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Autocorrelatie non seasoning 1 boekenverkoop Noorwegen

*Unverified author*

R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 17 Nov 2010 15:43:32 +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/Nov/17/t12900086608ftk0acxto6pdby.htm/, Retrieved Wed, 17 Nov 2010 16:44:20 +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/Nov/17/t12900086608ftk0acxto6pdby.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:

Autocorrelatie (degree non seasoning=1) indexcijfer van de boekenverkoop in Noorwegen (2001-2009)

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W12

Dataseries X:

» Textbox « » Textfile « » CSV «

90 69,3 87,3 57,4 56,2 61,6 77,7 177,2 97,6 81,6 96,8 191,3 106 75,1 72 63,5 57,4 62,3 79,4 178,1 109,3 85,2 102,7 193,7 108,4 73,4 85,9 58,5 58,6 62,7 77,5 180,5 102,2 82,6 97,8 197,8 93,8 72,4 77,7 58,7 53,1 64,3 76,4 188,4 105,5 79,8 96,1 202,5 97,3 89,5 64,7 61,2 57,8 62 76,3 195 110,9 81,4 101,7 202,2 97,4 68,5 86,8 59,1 62,4 66,2 68 198,5 120,4 90,2 103,2 207,3 106,4 75,5 97,3 60 67,5 71,2 73,7 213,3 114,6 96,1 117 229,2 105,6 99,9 79,3 72,5 67,4 78,3 85,7 177,4 113,6 94,1 105,7 228,3 100,3 70,3 94,2 66,5 64,4 73,7 87,9 152,2 97,3 89,3 107,6 228,4

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.29791	-3.0816	0.001309
2	-0.232147	-2.4014	0.00903
3	-0.078654	-0.8136	0.208839
4	0.366269	3.7887	0.000125
5	-0.161598	-1.6716	0.048765
6	-0.126611	-1.3097	0.096555
7	-0.160494	-1.6602	0.049905
8	0.322713	3.3382	0.00058
9	-0.054359	-0.5623	0.287546
10	-0.227856	-2.357	0.010122
11	-0.283037	-2.9278	0.002086
12	0.870692	9.0065	0
13	-0.251626	-2.6028	0.005278
14	-0.220942	-2.2854	0.012129
15	-0.072776	-0.7528	0.226611
16	0.349332	3.6135	0.000231
17	-0.157876	-1.6331	0.052696
18	-0.113161	-1.1705	0.122191
19	-0.126993	-1.3136	0.095891
20	0.270406	2.7971	0.003058
21	-0.045453	-0.4702	0.319597
22	-0.205538	-2.1261	0.017897
23	-0.243869	-2.5226	0.00656
24	0.762588	7.8883	0
25	-0.224077	-2.3179	0.011179
26	-0.190139	-1.9668	0.025897
27	-0.072383	-0.7487	0.22783
28	0.31452	3.2534	0.000763
29	-0.133328	-1.3792	0.085362
30	-0.096042	-0.9935	0.161363
31	-0.109409	-1.1317	0.130138
32	0.226766	2.3457	0.010418
33	-0.036481	-0.3774	0.353327
34	-0.172652	-1.7859	0.038472
35	-0.209838	-2.1706	0.016087
36	0.646823	6.6908	0
37	-0.188478	-1.9496	0.026918
38	-0.160362	-1.6588	0.050043
39	-0.068551	-0.7091	0.239903
40	0.266375	2.7554	0.003446
41	-0.101938	-1.0545	0.147024
42	-0.083542	-0.8642	0.194715
43	-0.093676	-0.969	0.167368
44	0.191541	1.9813	0.025061
45	-0.036157	-0.374	0.354567
46	-0.138257	-1.4301	0.077794
47	-0.17073	-1.766	0.04012
48	0.517618	5.3543	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.29791	-3.0816	0.001309
2	-0.352151	-3.6427	0.000209
3	-0.347108	-3.5905	0.00025
4	0.15291	1.5817	0.058333
5	-0.055268	-0.5717	0.284364
6	-0.077967	-0.8065	0.210872
7	-0.30988	-3.2054	0.000889
8	-0.031334	-0.3241	0.373238
9	-0.035995	-0.3723	0.355188
10	-0.24356	-2.5194	0.006617
11	-0.626605	-6.4817	0
12	0.642963	6.6509	0
13	0.108593	1.1233	0.131913
14	0.043898	0.4541	0.325343
15	0.109099	1.1285	0.13081
16	-0.157926	-1.6336	0.052641
17	-0.115762	-1.1975	0.116888
18	-0.053105	-0.5493	0.291966
19	0.049031	0.5072	0.306535
20	-0.026372	-0.2728	0.392768
21	-0.071107	-0.7355	0.23181
22	-0.007844	-0.0811	0.46774
23	0.024742	0.2559	0.399247
24	0.042606	0.4407	0.330154
25	-0.01296	-0.1341	0.446806
26	0.075409	0.78	0.218544
27	-0.035085	-0.3629	0.358688
28	-0.13882	-1.436	0.076965
29	0.053942	0.558	0.289012
30	0.023721	0.2454	0.40332
31	-0.034219	-0.354	0.362032
32	0.01977	0.2045	0.419176
33	-0.009897	-0.1024	0.459324
34	0.03474	0.3594	0.36002
35	0.030863	0.3193	0.375078
36	-0.049628	-0.5134	0.304382
37	0.035465	0.3669	0.357228
38	-0.0212	-0.2193	0.41342
39	-0.020233	-0.2093	0.417308
40	-0.019913	-0.206	0.418597
41	0.035941	0.3718	0.355399
42	-0.024113	-0.2494	0.401753
43	-0.00716	-0.0741	0.470548
44	0.061095	0.632	0.264378
45	-0.047101	-0.4872	0.31355
46	0.027377	0.2832	0.38879
47	0.062848	0.6501	0.258509
48	-0.144854	-1.4984	0.06849

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/17/t12900086608ftk0acxto6pdby/1sl691290008608.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/17/t12900086608ftk0acxto6pdby/1sl691290008608.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/17/t12900086608ftk0acxto6pdby/2sl691290008608.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/17/t12900086608ftk0acxto6pdby/2sl691290008608.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')

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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