317667	2.859	0.002701
24	0.027213	0.2449	0.403568
25	0.0214	0.1926	0.423876
26	0.206121	1.8551	0.033611
27	-0.074477	-0.6703	0.252289
28	0.05337	0.4803	0.316143
29	-0.01944	-0.175	0.430774
30	-0.187877	-1.6909	0.047351
31	-0.007303	-0.0657	0.473878
32	-0.036177	-0.3256	0.372787
33	-0.237183	-2.1347	0.017906
34	-0.069607	-0.6265	0.266385
35	-0.181588	-1.6343	0.053039
36	-0.111365	-1.0023	0.159594
37	-0.034967	-0.3147	0.376898
38	-0.020582	-0.1852	0.426753
39	-0.049779	-0.448	0.327672
40	-0.013044	-0.1174	0.45342
41	-0.017622	-0.1586	0.43719
42	-0.072897	-0.6561	0.256819
43	-0.108578	-0.9772	0.16569
44	0.032273	0.2905	0.386105
45	-0.052366	-0.4713	0.319349
46	0.068139	0.6132	0.270715
47	0.082756	0.7448	0.229273
48	-0.13867	-1.248	0.107808

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.103567	0.9321	0.177026
2	0.216416	1.9477	0.027455
3	0.330783	2.977	0.001919
4	-0.205552	-1.85	0.033983
5	0.026971	0.2427	0.40441
6	0.072829	0.6555	0.257015
7	0.083562	0.7521	0.227099
8	-0.004882	-0.0439	0.482532
9	0.049592	0.4463	0.328276
10	-0.04424	-0.3982	0.34578
11	-0.148645	-1.3378	0.092352
12	-0.251426	-2.2628	0.013162
13	-0.027316	-0.2458	0.403212
14	0.070981	0.6388	0.262368
15	0.217966	1.9617	0.026617
16	-0.044367	-0.3993	0.345361
17	0.15428	1.3885	0.084392
18	0.280641	2.5258	0.006747
19	-0.009053	-0.0815	0.467632
20	-0.064554	-0.581	0.281431
21	0.227297	2.0457	0.022017
22	-0.054744	-0.4927	0.311779
23	0.111797	1.0062	0.158663
24	-0.327221	-2.945	0.002107
25	-0.045043	-0.4054	0.343131
26	-0.061346	-0.5521	0.291195
27	-0.043111	-0.388	0.349519
28	-0.09061	-0.8155	0.208591
29	0.076277	0.6865	0.247183
30	-0.078557	-0.707	0.240794
31	0.090907	0.8182	0.207833
32	0.039209	0.3529	0.362548
33	-0.044972	-0.4048	0.343363
34	-0.093307	-0.8398	0.201756
35	-0.099662	-0.897	0.186199
36	-0.02746	-0.2471	0.402711
37	0.100359	0.9032	0.184541
38	-0.024974	-0.2248	0.411363
39	-0.064786	-0.5831	0.280732
40	-0.031677	-0.2851	0.38815
41	-0.138715	-1.2484	0.107734
42	-0.045872	-0.4129	0.340404
43	-0.150556	-1.355	0.089591
44	0.093155	0.8384	0.202139
45	0.063578	0.5722	0.284384
46	-0.00548	-0.0493	0.480393
47	0.038859	0.3497	0.363723
48	-0.054342	-0.4891	0.313056

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229257764ke0j9xx3knuiivr/1z0o91229257688.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229257764ke0j9xx3knuiivr/1z0o91229257688.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229257764ke0j9xx3knuiivr/2xg541229257688.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229257764ke0j9xx3knuiivr/2xg541229257688.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 0.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 0.0 ; 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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