Home » date » 2009 » Dec » 12 »

aantal bouwvergunningen

*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: Sat, 12 Dec 2009 02:26:06 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/12/t1260610142lxtyv654s226tym.htm/, Retrieved Sat, 12 Dec 2009 10:29:04 +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/2009/Dec/12/t1260610142lxtyv654s226tym.htm/},
    year = {2009},
}
@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 = {2009},
    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 «

2360 2214 2825 2355 2333 3016 2155 2172 2150 2533 2058 2160 2260 2498 2695 2799 2947 2930 2318 2540 2570 2669 2450 2842 3440 2678 2981 2260 2844 2546 2456 2295 2379 2479 2057 2280 2351 2276 2548 2311 2201 2725 2408 2139 1898 2537 2069 2063 2524 2437 2189 2793 2074 2622 2278 2144 2427 2139 1828 2072 1800

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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.269297	2.1033	0.019787
2	0.317233	2.4777	0.008005
3	0.281543	2.1989	0.015843
4	0.15138	1.1823	0.120834
5	0.059738	0.4666	0.321236
6	0.000699	0.0055	0.49783
7	0.059755	0.4667	0.321188
8	0.128199	1.0013	0.160327
9	0.075933	0.5931	0.277669
10	0.099161	0.7745	0.220821
11	0.053727	0.4196	0.338119
12	0.14875	1.1618	0.124927
13	0.015364	0.12	0.45244
14	-0.03726	-0.291	0.386016
15	0.02711	0.2117	0.416511
16	-0.101969	-0.7964	0.214443
17	-0.089841	-0.7017	0.242774
18	-0.150613	-1.1763	0.122018
19	-0.056533	-0.4415	0.330192
20	-0.154792	-1.209	0.115671
21	0.017887	0.1397	0.444676
22	-0.071617	-0.5593	0.288987
23	-0.027625	-0.2158	0.414949
24	0.046586	0.3638	0.358616
25	0.052048	0.4065	0.342896
26	-0.025649	-0.2003	0.420947
27	-0.013002	-0.1016	0.459723
28	-0.048882	-0.3818	0.351977
29	-0.127897	-0.9989	0.160894
30	-0.145759	-1.1384	0.129699
31	-0.160178	-1.251	0.10785
32	-0.131038	-1.0234	0.15507
33	-0.081461	-0.6362	0.263504
34	-0.162794	-1.2715	0.104196
35	-0.168666	-1.3173	0.096329
36	-0.026871	-0.2099	0.417235

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.269297	2.1033	0.019787
2	0.263847	2.0607	0.021801
3	0.17105	1.3359	0.093266
4	-0.012815	-0.1001	0.460301
5	-0.096443	-0.7532	0.227102
6	-0.091635	-0.7157	0.238457
7	0.068277	0.5333	0.297897
8	0.178948	1.3976	0.083643
9	0.053038	0.4142	0.340076
10	-0.004461	-0.0348	0.48616
11	-0.088807	-0.6936	0.24528
12	0.090274	0.7051	0.241728
13	-0.02871	-0.2242	0.411663
14	-0.08024	-0.6267	0.2666
15	0.010143	0.0792	0.468558
16	-0.115896	-0.9052	0.184466
17	-0.05139	-0.4014	0.344776
18	-0.089589	-0.6997	0.243384
19	0.059549	0.4651	0.321761
20	-0.107945	-0.8431	0.20124
21	0.144612	1.1295	0.131564
22	-0.048897	-0.3819	0.351932
23	-0.01084	-0.0847	0.466403
24	0.061996	0.4842	0.314988
25	0.098937	0.7727	0.221336
26	-0.020246	-0.1581	0.437439
27	-0.069496	-0.5428	0.294628
28	-0.03318	-0.2591	0.398197
29	-0.139967	-1.0932	0.139307
30	-0.032682	-0.2553	0.399694
31	-0.075888	-0.5927	0.277786
32	0.010183	0.0795	0.468434
33	-0.017709	-0.1383	0.445224
34	-0.145524	-1.1366	0.130079
35	-0.133771	-1.0448	0.150122
36	0.037032	0.2892	0.386694

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/12/t1260610142lxtyv654s226tym/19har1260609961.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/12/t1260610142lxtyv654s226tym/19har1260609961.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/12/t1260610142lxtyv654s226tym/2a51a1260609961.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/12/t1260610142lxtyv654s226tym/2a51a1260609961.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'

par7 <- as.numeric(par7)

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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))

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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