Home » date » 2008 » Dec » 22 »

autocorrelatie 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: Mon, 22 Dec 2008 05:17:52 -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/22/t12299483505w29spxnxbctdpr.htm/, Retrieved Mon, 22 Dec 2008 13:19:12 +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/22/t12299483505w29spxnxbctdpr.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 katrien bourdiaudhy, stéphanie claes en kevin engels

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	0.033101	0.2269	0.410732
2	-0.371453	-2.5466	0.007107
3	-0.283765	-1.9454	0.028861
4	0.060574	0.4153	0.339915
5	0.212383	1.456	0.076017
6	0.010062	0.069	0.472648
7	-0.303881	-2.0833	0.021344
8	-0.005671	-0.0389	0.484576
9	0.243786	1.6713	0.050653
10	0.331191	2.2705	0.0139
11	-0.037318	-0.2558	0.399596
12	-0.51677	-3.5428	0.000453
13	-0.025619	-0.1756	0.430667
14	0.208732	1.431	0.079524
15	0.018589	0.1274	0.449568
16	-0.06972	-0.478	0.317442
17	-0.034165	-0.2342	0.407914
18	0.012966	0.0889	0.464773
19	0.214108	1.4678	0.074403
20	-0.121835	-0.8353	0.203899
21	-0.135578	-0.9295	0.178695
22	-0.064735	-0.4438	0.329611
23	0.049536	0.3396	0.367835
24	0.084956	0.5824	0.28153
25	-0.023465	-0.1609	0.436444
26	-0.117813	-0.8077	0.211671
27	0.120053	0.823	0.20732
28	0.058985	0.4044	0.343883
29	-0.018072	-0.1239	0.450963
30	-0.060018	-0.4115	0.341303
31	-0.058698	-0.4024	0.344603
32	0.118895	0.8151	0.209563
33	0.042092	0.2886	0.38709
34	-0.092162	-0.6318	0.265279
35	-0.035427	-0.2429	0.404578
36	0.007949	0.0545	0.478387
37	0.044939	0.3081	0.379689
38	0.070522	0.4835	0.315502
39	-0.057601	-0.3949	0.347355
40	-0.022966	-0.1574	0.437785
41	-0.008188	-0.0561	0.477737
42	0.013181	0.0904	0.464192
43	0.030377	0.2083	0.417966
44	-0.031448	-0.2156	0.415118
45	0.01137	0.0779	0.469101
46	-0.001978	-0.0136	0.49462
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.033101	0.2269	0.410732
2	-0.372958	-2.5569	0.006925
3	-0.295989	-2.0292	0.024061
4	-0.103996	-0.713	0.239697
5	-0.004453	-0.0305	0.487888
6	-0.090754	-0.6222	0.268416
7	-0.309171	-2.1196	0.019676
8	-0.027266	-0.1869	0.426262
9	0.043447	0.2979	0.383562
10	0.278543	1.9096	0.03115
11	0.171432	1.1753	0.122902
12	-0.271735	-1.8629	0.034365
13	0.145022	0.9942	0.162604
14	-0.060164	-0.4125	0.340937
15	-0.21717	-1.4888	0.071605
16	-0.035597	-0.244	0.404131
17	0.073807	0.506	0.307613
18	-0.113449	-0.7778	0.220301
19	-0.037859	-0.2595	0.398173
20	-0.220818	-1.5139	0.06838
21	-0.040029	-0.2744	0.392479
22	0.055999	0.3839	0.351389
23	-0.0587	-0.4024	0.344597
24	-0.16577	-1.1365	0.130762
25	0.040334	0.2765	0.391683
26	-0.095642	-0.6557	0.25761
27	-0.118891	-0.8151	0.209571
28	-0.013447	-0.0922	0.463471
29	0.040069	0.2747	0.392376
30	-0.010095	-0.0692	0.472558
31	0.067954	0.4659	0.32173
32	0.021241	0.1456	0.442423
33	-0.014571	-0.0999	0.460427
34	0.054155	0.3713	0.356053
35	-0.033049	-0.2266	0.410868
36	-0.129519	-0.8879	0.189548
37	0.007858	0.0539	0.478633
38	-0.084843	-0.5817	0.28179
39	-0.045917	-0.3148	0.377157
40	-0.028965	-0.1986	0.421727
41	-0.134593	-0.9227	0.180432
42	-0.10124	-0.6941	0.245528
43	0.051827	0.3553	0.361973
44	-0.040868	-0.2802	0.390285
45	0.054289	0.3722	0.355715
46	-0.047795	-0.3277	0.372309
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299483505w29spxnxbctdpr/1suo21229948270.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299483505w29spxnxbctdpr/1suo21229948270.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299483505w29spxnxbctdpr/2t8er1229948270.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299483505w29spxnxbctdpr/2t8er1229948270.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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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