Home » date » 2009 » Jun » 02 »

JUISTE REEKS Autocorrelatie - Nieuwe geregistreerde domeinnamen - Dorien Dhanis

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Tue, 02 Jun 2009 08:54:44 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jun/02/t1243954540qtch78deazjlf43.htm/, Retrieved Tue, 02 Jun 2009 16:55:40 +0200

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/Jun/02/t1243954540qtch78deazjlf43.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 «

8166 7102 6047 5854 5764 5209 5616 5597 6251 7024 7237 9230 9016 8201 7630 7107 6820 6082 6019 6576 8086 8323 7842 9077 10737 10176 10416 9807 9565 10439 9115 9535 10790 11340 11196 12132 12013 12692 13330 11926 11356 11221 9999 11772 12543 14176 2924 2322 15557 13381 13145 12448 12178 11836 9815 12382 12662 12767 13136 13533 17808 15892 16830 14444 15550 15092 16364 14314 15874 17846 18504 15130 19845 18137 18898 19573 17368 18938 16713 16379 19139 21461 19796 16668

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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.844646	7.7413	0
2	0.732646	6.7148	0
3	0.70848	6.4933	0
4	0.689122	6.3159	0
5	0.663973	6.0854	0
6	0.616079	5.6465	0
7	0.598327	5.4838	0
8	0.565265	5.1807	1e-06
9	0.512518	4.6973	5e-06
10	0.495474	4.5411	9e-06
11	0.474697	4.3507	1.9e-05
12	0.466109	4.272	2.5e-05
13	0.406966	3.7299	0.000174
14	0.349421	3.2025	0.000963
15	0.325263	2.9811	0.001878
16	0.300687	2.7558	0.003589
17	0.272951	2.5016	0.007151
18	0.214293	1.964	0.026417
19	0.189979	1.7412	0.042656
20	0.173936	1.5941	0.05733
21	0.161462	1.4798	0.071331
22	0.11173	1.024	0.154383
23	0.070251	0.6439	0.260711
24	0.093855	0.8602	0.196064
25	0.071803	0.6581	0.256141
26	0.024723	0.2266	0.410648
27	0.021435	0.1965	0.422364
28	-0.000368	-0.0034	0.498659
29	0.000257	0.0024	0.499064
30	-0.01804	-0.1653	0.434537
31	-0.025215	-0.2311	0.408899
32	-0.015822	-0.145	0.442526
33	-0.045457	-0.4166	0.33901
34	-0.092304	-0.846	0.199985
35	-0.113667	-1.0418	0.150254
36	-0.081614	-0.748	0.228273
37	-0.030366	-0.2783	0.390731
38	-0.028125	-0.2578	0.398608
39	-0.04413	-0.4045	0.343451
40	-0.059786	-0.5479	0.292592
41	-0.078725	-0.7215	0.236294
42	-0.09346	-0.8566	0.197059
43	-0.110795	-1.0155	0.156403
44	-0.118258	-1.0839	0.140766
45	-0.134334	-1.2312	0.110843
46	-0.15601	-1.4299	0.078234
47	-0.198805	-1.8221	0.036001
48	-0.223268	-2.0463	0.021928

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.844646	7.7413	0
2	0.067065	0.6147	0.27022
3	0.261174	2.3937	0.009453
4	0.091402	0.8377	0.202285
5	0.082781	0.7587	0.225079
6	-0.042079	-0.3857	0.350361
7	0.096125	0.881	0.190415
8	-0.063647	-0.5833	0.280615
9	-0.055528	-0.5089	0.306072
10	0.059572	0.546	0.29326
11	-0.020522	-0.1881	0.425631
12	0.072094	0.6608	0.255288
13	-0.16196	-1.4844	0.070724
14	-0.038815	-0.3557	0.361462
15	-0.029028	-0.266	0.395428
16	-0.000831	-0.0076	0.49697
17	-0.023851	-0.2186	0.413748
18	-0.11165	-1.0233	0.154555
19	0.052145	0.4779	0.316975
20	-0.025393	-0.2327	0.40827
21	0.094664	0.8676	0.194041
22	-0.17459	-1.6001	0.056661
23	0.021543	0.1974	0.421979
24	0.127344	1.1671	0.12323
25	-0.068558	-0.6283	0.265743
26	-0.030446	-0.279	0.39045
27	0.048637	0.4458	0.328456
28	-0.074553	-0.6833	0.248152
29	0.082916	0.7599	0.22471
30	0.005238	0.048	0.480914
31	-0.013613	-0.1248	0.450505
32	0.034523	0.3164	0.376239
33	-0.079318	-0.727	0.234634
34	-0.118444	-1.0856	0.14039
35	0.019282	0.1767	0.430077
36	0.084375	0.7733	0.220756
37	0.165861	1.5201	0.066115
38	0.033729	0.3091	0.378995
39	-0.045088	-0.4132	0.340241
40	-0.070288	-0.6442	0.260601
41	-0.108405	-0.9936	0.161647
42	-0.051729	-0.4741	0.318327
43	-0.062527	-0.5731	0.284066
44	-0.02952	-0.2706	0.393699
45	-0.048137	-0.4412	0.330107
46	0.020287	0.1859	0.426473
47	-0.117795	-1.0796	0.141704
48	-0.133703	-1.2254	0.111924

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954540qtch78deazjlf43/1pht41243954480.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954540qtch78deazjlf43/1pht41243954480.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954540qtch78deazjlf43/203vy1243954480.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243954540qtch78deazjlf43/203vy1243954480.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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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