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pacf vlaams gewest 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: Tue, 16 Dec 2008 07:02:56 -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/16/t1229436237qvhv1markfbl6oi.htm/, Retrieved Tue, 16 Dec 2008 15:03:57 +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/16/t1229436237qvhv1markfbl6oi.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 «

217859 208679 213188 216234 213587 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580 208795 197922 194596 194581 185686 178106 172608 167302 168053 202300 202388 182516 173476 166444 171297 169701 164182 161914 159612 151001 158114 186530 187069 174330

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	0.920603	6.3781	0
2	0.864745	5.9911	0
3	0.788398	5.4622	1e-06
4	0.730536	5.0613	3e-06
5	0.661098	4.5802	1.7e-05
6	0.582253	4.034	9.8e-05
7	0.50559	3.5028	0.000503
8	0.420316	2.912	0.002717
9	0.351954	2.4384	0.009251
10	0.2598	1.7999	0.039078
11	0.189781	1.3148	0.097406
12	0.09747	0.6753	0.251365
13	0.048063	0.333	0.370296
14	-0.010323	-0.0715	0.47164
15	-0.071457	-0.4951	0.311406
16	-0.11192	-0.7754	0.220952
17	-0.152782	-1.0585	0.147561
18	-0.18087	-1.2531	0.108119
19	-0.231374	-1.603	0.057747
20	-0.282351	-1.9562	0.028138
21	-0.340475	-2.3589	0.011224
22	-0.379333	-2.6281	0.005748
23	-0.402052	-2.7855	0.003814
24	-0.432477	-2.9963	0.002158
25	-0.436914	-3.027	0.001982
26	-0.441071	-3.0558	0.00183
27	-0.424838	-2.9434	0.002495
28	-0.429136	-2.9731	0.0023
29	-0.416523	-2.8858	0.002917
30	-0.39747	-2.7538	0.004148
31	-0.358697	-2.4851	0.008244
32	-0.319045	-2.2104	0.015938
33	-0.272033	-1.8847	0.032767
34	-0.238352	-1.6514	0.052598
35	-0.198721	-1.3768	0.087484
36	-0.137209	-0.9506	0.173282

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.920603	6.3781	0
2	0.113019	0.783	0.21873
3	-0.144558	-1.0015	0.160797
4	0.048551	0.3364	0.369028
5	-0.071635	-0.4963	0.310973
6	-0.142615	-0.9881	0.164037
7	-0.03346	-0.2318	0.408833
8	-0.10057	-0.6968	0.244654
9	0.026745	0.1853	0.426889
10	-0.170813	-1.1834	0.121235
11	0.025382	0.1758	0.430576
12	-0.142308	-0.9859	0.164554
13	0.153098	1.0607	0.147068
14	-0.022747	-0.1576	0.437719
15	-0.137709	-0.9541	0.172412
16	0.120249	0.8331	0.204455
17	-0.01519	-0.1052	0.458312
18	-0.057662	-0.3995	0.345651
19	-0.139265	-0.9649	0.169727
20	-0.172692	-1.1964	0.1187
21	-0.06727	-0.4661	0.32164
22	-0.0516	-0.3575	0.361143
23	0.108903	0.7545	0.227117
24	-0.128866	-0.8928	0.188208
25	0.161518	1.119	0.134348
26	0.069998	0.485	0.314955
27	-0.029124	-0.2018	0.420471
28	-0.060312	-0.4179	0.338958
29	0.014443	0.1001	0.460356
30	0.052859	0.3662	0.357906
31	0.047801	0.3312	0.370978
32	-0.055645	-0.3855	0.350779
33	0.088516	0.6133	0.271302
34	-0.188624	-1.3068	0.09875
35	0.106016	0.7345	0.233108
36	0.046139	0.3197	0.375307

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436237qvhv1markfbl6oi/1c4b51229436171.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436237qvhv1markfbl6oi/1c4b51229436171.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436237qvhv1markfbl6oi/21hib1229436171.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436237qvhv1markfbl6oi/21hib1229436171.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; 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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