Home » date » 2009 » May » 13 »

autocorr non season - niet werkende werkzoekenden - Lize Geunes

*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 12:14:06 -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/t1242238496594gcppxi6w8gm4.htm/, Retrieved Wed, 13 May 2009 20:14:58 +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/t1242238496594gcppxi6w8gm4.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 «
220206 220115 218444 214912 210705 209673 237041 242081 241878 242621 238545 240337 244752 244576 241572 240541 236089 236997 264579 270349 269645 267037 258113 262813 267413 267366 264777 258863 254844 254868 277267 285351 286602 283042 276687 277915 277128 277103 275037 270150 267140 264993 287259 291186 292300 288186 281477 282656 280190 280408 276836 275216 274352 271311 289802 290726 292300 278506 269826 265861 269034 264176 255198 253353 246057 235372 258556 260993 254663 250643 243422 247105 248541 245039 237080 237085 225554 226839 247934 248333 246969 245098 246263 255765 264319
 
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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1481661.3580.089055
2-0.166526-1.52620.065354
3-0.218559-2.00310.024194
4-0.241605-2.21430.014757
50.1179611.08110.141366
60.2367472.16980.016422
70.0685850.62860.265661
8-0.242089-2.21880.014599
9-0.214484-1.96580.026314
10-0.178476-1.63580.052816
110.1697521.55580.061758
120.7470776.84710
130.0808640.74110.23034
14-0.139143-1.27530.102866
15-0.242653-2.2240.014417
16-0.219237-2.00930.023856
170.1187341.08820.139805
180.1499541.37440.086494
190.0406210.37230.355304
20-0.234058-2.14520.017413
21-0.208718-1.91290.029582
22-0.127593-1.16940.122774
230.0946260.86730.194134
240.5549075.08581e-06
250.0654130.59950.27522
26-0.126816-1.16230.124205
27-0.242248-2.22020.014548
28-0.14906-1.36620.087769
290.0695030.6370.262926
300.0952090.87260.192683
310.0341090.31260.377673
32-0.186425-1.70860.045608
33-0.126784-1.1620.124264
34-0.114762-1.05180.147952
350.0755110.69210.245401
360.4481684.10754.6e-05
370.0492420.45130.326465
38-0.122155-1.11960.133044
39-0.208924-1.91480.02946
40-0.109778-1.00610.158622
410.0566710.51940.302424
420.1045960.95860.170247
430.0169510.15540.438456
44-0.182197-1.66990.049334
45-0.093531-0.85720.19688
46-0.096844-0.88760.188648
470.0376990.34550.365285
480.3451863.16370.001085


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1481661.3580.089055
2-0.19271-1.76620.040497
3-0.170514-1.56280.060931
4-0.231829-2.12470.018273
50.1281851.17480.121691
60.108820.99740.160729
7-0.014156-0.12970.448539
8-0.251819-2.3080.01173
9-0.063138-0.57870.282179
10-0.17535-1.60710.055891
110.1183491.08470.140583
120.6664366.1080
13-0.096645-0.88580.189135
140.0335520.30750.379609
15-0.074629-0.6840.247934
16-0.00073-0.00670.497337
17-0.08196-0.75120.227324
18-0.169914-1.55730.061581
190.0181360.16620.434191
20-0.050182-0.45990.32338
21-0.006859-0.06290.475014
220.0639410.5860.279714
23-0.214744-1.96820.026174
240.0427290.39160.348168
25-0.004725-0.04330.482779
26-0.036936-0.33850.367907
27-0.048755-0.44680.328067
280.0589680.54040.295159
29-0.086557-0.79330.214917
30-0.022649-0.20760.41803
31-0.045418-0.41630.33914
320.0968670.88780.188591
330.0395920.36290.358809
34-0.078441-0.71890.237092
350.0987930.90550.183908
360.0153150.14040.444354
37-0.034311-0.31450.376972
38-0.071555-0.65580.256868
39-0.049102-0.450.326926
400.0214790.19690.422206
41-0.007242-0.06640.473617
420.0708920.64970.258819
43-0.053795-0.4930.311636
44-0.125257-1.1480.127114
45-0.010398-0.09530.46215
46-0.023322-0.21370.41563
47-0.162307-1.48760.070304
48-0.033715-0.3090.379043
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242238496594gcppxi6w8gm4/1drx41242238444.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242238496594gcppxi6w8gm4/1drx41242238444.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242238496594gcppxi6w8gm4/2nb5j1242238444.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t1242238496594gcppxi6w8gm4/2nb5j1242238444.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')
 




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