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Autocorrelation zonder trend - Verkoop vrouwenkeling 2000-2008 - Amelie Barratt

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 07 May 2009 12:57:37 -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/May/07/t1241722713g62me3xn3vne55o.htm/, Retrieved Thu, 07 May 2009 20:58:33 +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/May/07/t1241722713g62me3xn3vne55o.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 «
461683 731993 522673 572709 382812 942567 802385 272643 992660 672651 122826 493878 801948 742156 612673 662804 572750 202510 652313 492663 292397 382618 872790 913865 221989 842162 142783 112683 862759 392482 602262 542540 982375 112533 622742 883970 562056 322091 832619 82723 872811 562534 112447 342593 422622 682787 602944 84298 942258 722391 662901 3007 452988 12759 942577 52626 882755 22968 433067 904437 812315 32428 53073 403145 243133 313018 32720 922852 192947 693108 33335 944749 962536 292541 953227 193417 73378 433219 962953 632986 333186 733212 463421 495024 752596 22640 123421 243440 623653 413304 852981 613232 493203 253344 803665 574904 132570 132785 393406 333452 583642 893230 272991 373159 133072 653091 373307
 
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
1-0.561438-5.78040
20.0711670.73270.232677
3-0.064583-0.66490.253772
40.1309881.34860.090169
5-0.142317-1.46520.072907
60.0655710.67510.250542
70.0689220.70960.239758
8-0.115201-1.18610.119123
9-0.038123-0.39250.347739
100.1354391.39440.083051
110.0074020.07620.469697
12-0.11729-1.20760.114949
130.1302251.34070.091434
14-0.088174-0.90780.183021
150.0206640.21270.415968
16-0.026146-0.26920.394155
170.0188390.1940.423288
180.0097730.10060.460022
19-0.025387-0.26140.397153
200.093210.95970.169706
21-0.163732-1.68570.047395
220.0829130.85360.197614
230.0175340.18050.428544
240.0730060.75160.226966
25-0.121251-1.24840.107325
260.0153390.15790.43741
270.0731670.75330.226469
28-0.104896-1.080.141304
290.119271.2280.111091
30-0.132906-1.36830.087049
310.0889180.91550.181011
32-0.007872-0.0810.467779
33-0.069186-0.71230.238919
340.1058831.09010.139063
35-0.076376-0.78630.216713
360.0676940.6970.243678
37-0.043017-0.44290.329374
380.0373910.3850.350517
39-0.108136-1.11330.134042
400.0994151.02350.154192
41-0.05583-0.57480.28332
420.0545770.56190.287682
43-0.048807-0.50250.30818
440.0732930.75460.226083
45-0.118795-1.22310.112008
460.1140081.17380.121556
470.0008240.00850.496625
48-0.127534-1.3130.096002


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.561438-5.78040
2-0.356382-3.66920.000191
3-0.352073-3.62480.000223
4-0.151841-1.56330.060482
5-0.2271-2.33810.010629
6-0.222484-2.29060.011982
7-0.039555-0.40720.342323
8-0.124964-1.28660.100522
9-0.294659-3.03370.001519
10-0.218796-2.25260.013171
11-0.084241-0.86730.193864
12-0.152799-1.57320.059331
130.0109330.11260.455295
14-0.011666-0.12010.452312
150.0228690.23540.407157
160.0309030.31820.375493
17-0.094089-0.96870.167447
18-0.055882-0.57530.283139
19-0.040815-0.42020.33759
200.1130021.16340.123635
21-0.06411-0.660.255327
22-0.151576-1.56060.060803
23-0.169066-1.74060.042324
24-0.019693-0.20280.419857
250.0004280.00440.498246
26-0.103969-1.07040.143429
270.0690870.71130.239233
280.0062680.06450.474332
290.1481761.52560.065049
30-0.06249-0.64340.260686
31-0.08641-0.88960.187835
320.1472221.51570.06628
33-0.078453-0.80770.210528
34-0.018167-0.1870.425995
35-0.126836-1.30590.097214
36-0.011098-0.11430.454624
370.031460.32390.373325
380.0417850.43020.333959
39-0.102714-1.05750.146342
40-0.01532-0.15770.437484
410.0421420.43390.33263
42-0.116347-1.19790.11682
43-0.058324-0.60050.274733
440.0505330.52030.301982
454.4e-055e-040.499818
460.0626710.64520.260082
470.0080210.08260.467171
48-0.140119-1.44260.076039
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/07/t1241722713g62me3xn3vne55o/1keyo1241722653.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/07/t1241722713g62me3xn3vne55o/1keyo1241722653.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/07/t1241722713g62me3xn3vne55o/23ur71241722653.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/07/t1241722713g62me3xn3vne55o/23ur71241722653.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')
 




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