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Autocorrelatiefunctie - Omzetcijfers Carrefour Burcht - Jeroen Van Eeckhoven

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 13 May 2009 00:32:44 -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/t1242196557khikbw1zv6re00a.htm/, Retrieved Wed, 13 May 2009 08:35:59 +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/t1242196557khikbw1zv6re00a.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 «

2291180 1971664 2193270 2197733 2345324 2195121 2170583 2241521 2154945 2912568 2392562 3336621 4080642 3735329 4018383 4171360 3855698 4101316 4199346 3959646 3960841 4784025 4105467 5929558 4048642 3828808 4268127 4171816 4004783 4295447 3968177 3918480 4040260 4530715 4103330 6025506 4632308 4133863 4519182 4151573 4486595 4504699 4180443 4222193 4373727 4734738 4403232 5903985 4414074 4061816 4504697 3994176 4114925 4485120 4171230 4476075 4179369 4823185 4585751 6110454 4279575 3782118 4098678 4065616 4413733 4481214 4345018 4294488 4361269 4535031 4318397 6040168

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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.661509	5.6131	0
2	0.626335	5.3146	1e-06
3	0.553361	4.6954	6e-06
4	0.450897	3.826	0.000137
5	0.434439	3.6863	0.000219
6	0.416622	3.5352	0.000358
7	0.305499	2.5922	0.00577
8	0.236891	2.0101	0.024085
9	0.220158	1.8681	0.032908
10	0.161886	1.3736	0.086907
11	0.116063	0.9848	0.164003
12	0.285699	2.4242	0.008926
13	0.029092	0.2469	0.402861
14	0.054868	0.4656	0.321465
15	-0.003579	-0.0304	0.487928
16	-0.045671	-0.3875	0.349752
17	-0.012152	-0.1031	0.459081
18	0.014667	0.1245	0.45065
19	-0.020969	-0.1779	0.429641
20	-0.027125	-0.2302	0.409309
21	-0.00355	-0.0301	0.488027
22	-0.007215	-0.0612	0.475676
23	0.012565	0.1066	0.457695
24	0.184502	1.5656	0.060919
25	-0.034271	-0.2908	0.38602
26	-0.014935	-0.1267	0.449755
27	-0.062657	-0.5317	0.298299
28	-0.101339	-0.8599	0.196352
29	-0.075356	-0.6394	0.26229
30	-0.064116	-0.544	0.294048
31	-0.093557	-0.7939	0.214943
32	-0.102081	-0.8662	0.194632
33	-0.110862	-0.9407	0.175003
34	-0.126145	-1.0704	0.144013
35	-0.115076	-0.9765	0.166054
36	0.016821	0.1427	0.443451
37	-0.134676	-1.1428	0.128461
38	-0.106694	-0.9053	0.184155
39	-0.152995	-1.2982	0.09918
40	-0.167329	-1.4198	0.079985
41	-0.127148	-1.0789	0.142119
42	-0.116453	-0.9881	0.163197
43	-0.132076	-1.1207	0.133069
44	-0.127966	-1.0858	0.140588
45	-0.127835	-1.0847	0.140833
46	-0.137075	-1.1631	0.124311
47	-0.128954	-1.0942	0.138754
48	-0.043954	-0.373	0.355136

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.661509	5.6131	0
2	0.335594	2.8476	0.002868
3	0.112374	0.9535	0.171758
4	-0.050813	-0.4312	0.333818
5	0.070631	0.5993	0.275419
6	0.098259	0.8338	0.203588
7	-0.128565	-1.0909	0.139474
8	-0.122717	-1.0413	0.150613
9	0.051127	0.4338	0.332856
10	0.008371	0.071	0.471785
11	-0.073835	-0.6265	0.26648
12	0.387783	3.2904	0.000775
13	-0.443225	-3.7609	0.000171
14	-0.01548	-0.1314	0.447932
15	-0.036951	-0.3135	0.377389
16	0.072032	0.6112	0.271491
17	0.012879	0.1093	0.456643
18	0.051301	0.4353	0.332321
19	0.062451	0.5299	0.298901
20	-0.023269	-0.1974	0.422018
21	0.01045	0.0887	0.464793
22	0.059372	0.5038	0.307974
23	0.050836	0.4314	0.333748
24	0.094226	0.7995	0.213305
25	-0.26577	-2.2551	0.013583
26	-0.164336	-1.3944	0.083737
27	0.044924	0.3812	0.35209
28	-0.01121	-0.0951	0.462243
29	-0.032088	-0.2723	0.393095
30	5.2e-05	4e-04	0.499823
31	0.091098	0.773	0.221029
32	-0.005325	-0.0452	0.482041
33	-0.093845	-0.7963	0.214238
34	0.046291	0.3928	0.347817
35	0.022042	0.187	0.426081
36	-0.015644	-0.1327	0.447384
37	0.015789	0.134	0.446898
38	-0.067396	-0.5719	0.284594
39	-0.035325	-0.2997	0.38262
40	-0.009782	-0.083	0.467039
41	-0.001354	-0.0115	0.495434
42	-0.03223	-0.2735	0.392635
43	-0.037103	-0.3148	0.3769
44	0.019624	0.1665	0.43411
45	0.00638	0.0541	0.478488
46	-0.046524	-0.3948	0.347089
47	-0.036721	-0.3116	0.378127
48	-0.071595	-0.6075	0.272714

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242196557khikbw1zv6re00a/159s31242196362.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242196557khikbw1zv6re00a/159s31242196362.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242196557khikbw1zv6re00a/27h9c1242196362.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242196557khikbw1zv6re00a/27h9c1242196362.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')

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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