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cijferreeks - verkoop eengezinswoningen - Anne-Sophie De Smedt

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sun, 26 Apr 2009 08:36:06 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Apr/26/t1240756600c3x6conlico6ipz.htm/, Retrieved Sun, 26 Apr 2009 16:36:40 +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/2009/Apr/26/t1240756600c3x6conlico6ipz.htm/},
    year = {2009},
}
@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 = {2009},
    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 «

53 59 73 72 62 58 55 56 52 52 43 37 43 55 68 68 64 65 57 59 54 57 43 42 52 51 58 60 61 58 62 61 49 51 47 40 45 50 58 52 50 50 46 46 38 37 34 29 30 40 46 46 47 47 43 46 37 41 39 36 48 55 56 53 52 53 52 56 51 48 42 42 44 50 60 66 58 59 55 57 57 56 53 51 45 58 74 65 65 55 52 59 54 57 45 40 47 47 60 58 63 64 64 63 55 54 44

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	1 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.773184	7.9979	0
2	0.515666	5.3341	0
3	0.266774	2.7595	0.003405
4	0.096911	1.0025	0.159193
5	0.051465	0.5324	0.297789
6	-0.011364	-0.1176	0.453321
7	-0.011746	-0.1215	0.45176
8	-0.041285	-0.4271	0.335097
9	0.053126	0.5495	0.29189
10	0.261971	2.7099	0.003921
11	0.450258	4.6575	5e-06
12	0.555191	5.7429	0
13	0.44943	4.6489	5e-06
14	0.300419	3.1076	0.001208
15	0.110553	1.1436	0.127678
16	-0.025796	-0.2668	0.395054
17	-0.107078	-1.1076	0.135254
18	-0.195867	-2.0261	0.022623
19	-0.204429	-2.1146	0.018392
20	-0.215062	-2.2246	0.014103
21	-0.102129	-1.0564	0.146575
22	0.051235	0.53	0.298611
23	0.162434	1.6802	0.047915
24	0.248103	2.5664	0.00583
25	0.187129	1.9357	0.027773
26	0.045708	0.4728	0.318655
27	-0.122948	-1.2718	0.103104
28	-0.230325	-2.3825	0.00948
29	-0.315196	-3.2604	0.000746
30	-0.368641	-3.8133	0.000115
31	-0.355846	-3.6809	0.000183
32	-0.343518	-3.5534	0.000284
33	-0.249082	-2.5765	0.005671
34	-0.118777	-1.2286	0.11095
35	-0.003903	-0.0404	0.483936
36	0.091535	0.9468	0.172927
37	0.023081	0.2387	0.405878
38	-0.091582	-0.9473	0.172802
39	-0.219377	-2.2693	0.012629
40	-0.290354	-3.0034	0.001662
41	-0.329327	-3.4066	0.000464
42	-0.374214	-3.8709	9.3e-05
43	-0.352646	-3.6478	0.000205
44	-0.326675	-3.3792	0.000508
45	-0.244453	-2.5286	0.006455
46	-0.115982	-1.1997	0.116448
47	0.020381	0.2108	0.416713
48	0.087737	0.9076	0.183075

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.773184	7.9979	0
2	-0.20425	-2.1128	0.018473
3	-0.143856	-1.4881	0.069838
4	0.010161	0.1051	0.458245
5	0.1419	1.4678	0.072542
6	-0.17256	-1.785	0.038549
7	0.089884	0.9298	0.177293
8	-0.087276	-0.9028	0.184333
9	0.330706	3.4208	0.000442
10	0.315599	3.2646	0.000736
11	0.152988	1.5825	0.058241
12	-0.027518	-0.2847	0.388231
13	-0.209221	-2.1642	0.016337
14	0.005314	0.055	0.478133
15	-0.124965	-1.2926	0.099459
16	-0.048698	-0.5037	0.307742
17	-0.118975	-1.2307	0.11057
18	-0.031367	-0.3245	0.37311
19	0.113303	1.172	0.121897
20	-0.048617	-0.5029	0.308035
21	0.046874	0.4849	0.314381
22	-0.065781	-0.6804	0.248847
23	-0.077891	-0.8057	0.211099
24	0.048055	0.4971	0.310075
25	-0.087748	-0.9077	0.183046
26	-0.276766	-2.8629	0.002526
27	-0.048423	-0.5009	0.308736
28	0.110114	1.139	0.128616
29	-0.081943	-0.8476	0.19927
30	0.027749	0.287	0.38732
31	-0.014339	-0.1483	0.441185
32	-0.0686	-0.7096	0.239746
33	0.03883	0.4017	0.344366
34	0.020489	0.2119	0.416279
35	-0.182711	-1.89	0.030733
36	0.087812	0.9083	0.18287
37	-0.159519	-1.6501	0.05093
38	-0.054899	-0.5679	0.285653
39	0.090812	0.9394	0.174829
40	0.083842	0.8673	0.193869
41	-0.103172	-1.0672	0.144138
42	0.006378	0.066	0.473761
43	0.042352	0.4381	0.331101
44	-0.032506	-0.3362	0.368671
45	-0.037234	-0.3851	0.350446
46	-0.094033	-0.9727	0.166452
47	0.054287	0.5615	0.2878
48	0.056979	0.5894	0.278419

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t1240756600c3x6conlico6ipz/14yoz1240756561.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t1240756600c3x6conlico6ipz/14yoz1240756561.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t1240756600c3x6conlico6ipz/27jd61240756561.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t1240756600c3x6conlico6ipz/27jd61240756561.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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')

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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