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niet werkende werkzoekende tss 20-25 jaar frederic.ledent@student.kdg.be

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 16 Dec 2009 05:20:01 -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/16/t1260966087s7gg5tywm7twa7i.htm/, Retrieved Wed, 16 Dec 2009 13:21:29 +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/16/t1260966087s7gg5tywm7twa7i.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:
KDGP2W21
 
Dataseries X:
» Textbox « » Textfile « » CSV «
89507 87562 85209 82360 79054 79069 107551 115759 115585 110260 103444 102303 101397 97994 94044 91159 87239 89235 118647 125620 125154 117529 109459 108483 107137 104699 100804 96066 91971 93228 120144 127233 127166 118194 109940 106683 102834 99882 96666 92540 88744 89321 115870 122401 122030 113802 105791 103076 98658 96945 92497 90687 88796 90015 113228 118711 117460 106556 97347 92657 93118 89037 83570 81693 75956 73993 97088 102394 96549 89727 82336 82653 82303 79596 74472 73562 66618 69029 89899 93774 90305 83799 80320 82497
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8191047.50720
20.5216464.7814e-06
30.2707382.48140.007541
40.135331.24030.109156
50.1010590.92620.178492
60.0857020.78550.217195
70.0652230.59780.275798
80.0676230.61980.268543
90.1641971.50490.068051
100.3524683.23040.000883
110.5760465.27950
120.6921976.34410
130.5137824.70895e-06
140.2410492.20930.01494
150.0130760.11980.452448
16-0.106962-0.98030.16487
17-0.136528-1.25130.10715
18-0.151368-1.38730.084509
19-0.168807-1.54710.062794
20-0.163247-1.49620.069176
21-0.078961-0.72370.235634
220.0803380.73630.231796
230.2625782.40660.009148
240.3579733.28090.000754
250.212381.94650.027469
26-0.006871-0.0630.474968
27-0.184709-1.69290.047091
28-0.264825-2.42720.008677
29-0.27492-2.51970.00682
30-0.27205-2.49340.007308
31-0.270102-2.47550.007656
32-0.253621-2.32450.011257
33-0.179058-1.64110.052259
34-0.053848-0.49350.311466
350.0879720.80630.211181
360.1592431.45950.074081
370.0433540.39730.346059
38-0.12799-1.1730.122046
39-0.25688-2.35430.010444
40-0.304819-2.79370.003226
41-0.299588-2.74580.003691
42-0.288929-2.64810.004833
43-0.289937-2.65730.004713
44-0.281054-2.57590.005874
45-0.225592-2.06760.020878
46-0.134416-1.23190.110704
47-0.030088-0.27580.391703
480.024990.2290.409698


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8191047.50720
2-0.453658-4.15783.9e-05
30.0811530.74380.229544
40.0908170.83230.203787
50.0497980.45640.324638
6-0.095967-0.87960.190805
70.0320270.29350.384919
80.1123381.02960.153078
90.3057252.8020.003152
100.2601372.38420.009685
110.3220722.95180.002047
120.0124460.11410.454727
13-0.677333-6.20790
140.1919131.75890.041117
15-0.092164-0.84470.20034
16-0.111463-1.02160.154957
17-0.037201-0.3410.366994
18-0.011663-0.10690.457565
19-0.01145-0.10490.458336
20-0.049066-0.44970.327043
21-0.065524-0.60050.274883
220.035510.32550.372824
23-0.073043-0.66950.252521
240.1010820.92640.178437
25-0.067541-0.6190.268788
260.059160.54220.294553
270.0076370.070.472184
280.0138980.12740.449472
29-0.079449-0.72820.234271
300.0894820.82010.207235
31-0.029411-0.26960.39408
32-0.051637-0.47330.318627
33-0.062909-0.57660.282887
34-0.053382-0.48930.312967
35-0.011286-0.10340.458929
36-0.072011-0.660.255532
370.0353740.32420.373292
38-0.025746-0.2360.407018
390.0236750.2170.414374
40-0.062516-0.5730.284098
410.0122080.11190.455588
42-0.071736-0.65750.256338
43-0.099508-0.9120.182187
440.0034080.03120.487579
45-0.012442-0.1140.454743
46-0.074851-0.6860.247293
470.0011180.01020.495925
480.0054960.05040.479974
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260966087s7gg5tywm7twa7i/1vra31260965999.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260966087s7gg5tywm7twa7i/1vra31260965999.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260966087s7gg5tywm7twa7i/21ots1260965999.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260966087s7gg5tywm7twa7i/21ots1260965999.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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')
 




Copyright

Creative Commons License

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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