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autocorrelation vrouwen

*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 12:09:49 -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/t122945462875inzw6ksoy727t.htm/, Retrieved Tue, 16 Dec 2008 20:10:30 +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/t122945462875inzw6ksoy727t.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 «

9,4 9,5 9,1 9 9,3 9,9 9,8 9,4 8,3 8 8,5 10,4 11,1 10,9 9,9 9,2 9,2 9,5 9,6 9,5 9,1 8,9 9 10,1 10,3 10,2 9,6 9,2 9,3 9,4 9,4 9,2 9 9 9 9,8 10 9,9 9,3 9 9 9,1 9,1 9,1 9,2 8,8 8,3 8,4 8,1 7,8 7,9 7,9 8 7,9 7,5 7,2 6,9 6,6 6,7 7,3

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
0	1	7.746	0
1	0.856579	6.635	0
2	0.595681	4.6141	1.1e-05
3	0.388386	3.0084	0.001917
4	0.343565	2.6612	0.004987
5	0.399647	3.0957	0.001492
6	0.442004	3.4237	0.000559
7	0.395001	3.0597	0.001655
8	0.287366	2.2259	0.014893
9	0.206821	1.602	0.057201
10	0.212543	1.6463	0.05246
11	0.254868	1.9742	0.026484
12	0.255803	1.9814	0.026065
13	0.15244	1.1808	0.121172
14	0.01408	0.1091	0.456758
15	-0.06795	-0.5263	0.699704
16	-0.057532	-0.4456	0.671269
17	-0.014721	-0.114	0.545203
18	0.004545	0.0352	0.486016
19	-0.03367	-0.2608	0.602432
20	-0.101822	-0.7887	0.783307
21	-0.13931	-1.0791	0.857566
22	-0.108468	-0.8402	0.797931
23	-0.036932	-0.2861	0.612097
24	0.005515	0.0427	0.483034
25	-0.028579	-0.2214	0.587223
26	-0.108943	-0.8439	0.798952
27	-0.164581	-1.2748	0.896359
28	-0.171737	-1.3303	0.905768
29	-0.151531	-1.1738	0.877434
30	-0.134689	-1.0433	0.849501
31	-0.152208	-1.179	0.878473
32	-0.194362	-1.5055	0.931282
33	-0.235334	-1.8229	0.963348
34	-0.239703	-1.8567	0.96587
35	-0.205346	-1.5906	0.941523

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.856579	6.635	0
1	-0.518445	-4.0159	0.999916
2	0.296305	2.2952	0.012618
3	0.356587	2.7621	0.003806
4	-0.070128	-0.5432	0.705501
5	-0.053967	-0.418	0.661289
6	-0.03367	-0.2608	0.602433
7	0.025995	0.2014	0.420551
8	0.100253	0.7766	0.220235
9	0.083557	0.6472	0.259975
10	-0.148463	-1.15	0.872645
11	-0.068265	-0.5288	0.700545
12	-0.203636	-1.5774	0.940015
13	0.094698	0.7335	0.233048
14	0.032846	0.2544	0.400018
15	-0.106549	-0.8253	0.793771
16	-0.095157	-0.7371	0.768028
17	0.117381	0.9092	0.183434
18	-0.039646	-0.3071	0.620084
19	-0.060696	-0.4701	0.680023
20	0.080557	0.624	0.2675
21	0.048102	0.3726	0.355382
22	0.061687	0.4778	0.317254
23	-0.050601	-0.392	0.65176
24	-0.073985	-0.5731	0.715635
25	-0.015668	-0.1214	0.548096
26	0.029857	0.2313	0.408944
27	-0.171909	-1.3316	0.905986
28	-0.005611	-0.0435	0.517263
29	0.036571	0.2833	0.388968
30	-0.139967	-1.0842	0.858688
31	-0.004669	-0.0362	0.514364
32	-0.065477	-0.5072	0.693057
33	-0.031513	-0.2441	0.596007
34	0.079335	0.6145	0.270595
35	-0.000287	-0.0022	0.500883

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t122945462875inzw6ksoy727t/1qcra1229454587.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t122945462875inzw6ksoy727t/1qcra1229454587.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t122945462875inzw6ksoy727t/2zf261229454587.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t122945462875inzw6ksoy727t/2zf261229454587.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 1:par1) {

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(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-1,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(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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