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gedifferentieerde autocorrelation omzet product A

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 19 Aug 2010 14:39:08 +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/19/t1282228718fr8xmlshmxg26z9.htm/, Retrieved Thu, 19 Aug 2010 16:38:39 +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/19/t1282228718fr8xmlshmxg26z9.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:
Sebastien Delforge
 
Dataseries X:
» Textbox « » Textfile « » CSV «
75 74 73 71 91 90 75 65 66 66 67 69 75 79 75 77 100 100 94 83 83 83 84 88 89 98 94 84 111 98 98 83 79 78 80 94 98 104 94 90 115 104 114 99 96 98 104 111 117 125 117 118 151 145 155 133 124 125 131 133 136 141 130 137 177 183 191 166 156 153 164 164 168 173 164 165 205 207 215 190 169 175 188 188 196 201 194 197 237 236 244 222 195 199 207 204 212 222 214 217 258 256 251 223 198 206 214 212 227 238 228 235 275 278 278 251 225 232 238 239
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0746340.81420.208589
2-0.150114-1.63750.052079
3-0.257257-2.80630.002928
4-0.235981-2.57420.005636
50.0300960.32830.371627
60.1514631.65230.050558
7-0.001475-0.01610.493595
8-0.207797-2.26680.012604
9-0.22084-2.40910.008763
10-0.139956-1.52670.06474
110.0557970.60870.271949
120.8504889.27770
130.0447450.48810.313186
14-0.113417-1.23720.109219
15-0.251048-2.73860.003559
16-0.222714-2.42950.008307
170.0480520.52420.30056
180.1583941.72790.043302
19-0.004566-0.04980.480177
20-0.164532-1.79480.037609
21-0.187609-2.04660.021451
22-0.107457-1.17220.121725
230.0551690.60180.274219
240.7134717.78310
250.0187730.20480.419045
26-0.100518-1.09650.137532
27-0.225887-2.46410.007582
28-0.189672-2.06910.020352
290.0616750.67280.25119
300.1462771.59570.056605
31-0.00943-0.10290.459121
32-0.119066-1.29890.098253
33-0.175981-1.91970.028643
34-0.109187-1.19110.117994
350.0392750.42840.334554
360.5797536.32440
370.0328270.35810.360453
38-0.088014-0.96010.16947
39-0.197013-2.14920.016824
40-0.15861-1.73020.043091
410.0778390.84910.198759
420.113821.24160.108408
43-0.039626-0.43230.333163
44-0.083949-0.91580.180817
45-0.14928-1.62850.053037
46-0.091561-0.99880.159955
470.015160.16540.434466
480.4670855.09531e-06


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0746340.81420.208589
2-0.156556-1.70780.045138
3-0.239796-2.61590.005027
4-0.247113-2.69570.004021
5-0.036937-0.40290.343861
60.018070.19710.422034
7-0.136868-1.4930.069036
8-0.286497-3.12530.001116
9-0.285745-3.11710.001145
10-0.351498-3.83440.000101
11-0.414478-4.52147e-06
120.7186627.83970
13-0.225378-2.45860.007694
140.082070.89530.186224
15-0.030647-0.33430.369365
160.0464070.50620.306814
17-0.091325-0.99620.160578
180.0340070.3710.355658
190.0016240.01770.492946
200.0371230.4050.343115
21-0.016838-0.18370.427287
220.1042461.13720.128872
230.0258710.28220.389132
24-0.006468-0.07060.471934
250.031150.33980.367301
26-0.037611-0.41030.341167
270.0944411.03020.152497
280.0401010.43750.331288
290.0523260.57080.284604
30-0.011966-0.13050.448181
310.0738380.80550.211077
320.0640170.69830.243162
33-0.03236-0.3530.362354
34-0.067184-0.73290.232534
350.0039980.04360.482643
36-0.102558-1.11880.132745
370.1155281.26030.10502
38-0.091419-0.99730.16033
390.0668960.72980.233489
40-0.049914-0.54450.293561
410.0613360.66910.252365
42-0.164729-1.7970.037438
43-0.071864-0.78390.217315
44-0.063266-0.69020.245722
45-0.003193-0.03480.486135
46-0.091113-0.99390.161137
47-0.075263-0.8210.206638
48-0.016398-0.17890.429167
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Aug/19/t1282228718fr8xmlshmxg26z9/1unm61282228744.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Aug/19/t1282228718fr8xmlshmxg26z9/1unm61282228744.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Aug/19/t1282228718fr8xmlshmxg26z9/2unm61282228744.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Aug/19/t1282228718fr8xmlshmxg26z9/2unm61282228744.ps (open in new window)


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