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trend autocorrelatie functie - nieuwe geregistreerde domeinnamen - Dorien Dhanis

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Sat, 09 May 2009 03:44:27 -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/09/t1241862311qaxuj6xtiyz2ik8.htm/, Retrieved Sat, 09 May 2009 11:45:11 +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/09/t1241862311qaxuj6xtiyz2ik8.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 «
8166 2322 2924 5209 5597 5616 5764 5854 6019 6047 6082 6251 6576 6820 7024 7102 7107 7237 7630 7842 8086 8201 8323 9016 9077 9115 9230 9535 9565 9807 9815 9999 10176 10416 10439 10737 10790 11196 11221 11340 11356 11772 11836 11926 12013 12132 12178 12382 12448 12543 12662 12692 12767 13136 13145 13330 13381 13533 14176 14314 14444 15092 15130 15550 15557 15874 15892 16364 16379 16668 16713 16830 17368 17808 17846 18137 18504 18898 18938 19139 19573 19796 19845 21461
 
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
1-0.041395-0.37710.353522
2-0.282094-2.570.005978
3-0.02531-0.23060.409101
40.0294750.26850.394478
5-0.001613-0.01470.494154
60.0180590.16450.434858
7-0.01276-0.11620.45387
80.0307870.28050.389901
90.0194990.17760.429717
100.0161810.14740.441582
11-0.008746-0.07970.468341
12-0.010415-0.09490.462317
13-0.029019-0.26440.396073
140.0257890.2350.407413
150.0253250.23070.40905
160.0187240.17060.432484
17-0.033182-0.30230.381589
18-0.000382-0.00350.498617
19-0.014499-0.13210.447616
200.0412330.37560.354068
21-0.004209-0.03830.484751
22-0.060043-0.5470.292917
230.0076670.06980.472242
240.0232470.21180.416394
250.0100840.09190.463511
26-0.013508-0.12310.451178
270.0006010.00550.497823
28-0.01072-0.09770.461218
290.0115360.10510.458275
300.0101120.09210.463412
31-0.01487-0.13550.446285
32-0.007938-0.07230.47126
330.0052320.04770.481048
34-0.008942-0.08150.467635
350.0131880.12010.452329
36-0.034278-0.31230.377803
370.0012350.01130.495523
380.0221230.20150.420381
390.0124840.11370.454861
40-0.030905-0.28160.389493
410.0023010.0210.491664
420.0140740.12820.449142
43-0.000517-0.00470.498128
440.0085970.07830.468881
450.005850.05330.478812
460.0002840.00260.498972
470.0039090.03560.48584
480.0033730.03070.487779


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.041395-0.37710.353522
2-0.284294-2.590.005666
3-0.056752-0.5170.303254
4-0.060872-0.55460.290339
5-0.029523-0.2690.394313
60.0068160.06210.475319
7-0.021207-0.19320.423635
80.0404470.36850.356723
90.0186490.16990.43275
100.0428210.39010.348723
110.0110540.10070.460012
120.0089340.08140.467663
13-0.027198-0.24780.402456
140.0211820.1930.423726
150.0127460.11610.453918
160.0321750.29310.385079
17-0.020216-0.18420.427161
180.0106390.09690.46151
19-0.028361-0.25840.398377
200.0412180.37550.354119
21-0.009932-0.09050.464058
22-0.045801-0.41730.338779
230.0003580.00330.498703
24-0.013497-0.1230.451216
250.0124370.11330.45503
26-0.014953-0.13620.445984
270.0117180.10680.457621
28-0.0175-0.15940.436857
290.0138840.12650.449823
300.0040880.03720.485188
31-0.0059-0.05380.478631
32-0.003021-0.02750.489056
330.0008150.00740.497045
34-0.015326-0.13960.444645
350.0105320.0960.461896
36-0.042898-0.39080.348467
370.0066130.06030.476051
380.0029010.02640.489491
390.0115390.10510.458266
40-0.022523-0.20520.41896
410.0031010.02830.488764
420.0113370.10330.458995
43-0.002373-0.02160.491402
440.018320.16690.433927
450.0054570.04970.480236
460.0157530.14350.443115
470.0080820.07360.470742
480.0119660.1090.456726
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241862311qaxuj6xtiyz2ik8/13csw1241862263.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241862311qaxuj6xtiyz2ik8/13csw1241862263.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241862311qaxuj6xtiyz2ik8/215hy1241862263.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241862311qaxuj6xtiyz2ik8/215hy1241862263.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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