Home » date » 2009 » May » 13 »

Bierprijs trend

*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 10:21:15 -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/t1242231753dt53pf2ncxn8b9k.htm/, Retrieved Wed, 13 May 2009 18:22:33 +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/t1242231753dt53pf2ncxn8b9k.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 «
0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,42 0,41 0,42 0,42 0,42 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,41 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,42 0,43 0,43 0,44 0,44 0,44 0,44 0,44 0,44 0,44 0,44 0,44 0,44 0,44 0,43 0,44 0,44 0,46 0,46 0,46 0,46 0,46 0,45 0,45 0,46 0,46 0,46 0,47 0,47 0,47 0,47 0,47 0,47 0,47 0,47 0,47 0,47 0,47
 
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
1-0.216563-2.11080.018708
20.1672791.63040.05316
3-0.153057-1.49180.06953
40.0387360.37760.353303
5-0.2816-2.74470.003621
6-0.025791-0.25140.401032
70.037970.37010.356071
80.0377150.36760.356996
90.0374590.36510.357921
100.0372040.36260.358848
11-0.087041-0.84840.199183
120.1087961.06040.145824
13-0.151568-1.47730.071452
140.240362.34270.010615
15-0.01596-0.15560.438357
160.171791.67440.04867
17-0.024557-0.23930.405675
18-0.024812-0.24180.404714
19-0.089084-0.86830.193715
20-0.025323-0.24680.402792
21-0.017492-0.17050.432494
22-0.017747-0.1730.431518
230.0500570.48790.313375
240.0457580.4460.328307
25-0.018513-0.18040.428594
260.0452480.4410.330101
27-0.08304-0.80940.210161
28-0.019279-0.18790.425673
29-0.019535-0.19040.424701
300.1082421.0550.147047
310.0439710.42860.334602
32-0.084317-0.82180.206619
330.043460.42360.336409
34-0.020811-0.20280.419845
35-0.08104-0.78990.215783
36-0.017279-0.16840.433307
370.0505250.49250.311767
38-0.013747-0.1340.446849
39-0.014002-0.13650.445867
400.0497590.4850.3144
41-0.014513-0.14150.443906
42-0.078784-0.76790.222227
43-0.015023-0.14640.441946
44-0.079295-0.77290.220759
450.0525250.5120.304936
46-0.075763-0.73840.231033
470.1160311.13090.130466
48-0.076273-0.74340.229531


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.216563-2.11080.018708
20.1263031.23110.110671
3-0.100282-0.97740.165421
4-0.03011-0.29350.384898
5-0.265818-2.59090.005541
6-0.160095-1.56040.060993
70.0715550.69740.243618
80.0245410.23920.405735
90.0070450.06870.472699
10-0.031377-0.30580.380205
11-0.158181-1.54180.063228
120.115751.12820.131041
13-0.065684-0.64020.261788
140.2112972.05950.021093
150.1385561.35050.090036
160.0858680.83690.202365
170.1218571.18770.118954
18-0.06134-0.59790.275674
190.0142580.1390.444884
200.1037771.01150.157175
210.0520630.50740.306508
220.035210.34320.366109
23-0.015007-0.14630.442009
24-0.027824-0.27120.393415
250.0270040.26320.396484
260.0103340.10070.459991
27-0.024276-0.23660.406732
28-0.120321-1.17270.121915
29-0.074113-0.72240.235921
300.0621960.60620.272911
310.0538790.52510.300353
32-0.163887-1.59740.056752
33-0.066482-0.6480.259278
340.0038450.03750.485092
35-0.063552-0.61940.268557
360.0196810.19180.424145
37-0.012274-0.11960.452515
38-0.073748-0.71880.237013
39-0.032216-0.3140.377102
40-0.018471-0.180.428754
410.0345260.33650.36861
42-0.061126-0.59580.27637
43-0.046578-0.4540.325436
44-0.089199-0.86940.193408
45-0.05411-0.52740.299572
46-0.074556-0.72670.234605
470.0575560.5610.288063
48-0.048011-0.4680.320445
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242231753dt53pf2ncxn8b9k/174av1242231671.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242231753dt53pf2ncxn8b9k/174av1242231671.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242231753dt53pf2ncxn8b9k/2v56r1242231671.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242231753dt53pf2ncxn8b9k/2v56r1242231671.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')
 




Copyright

Creative Commons License

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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