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ACF Handelsbalans zonder LT-Trend

*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 09:40:27 -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/t1229964059nj06mp41h8r4q50.htm/, Retrieved Mon, 22 Dec 2008 17:41:01 +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/t1229964059nj06mp41h8r4q50.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 «

1384,2 1368,9 -275,1 -408,9 -37,5 171,5 671,8 -18,5 231,6 747,5 1505,7 -83,6 1173,2 1452,1 777 -52,8 861,2 735,2 1073,6 966,9 1189,8 1093,5 1782,7 -70,4 1471,6 1273,8 900,8 -910,2 299,8 460,2 677,2 937,1 1265,4 1275,6 1582,6 -154,2 1667,6 1083,1 891,7 -26,5 423,4 662,8 711,4 993,3 1133,2 343,9 1415,8 -531,8 1193,6 1201,3 805,6 -164,8 327,3 223,7 675,8 949,7 704,4 265,6 1206 -558,2 1066,8 977,8 207,1 -980,7 -586,4 -24,3 -417,5 104,7 749,5 842,3 1176 -730,3 911,6 662,1 539,1 -236 286,9 497,4 912 519,4 260,1 945,2 412,7 -54,2 592,8 179,9 -548,6 -1685,8 -2041 -1048,7 -1708,4 -1550,7 -1650,2 -911,3

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.453933	-4.3776	1.6e-05
2	0.04881	0.4707	0.319477
3	-0.173288	-1.6711	0.049029
4	0.270322	2.6069	0.005321
5	-0.166943	-1.6099	0.0554
6	0.037081	0.3576	0.36073
7	-0.17243	-1.6629	0.049854
8	0.245752	2.3699	0.009928
9	-0.138505	-1.3357	0.092455
10	0.019821	0.1911	0.424414
11	-0.372118	-3.5886	0.000266
12	0.721387	6.9568	0
13	-0.355692	-3.4302	0.000451
14	0.040965	0.3951	0.346855
15	-0.161043	-1.553	0.061905
16	0.243159	2.3449	0.010579
17	-0.145308	-1.4013	0.082227
18	0.013847	0.1335	0.447029
19	-0.116616	-1.1246	0.131826
20	0.189197	1.8246	0.03564
21	-0.085988	-0.8292	0.204548
22	-0.023248	-0.2242	0.411547
23	-0.268821	-2.5924	0.005534
24	0.582625	5.6186	0
25	-0.258295	-2.4909	0.007258
26	0.056	0.54	0.295229
27	-0.137824	-1.3291	0.093529
28	0.171126	1.6503	0.05113
29	-0.100918	-0.9732	0.166486
30	0.009036	0.0871	0.465374
31	-0.100743	-0.9715	0.166902
32	0.139226	1.3426	0.091327
33	-0.048203	-0.4649	0.321561
34	-0.046198	-0.4455	0.328489
35	-0.17577	-1.6951	0.046705
36	0.412405	3.9771	6.9e-05
37	-0.167426	-1.6146	0.054893
38	-0.001964	-0.0189	0.492463
39	-0.083388	-0.8042	0.211675
40	0.154151	1.4866	0.070255
41	-0.090865	-0.8763	0.191569
42	-0.027259	-0.2629	0.396613
43	-0.030344	-0.2926	0.385231
44	0.072113	0.6954	0.244258
45	0.03125	0.3014	0.381906
46	-0.091861	-0.8859	0.188986
47	-0.123487	-1.1909	0.118369
48	0.297118	2.8653	0.002575
49	-0.10204	-0.984	0.163826
50	-0.015252	-0.1471	0.44169
51	-0.058549	-0.5646	0.286845
52	0.112634	1.0862	0.140097
53	-0.040659	-0.3921	0.347942
54	-0.078114	-0.7533	0.226586
55	0.000242	0.0023	0.499073
56	0.053134	0.5124	0.304792
57	0.028607	0.2759	0.391628
58	-0.120853	-1.1655	0.123405
59	-0.016641	-0.1605	0.436427
60	0.176979	1.7067	0.045605

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.453933	-4.3776	1.6e-05
2	-0.198056	-1.91	0.029609
3	-0.310234	-2.9918	0.001775
4	0.061665	0.5947	0.276752
5	-0.039051	-0.3766	0.353665
6	-0.049142	-0.4739	0.318339
7	-0.2101	-2.0261	0.022808
8	0.010607	0.1023	0.459373
9	-0.043528	-0.4198	0.337811
10	-0.080085	-0.7723	0.220943
11	-0.529852	-5.1097	1e-06
12	0.425568	4.104	4.4e-05
13	0.093992	0.9064	0.183527
14	-0.058533	-0.5645	0.286896
15	-0.02676	-0.2581	0.398465
16	-0.084125	-0.8113	0.20964
17	-0.078311	-0.7552	0.226019
18	-0.134024	-1.2925	0.099696
19	-0.011097	-0.107	0.457502
20	-0.087028	-0.8393	0.201736
21	-0.057796	-0.5574	0.289307
22	-0.130131	-1.2549	0.106322
23	-0.096565	-0.9312	0.177072
24	0.07291	0.7031	0.241868
25	0.070995	0.6846	0.247635
26	0.11775	1.1355	0.129533
27	0.08596	0.829	0.204622
28	-0.086414	-0.8333	0.203393
29	-0.058662	-0.5657	0.286475
30	-0.00913	-0.088	0.465016
31	-0.048516	-0.4679	0.320486
32	-0.055171	-0.5321	0.297979
33	-0.035388	-0.3413	0.366835
34	-0.03651	-0.3521	0.362785
35	0.045575	0.4395	0.330656
36	-0.023454	-0.2262	0.410779
37	0.057627	0.5557	0.289865
38	-0.077368	-0.7461	0.228742
39	-0.031479	-0.3036	0.381064
40	0.085301	0.8226	0.206416
41	-0.000439	-0.0042	0.498314
42	-0.085508	-0.8246	0.205851
43	0.032306	0.3115	0.37804
44	-0.03517	-0.3392	0.367624
45	0.074357	0.7171	0.237564
46	0.050886	0.4907	0.312388
47	-0.025902	-0.2498	0.40165
48	-0.018188	-0.1754	0.430572
49	-0.073888	-0.7126	0.238954
50	-0.011936	-0.1151	0.454305
51	-0.026737	-0.2578	0.398548
52	-0.031161	-0.3005	0.382231
53	0.05101	0.4919	0.311966
54	-0.02963	-0.2857	0.387855
55	-0.053731	-0.5182	0.302788
56	0.021898	0.2112	0.416607
57	-0.055859	-0.5387	0.295694
58	-0.100118	-0.9655	0.168398
59	0.072138	0.6957	0.244185
60	-0.032645	-0.3148	0.376802

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229964059nj06mp41h8r4q50/1ompv1229964023.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229964059nj06mp41h8r4q50/1ompv1229964023.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229964059nj06mp41h8r4q50/2114k1229964023.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229964059nj06mp41h8r4q50/2114k1229964023.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; 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 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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