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oef 6bis opgave 2 (zonder trend) - elke torfs mar 201

*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 07:30:14 -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/t1241875900ibbcdtivx3ob97l.htm/, Retrieved Sat, 09 May 2009 15:31:42 +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/t1241875900ibbcdtivx3ob97l.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 «
356445 291705 310900 332340 257166 334551 317365 270863 317904 423141 317684 411063 371161 299023 326964 327146 303447 351994 320317 257151 320274 476982 301723 363567 338831 265802 307691 334207 303127 318863 292123 245155 284794 391604 304982 369552 356021 247577 277885 294032 310845 311023 298462 234188 297478 371017 291128 316374 326001 222302 227424 255428 278250 280335 241894 255075 255115 319482 270694 300209 283531 218924 236466 267980 219994 256052 230444 200778 240960 277837 209776 232065
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3617533.06960.001511
20.2393712.03110.022967
30.4318983.66480.000235
40.1536151.30350.098284
50.1888321.60230.056734
60.467373.96588.5e-05
70.1730951.46880.073127
80.0857350.72750.234643
90.3171072.69070.004429
100.1291.09460.13867
110.1908581.61950.054858
120.6139245.20931e-06
130.159531.35370.09004
140.0500730.42490.336095
150.2344061.9890.025251
16-0.009966-0.08460.46642
170.0107890.09160.463655
180.2436942.06780.021126
190.0275530.23380.407903
20-0.053153-0.4510.326667
210.1409951.19640.117736
22-0.065198-0.55320.290911
23-0.014387-0.12210.451588
240.3052542.59020.005802
25-0.018649-0.15820.437354
26-0.118487-1.00540.159037
270.0540320.45850.323995
28-0.146623-1.24410.108742
29-0.165917-1.40790.081739
300.0170780.14490.442593
31-0.110807-0.94020.175122
32-0.161219-1.3680.087785
33-0.024788-0.21030.416999
34-0.134854-1.14430.128149
35-0.125774-1.06720.144717
360.0775360.65790.256345
37-0.13295-1.12810.131508
38-0.187636-1.59210.057867
39-0.062836-0.53320.297775
40-0.194633-1.65150.051494
41-0.223709-1.89820.030837
42-0.087242-0.74030.23077
43-0.208302-1.76750.040691
44-0.213295-1.80990.037245
45-0.11829-1.00370.159437
46-0.178277-1.51270.067362
47-0.187128-1.58780.058353
48-0.06179-0.52430.300838


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3617533.06960.001511
20.1248441.05930.146494
30.3634373.08390.001448
4-0.131084-1.11230.134859
50.1191881.01130.15762
60.3272222.77660.003499
7-0.097278-0.82540.205926
8-0.098494-0.83580.20303
90.1272121.07940.142
100.0166680.14140.443962
110.1392161.18130.120687
120.4576783.88350.000113
13-0.299141-2.53830.006651
14-0.145178-1.23190.111002
15-0.11385-0.9660.168627
16-0.06203-0.52630.300134
17-0.039056-0.33140.370653
18-0.078784-0.66850.252976
190.0645560.54780.29277
200.0175760.14910.44093
21-0.009877-0.08380.466721
22-0.13648-1.15810.125332
23-0.005847-0.04960.480284
240.0299290.2540.400126
25-0.001197-0.01020.495962
26-0.067319-0.57120.284816
27-0.021984-0.18650.426273
280.0171550.14560.442336
29-0.090419-0.76720.222726
30-0.123205-1.04540.149662
310.0241660.20510.419053
320.077660.6590.256009
33-0.045465-0.38580.350397
340.107350.91090.182694
35-0.027455-0.2330.408225
36-0.070344-0.59690.276227
37-0.067077-0.56920.285508
380.0077470.06570.473884
39-0.016269-0.1380.445295
400.0050310.04270.483034
410.005540.0470.48132
420.0074750.06340.474802
43-0.140727-1.19410.118177
44-0.041978-0.35620.361367
45-0.035299-0.29950.382701
460.016510.14010.44449
47-0.019037-0.16150.436064
48-0.02988-0.25350.400286
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241875900ibbcdtivx3ob97l/1idje1241875813.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241875900ibbcdtivx3ob97l/1idje1241875813.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241875900ibbcdtivx3ob97l/2ovqy1241875813.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/09/t1241875900ibbcdtivx3ob97l/2ovqy1241875813.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')
 




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