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autocorrelation d=1 D=0 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: Thu, 18 Dec 2008 06:34:54 -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/18/t1229607370piuue3qvt3auauq.htm/, Retrieved Thu, 18 Dec 2008 14:36:10 +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/18/t1229607370piuue3qvt3auauq.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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.6811	0
1	0.418193	3.2122	0.001067
2	-0.239579	-1.8402	0.964618
3	-0.667064	-5.1238	0.999998
4	-0.413526	-3.1764	0.998814
5	0.07233	0.5556	0.290301
6	0.437547	3.3609	0.000684
7	0.284461	2.185	0.016437
8	-0.096443	-0.7408	0.769122
9	-0.365094	-2.8043	0.996592
10	-0.19122	-1.4688	0.926399
11	0.149205	1.1461	0.128197
12	0.459912	3.5326	0.000403
13	0.136349	1.0473	0.149612
14	-0.149417	-1.1477	0.872136
15	-0.326028	-2.5043	0.992473
16	-0.155478	-1.1942	0.88142
17	0.089343	0.6863	0.247621
18	0.242563	1.8632	0.03371
19	0.116432	0.8943	0.187389
20	-0.122006	-0.9371	0.823748
21	-0.250674	-1.9255	0.970502
22	-0.099709	-0.7659	0.7766
23	0.100613	0.7728	0.221357
24	0.29474	2.2639	0.013634
25	0.091815	0.7052	0.241716
26	-0.091711	-0.7044	0.758037
27	-0.200179	-1.5376	0.935254
28	-0.098386	-0.7557	0.773587
29	0.034915	0.2682	0.394744
30	0.145881	1.1205	0.133514
31	0.097224	0.7468	0.229077
32	-0.014448	-0.111	0.543995
33	-0.107162	-0.8231	0.793125
34	-0.08825	-0.6779	0.749746
35	-0.030448	-0.2339	0.592054

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.418193	3.2122	0.001067
1	-0.502312	-3.8583	0.999857
2	-0.496793	-3.8159	0.999836
3	0.002771	0.0213	0.491546
4	-0.037551	-0.2884	0.612986
5	0.014712	0.113	0.455205
6	-0.16353	-1.2561	0.892985
7	-0.144755	-1.1119	0.864652
8	-0.095896	-0.7366	0.767855
9	0.073795	0.5668	0.286491
10	0.045977	0.3532	0.362616
11	0.268721	2.0641	0.021708
12	-0.313599	-2.4088	0.990427
13	0.23008	1.7673	0.041177
14	0.146114	1.1223	0.133137
15	-0.085943	-0.6601	0.744135
16	0.050672	0.3892	0.349258
17	-0.03055	-0.2347	0.592357
18	0.017601	0.1352	0.446459
19	-0.07784	-0.5979	0.723901
20	-0.10283	-0.7899	0.783612
21	-0.00105	-0.0081	0.503203
22	-0.112762	-0.8661	0.805039
23	0.056229	0.4319	0.333693
24	-0.022592	-0.1735	0.568588
25	-0.096123	-0.7383	0.76838
26	0.105192	0.808	0.211171
27	-0.019149	-0.1471	0.558218
28	-0.046438	-0.3567	0.638705
29	0.080883	0.6213	0.268407
30	0.005253	0.0403	0.483975
31	0.1264	0.9709	0.167781
32	-0.001186	-0.0091	0.503618
33	-0.091713	-0.7045	0.758041
34	0.064869	0.4983	0.310072
35	-0.190952	-1.4667	0.92612

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229607370piuue3qvt3auauq/1nuh41229607289.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229607370piuue3qvt3auauq/1nuh41229607289.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229607370piuue3qvt3auauq/2wxs01229607289.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229607370piuue3qvt3auauq/2wxs01229607289.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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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