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Autocorrelation (d=0, D=1) – Aantal overnachtingen in België

*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, 19 Dec 2009 03:57:24 -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/19/t1261220335nmyz2f3sblwsau3.htm/, Retrieved Sat, 19 Dec 2009 11:58:57 +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/19/t1261220335nmyz2f3sblwsau3.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 «

897262 1133132 1384548 2324057 2502808 2516762 5579822 4945991 2019915 1830905 1251016 949902 923000 1215747 1479112 2371781 2521576 2350559 5673323 4414295 2016902 1958302 1284086 1186305 957833 1255719 1482709 2361136 2508100 2254488 5669953 4227480 2067790 1958419 1318158 1287921 1076982 1293669 1582053 2393005 2310531 2597899 5507587 4194133 2185092 2122018 1413348 1338342 1052655 1370046 1887027 2448017 2550796 2655837 5269499 4247405 2109722 2143145 1582013 1413221 1118520 1478655 2000108 2085234 2651805 2522176 5170142 4150129 2104254 2211398 1505900 1524305 1093144 1449647 1771197 2445932 2678945 2400737 4796880 4118001 2125714 2125515 1508760 1508765 1091075 1514814 1748997 2424406 2747942 2377332 5210706 3882821 2197469 2271155 1618917 1391579 1143249 1445785 1870242 2597788 2436231 2684184 4705109 4331347 2369192 2283947 1749607 1598601 1221234 1497778 1823567 2489908 2532837 2456065 46 etc...

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	-0.26229	-3.0135	0.001549
2	0.159333	1.8306	0.034708
3	0.020842	0.2395	0.40556
4	-0.079123	-0.909	0.18249
5	0.037213	0.4275	0.33484
6	-0.067499	-0.7755	0.219715
7	-0.06269	-0.7203	0.236321
8	-0.04091	-0.47	0.319557
9	0.118888	1.3659	0.087144
10	-0.161582	-1.8564	0.03281
11	0.224251	2.5765	0.005541
12	-0.204557	-2.3502	0.010123
13	0.075721	0.87	0.192947
14	0.077351	0.8887	0.187891
15	0.012858	0.1477	0.441392
16	-0.090428	-1.0389	0.150367
17	-0.020892	-0.24	0.405341
18	0.049645	0.5704	0.284696
19	-0.073309	-0.8423	0.200583
20	-0.073397	-0.8433	0.200302
21	0.056256	0.6463	0.259594
22	-0.174173	-2.0011	0.023717
23	0.221989	2.5505	0.00595
24	-0.021634	-0.2486	0.402046
25	-0.081178	-0.9327	0.176349
26	-0.008413	-0.0967	0.461574
27	-0.209505	-2.407	0.008733
28	0.066668	0.766	0.222536
29	-0.089742	-1.0311	0.152199
30	-0.064081	-0.7362	0.231446
31	-0.089591	-1.0293	0.152607
32	0.134855	1.5494	0.061844
33	-0.250644	-2.8797	0.002323
34	0.169748	1.9503	0.026633
35	-0.002054	-0.0236	0.490603
36	0.0087	0.1	0.460266
37	0.139725	1.6053	0.055406
38	-0.056835	-0.653	0.25745
39	0.085908	0.987	0.162721
40	-0.078188	-0.8983	0.185329
41	-0.02749	-0.3158	0.376314
42	-0.057994	-0.6663	0.253193
43	-0.032622	-0.3748	0.354204
44	0.004011	0.0461	0.481655
45	0.017327	0.1991	0.421255
46	0.079264	0.9107	0.182063
47	0.042675	0.4903	0.31237
48	0.057812	0.6642	0.253858
49	0.079186	0.9098	0.182298
50	-0.119217	-1.3697	0.086553
51	0.073927	0.8494	0.198609
52	-0.026444	-0.3038	0.380873
53	0.044099	0.5067	0.306618
54	0.017863	0.2052	0.418854
55	0.075616	0.8688	0.193279
56	-0.088658	-1.0186	0.155126
57	0.052107	0.5987	0.275212
58	0.027499	0.3159	0.376272
59	-0.029244	-0.336	0.368707
60	0.151105	1.7361	0.042443

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.26229	-3.0135	0.001549
2	0.097226	1.117	0.133003
3	0.091145	1.0472	0.148467
4	-0.07546	-0.867	0.193765
5	-0.017266	-0.1984	0.421531
6	-0.045932	-0.5277	0.299292
7	-0.091946	-1.0564	0.146361
8	-0.076502	-0.8789	0.190515
9	0.135559	1.5575	0.060878
10	-0.099823	-1.1469	0.126752
11	0.137971	1.5852	0.057661
12	-0.12588	-1.4463	0.075238
13	-0.023347	-0.2682	0.394468
14	0.092902	1.0674	0.143879
15	0.111	1.2753	0.102222
16	-0.147578	-1.6955	0.046165
17	-0.081729	-0.939	0.174724
18	0.071581	0.8224	0.206166
19	-0.0112	-0.1287	0.448906
20	-0.204242	-2.3466	0.010218
21	0.140237	1.6112	0.054762
22	-0.204023	-2.344	0.010284
23	0.204499	2.3495	0.010141
24	0.042512	0.4884	0.313031
25	-0.119756	-1.3759	0.085592
26	-0.182389	-2.0955	0.019019
27	-0.164843	-1.8939	0.030213
28	-0.036952	-0.4245	0.335928
29	-0.066305	-0.7618	0.223772
30	-0.055409	-0.6366	0.262742
31	-0.052642	-0.6048	0.27317
32	-0.107395	-1.2339	0.109722
33	-0.180857	-2.0779	0.019828
34	-0.048239	-0.5542	0.290184
35	0.128839	1.4802	0.070595
36	0.069697	0.8008	0.212354
37	0.000938	0.0108	0.495709
38	-0.060254	-0.6923	0.244993
39	-0.028001	-0.3217	0.374091
40	0.022676	0.2605	0.397429
41	-0.101549	-1.1667	0.122716
42	-0.079431	-0.9126	0.181559
43	-0.109565	-1.2588	0.105162
44	0.098822	1.1354	0.129137
45	0.018912	0.2173	0.414163
46	-0.02628	-0.3019	0.381587
47	-0.014842	-0.1705	0.43243
48	0.06871	0.7894	0.215641
49	0.026828	0.3082	0.379198
50	-0.145045	-1.6664	0.048999
51	0.031959	0.3672	0.357034
52	-0.001705	-0.0196	0.492202
53	-0.07024	-0.807	0.210561
54	0.088474	1.0165	0.155628
55	0.01167	0.1341	0.446773
56	-0.016424	-0.1887	0.425309
57	-0.03259	-0.3744	0.354344
58	-0.075248	-0.8645	0.194433
59	-0.062734	-0.7208	0.236168
60	0.04915	0.5647	0.286622

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/19/t1261220335nmyz2f3sblwsau3/1brmi1261220242.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/19/t1261220335nmyz2f3sblwsau3/1brmi1261220242.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/19/t1261220335nmyz2f3sblwsau3/2y3hb1261220242.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/19/t1261220335nmyz2f3sblwsau3/2y3hb1261220242.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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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