Home » date » 2008 » Dec » 21 »

(P)ACF inschrijvingen nieuwe personenwagens (d=0, D=0)

*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: Sun, 21 Dec 2008 07:18:33 -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/21/t12298695580jew6kd7sbrq1lq.htm/, Retrieved Sun, 21 Dec 2008 15:25:59 +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/21/t12298695580jew6kd7sbrq1lq.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 «

11514 31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698 31956 29506 34506 27165 26736 23691 18157 17328 18205 20995 17382 9367 31124 26551 30651 25859 25100 25778 20418 18688 20424 24776 19814 12738

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	0.294877	2.3031	0.01235
2	0.122123	0.9538	0.171971
3	-0.087625	-0.6844	0.248166
4	-0.200877	-1.5689	0.060922
5	-0.251977	-1.968	0.026809
6	-0.46809	-3.6559	0.000268
7	-0.263644	-2.0591	0.021879
8	-0.198925	-1.5537	0.06272
9	-0.101874	-0.7957	0.214658
10	0.018896	0.1476	0.44158
11	0.218417	1.7059	0.046558
12	0.745502	5.8226	0
13	0.264342	2.0646	0.021611
14	0.142762	1.115	0.134611
15	-0.034967	-0.2731	0.392848
16	-0.124326	-0.971	0.167687
17	-0.169165	-1.3212	0.095681
18	-0.37137	-2.9005	0.002587
19	-0.178291	-1.3925	0.084413
20	-0.186164	-1.454	0.075538
21	-0.112339	-0.8774	0.191858
22	0.002142	0.0167	0.493354
23	0.154075	1.2034	0.116743
24	0.547466	4.2758	3.4e-05
25	0.172519	1.3474	0.091415
26	0.088334	0.6899	0.246433
27	-0.008427	-0.0658	0.473869
28	-0.05455	-0.426	0.335787
29	-0.113413	-0.8858	0.189606
30	-0.272561	-2.1288	0.01866
31	-0.117968	-0.9214	0.180245
32	-0.162055	-1.2657	0.105218
33	-0.104197	-0.8138	0.209461
34	0.003465	0.0271	0.48925
35	0.096664	0.755	0.226586
36	0.396254	3.0948	0.001486
37	0.121609	0.9498	0.172982
38	0.05252	0.4102	0.341549
39	-0.006229	-0.0486	0.480679
40	-0.013586	-0.1061	0.457923
41	-0.090236	-0.7048	0.24182
42	-0.121664	-0.9502	0.172873
43	-0.050025	-0.3907	0.348686
44	-0.083343	-0.6509	0.258768
45	-0.082996	-0.6482	0.259637
46	-0.056959	-0.4449	0.328996
47	0.001206	0.0094	0.496258
48	0.19977	1.5603	0.061937
49	0.023879	0.1865	0.426336
50	0.016102	0.1258	0.450167
51	-0.003998	-0.0312	0.487594
52	0.010884	0.085	0.466267
53	-0.017711	-0.1383	0.44522
54	-0.042116	-0.3289	0.371666
55	-0.004971	-0.0388	0.484579
56	-0.008538	-0.0667	0.473525
57	-0.016441	-0.1284	0.449124
58	-0.04224	-0.3299	0.371302
59	-0.0244	-0.1906	0.424747
60	0.05445	0.4253	0.336069

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.294877	2.3031	0.01235
2	0.03852	0.3009	0.382274
3	-0.146549	-1.1446	0.128426
4	-0.159289	-1.2441	0.109114
5	-0.1509	-1.1786	0.121574
6	-0.400261	-3.1261	0.001356
7	-0.110151	-0.8603	0.196495
8	-0.184936	-1.4444	0.076872
9	-0.249502	-1.9487	0.027969
10	-0.217495	-1.6987	0.047236
11	-0.04252	-0.3321	0.370478
12	0.60482	4.7238	7e-06
13	-0.196111	-1.5317	0.065386
14	-0.124496	-0.9723	0.16736
15	0.032192	0.2514	0.401163
16	0.025653	0.2004	0.420934
17	0.027639	0.2159	0.414905
18	0.059375	0.4637	0.322245
19	0.112406	0.8779	0.191717
20	-0.085102	-0.6647	0.254383
21	-0.023429	-0.183	0.427708
22	0.18554	1.4491	0.076214
23	0.00446	0.0348	0.486164
24	-0.039568	-0.309	0.379175
25	-0.070013	-0.5468	0.293248
26	-0.064628	-0.5048	0.307773
27	0.041502	0.3241	0.373469
28	0.082905	0.6475	0.259867
29	-0.028477	-0.2224	0.412368
30	-0.042153	-0.3292	0.371556
31	-0.052075	-0.4067	0.342819
32	-0.016754	-0.1309	0.448162
33	0.011814	0.0923	0.463393
34	0.065605	0.5124	0.305115
35	-0.094689	-0.7395	0.231206
36	-0.097631	-0.7625	0.224344
37	0.071858	0.5612	0.288349
38	0.016235	0.1268	0.44976
39	-0.06555	-0.512	0.305264
40	0.028582	0.2232	0.41205
41	-0.088753	-0.6932	0.245413
42	0.172658	1.3485	0.091241
43	0.053759	0.4199	0.338026
44	0.123233	0.9625	0.169804
45	-0.030185	-0.2358	0.407208
46	-0.203668	-1.5907	0.058424
47	-0.062652	-0.4893	0.313182
48	-0.025833	-0.2018	0.420387
49	-0.003733	-0.0292	0.488419
50	0.003315	0.0259	0.489715
51	-0.137571	-1.0745	0.143424
52	-0.099416	-0.7765	0.220237
53	0.047723	0.3727	0.355322
54	-0.071375	-0.5575	0.289627
55	-0.128207	-1.0013	0.160311
56	-0.091973	-0.7183	0.237647
57	0.019345	0.1511	0.440201
58	-0.02388	-0.1865	0.426332
59	0.032083	0.2506	0.401491
60	-0.018309	-0.143	0.443382

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298695580jew6kd7sbrq1lq/14ei11229869111.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298695580jew6kd7sbrq1lq/14ei11229869111.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298695580jew6kd7sbrq1lq/2kbua1229869111.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298695580jew6kd7sbrq1lq/2kbua1229869111.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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