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ACF bij d=0 en D=0

*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: Fri, 17 Dec 2010 13:29:13 +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/17/t1292592503pbq91dhqpgf5dl2.htm/, Retrieved Fri, 17 Dec 2010 14:28:23 +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/17/t1292592503pbq91dhqpgf5dl2.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 «
548604 563668 586111 604378 600991 544686 537034 551531 563250 574761 580112 575093 557560 564478 580523 596594 586570 536214 523597 536535 536322 532638 528222 516141 501866 506174 517945 533590 528379 477580 469357 490243 492622 507561 516922 514258 509846 527070 541657 564591 555362 498662 511038 525919 531673 548854 560576 557274 565742 587625 619916 625809 619567 572942 572775 574205 579799 590072 593408 597141 595404 612117 628232 628884 620735 569028 567456 573100 584428 589379 590865 595454 594167
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8740077.46750
20.6865345.86570
30.5701934.87173e-06
40.5406264.61918e-06
50.5651044.82824e-06
60.561524.79764e-06
70.498974.26323e-05
80.4080663.48650.000416
90.343062.93110.002253
100.3483122.9760.001979
110.4159953.55430.000335
120.4330423.69990.000208
130.2754232.35320.010654
140.0822360.70260.242262
15-0.041032-0.35060.363457
16-0.087739-0.74960.22794
17-0.087383-0.74660.228852
18-0.112907-0.96470.168946
19-0.183911-1.57130.060214
20-0.267327-2.2840.01264
21-0.321032-2.74290.003828
22-0.309513-2.64450.005005
23-0.244107-2.08560.020253
24-0.212406-1.81480.036832
25-0.31159-2.66220.004771
26-0.427745-3.65470.000241
27-0.483344-4.12974.8e-05
28-0.475431-4.06216.1e-05
29-0.426082-3.64040.000253
30-0.400662-3.42330.000509
31-0.402303-3.43730.000487
32-0.407699-3.48340.00042
33-0.395675-3.38060.000582
34-0.337351-2.88230.002591
35-0.238848-2.04070.022448
36-0.182521-1.55950.061606
37-0.222185-1.89830.030802
38-0.271011-2.31550.011699
39-0.277642-2.37220.010161
40-0.238402-2.03690.022643
41-0.175381-1.49850.069163
42-0.137088-1.17130.122648
43-0.115711-0.98860.163053
44-0.1043-0.89110.187891
45-0.086686-0.74060.230643
46-0.034371-0.29370.384923
470.0357890.30580.380322
480.0783260.66920.252734
490.0563520.48150.315811
500.0195660.16720.43385
510.0049260.04210.483272
520.0178470.15250.439612
530.0426540.36440.358294
540.0514420.43950.330792
550.0563240.48120.315895
560.0541940.4630.322358
570.0500650.42780.335044
580.0590250.50430.307782
590.0772910.66040.255546
600.0863230.73750.231578


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8740077.46750
2-0.327623-2.79920.003275
30.2842782.42890.008804
40.1487671.27110.103871
50.170251.45460.07503
6-0.089718-0.76650.222911
7-0.054423-0.4650.32166
8-0.049024-0.41890.338275
90.0405980.34690.364843
100.1462161.24930.107779
110.1792071.53110.065028
12-0.210268-1.79650.038273
13-0.612674-5.23471e-06
140.1257391.07430.143109
15-0.080641-0.6890.246506
16-0.15428-1.31820.095785
17-0.117495-1.00390.159377
18-0.033994-0.29040.386148
19-0.033647-0.28750.387278
200.0022510.01920.492352
210.0667980.57070.284971
22-0.003727-0.03180.487342
230.0173370.14810.441325
240.1176581.00530.159043
25-0.083437-0.71290.239094
260.0902890.77140.221471
27-0.046162-0.39440.347215
280.0116010.09910.460656
29-0.010393-0.08880.464744
300.0103650.08860.464836
310.0929270.7940.214895
32-0.025943-0.22170.412599
33-0.006783-0.0580.476972
34-0.013072-0.11170.455688
350.0394210.33680.368611
36-0.154423-1.31940.095581
370.0644690.55080.291719
38-0.054667-0.46710.320919
39-0.099571-0.85070.198849
40-0.038219-0.32650.372475
41-0.047401-0.4050.343333
42-0.023222-0.19840.421638
43-0.02847-0.24320.404247
44-0.071306-0.60920.272129
450.0106250.09080.463957
46-0.008505-0.07270.471134
47-0.067686-0.57830.282417
480.1500851.28230.101893
490.0230140.19660.422332
50-0.088734-0.75810.225403
510.0193610.16540.434535
520.038080.32540.372923
53-0.074668-0.6380.262747
540.0246730.21080.416814
550.0103410.08840.464918
56-0.033375-0.28520.388167
57-0.062321-0.53250.298007
58-0.064013-0.54690.293048
59-0.011346-0.09690.461519
600.0055970.04780.480996
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292592503pbq91dhqpgf5dl2/1jtl31292592549.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292592503pbq91dhqpgf5dl2/1jtl31292592549.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292592503pbq91dhqpgf5dl2/2jtl31292592549.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292592503pbq91dhqpgf5dl2/2jtl31292592549.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ;
 
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')
 




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