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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 08:38:43 -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/t12407567535cmyz3lv3o4649x.htm/, Retrieved Sun, 26 Apr 2009 16:39:14 +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/t12407567535cmyz3lv3o4649x.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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.088417	0.9103	0.182362
2	-0.020256	-0.2085	0.4176
3	-0.160651	-1.654	0.050543
4	-0.275099	-2.8323	0.002766
5	0.039855	0.4103	0.341195
6	-0.141431	-1.4561	0.074157
7	0.054856	0.5648	0.28671
8	-0.272966	-2.8104	0.002948
9	-0.283808	-2.922	0.002126
10	0.047851	0.4927	0.311637
11	0.173575	1.7871	0.038393
12	0.481884	4.9613	1e-06
13	0.11973	1.2327	0.110207
14	0.082669	0.8511	0.198309
15	-0.109871	-1.1312	0.130264
16	-0.137601	-1.4167	0.079753
17	0.022642	0.2331	0.408063
18	-0.157549	-1.6221	0.05388
19	0.004369	0.045	0.482103
20	-0.257139	-2.6474	0.004674
21	-0.124506	-1.2819	0.101342
22	0.07017	0.7224	0.235807
23	0.070066	0.7214	0.236134
24	0.331196	3.4099	0.00046
25	0.186922	1.9245	0.028488
26	0.061799	0.6363	0.262989
27	-0.137932	-1.4201	0.079257
28	-0.055005	-0.5663	0.286191
29	-0.061647	-0.6347	0.263497
30	-0.151539	-1.5602	0.060848
31	0.017907	0.1844	0.427042
32	-0.194228	-1.9997	0.024045
33	-0.101685	-1.0469	0.148761
34	0.02276	0.2343	0.40759
35	0.040721	0.4193	0.33794
36	0.366549	3.7739	0.000133
37	0.115075	1.1848	0.11938
38	0.033985	0.3499	0.363556
39	-0.115924	-1.1935	0.117667
40	-0.079753	-0.8211	0.206713
41	0.015331	0.1578	0.437441
42	-0.150342	-1.5479	0.062318
43	-0.007725	-0.0795	0.46838
44	-0.118149	-1.2164	0.113263
45	-0.105325	-1.0844	0.140327
46	-0.031473	-0.324	0.373276
47	0.130841	1.3471	0.090412
48	0.277755	2.8597	0.002554

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.088417	0.9103	0.182362
2	-0.028295	-0.2913	0.38569
3	-0.157665	-1.6233	0.053752
4	-0.256068	-2.6364	0.004819
5	0.077059	0.7934	0.214666
6	-0.200039	-2.0595	0.020947
7	0.002297	0.0237	0.490587
8	-0.395433	-4.0712	4.5e-05
9	-0.343296	-3.5344	0.000304
10	-0.139369	-1.4349	0.077131
11	0.036437	0.3751	0.354154
12	0.228588	2.3535	0.010222
13	-0.011487	-0.1183	0.45304
14	0.098913	1.0184	0.15541
15	-0.01555	-0.1601	0.436554
16	0.068027	0.7004	0.242613
17	-0.046918	-0.483	0.315029
18	-0.142043	-1.4624	0.073292
19	0.012755	0.1313	0.447884
20	-0.052819	-0.5438	0.293858
21	0.059953	0.6173	0.269194
22	0.033528	0.3452	0.365318
23	-0.034476	-0.355	0.361664
24	0.051384	0.529	0.298946
25	0.209454	2.1565	0.016654
26	-0.023845	-0.2455	0.403272
27	-0.170577	-1.7562	0.040971
28	0.0423	0.4355	0.332041
29	-0.088083	-0.9069	0.183265
30	-0.056415	-0.5808	0.281295
31	0.038099	0.3923	0.347829
32	-0.082478	-0.8492	0.198852
33	-0.053043	-0.5461	0.293068
34	0.110064	1.1332	0.129848
35	-0.150797	-1.5525	0.061756
36	0.101217	1.0421	0.149871
37	-0.004925	-0.0507	0.479827
38	-0.160595	-1.6534	0.050601
39	-0.131812	-1.3571	0.088818
40	0.05293	0.545	0.293466
41	-0.040518	-0.4172	0.338703
42	-0.095471	-0.9829	0.163939
43	-0.00374	-0.0385	0.48468
44	-0.003376	-0.0348	0.486167
45	0.07749	0.7978	0.213382
46	-0.098084	-1.0098	0.157437
47	-0.084809	-0.8732	0.192273
48	0.013731	0.1414	0.443923

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t12407567535cmyz3lv3o4649x/1p1nr1240756719.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t12407567535cmyz3lv3o4649x/1p1nr1240756719.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t12407567535cmyz3lv3o4649x/2m60r1240756719.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Apr/26/t12407567535cmyz3lv3o4649x/2m60r1240756719.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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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