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 23:40:16 -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/t1242193256fmfw3clx2johjxf.htm/, Retrieved Wed, 13 May 2009 07:40:56 +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/t1242193256fmfw3clx2johjxf.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 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	-0.325931	-2.9334	0.00218
2	-0.322459	-2.9021	0.002386
3	0.128725	1.1585	0.125026
4	0.015354	0.1382	0.44522
5	-0.066376	-0.5974	0.27596
6	0.181278	1.6315	0.053334
7	-0.180921	-1.6283	0.053674
8	0.194299	1.7487	0.042066
9	-0.000241	-0.0022	0.499139
10	-0.303936	-2.7354	0.003826
11	-0.134543	-1.2109	0.114731
12	0.660237	5.9421	0
13	-0.198838	-1.7895	0.038633
14	-0.214029	-1.9263	0.02879
15	0.029159	0.2624	0.396828
16	0.029154	0.2624	0.396847
17	-0.048733	-0.4386	0.331061
18	0.147493	1.3274	0.094046
19	-0.130157	-1.1714	0.122433
20	0.162988	1.4669	0.073139
21	-0.051135	-0.4602	0.323298
22	-0.238345	-2.1451	0.01747
23	-0.011273	-0.1015	0.45972
24	0.388061	3.4925	0.000389
25	-0.097239	-0.8751	0.19204
26	-0.118273	-1.0645	0.145143
27	-0.054388	-0.4895	0.312908
28	0.078414	0.7057	0.241191
29	-0.066775	-0.601	0.274769
30	0.079052	0.7115	0.239418
31	-0.020531	-0.1848	0.426931
32	0.096789	0.8711	0.193138
33	-0.083989	-0.7559	0.22595
34	-0.131639	-1.1848	0.119789
35	-0.046069	-0.4146	0.339758
36	0.31713	2.8542	0.002738
37	-0.054926	-0.4943	0.311204
38	-0.120768	-1.0869	0.14015
39	-0.044749	-0.4027	0.344101
40	0.10289	0.926	0.178596
41	-0.077537	-0.6978	0.243639
42	0.025522	0.2297	0.409453
43	0.00425	0.0382	0.484792
44	0.103442	0.931	0.177316
45	-0.072045	-0.6484	0.25928
46	-0.094657	-0.8519	0.198386
47	-0.085402	-0.7686	0.222176
48	0.287658	2.5889	0.005705

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.325931	-2.9334	0.00218
2	-0.479643	-4.3168	2.2e-05
3	-0.266096	-2.3949	0.009467
4	-0.295441	-2.659	0.004722
5	-0.33348	-3.0013	0.001786
6	-0.083523	-0.7517	0.227204
7	-0.319887	-2.879	0.002551
8	0.148429	1.3359	0.092668
9	0.193069	1.7376	0.043039
10	-0.029295	-0.2637	0.396357
11	-0.566402	-5.0976	1e-06
12	0.156155	1.4054	0.081863
13	0.133321	1.1999	0.11684
14	0.221183	1.9906	0.024946
15	0.051752	0.4658	0.321317
16	0.086106	0.775	0.220311
17	-0.037282	-0.3355	0.369042
18	-0.011953	-0.1076	0.457298
19	0.081903	0.7371	0.231588
20	-0.023804	-0.2142	0.41545
21	-0.093648	-0.8428	0.200903
22	-0.138787	-1.2491	0.107616
23	0.060845	0.5476	0.292736
24	-0.103866	-0.9348	0.176336
25	-0.0028	-0.0252	0.489978
26	-0.037986	-0.3419	0.366666
27	-0.017352	-0.1562	0.438144
28	0.113829	1.0245	0.154333
29	0.070758	0.6368	0.263019
30	0.036678	0.3301	0.371088
31	-0.045097	-0.4059	0.342954
32	0.016774	0.151	0.44019
33	-0.031774	-0.286	0.387816
34	0.047474	0.4273	0.335159
35	-0.158118	-1.4231	0.079279
36	0.009741	0.0877	0.465178
37	-0.026154	-0.2354	0.407251
38	0.023098	0.2079	0.41792
39	-0.053537	-0.4818	0.315611
40	0.024379	0.2194	0.41344
41	0.094795	0.8532	0.198045
42	-0.003793	-0.0341	0.486425
43	-0.034885	-0.314	0.377178
44	-0.100424	-0.9038	0.184388
45	0.040358	0.3632	0.358692
46	0.028076	0.2527	0.400577
47	0.038854	0.3497	0.363741
48	0.005013	0.0451	0.482062

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193256fmfw3clx2johjxf/1zmrh1242193212.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193256fmfw3clx2johjxf/1zmrh1242193212.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193256fmfw3clx2johjxf/22i581242193212.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242193256fmfw3clx2johjxf/22i581242193212.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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