Home » date » 2008 » Dec » 16 »

ACF aanvragen hypothecair krediet

*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 07:51:47 -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/t1229439326j67awtkutulyq52.htm/, Retrieved Tue, 16 Dec 2008 15:55:28 +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/t1229439326j67awtkutulyq52.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:

In samenwerking met kevin engels, stephanie claes, katrien bourdiaudhy

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

2400 4700 3700 2900 2800 3000 3100 3700 3000 2000 1900 1900 1800 3400 3800 2800 3100 2100 2000 2500 2400 2500 3300 3100 3700 5600 3700 2900 4000 2900 2400 3300 3800 4400 4000 3100 2700 5200 4600 3700 3200 2400 2200 3200 3100 2300 2500 2900 2700 5000 3500 3000 3800 2800 2400 2700 2800 2700 2600 3100

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	0.052322	0.4053	0.343354
3	0.075398	0.584	0.280694
4	-0.11928	-0.9239	0.179609
5	-0.053442	-0.414	0.34019
6	0.125456	0.9718	0.167531
7	-0.101575	-0.7868	0.217249
8	-0.133074	-1.0308	0.153389
9	0.069532	0.5386	0.296081
10	-0.003954	-0.0306	0.487834
11	0.085608	0.6631	0.254897
12	0.335018	2.595	0.005936
13	-0.005996	-0.0464	0.481554
14	-0.139732	-1.0824	0.141711
15	-0.064045	-0.4961	0.310823
16	-0.263359	-2.04	0.022881
17	-0.215817	-1.6717	0.049895
18	-0.036044	-0.2792	0.390526
19	-0.150973	-1.1694	0.123428
20	-0.234786	-1.8186	0.036979
21	-0.125938	-0.9755	0.166612
22	-0.191967	-1.487	0.07113
23	-0.024666	-0.1911	0.42456
24	0.244442	1.8934	0.031562
25	-0.009514	-0.0737	0.47075
26	-0.057147	-0.4427	0.329801
27	0.016726	0.1296	0.448676
28	-0.179603	-1.3912	0.084651
29	-0.163407	-1.2657	0.105249
30	0.018676	0.1447	0.442732
31	0.006743	0.0522	0.479258
32	-0.01715	-0.1328	0.447381
33	0.000581	0.0045	0.498213
34	-0.037154	-0.2878	0.387248
35	0.077056	0.5969	0.276419
36	0.235134	1.8213	0.036771
37	0.0588	0.4555	0.325209
38	-0.004292	-0.0332	0.486796
39	-0.041862	-0.3243	0.373435
40	-0.111437	-0.8632	0.195735
41	-0.039099	-0.3029	0.381523
42	0.065972	0.511	0.305608
43	0.017579	0.1362	0.446073
44	-0.00417	-0.0323	0.487171
45	0.035569	0.2755	0.391932
46	0.03083	0.2388	0.406034
47	0.039636	0.307	0.379947
48	0.105457	0.8169	0.208617
49	-0.007673	-0.0594	0.476403
50	0.002948	0.0228	0.49093
51	0.024984	0.1935	0.4236
52	-0.029034	-0.2249	0.411412
53	-0.022175	-0.1718	0.432099
54	-0.001986	-0.0154	0.493888
55	-0.008194	-0.0635	0.474802
56	-0.018081	-0.1401	0.444544
57	-0.013053	-0.1011	0.459901
58	0.008538	0.0661	0.473745
59	0.000235	0.0018	0.499276
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	-0.124391	-0.9635	0.169575
3	0.122186	0.9464	0.173859
4	-0.236255	-1.83	0.036108
5	0.133748	1.036	0.152177
6	0.087567	0.6783	0.250098
7	-0.222615	-1.7244	0.044895
8	0.005226	0.0405	0.483921
9	0.117381	0.9092	0.183433
10	-0.033927	-0.2628	0.396803
11	0.121797	0.9434	0.174621
12	0.232154	1.7983	0.038584
13	-0.27005	-2.0918	0.020349
14	-0.002178	-0.0169	0.493298
15	-0.101122	-0.7833	0.218269
16	-0.15197	-1.1772	0.121891
17	-0.058626	-0.4541	0.325692
18	-0.049277	-0.3817	0.352017
19	-0.007943	-0.0615	0.475571
20	-0.228512	-1.77	0.0409
21	-0.094889	-0.735	0.2326
22	-0.100193	-0.7761	0.220372
23	0.104231	0.8074	0.211321
24	0.060244	0.4666	0.321222
25	-0.110785	-0.8581	0.197116
26	0.1185	0.9179	0.181175
27	-0.060626	-0.4696	0.320168
28	-0.076018	-0.5888	0.279091
29	-0.120825	-0.9359	0.176536
30	0.059555	0.4613	0.323121
31	0.125567	0.9726	0.16732
32	-0.053846	-0.4171	0.339051
33	-0.133859	-1.0369	0.151979
34	0.084335	0.6533	0.258044
35	-0.005955	-0.0461	0.481681
36	-0.094021	-0.7283	0.234636
37	-0.046497	-0.3602	0.359995
38	-0.0376	-0.2913	0.385932
39	-0.113585	-0.8798	0.191232
40	0.043187	0.3345	0.369574
41	-0.066841	-0.5178	0.303268
42	-0.040233	-0.3116	0.378197
43	-0.075598	-0.5856	0.280177
44	0.03168	0.2454	0.403494
45	0.038556	0.2987	0.383117
46	-0.006786	-0.0526	0.479128
47	-0.095781	-0.7419	0.230516
48	0.057098	0.4423	0.329939
49	-0.052774	-0.4088	0.342077
50	-0.03998	-0.3097	0.378937
51	0.05529	0.4283	0.334991
52	0.088469	0.6853	0.247904
53	-0.038678	-0.2996	0.382759
54	-0.13012	-1.0079	0.158773
55	-0.009872	-0.0765	0.469652
56	0.011166	0.0865	0.465683
57	-0.067435	-0.5223	0.301675
58	-0.045367	-0.3514	0.363256
59	-0.04404	-0.3411	0.367097
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229439326j67awtkutulyq52/1ucx21229439105.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229439326j67awtkutulyq52/1ucx21229439105.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229439326j67awtkutulyq52/23he91229439105.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229439326j67awtkutulyq52/23he91229439105.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; 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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