Home » date » 2009 » May » 13 »

Autocorrelatie - Prijs kleurentelevisie - Tjitse Voortman

*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 11:35:01 -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/t1242236414yqy1a797j9pesrh.htm/, Retrieved Wed, 13 May 2009 19:40:14 +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/t1242236414yqy1a797j9pesrh.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 «

666,27 664,45 660,76 660,40 660,69 660,69 662,23 661,41 659,02 655,43 652,59 652,59 648,20 645,84 644,67 642,71 640,14 640,14 639,64 630,28 614,57 614,70 615,08 615,08 614,43 604,55 598,98 594,05 593,05 593,05 593,34 584,72 580,70 577,08 569,92 569,92 568,86 559,38 548,22 545,61 545,33 530,30 527,76 521,41 1601,93 1577,49 1551,43 1551,43 1516,88 1485,95 1438,22 1385,06 1329,49 1329,49 1276,16 1242,34 1181,59 1160,21 1135,18 1135,18 1084,96 1077,35 1061,13 1029,98 1013,08 1013,08 996,04 975,02 951,89 944,40 932,47 932,47 920,44 900,18 886,90

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.919244	7.9609	0
2	0.840369	7.2778	0
3	0.762762	6.6057	0
4	0.684975	5.9321	0
5	0.609454	5.278	1e-06
6	0.536426	4.6456	7e-06
7	0.469157	4.063	5.9e-05
8	0.408783	3.5402	0.000345
9	0.354292	3.0683	0.001498
10	0.297926	2.5801	0.005916
11	0.248319	2.1505	0.017369
12	0.202294	1.7519	0.041938
13	0.163477	1.4157	0.080494
14	0.127398	1.1033	0.136713
15	0.09337	0.8086	0.210649
16	0.057808	0.5006	0.309049
17	0.028328	0.2453	0.403435
18	-0.000737	-0.0064	0.497464
19	-0.028108	-0.2434	0.404172
20	-0.05118	-0.4432	0.329437
21	-0.073082	-0.6329	0.26436
22	-0.096028	-0.8316	0.204129
23	-0.117456	-1.0172	0.156164
24	-0.136971	-1.1862	0.119643
25	-0.151871	-1.3152	0.096218
26	-0.165482	-1.4331	0.07799
27	-0.178147	-1.5428	0.063544
28	-0.191523	-1.6586	0.050682
29	-0.203219	-1.7599	0.041249
30	-0.212402	-1.8395	0.034903
31	-0.22006	-1.9058	0.030256
32	-0.222403	-1.9261	0.028943
33	-0.224657	-1.9456	0.027726
34	-0.227291	-1.9684	0.026359
35	-0.230043	-1.9922	0.024993
36	-0.232663	-2.0149	0.023749
37	-0.235395	-2.0386	0.022508
38	-0.238602	-2.0664	0.021124
39	-0.2426	-2.101	0.019502
40	-0.246879	-2.138	0.017886
41	-0.251481	-2.1779	0.016279
42	-0.25669	-2.223	0.014614
43	-0.261703	-2.2664	0.013155
44	-0.266877	-2.3112	0.011785
45	-0.246617	-2.1358	0.017981
46	-0.22706	-1.9664	0.026477
47	-0.208272	-1.8037	0.037648
48	-0.189699	-1.6428	0.052301

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.919244	7.9609	0
2	-0.02994	-0.2593	0.398062
3	-0.034544	-0.2992	0.382823
4	-0.045023	-0.3899	0.348853
5	-0.031444	-0.2723	0.393066
6	-0.030499	-0.2641	0.396201
7	-0.009711	-0.0841	0.466601
8	-0.000513	-0.0044	0.498232
9	-0.004218	-0.0365	0.485478
10	-0.052671	-0.4561	0.324802
11	4e-05	3e-04	0.499863
12	-0.016705	-0.1447	0.442678
13	0.009418	0.0816	0.467605
14	-0.016251	-0.1407	0.444227
15	-0.018958	-0.1642	0.435017
16	-0.043796	-0.3793	0.352776
17	0.004424	0.0383	0.484771
18	-0.028187	-0.2441	0.403908
19	-0.017048	-0.1476	0.441513
20	-0.003602	-0.0312	0.487598
21	-0.019511	-0.169	0.433137
22	-0.038172	-0.3306	0.370942
23	-0.02	-0.1732	0.431477
24	-0.017145	-0.1485	0.441181
25	0.00394	0.0341	0.486437
26	-0.020378	-0.1765	0.430195
27	-0.018268	-0.1582	0.43736
28	-0.033472	-0.2899	0.386355
29	-0.01712	-0.1483	0.441267
30	-0.010505	-0.091	0.463878
31	-0.01239	-0.1073	0.457418
32	0.010111	0.0876	0.465228
33	-0.0191	-0.1654	0.434534
34	-0.027197	-0.2355	0.407217
35	-0.023431	-0.2029	0.419876
36	-0.019636	-0.1701	0.432713
37	-0.01912	-0.1656	0.434464
38	-0.024937	-0.216	0.414804
39	-0.026882	-0.2328	0.408272
40	-0.026925	-0.2332	0.408131
41	-0.028348	-0.2455	0.40337
42	-0.028471	-0.2466	0.402959
43	-0.023916	-0.2071	0.41824
44	-0.02735	-0.2369	0.406707
45	0.138611	1.2004	0.11688
46	-0.01366	-0.1183	0.453075
47	-0.015616	-0.1352	0.446392
48	-0.012485	-0.1081	0.457094

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242236414yqy1a797j9pesrh/1a0pg1242236096.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242236414yqy1a797j9pesrh/1a0pg1242236096.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242236414yqy1a797j9pesrh/2jfbs1242236096.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242236414yqy1a797j9pesrh/2jfbs1242236096.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by