Home » date » 2009 » May » 13 »

autocorrelatie- uitvoer België naar EU -Tessa Buck

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 12 May 2009 23:34:49 -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/13/t1242193012ohbqcly9drncsgz.htm/, Retrieved Wed, 13 May 2009 07:36:54 +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/13/t1242193012ohbqcly9drncsgz.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 «
11025,1 10853,8 12252,6 11839,4 11669,1 11601,4 11178,4 9516,4 12102,8 12989 11610,2 10205,5 11356,2 11307,1 12648,6 11947,2 11714,1 12192,5 11268,8 9097,4 12639,8 13040,1 11687,3 11191,7 11391,9 11793,1 13933,2 12778,1 11810,3 13698,4 11956,6 10723,8 13938,9 13979,8 13807,4 12973,9 12509,8 12934,1 14908,3 13772,1 13012,6 14049,9 11816,5 11593,2 14466,2 13615,9 14733,9 13880,7 13527,5 13584 16170,2 13260,6 14741,9 15486,5 13154,5 12621,2 15031,6 15452,4 15428 13105,9 14716,8 14180 16202,2 14392,4 15140,6 15960,1 14351,3 13230,2 15202,1 17056 16077,7 13348,2 16707,5 16792,6 16831,3 17804,5 16370,2 17602,5 17065,6 14427,9 17818,5 18027,6
 
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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.682336.17880
20.5457044.94162e-06
30.6425555.81860
40.6288855.69480
50.5968125.40440
60.6159515.57770
70.5105494.62327e-06
80.5042164.56599e-06
90.408073.69520.000198
100.3185992.8850.0025
110.4312493.90519.6e-05
120.5709925.17061e-06
130.3373933.05520.001517
140.2370142.14630.017404
150.2909682.63480.005031
160.3079252.78840.003291
170.2845012.57630.00589
180.3013242.72860.00389
190.237822.15350.017106
200.2048131.85470.03362
210.1329331.20380.116072
220.0845810.76590.222964
230.1790321.62120.054407
240.2441872.21120.014903
250.0930210.84230.201023
260.0030660.02780.488959
270.0260180.23560.407166
280.0630270.57070.284869
290.0172410.15610.438161
300.0314230.28450.388354
310.0070740.06410.47454
32-0.055032-0.49830.30979
33-0.114016-1.03250.152446
34-0.12583-1.13940.128918
35-0.071045-0.64330.2609
36-0.009149-0.08290.467086
37-0.113624-1.02890.153273
38-0.196692-1.78110.039298
39-0.160409-1.45260.075081
40-0.110915-1.00440.159075
41-0.154602-1.40.082645
42-0.134548-1.21840.113287
43-0.156568-1.41780.080021
44-0.199223-1.8040.037449
45-0.252948-2.29050.012279
46-0.268045-2.42730.008702
47-0.22881-2.0720.020706
48-0.160265-1.45130.07526


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.682336.17880
20.1499361.35770.089138
30.4282613.87810.000106
40.1382221.25170.107127
50.1793941.62450.054055
60.1471361.33240.093214
7-0.148579-1.34540.091097
80.0666510.60350.273904
9-0.350111-3.17040.001071
10-0.171354-1.55170.062296
110.1582111.43270.077878
120.4725494.27912.5e-05
13-0.179723-1.62750.053738
14-0.11996-1.08630.140268
15-0.15019-1.360.088775
160.0252180.22840.409969
17-0.030564-0.27680.391325
180.0600150.54350.294145
190.0234220.21210.416279
20-0.084379-0.76410.223505
210.0287560.26040.397607
22-0.093289-0.84480.20035
230.0216360.19590.422578
24-0.079322-0.71830.237309
250.1209121.09490.138381
26-0.078575-0.71150.239387
27-0.026619-0.2410.405059
280.0035090.03180.487363
29-0.171035-1.54880.062642
300.0515540.46680.320926
31-0.04215-0.38170.35184
320.0719260.65130.25833
33-0.077744-0.7040.241714
340.0209730.18990.424921
35-0.076654-0.69410.24478
360.0662360.59980.275149
370.0052190.04730.481211
38-0.004053-0.03670.485405
390.0131590.11920.45272
400.0112160.10160.459674
41-0.006585-0.05960.476297
42-0.122841-1.11240.134614
43-0.087584-0.79310.215003
44-0.036646-0.33180.370428
45-0.016846-0.15250.439567
46-0.061213-0.55430.290439
47-0.006185-0.0560.477736
480.0821110.74350.229638
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193012ohbqcly9drncsgz/1a5ie1242192887.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193012ohbqcly9drncsgz/1a5ie1242192887.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193012ohbqcly9drncsgz/26wqz1242192887.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193012ohbqcly9drncsgz/26wqz1242192887.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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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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