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aantal verkochte stuks

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Mon, 16 Aug 2010 12:18:35 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Aug/16/t1281961088z97idfhjlsskycn.htm/, Retrieved Mon, 16 Aug 2010 14:18:10 +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/2010/Aug/16/t1281961088z97idfhjlsskycn.htm/},
    year = {2010},
}
@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 = {2010},
    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:
Trouillard Olivier
 
Dataseries X:
» Textbox « » Textfile « » CSV «
268 267 266 264 284 283 268 258 259 259 260 262 255 259 258 258 288 289 271 268 274 284 284 279 273 280 276 271 298 297 278 270 280 289 288 293 285 283 275 268 295 290 267 252 268 278 280 278 261 263 259 265 294 285 255 231 246 258 265 260 238 241 239 233 265 255 224 194 210 222 230 225 206 204 207 195 230 221 195 162 182 203 211 206 187 181 189 174 213 201 177 140 165 192 197 196 176 164 177 165 208 195 164 123 147 173 176 170 157 145 148 135 175 168 140 109 129 150 150 152
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.92935610.18060
20.8502689.31420
30.8166458.94590
40.8296659.08850
50.8390469.19130
60.8318629.11260
70.8007678.7720
80.7481268.19530
90.6907477.56680
100.6858867.51350
110.7205827.89360
120.7522358.24030
130.6854867.50910
140.6110436.69360
150.5787196.33950
160.5851686.41020
170.5852796.41140
180.574026.28810
190.5442815.96230
200.4964875.43870
210.4431774.85482e-06
220.433024.74353e-06
230.4530454.96291e-06
240.472655.17760
250.4125364.51917e-06
260.3413733.73960.000142
270.3095953.39140.000471
280.3098623.39440.000466
290.3024823.31350.000609
300.2856353.1290.001101
310.2530332.77180.003232
320.2063412.26030.012801
330.155061.69860.045993
340.139941.5330.063958
350.150621.650.050784
360.1584641.73590.042576
370.1016991.11410.133741
380.0342990.37570.353893
390.0032640.03580.485768
400.0010010.0110.495635
41-0.00842-0.09220.463333
42-0.026923-0.29490.384281
43-0.055143-0.60410.273473
44-0.092558-1.01390.156331
45-0.133748-1.46510.07275
46-0.148097-1.62230.053679
47-0.14111-1.54580.062395
48-0.135701-1.48650.069881


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.92935610.18060
2-0.098568-1.07980.141207
30.2975363.25930.000727
40.305093.34210.000555
50.0647830.70970.239644
60.1012581.10920.134776
7-0.069371-0.75990.224395
8-0.207951-2.2780.012248
9-0.197935-2.16830.016056
100.2089592.2890.011913
110.2009872.20170.014799
120.2170392.37750.009504
13-0.539294-5.90770
140.0817740.89580.186078
150.0277220.30370.38095
16-0.010172-0.11140.455729
17-0.080384-0.88060.190159
18-0.009553-0.10460.458415
190.0183770.20130.420397
200.0366120.40110.344544
210.0149750.1640.434985
22-0.072003-0.78880.215906
23-0.011516-0.12610.449912
240.0546060.59820.275426
25-0.151343-1.65790.049977
26-0.064686-0.70860.239974
270.0152370.16690.43386
28-0.039744-0.43540.332037
29-0.01092-0.11960.452489
30-0.025882-0.28350.388634
31-0.049281-0.53980.295152
320.0097640.1070.4575
330.0213950.23440.407546
34-0.063792-0.69880.243013
35-0.005711-0.06260.47511
36-0.052872-0.57920.281776
37-0.058437-0.64010.261651
38-0.022911-0.2510.401129
39-0.022489-0.24640.402915
40-0.030221-0.33110.370591
410.010980.12030.45223
42-0.021815-0.2390.405766
430.0259650.28440.388283
440.0302370.33120.370525
45-0.007266-0.07960.468346
46-0.085818-0.94010.17453
47-0.015531-0.17010.432598
48-0.017385-0.19040.424641
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Aug/16/t1281961088z97idfhjlsskycn/1vjy91281961111.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Aug/16/t1281961088z97idfhjlsskycn/1vjy91281961111.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Aug/16/t1281961088z97idfhjlsskycn/2vjy91281961111.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Aug/16/t1281961088z97idfhjlsskycn/2vjy91281961111.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')
 





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Software written by Ed van Stee & Patrick Wessa


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