Home » date » 2010 » Dec » 14 »

Faillissementen Wallonie

*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: Tue, 14 Dec 2010 10:14:14 +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/Dec/14/t1292321550ujntk2oeoq0n6jg.htm/, Retrieved Tue, 14 Dec 2010 11:12:32 +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/2010/Dec/14/t1292321550ujntk2oeoq0n6jg.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:

Dataseries X:

» Textbox « » Textfile « » CSV «

182 213 227 209 219 221 114 97 205 215 224 189 182 201 198 173 238 258 122 101 259 243 188 173 224 215 196 159 187 208 131 93 210 228 176 195 188 188 190 188 176 225 93 79 235 247 195 197 211 156 209 180 185 303 129 85 249 231 212 240 234 217 287 221 208 241 156 96 320 242 227 200

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.277148	2.1468	0.017931
2	0.055498	0.4299	0.334408
3	-0.083021	-0.6431	0.261313
4	0.08177	0.6334	0.264444
5	0.097971	0.7589	0.225447
6	0.222826	1.726	0.044747
7	0.143491	1.1115	0.135399
8	0.15726	1.2181	0.113971
9	0.160073	1.2399	0.109916
10	0.010214	0.0791	0.4686
11	-0.127442	-0.9872	0.163763
12	-0.249066	-1.9293	0.029216
13	0.013463	0.1043	0.458645
14	0.232352	1.7998	0.038461
15	0.171282	1.3267	0.09481
16	-0.05354	-0.4147	0.339912
17	-0.104918	-0.8127	0.209805
18	-0.021441	-0.1661	0.434325
19	-0.102129	-0.7911	0.216005
20	-0.007909	-0.0613	0.475676
21	-0.091718	-0.7104	0.240089
22	-0.00353	-0.0273	0.489138
23	0.047659	0.3692	0.356651
24	-0.085513	-0.6624	0.255131
25	-0.198464	-1.5373	0.064739
26	-0.225195	-1.7443	0.04311
27	-0.041082	-0.3182	0.375711
28	0.02388	0.185	0.426936
29	0.06662	0.516	0.303864
30	-0.20175	-1.5627	0.061686
31	-0.183802	-1.4237	0.079853
32	-0.163833	-1.269	0.104663
33	-0.023232	-0.18	0.428896
34	-0.076225	-0.5904	0.278557
35	-0.03527	-0.2732	0.392818
36	-0.004387	-0.034	0.486502
37	0.059108	0.4579	0.324356
38	0.002818	0.0218	0.49133
39	-0.086465	-0.6698	0.252792
40	-0.135007	-1.0458	0.149934
41	-0.054321	-0.4208	0.337713
42	0.147736	1.1444	0.12851
43	0.144017	1.1155	0.134532
44	0.033729	0.2613	0.397391
45	-0.046519	-0.3603	0.359933
46	-0.051214	-0.3967	0.346497
47	-0.081894	-0.6344	0.264132
48	-0.049588	-0.3841	0.351129

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.277148	2.1468	0.017931
2	-0.023086	-0.1788	0.429339
3	-0.100096	-0.7753	0.220591
4	0.145126	1.1241	0.132715
5	0.046702	0.3618	0.359404
6	0.181178	1.4034	0.082826
7	0.060847	0.4713	0.319561
8	0.111547	0.864	0.195503
9	0.14022	1.0861	0.140881
10	-0.100711	-0.7801	0.219199
11	-0.142299	-1.1022	0.137378
12	-0.267731	-2.0738	0.021197
13	0.057545	0.4457	0.328695
14	0.178939	1.3861	0.08543
15	-0.011919	-0.0923	0.463374
16	-0.062965	-0.4877	0.313761
17	-0.004046	-0.0313	0.487553
18	0.127104	0.9845	0.1644
19	-0.137275	-1.0633	0.145946
20	0.024267	0.188	0.425766
21	-0.097266	-0.7534	0.227071
22	-0.045463	-0.3522	0.362978
23	0.012185	0.0944	0.46256
24	-0.255261	-1.9772	0.026307
25	-0.00554	-0.0429	0.482956
26	-0.038426	-0.2976	0.383501
27	0.110636	0.857	0.197432
28	-0.009746	-0.0755	0.470037
29	0.028552	0.2212	0.412859
30	-0.092077	-0.7132	0.239237
31	-0.121787	-0.9434	0.17464
32	-0.035629	-0.276	0.391757
33	-0.010165	-0.0787	0.468751
34	-0.004997	-0.0387	0.484626
35	0.017517	0.1357	0.446262
36	0.014293	0.1107	0.456106
37	0.079237	0.6138	0.270844
38	0.023792	0.1843	0.427203
39	0.128257	0.9935	0.162235
40	-0.075356	-0.5837	0.280804
41	-0.03238	-0.2508	0.401406
42	0.075052	0.5813	0.281591
43	-0.080662	-0.6248	0.267234
44	0.019371	0.15	0.440615
45	-0.047348	-0.3668	0.357545
46	-0.005547	-0.043	0.482934
47	-0.130316	-1.0094	0.158413
48	-0.0047	-0.0364	0.48554

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/14/t1292321550ujntk2oeoq0n6jg/10suv1292321652.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/14/t1292321550ujntk2oeoq0n6jg/10suv1292321652.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/14/t1292321550ujntk2oeoq0n6jg/20suv1292321652.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/14/t1292321550ujntk2oeoq0n6jg/20suv1292321652.ps (open in new window)

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by