autocorrelation olieproductie KT

*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: Sat, 18 Dec 2010 13:59:09 +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/18/t1292680655ztpmgsfh38wencn.htm/, Retrieved Sat, 18 Dec 2010 14:57:36 +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/18/t1292680655ztpmgsfh38wencn.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 «

78.33 78.21 78.94 77.94 77.31 75.75 77.73 77.90 77.45 77.46 77.97 77.23 76.56 76.70 76.51 76.03 76.69 76.38 76.80 76.63 77.17 78.63 78.89 76.94 77.50 79.27 79.77 78.62 78.60 77.88 78.71 79.27 80.12 81.12 81.48 82.81 82.39 82.41 82.20 81.99 81.61 83.51 84.05 82.99 83.54 84.44 84.24 83.88 84.17 84.59 84.76 85.14 85.22 84.77 84.50 84.56 83.79 83.96 84.80 84.89 84.78 84.80 84.44 84.65 84.22 84.08 85.29 85.00 84.63 84.92 84.61 84.50 84.29 84.50 84.41 84.71 84.21 83.86 84.40 83.71 84.42 85.26 85.08 85.65 85.74 85.89 86.08 85.49 85.97 85.84 86.72 85.42 83.87 85.45 85.35 84.27 83.13 83.79 83.70 83.76 83.47 83.78 84.83 84.43 84.90 85.36 85.49 85.29

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 'RServer@AstonUniversity' @ vre.aston.ac.uk Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.964949 10.028 0 2 0.932253 9.6883 0 3 0.916424 9.5238 0 4 0.896789 9.3197 0 5 0.866606 9.006 0 6 0.831247 8.6386 0 7 0.810553 8.4235 0 8 0.789877 8.2086 0 9 0.764054 7.9403 0 10 0.734585 7.634 0 11 0.707261 7.3501 0 12 0.680095 7.0678 0 13 0.644704 6.7 0 14 0.611742 6.3574 0 15 0.577219 5.9986 0 16 0.54111 5.6234 0 17 0.499234 5.1882 1e-06 18 0.453983 4.7179 4e-06 19 0.416476 4.3282 1.7e-05 20 0.374176 3.8886 8.7e-05 21 0.330361 3.4332 0.000423 22 0.296427 3.0806 0.001311 23 0.267989 2.785 0.003161 24 0.2341 2.4328 0.008312 25 0.19299 2.0056 0.023699 26 0.157877 1.6407 0.051884 27 0.126867 1.3184 0.095073 28 0.09371 0.9739 0.16615 29 0.06203 0.6446 0.260264 30 0.028496 0.2961 0.383847 31 0.00538 0.0559 0.477757 32 -0.018573 -0.193 0.423653 33 -0.040354 -0.4194 0.33789 34 -0.059948 -0.623 0.2673 35 -0.075809 -0.7878 0.21626 36 -0.090212 -0.9375 0.175293 37 -0.108516 -1.1277 0.130966 38 -0.119599 -1.2429 0.108297 39 -0.131425 -1.3658 0.087418 40 -0.148771 -1.5461 0.062506 41 -0.16729 -1.7385 0.042484 42 -0.179384 -1.8642 0.032503 43 -0.188182 -1.9556 0.026545 44 -0.199099 -2.0691 0.020462 45 -0.209329 -2.1754 0.01589 46 -0.219349 -2.2795 0.0123 47 -0.226106 -2.3498 0.010301 48 -0.23079 -2.3984 0.00909 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.964949 10.028 0 2 0.016358 0.17 0.432666 3 0.22915 2.3814 0.009499 4 -0.049272 -0.5121 0.304831 5 -0.114484 -1.1898 0.118375 6 -0.128243 -1.3327 0.092711 7 0.144724 1.504 0.067748 8 -0.028075 -0.2918 0.385515 9 0.019348 0.2011 0.42051 10 -0.081056 -0.8424 0.200725 11 -0.027918 -0.2901 0.386135 12 -0.073082 -0.7595 0.224606 13 -0.096541 -1.0033 0.158983 14 0.014098 0.1465 0.441896 15 -0.080488 -0.8365 0.202372 16 -0.03708 -0.3853 0.350371 17 -0.12437 -1.2925 0.099473 18 -0.089707 -0.9323 0.176641 19 0.019614 0.2038 0.419432 20 -0.087036 -0.9045 0.183869 21 -0.008804 -0.0915 0.463634 22 0.116484 1.2105 0.114358 23 0.046745 0.4858 0.31405 24 -0.058009 -0.6028 0.273937 25 -0.08821 -0.9167 0.180671 26 -0.020454 -0.2126 0.416033 27 -0.003751 -0.039 0.48449 28 0.025026 0.2601 0.397651 29 0.093197 0.9685 0.167472 30 -0.069298 -0.7202 0.236489 31 0.099008 1.0289 0.152907 32 -0.039903 -0.4147 0.339597 33 0.085073 0.8841 0.189301 34 -0.005607 -0.0583 0.476822 35 0.083937 0.8723 0.192491 36 -0.037354 -0.3882 0.349319 37 -0.015841 -0.1646 0.434774 38 0.020307 0.211 0.416628 39 -0.054328 -0.5646 0.286759 40 -0.08172 -0.8493 0.198809 41 -0.050052 -0.5202 0.302012 42 0.042506 0.4417 0.329784 43 -0.020991 -0.2181 0.413862 44 0.058433 0.6073 0.27248 45 -0.074913 -0.7785 0.218983 46 -0.09476 -0.9848 0.163467 47 -0.045441 -0.4722 0.318856 48 0.02018 0.2097 0.417141

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292680655ztpmgsfh38wencn/1fcan1292680746.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/18/t1292680655ztpmgsfh38wencn/1fcan1292680746.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/18/t1292680655ztpmgsfh38wencn/2fcan1292680746.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/18/t1292680655ztpmgsfh38wencn/2fcan1292680746.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')

Copyright

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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